# EDGAR Filing Document

**Accession Number:** 0000778207
**File Stem:** 0001410368-26-051037
**Filing Date:** 2026-5
**Character Count:** 412386
**Document Hash:** a597f79240f5ffb8e9f5e492a74c0645
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051037.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051037

**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:** 261016542

**BUSINESS ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202
- **BUSINESS PHONE:** 720-482-8836

**MAIL ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AEGON/TRANSAMERICA SERIES TRUST
- **DATE OF NAME CHANGE:** 20050511

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AEGON/TRANSAMERICA SERIES FUND INC
- **DATE OF NAME CHANGE:** 20010501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WRL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Transamerica Aegon Core Bond VP (Series ID: S000007896)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021437 | Initial      |  |
| C000021438 | Service      |  |

## Nport-Ex

**Transamerica Aegon Core Bond VP**

------

**SCHEDULE OF INVESTMENTS**

**At March 31, 2026**

**(unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES - 34.2%**  | **CORPORATE DEBT SECURITIES - 34.2%**  | **CORPORATE DEBT SECURITIES - 34.2%**  |
| **Aerospace & Defense - 0.9%**  | **Aerospace & Defense - 0.9%**  | **Aerospace & Defense - 0.9%**  |
| Boeing Co. |  |  |
| 5.81%, 05/01/2050 | $2180000 | $2107463 |
| 6.53%, 05/01/2034 | 3333000 | 3630779 |
| 6.86%, 05/01/2054 | 1134000 | 1248052 |
| General Electric Co. |  |  |
| 4.13%, 10/09/2042 | 442000 | 370961 |
| 4.50%, 03/11/2044 | 1804000 | 1598680 |
| HEICO Corp. |  |  |
| 5.35%, 08/01/2033 | 2305000 | 2345105 |
| Honeywell Aerospace, Inc. |  |  |
| 4.95%, 03/16/2036 <sup>(A)</sup> <br>| 1090000 | 1081501 |
|  |  | 12382541 |
| **Automobile Components - 0.3%**  | **Automobile Components - 0.3%**  | **Automobile Components - 0.3%**  |
| Aptiv Swiss Holdings Ltd. |  |  |
| 3.25%, 03/01/2032 | 1424000 | 1332747 |
| Cyprium Corp./Cyprium Holdings <br> Luxembourg SARL |  |  |
| 6.13%, 04/15/2031 <sup>(A)</sup> <br>| 488000 | 481079 |
| ZF North America Capital, Inc. |  |  |
| 6.88%, 04/23/2032 <sup>(A)</sup> <br>| 2202000 | 2092127 |
|  |  | 3905953 |
| **Automobiles - 0.4%**  | **Automobiles - 0.4%**  | **Automobiles - 0.4%**  |
| General Motors Financial Co., Inc. |  |  |
| 6.15%, 07/15/2035 | 1479000 | 1529425 |
| Hyundai Capital America |  |  |
| 5.40%, 06/23/2032 <sup>(A)</sup> <br>| 3639000 | 3703856 |
|  |  | 5233281 |
| **Banks - 5.5%**  | **Banks - 5.5%**  | **Banks - 5.5%**  |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/14/2027, <br>5.55% <sup>(B)</sup>, 03/14/2028<br>| 1800000 | 1815214 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/06/2036, <br>5.05% <sup>(B)</sup>, 02/06/2037<br>| 4218000 | 4161891 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/15/2028, <br>5.82% <sup>(B)</sup>, 09/15/2029<br>| 7406000 | 7639950 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/24/2036, <br>5.21% <sup>(B)</sup>, 02/24/2037<br>| 4402000 | 4260193 |
| CaixaBank SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/13/2033, <br>6.84% <sup>(B)</sup>, 09/13/2034 <sup>(A)</sup> <br>| 5017000 | 5463968 |
| Deutsche Bank AG |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 12/10/2030, <br>4.47% <sup>(B)</sup>, 12/10/2031<br>| 2991000 | 2940852 |
| Fifth Third Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/29/2036, <br>5.14% <sup>(B)</sup>, 01/29/2037<br>| 3332000 | 3245777 |
| First Citizens BancShares, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/12/2030, <br>5.23% <sup>(B)</sup>, 03/12/2031<br>| 3180000 | 3153211 |
| Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/21/2031, <br>2.65% <sup>(B)</sup>, 10/21/2032<br>| 3086000 | 2739690 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Goldman Sachs Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/21/2036, <br>5.07% <sup>(B)</sup>, 01/21/2037<br>| $2372000 | $2319039 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/02/2036, <br>5.39% <sup>(B)</sup>, 02/02/2041<br>| 3186000 | 3078157 |
| Intesa Sanpaolo SpA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/21/2032, <br>8.25% <sup>(B)</sup>, 11/21/2033 <sup>(A)</sup> <br>| 2352000 | 2709866 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/22/2036, <br>4.90% <sup>(B)</sup>, 01/22/2037<br>| 3820000 | 3737907 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/23/2029, <br>5.01% <sup>(B)</sup>, 01/23/2030<br>| 2938000 | 2979104 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/05/2036, <br>5.19% <sup>(B)</sup>, 02/05/2037<br>| 3185000 | 3129791 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/23/2028, <br>6.09% <sup>(B)</sup>, 10/23/2029<br>| 1123000 | 1166886 |
| M&T Bank Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/30/2028, <br>7.41% <sup>(B)</sup>, 10/30/2029<br>| 1083000 | 1157355 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/12/2031, <br>4.71% <sup>(B)</sup>, 03/12/2032<br>| 4352000 | 4322698 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/18/2036, <br>5.31% <sup>(B)</sup>, 01/18/2041<br>| 2888000 | 2787851 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/19/2034, <br>5.83% <sup>(B)</sup>, 04/19/2035<br>| 2845000 | 2953645 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/01/2034, <br>5.78% <sup>(B)</sup>, 03/01/2035<br>| 3073000 | 3176664 |
| PNC Financial Services Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/25/2036, <br>5.42% <sup>(B)</sup>, 01/25/2041<br>| 1778000 | 1741815 |
| &nbsp;&nbsp;&nbsp; Fixed until 08/18/2033, <br>5.94% <sup>(B)</sup>, 08/18/2034<br>| 1444000 | 1512339 |
| UBS Group AG |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 08/10/2031, <br>4.59% <sup>(B)</sup>, 08/10/2032 <sup>(A)</sup> <br>| 1324000 | 1301331 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/24/2030, <br>5.24% <sup>(B)</sup>, 01/24/2031<br>| 2393000 | 2439379 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/23/2035, <br>5.61% <sup>(B)</sup>, 04/23/2036<br>| 2848000 | 2914437 |
|  |  | 78849010 |
| **Beverages - 0.3%**  | **Beverages - 0.3%**  | **Beverages - 0.3%**  |
| Anheuser-Busch InBev Worldwide, Inc. |  |  |
| 4.44%, 10/06/2048 | 2486000 | 2084362 |
| Constellation Brands, Inc. |  |  |
| 4.95%, 11/01/2035 | 1854000 | 1789717 |
|  |  | 3874079 |
| **Biotechnology - 0.6%**  | **Biotechnology - 0.6%**  | **Biotechnology - 0.6%**  |
| Amgen, Inc. |  |  |
| 2.80%, 08/15/2041 | 1329000 | 957735 |
| 5.60%, 03/02/2043 | 1270000 | 1251759 |
| CSL Finance PLC |  |  |
| 4.63%, 04/27/2042 <sup>(A)</sup> <br>| 1316000 | 1161353 |

---

**Transamerica Series Trust**

**Page 1**

------

**Transamerica Aegon Core Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Biotechnology (continued)** | **Biotechnology (continued)** | **Biotechnology (continued)** |
| Gilead Sciences, Inc. |  |  |
| 5.10%, 06/15/2035 | $2205000 | $2227732 |
| Royalty Pharma PLC |  |  |
| 2.20%, 09/02/2030 | 1733000 | 1560882 |
| 5.20%, 09/25/2035 | 1513000 | 1493228 |
|  |  | 8652689 |
| **Building Products - 0.5%**  | **Building Products - 0.5%**  | **Building Products - 0.5%**  |
| Amrize Finance U.S. LLC |  |  |
| 4.75%, 09/22/2046 | 878000 | 761378 |
| 5.40%, 04/07/2035 | 1503000 | 1528384 |
| Carlisle Cos., Inc. |  |  |
| 5.25%, 09/15/2035 | 924000 | 923947 |
| Owens Corning |  |  |
| 4.30%, 07/15/2047 | 2138000 | 1696291 |
| Vulcan Materials Co. |  |  |
| 5.35%, 12/01/2034 | 1680000 | 1706770 |
|  |  | 6616770 |
| **Capital Markets - 0.3%**  | **Capital Markets - 0.3%**  | **Capital Markets - 0.3%**  |
| Ares Capital Corp. |  |  |
| 5.25%, 04/12/2031 | 3638000 | 3516816 |
| Blackstone Secured Lending Fund |  |  |
| 5.25%, 09/04/2029 | 1038000 | 1017004 |
|  |  | 4533820 |
| **Chemicals - 0.3%**  | **Chemicals - 0.3%**  | **Chemicals - 0.3%**  |
| CF Industries, Inc. |  |  |
| 5.30%, 11/26/2035 | 1500000 | 1493944 |
| OCP SA |  |  |
| 6.75%, 05/02/2034 <sup>(A)</sup> <br>| 1237000 | 1286872 |
| Westlake Corp. |  |  |
| 5.55%, 11/15/2035 <sup>(C)</sup> <br>| 1822000 | 1816045 |
|  |  | 4596861 |
| **Commercial Services & Supplies - 1.1%**  | **Commercial Services & Supplies - 1.1%**  | **Commercial Services & Supplies - 1.1%**  |
| ADT Security Corp. |  |  |
| 4.13%, 08/01/2029 <sup>(A)</sup> <br>| 1758000 | 1679504 |
| Ashtead Capital, Inc. |  |  |
| 5.55%, 05/30/2033 <sup>(A)</sup> <br>| 2161000 | 2182079 |
| Eaton Corp. |  |  |
| 4.80%, 03/06/2036 | 1434000 | 1415778 |
| Element Fleet Management Corp. |  |  |
| 5.04%, 03/25/2030 <sup>(A)</sup> <br>| 3905000 | 3940939 |
| Herc Holdings, Inc. |  |  |
| 7.00%, 06/15/2030 <sup>(A)</sup> <br>| 1464000 | 1501140 |
| Quanta Services, Inc. |  |  |
| 2.90%, 10/01/2030 | 2488000 | 2307744 |
| 5.25%, 08/09/2034 | 116000 | 116695 |
| Triton Container International Ltd./TAL <br> International Container Corp. |  |  |
| 5.15%, 02/15/2033 | 920000 | 900799 |
| Veralto Corp. |  |  |
| 5.45%, 09/18/2033 | 1419000 | 1449055 |
|  |  | 15493733 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Communications Equipment - 0.9%**  | **Communications Equipment - 0.9%**  | **Communications Equipment - 0.9%**  |
| NTT Finance Corp. |  |  |
| 4.62%, 07/16/2028 <sup>(A)</sup> <br>| $1692000 | $1698432 |
| Orange SA |  |  |
| 4.75%, 01/13/2033 <sup>(A)</sup> <br>| 1327000 | 1312167 |
| T-Mobile USA, Inc. |  |  |
| 3.50%, 04/15/2031 | 2219000 | 2098683 |
| 3.88%, 04/15/2030 | 1403000 | 1366341 |
| 5.00%, 02/15/2036 | 2618000 | 2578509 |
| Verizon Communications, Inc. |  |  |
| 2.99%, 10/30/2056 | 3602000 | 2113747 |
| 4.75%, 01/15/2033 | 1295000 | 1278991 |
|  |  | 12446870 |
| **Construction & Engineering - 0.1%**  | **Construction & Engineering - 0.1%**  | **Construction & Engineering - 0.1%**  |
| Sitios Latinoamerica SAB de CV |  |  |
| 6.00%, 11/25/2029 <sup>(A)</sup> <br>| 1489000 | 1499423 |
| **Consumer Staples Distribution & Retail - 0.1%**  | **Consumer Staples Distribution & Retail - 0.1%**  | **Consumer Staples Distribution & Retail - 0.1%**  |
| 7-Eleven, Inc. |  |  |
| 1.80%, 02/10/2031 <sup>(A)</sup> <br>| 2542000 | 2200472 |
| **Containers & Packaging - 0.0% \*** | **Containers & Packaging - 0.0% \*** | **Containers & Packaging - 0.0% \*** |
| Sonoco Products Co. |  |  |
| 5.75%, 11/01/2040 | 737000 | 734324 |
| **Diversified REITs - 1.1%**  | **Diversified REITs - 1.1%**  | **Diversified REITs - 1.1%**  |
| GLP Capital LP/GLP Financing II, Inc. |  |  |
| 5.25%, 02/15/2033 | 1864000 | 1827163 |
| 5.63%, 03/01/2036 | 2268000 | 2205853 |
| Safehold GL Holdings LLC |  |  |
| 6.10%, 04/01/2034 <sup>(C)</sup> <br>| 1717000 | 1804217 |
| SBA Tower Trust |  |  |
| 6.60%, 11/15/2052 <sup>(A)</sup> <br>| 7217000 | 7339025 |
| VICI Properties LP |  |  |
| 4.95%, 02/15/2030 | 2228000 | 2224436 |
|  |  | 15400694 |
| **Electric Utilities - 1.8%**  | **Electric Utilities - 1.8%**  | **Electric Utilities - 1.8%**  |
| Chile Electricity Lux MPC II SARL |  |  |
| 5.58%, 10/20/2035 <sup>(A)</sup> <br>| 2117276 | 2126364 |
| CMS Energy Corp. |  |  |
| 4.88%, 03/01/2044 | 382000 | 335400 |
| Constellation Energy Generation LLC |  |  |
| 5.88%, 01/15/2066 | 1457000 | 1398799 |
| Duke Energy Corp. |  |  |
| 3.75%, 09/01/2046 | 3796000 | 2801104 |
| 4.95%, 09/15/2035 | 3484000 | 3396359 |
| Duke Energy Indiana LLC |  |  |
| 4.95%, 03/15/2036 | 760000 | 748185 |
| Duke Energy Progress LLC |  |  |
| 3.60%, 09/15/2047 | 2630000 | 1916022 |
| Edison International |  |  |
| 4.80%, 03/15/2031 | 3492000 | 3408787 |
| NRG Energy, Inc. |  |  |
| 6.00%, 02/01/2033 <sup>(A)</sup> <br>| 300000 | 300077 |
| Pacific Gas & Electric Co. |  |  |
| 2.50%, 02/01/2031 | 1587000 | 1422277 |
| 3.75%, 08/15/2042 | 262000 | 196162 |

---

**Transamerica Series Trust**

**Page 2**

------

**Transamerica Aegon Core Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Vistra Operations Co. LLC |  |  |
| 5.25%, 10/15/2035 <sup>(A)</sup> <br>| $3587000 | $3483413 |
| 5.35%, 01/31/2036 <sup>(A)</sup> <br>| 2591000 | 2534499 |
| 6.88%, 04/15/2032 <sup>(A)</sup> <br>| 2165000 | 2240661 |
|  |  | 26308109 |
| **Electrical Equipment - 0.0% \*** | **Electrical Equipment - 0.0% \*** | **Electrical Equipment - 0.0% \*** |
| WESCO Distribution, Inc. |  |  |
| 5.25%, 04/15/2031 <sup>(A)</sup> <br>| 301000 | 299203 |
| **Electronic Equipment, Instruments & Components - 0.7%**  | **Electronic Equipment, Instruments & Components - 0.7%**  | **Electronic Equipment, Instruments & Components - 0.7%**  |
| Arrow Electronics, Inc. |  |  |
| 5.88%, 04/10/2034 | 1501000 | 1538688 |
| Hubbell, Inc. |  |  |
| 4.80%, 11/15/2035 | 2792000 | 2719002 |
| Keysight Technologies, Inc. |  |  |
| 4.95%, 10/15/2034 | 909000 | 899490 |
| Sensata Technologies, Inc. |  |  |
| 4.38%, 02/15/2030 <sup>(A)</sup> <br>| 1926000 | 1841898 |
| Tyco Electronics Group SA |  |  |
| 5.00%, 05/09/2035 | 2576000 | 2567442 |
|  |  | 9566520 |
| **Financial Services - 1.9%**  | **Financial Services - 1.9%**  | **Financial Services - 1.9%**  |
| AerCap Ireland Capital DAC/AerCap <br> Global Aviation Trust |  |  |
| 4.75%, 01/15/2033 | 3016000 | 2931430 |
| Ally Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/15/2028, <br>5.74% <sup>(B)</sup>, 05/15/2029<br>| 648000 | 658106 |
| Avolon Holdings Funding Ltd. |  |  |
| 5.75%, 11/15/2029 <sup>(A)</sup> <br>| 3339000 | 3421270 |
| Blackstone Reg Finance Co. LLC |  |  |
| 4.95%, 02/15/2036 | 1162000 | 1121458 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/11/2035, <br>5.20% <sup>(B)</sup>, 09/11/2036<br>| 3190000 | 3092480 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/30/2036, <br>5.40% <sup>(B)</sup>, 01/30/2037<br>| 1642000 | 1608942 |
| &nbsp;&nbsp;&nbsp; Fixed until 07/26/2034, <br>5.88% <sup>(B)</sup>, 07/26/2035<br>| 3400000 | 3482445 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/30/2035, <br>6.18% <sup>(B)</sup>, 01/30/2036<br>| 666000 | 677425 |
| Gabx Leasing LLC |  |  |
| 5.30%, 04/15/2036 <sup>(A)</sup> <br>| 1379000 | 1353631 |
| LPL Holdings, Inc. |  |  |
| 5.70%, 05/20/2027 | 1129000 | 1139426 |
| Rocket Cos., Inc. |  |  |
| 6.13%, 08/01/2030 <sup>(A)</sup> <br>| 2232000 | 2252595 |
| TPG Operating Group II LP |  |  |
| 4.88%, 05/15/2031 | 1868000 | 1832091 |
| UWM Holdings LLC |  |  |
| 6.25%, 03/15/2031 <sup>(A)</sup> <br>| 2097000 | 1909708 |
| 6.63%, 02/01/2030 <sup>(A)</sup> <br>| 1519000 | 1432678 |
|  |  | 26913685 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Food Products - 2.0%**  | **Food Products - 2.0%**  | **Food Products - 2.0%**  |
| Albertsons Cos., Inc./Safeway, Inc./New <br> Albertsons LP |  |  |
| 5.75%, 03/31/2034 <sup>(A)</sup> <br>| $2465000 | $2411624 |
| 6.25%, 03/15/2033 <sup>(A)</sup> <br>| 189000 | 190267 |
| BAT Capital Corp. |  |  |
| 4.54%, 08/15/2047 | 2640000 | 2143502 |
| 5.63%, 08/15/2035 | 3436000 | 3533792 |
| Bunge Ltd. Finance Corp. |  |  |
| 5.15%, 08/04/2035 | 3430000 | 3415303 |
| Cargill, Inc. |  |  |
| 5.13%, 02/11/2035 <sup>(A)</sup> <br>| 2027000 | 2053986 |
| Imperial Brands Finance PLC |  |  |
| 5.63%, 07/01/2035 <sup>(A)</sup> <br>| 2679000 | 2701633 |
| J.M. Smucker Co. |  |  |
| 6.50%, 11/15/2043 | 898000 | 935956 |
| JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings |  |  |
| 5.50%, 01/15/2036 | 3490000 | 3491605 |
| Kroger Co. |  |  |
| 5.00%, 09/15/2034 | 1403000 | 1385270 |
| Philip Morris International, Inc. |  |  |
| 4.63%, 10/29/2035 | 3582000 | 3445777 |
| Pilgrim's Pride Corp. |  |  |
| 6.88%, 05/15/2034 | 1852000 | 1999351 |
| Sysco Corp. |  |  |
| 5.40%, 03/23/2035 | 1397000 | 1386842 |
|  |  | 29094908 |
| **Health Care Equipment & Supplies - 0.4%**  | **Health Care Equipment & Supplies - 0.4%**  | **Health Care Equipment & Supplies - 0.4%**  |
| Abbott Laboratories |  |  |
| 4.75%, 03/15/2038 | 1849000 | 1792987 |
| Alcon Finance Corp. |  |  |
| 5.75%, 12/06/2052 <sup>(A)</sup> <br>| 1377000 | 1351767 |
| Baxter International, Inc. |  |  |
| 5.65%, 12/15/2035 | 1820000 | 1777456 |
| GE HealthCare Technologies, Inc. |  |  |
| 4.95%, 12/15/2035 | 933000 | 914606 |
|  |  | 5836816 |
| **Health Care Providers & Services - 1.3%**  | **Health Care Providers & Services - 1.3%**  | **Health Care Providers & Services - 1.3%**  |
| Centene Corp. |  |  |
| 3.38%, 02/15/2030 | 2010000 | 1815709 |
| Cigna Group |  |  |
| 2.40%, 03/15/2030 | 1998000 | 1845721 |
| 5.25%, 01/15/2036 | 2467000 | 2470179 |
| Elevance Health, Inc. |  |  |
| 5.70%, 09/15/2055 | 1641000 | 1560411 |
| HCA, Inc. |  |  |
| 4.90%, 11/15/2035 | 2906000 | 2809550 |
| 6.00%, 04/01/2054 | 1717000 | 1657254 |
| Health Care Service Corp. A Mutual Legal <br> Reserve Co. |  |  |
| 5.88%, 06/15/2054 <sup>(A)</sup> <br>| 846000 | 795659 |
| Humana, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 06/15/2031, <br>6.63% <sup>(B)</sup>, 09/15/2056<br>| 2479000 | 2382281 |

---

**Transamerica Series Trust**

**Page 3**

------

**Transamerica Aegon Core Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| Laboratory Corp. of America Holdings |  |  |
| 4.80%, 10/01/2034 | $2509000 | $2442897 |
| UnitedHealth Group, Inc. |  |  |
| 5.15%, 07/15/2034 | 1614000 | 1627762 |
|  |  | 19407423 |
| **Health Care REITs - 0.1%**  | **Health Care REITs - 0.1%**  | **Health Care REITs - 0.1%**  |
| Alexandria Real Estate Equities, Inc. |  |  |
| 5.25%, 03/15/2036 | 1864000 | 1820338 |
| **Hotels, Restaurants & Leisure - 0.8%**  | **Hotels, Restaurants & Leisure - 0.8%**  | **Hotels, Restaurants & Leisure - 0.8%**  |
| Carnival Corp. |  |  |
| 5.75%, 08/01/2032 <sup>(A)</sup> <br>| 685000 | 684777 |
| 6.13%, 02/15/2033 <sup>(A)</sup> <br>| 2421000 | 2445271 |
| Hyatt Hotels Corp. |  |  |
| 5.40%, 12/15/2035 | 1751000 | 1715051 |
| Marriott International, Inc. |  |  |
| 5.10%, 05/01/2038 | 2145000 | 2039231 |
| MGM Resorts International |  |  |
| 6.13%, 09/15/2029 | 2291000 | 2304574 |
| Royal Caribbean Cruises Ltd. |  |  |
| 5.25%, 02/27/2038 | 2959000 | 2814941 |
|  |  | 12003845 |
| **Household Durables - 0.1%**  | **Household Durables - 0.1%**  | **Household Durables - 0.1%**  |
| Whirlpool Corp. |  |  |
| 6.13%, 06/15/2030 | 1065000 | 1039841 |
| **Insurance - 1.2%**  | **Insurance - 1.2%**  | **Insurance - 1.2%**  |
| American International Group, Inc. |  |  |
| 5.45%, 05/07/2035 | 1051000 | 1071995 |
| Brown & Brown, Inc. |  |  |
| 5.25%, 06/23/2032 | 753000 | 750916 |
| 5.55%, 06/23/2035 | 2907000 | 2903138 |
| Constellation Insurance, Inc. |  |  |
| 6.80%, 01/24/2030 <sup>(A)</sup> <br>| 2487000 | 2489993 |
| Fortitude Group Holdings LLC |  |  |
| 6.25%, 04/01/2030 <sup>(A)</sup> <br>| 1015000 | 1033638 |
| Muenchener Rueckversicherungs-<br> Gesellschaft AG |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/23/2031, <br>5.88% <sup>(B)</sup>, 05/23/2042 <sup>(A)</sup> <br>| 1800000 | 1839412 |
| Prudential Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/01/2030, <br>3.70% <sup>(B)</sup>, 10/01/2050<br>| 3370000 | 3061426 |
| RenaissanceRe Holdings Ltd. |  |  |
| 5.80%, 04/01/2035 | 518000 | 529816 |
| RGA Global Funding |  |  |
| 5.05%, 12/06/2031 <sup>(A)</sup> <br>| 3377000 | 3377445 |
|  |  | 17057779 |
| **Internet & Catalog Retail - 0.6%**  | **Internet & Catalog Retail - 0.6%**  | **Internet & Catalog Retail - 0.6%**  |
| AppLovin Corp. |  |  |
| 5.50%, 12/01/2034 | 2117000 | 2099473 |
| Expedia Group, Inc. |  |  |
| 5.40%, 02/15/2035 <sup>(C)</sup> <br>| 2714000 | 2692467 |
| Meta Platforms, Inc. |  |  |
| 4.20%, 11/15/2030 | 2863000 | 2835220 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Internet & Catalog Retail (continued)** | **Internet & Catalog Retail (continued)** | **Internet & Catalog Retail (continued)** |
| Uber Technologies, Inc. |  |  |
| 4.80%, 09/15/2034 | $1051000 | $1028938 |
|  |  | 8656098 |
| **IT Services - 0.4%**  | **IT Services - 0.4%**  | **IT Services - 0.4%**  |
| Dell International LLC/EMC Corp. |  |  |
| 4.85%, 02/01/2035 | 2646000 | 2560139 |
| Hewlett Packard Enterprise Co. |  |  |
| 5.00%, 10/15/2034 | 2788000 | 2698747 |
|  |  | 5258886 |
| **Machinery - 0.4%**  | **Machinery - 0.4%**  | **Machinery - 0.4%**  |
| Eaton Capital ULC |  |  |
| 4.45%, 05/09/2030 | 1455000 | 1453761 |
| Huntington Ingalls Industries, Inc. |  |  |
| 2.04%, 08/16/2028 | 3408000 | 3227415 |
| Ingersoll Rand, Inc. |  |  |
| 5.45%, 06/15/2034 | 1705000 | 1740931 |
|  |  | 6422107 |
| **Media - 0.2%**  | **Media - 0.2%**  | **Media - 0.2%**  |
| &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br>Operating Capital |  |  |
| 5.75%, 04/01/2048 | 1832000 | 1527887 |
| Comcast Corp. |  |  |
| 2.94%, 11/01/2056 | 1099000 | 608808 |
| NBCUniversal Media LLC |  |  |
| 4.45%, 01/15/2043 | 1351000 | 1121761 |
|  |  | 3258456 |
| **Metals & Mining - 0.4%**  | **Metals & Mining - 0.4%**  | **Metals & Mining - 0.4%**  |
| Anglo American Capital PLC |  |  |
| 4.50%, 03/15/2028 <sup>(A)</sup> <br>| 3275000 | 3275080 |
| Glencore Funding LLC |  |  |
| 2.63%, 09/23/2031 <sup>(A)</sup> <br>| 2305000 | 2054126 |
|  |  | 5329206 |
| **Mortgage Real Estate Investment Trusts - 0.0% \*** | **Mortgage Real Estate Investment Trusts - 0.0% \*** | **Mortgage Real Estate Investment Trusts - 0.0% \*** |
| Starwood Property Trust, Inc. |  |  |
| 6.00%, 04/15/2030 <sup>(A)</sup> <br>| 609000 | 607819 |
| **Office REITs - 0.1%**  | **Office REITs - 0.1%**  | **Office REITs - 0.1%**  |
| Boston Properties LP |  |  |
| 5.75%, 01/15/2035 | 1749000 | 1739398 |
| **Oil, Gas & Consumable Fuels - 3.6%**  | **Oil, Gas & Consumable Fuels - 3.6%**  | **Oil, Gas & Consumable Fuels - 3.6%**  |
| Cheniere Energy Partners LP |  |  |
| 5.95%, 06/30/2033 | 3397000 | 3561112 |
| Diamondback Energy, Inc. |  |  |
| 5.40%, 04/18/2034 | 2939000 | 2983664 |
| Ecopetrol SA |  |  |
| 7.75%, 02/01/2032 | 1934000 | 1953078 |
| Enbridge, Inc. |  |  |
| 4.90%, 06/20/2030 | 1881000 | 1900689 |
| 5.45%, 03/27/2036 | 883000 | 890608 |
| 5.63%, 04/05/2034 | 2443000 | 2519928 |
| Energy Transfer LP |  |  |
| 5.15%, 02/01/2043 | 1368000 | 1210821 |

---

**Transamerica Series Trust**

**Page 4**

------

**Transamerica Aegon Core Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Energy Transfer LP (continued) |  |  |
| 5.55%, 02/15/2028 | $1186000 | $1208678 |
| 5.95%, 10/01/2043 | 1263000 | 1227882 |
| Equinor ASA |  |  |
| 4.75%, 11/14/2035 | 4300000 | 4233855 |
| Greensaif Pipelines Bidco SARL |  |  |
| 5.85%, 02/23/2036 <sup>(A)</sup> <br>| 1132000 | 1134516 |
| Gulfstream Natural Gas System LLC |  |  |
| 5.60%, 07/23/2035 <sup>(A)</sup> <br>| 1277000 | 1293093 |
| Hess Midstream Operations LP |  |  |
| 6.50%, 06/01/2029 <sup>(A)</sup> <br>| 1774000 | 1812186 |
| ONEOK, Inc. |  |  |
| 6.10%, 11/15/2032 | 2751000 | 2898118 |
| Ovintiv, Inc. |  |  |
| 6.50%, 08/15/2034 | 2567000 | 2735758 |
| Petroleos Mexicanos |  |  |
| 6.84%, 01/23/2030 | 1971000 | 1975352 |
| 7.69%, 01/23/2050 | 978000 | 846936 |
| Repsol E&P Capital Markets U.S. LLC |  |  |
| 5.98%, 09/16/2035 <sup>(A)</sup> <br>| 2609000 | 2655775 |
| Sabine Pass Liquefaction LLC |  |  |
| 4.20%, 03/15/2028 | 1150000 | 1145225 |
| Saudi Arabian Oil Co. |  |  |
| 5.00%, 02/02/2036 <sup>(A)</sup> <br>| 2661000 | 2555630 |
| Sunoco LP |  |  |
| 5.63%, 03/15/2031 <sup>(A)</sup> <br>| 491000 | 488748 |
| TotalEnergies Capital USA LLC |  |  |
| 4.57%, 01/13/2033 | 3057000 | 3026049 |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| 5.10%, 03/15/2036 <sup>(A)</sup> <br>| 2115000 | 2096330 |
| Venture Global Plaquemines LNG LLC |  |  |
| 7.75%, 05/01/2035 <sup>(A)</sup> <br>| 3350000 | 3754606 |
| Western Midstream Operating LP |  |  |
| 6.15%, 04/01/2033 | 1870000 | 1951681 |
| Williams Cos., Inc. |  |  |
| 5.40%, 03/04/2044 | 220000 | 204609 |
|  |  | 52264927 |
| **Paper & Forest Products - 0.1%**  | **Paper & Forest Products - 0.1%**  | **Paper & Forest Products - 0.1%**  |
| Georgia-Pacific LLC |  |  |
| 4.95%, 06/30/2032 <sup>(A)</sup> <br>| 1421000 | 1435218 |
| **Passenger Airlines - 0.2%**  | **Passenger Airlines - 0.2%**  | **Passenger Airlines - 0.2%**  |
| American Airlines Pass-Through Trust |  |  |
| 3.20%, 12/15/2029 | 492733 | 480051 |
| Southwest Airlines Co. |  |  |
| 4.38%, 11/15/2028 | 3118000 | 3077589 |
|  |  | 3557640 |
| **Pharmaceuticals - 1.2%**  | **Pharmaceuticals - 1.2%**  | **Pharmaceuticals - 1.2%**  |
| Bayer U.S. Finance II LLC |  |  |
| 5.50%, 07/30/2035 <sup>(A)</sup> <br>| 2339000 | 2311833 |
| Bristol-Myers Squibb Co. |  |  |
| 5.65%, 02/22/2064 | 827000 | 801272 |
| Cencora, Inc. |  |  |
| 4.90%, 02/13/2036 | 1354000 | 1326574 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| CVS Health Corp. |  |  |
| 5.45%, 09/15/2035 | $2670000 | $2680382 |
| 6.00%, 06/01/2044 | 2027000 | 1995621 |
| &nbsp;&nbsp;&nbsp; Fixed until 12/10/2029, <br>7.00% <sup>(B)</sup>, 03/10/2055<br>| 3693000 | 3805962 |
| Merck & Co., Inc. |  |  |
| 5.00%, 05/17/2053 | 867000 | 781345 |
| Pfizer Investment Enterprises Pte. Ltd. |  |  |
| 5.11%, 05/19/2043 | 2020000 | 1906063 |
| Takeda U.S. Financing, Inc. |  |  |
| 5.20%, 07/07/2035 | 2423000 | 2423180 |
|  |  | 18032232 |
| **Residential REITs - 0.2%**  | **Residential REITs - 0.2%**  | **Residential REITs - 0.2%**  |
| American Homes 4 Rent LP |  |  |
| 5.50%, 02/01/2034 | 2264000 | 2283810 |
| **Retail REITs - 0.2%**  | **Retail REITs - 0.2%**  | **Retail REITs - 0.2%**  |
| Store Capital LLC |  |  |
| 4.95%, 02/11/2031 <sup>(A)</sup> <br>| 2263000 | 2243285 |
| **Semiconductors & Semiconductor Equipment - 1.6%**  | **Semiconductors & Semiconductor Equipment - 1.6%**  | **Semiconductors & Semiconductor Equipment - 1.6%**  |
| Broadcom, Inc. |  |  |
| 3.14%, 11/15/2035 <sup>(A)</sup> <br>| 2272000 | 1930259 |
| 4.95%, 01/15/2036 | 2269000 | 2237802 |
| Foundry JV Holdco LLC |  |  |
| 5.88%, 01/25/2034 <sup>(A)</sup> <br>| 2437000 | 2467457 |
| 5.90%, 01/25/2033 <sup>(A)</sup> <br>| 2337000 | 2402697 |
| Intel Corp. |  |  |
| 4.80%, 10/01/2041 | 2135000 | 1866296 |
| Kioxia Holdings Corp. |  |  |
| 6.25%, 07/24/2030 <sup>(A)</sup> <br>| 4531000 | 4604080 |
| Microchip Technology, Inc. |  |  |
| 5.05%, 03/15/2029 | 2169000 | 2200493 |
| Micron Technology, Inc. |  |  |
| 5.30%, 01/15/2031 | 2298000 | 2405352 |
| NXP BV/NXP Funding LLC/NXP USA, Inc. |  |  |
| 3.25%, 11/30/2051 | 1424000 | 912669 |
| 5.25%, 08/19/2035 | 2348000 | 2340887 |
|  |  | 23367992 |
| **Software - 1.3%**  | **Software - 1.3%**  | **Software - 1.3%**  |
| Fair Isaac Corp. |  |  |
| 6.25%, 09/15/2034 <sup>(A)</sup> <br>| 1574000 | 1548080 |
| Fidelity National Information Services, Inc. |  |  |
| 4.80%, 03/10/2031 | 2276000 | 2258136 |
| Fiserv, Inc. |  |  |
| 5.45%, 03/02/2028 | 1920000 | 1947272 |
| Intuit, Inc. |  |  |
| 5.50%, 09/15/2053 | 846000 | 778138 |
| Oracle Corp. |  |  |
| 5.70%, 02/04/2036 | 2257000 | 2170079 |
| 5.88%, 09/26/2045 | 1831000 | 1579679 |
| 5.95%, 09/26/2055 | 705000 | 593096 |
| 6.90%, 11/09/2052 | 1977000 | 1866542 |
| Roper Technologies, Inc. |  |  |
| 4.90%, 10/15/2034 | 1968000 | 1900194 |

---

**Transamerica Series Trust**

**Page 5**

------

**Transamerica Aegon Core Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Salesforce, Inc. |  |  |
| 5.55%, 03/15/2036 | $1515000 | $1510287 |
| Synopsys, Inc. |  |  |
| 5.15%, 04/01/2035 | 1374000 | 1376627 |
| 5.70%, 04/01/2055 | 987000 | 943654 |
|  |  | 18471784 |
| **Transportation Infrastructure - 1.0%**  | **Transportation Infrastructure - 1.0%**  | **Transportation Infrastructure - 1.0%**  |
| Avolon Holdings Funding Ltd. |  |  |
| 4.90%, 10/10/2030 <sup>(A)</sup> <br>| 2994000 | 2973141 |
| Canadian Pacific Railway Co. |  |  |
| 2.45%, 12/02/2031 | 5121000 | 4550016 |
| FedEx Freight Holding Co., Inc. |  |  |
| 5.25%, 03/15/2036 <sup>(A)</sup> <br>| 1255000 | 1214199 |
| GXO Logistics, Inc. |  |  |
| 2.65%, 07/15/2031 | 3755000 | 3342352 |
| 6.50%, 05/06/2034 | 1295000 | 1358927 |
| United Parcel Service, Inc. |  |  |
| 5.25%, 05/14/2035 | 1389000 | 1419494 |
|  |  | 14858129 |
| &nbsp;&nbsp; **Total Corporate Debt Securities** <br>**(Cost $500,576,309)**<br>|  | 493555974 |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS - 24.2%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 24.2%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 24.2%**  |
| Federal Home Loan Mortgage Corp. |  |  |
| 3.00%, 02/01/2052 | 756757 | 665266 |
| 3.50%, 06/01/2042 - 06/01/2043 | 375754 | 353526 |
| 4.00%, 06/01/2042 - 01/01/2046 | 645948 | 620153 |
| 4.50%, 06/01/2048 | 295578 | 290723 |
| 5.50%, 04/01/2053 - 07/01/2053 | 2069844 | 2086908 |
| 6.00%, 12/01/2034 | 14573 | 14838 |
| 1-Month SOFR Average + 0.66%, |  |  |
| 4.34% <sup>(B)</sup>, 03/15/2044 | 2328 | 2303 |
| 1-Year CMT + 2.25%, |  |  |
| 5.88% <sup>(B)</sup>, 01/01/2035 | 7478 | 7772 |
| 6.18% <sup>(B)</sup>, 02/01/2036 | 12470 | 12795 |
| 6.50% <sup>(B)</sup>, 05/01/2036 | 3286 | 3384 |
| 1-Year RFUCC Treasury + 1.67%, |  |  |
| 5.97% <sup>(B)</sup>, 11/01/2036 | 9765 | 9971 |
| 6-Month RFUCC Treasury + 1.84%, |  |  |
| 5.98% <sup>(B)</sup>, 03/01/2037 | 3479 | 3535 |
| 6-Month RFUCC Treasury + 1.80%, |  |  |
| 6.04% <sup>(B)</sup>, 07/01/2036 | 9362 | 9543 |
| 1-Year CMT + 2.37%, |  |  |
| 6.24% <sup>(B)</sup>, 09/01/2034 | 6640 | 6820 |
| 6-Month RFUCC Treasury + 2.11%, |  |  |
| 6.24% <sup>(B)</sup>, 02/01/2037 | 7323 | 7463 |
| 6-Month RFUCC Treasury + 1.77%, |  |  |
| 6.27% <sup>(B)</sup>, 10/01/2036 | 9579 | 9750 |
| 1-Year CMT + 2.36%, |  |  |
| 6.48% <sup>(B)</sup>, 10/01/2036 | 3701 | 3828 |
| 1-Year RFUCC Treasury + 1.94%, |  |  |
| 6.80% <sup>(B)</sup>, 06/01/2036 | 15146 | 15655 |
| Federal Home Loan Mortgage Corp. <br> REMICS |  |  |
| 1-Month SOFR Average + 0.46%, |  |  |

---

---

| | | |
|:---|:---|:---|
|  | **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> REMICS (continued)<br>|  |  |
| 4.14% <sup>(B)</sup>, 06/15/2043 | $272554 | $267641 |
| 1-Month SOFR Average + 0.51%, |  |  |
| 4.19% <sup>(B)</sup>, 10/15/2041 | 45187 | 45000 |
| 4.20% <sup>(B)</sup>, 07/15/2037 | 30602 | 30225 |
| 1-Month SOFR Average + 0.55%, |  |  |
| 4.23% <sup>(B)</sup>, 02/15/2037 | 2030 | 2014 |
| &nbsp;&nbsp;&nbsp; (3.33) \* 1-Month SOFR Average + <br> 17.12%,<br>|  |  |
| 4.88% <sup>(B)</sup>, 02/15/2040 | 16752 | 16417 |
| (1.25) \* 1-Month SOFR Average + 9.98%, |  |  |
| 5.39% <sup>(B)</sup>, 07/15/2032 | 8026 | 8184 |
| 5.50%, 04/15/2033 - 05/15/2038 | 4082 | 4145 |
| 6.00%, 11/15/2032 | 7246 | 7510 |
| 6.50%, 08/15/2031 - 07/15/2036 | 47891 | 49751 |
| 7.00%, 10/15/2030 - 05/15/2032 | 45782 | 47679 |
| 7.25%, 12/15/2030 | 6134 | 6349 |
| 7.50%, 08/15/2030 | 6277 | 6486 |
| 8.00%, 01/15/2030 | 20568 | 21302 |
| &nbsp;&nbsp;&nbsp; (3.62) \* 1-Month SOFR Average + <br> 26.80%,<br>|  |  |
| 5.50% <sup>(B)</sup>, 05/15/2041 | 15071 | 14362 |
| &nbsp;&nbsp;&nbsp; (2.00) \* 1-Month SOFR Average + <br> 13.06%,<br>|  |  |
| 5.71% <sup>(B)</sup>, 07/15/2033 | 10123 | 10667 |
| &nbsp;&nbsp;&nbsp; (1.83) \* 1-Month SOFR Average + <br> 14.55%,<br>|  |  |
| 7.82% <sup>(B)</sup>, 09/15/2033 | 1489 | 1619 |
| Federal Home Loan Mortgage Corp. <br> REMICS, Interest Only STRIPS |  |  |
| (1.00) \* 1-Month SOFR Average + 5.89%, |  |  |
| 2.21% <sup>(B)</sup>, 11/15/2037 - 02/15/2039 | 30107 | 2438 |
| 2.29% <sup>(B)</sup>, 01/15/2040 | 15811 | 1470 |
| (1.00) \* 1-Month SOFR Average + 6.09%, |  |  |
| 2.41% <sup>(B)</sup>, 06/15/2038 | 74336 | 7557 |
| (1.00) \* 1-Month SOFR Average + 6.26%, |  |  |
| 2.58% <sup>(B)</sup>, 10/15/2037 | 130476 | 10955 |
| (1.00) \* 1-Month SOFR Average + 6.31%, |  |  |
| 2.63% <sup>(B)</sup>, 11/15/2037 | 17534 | 1279 |
| (1.00) \* 1-Month SOFR Average + 6.69%, |  |  |
| 3.01% <sup>(B)</sup>, 04/15/2038 | 13483 | 1331 |
| (1.00) \* 1-Month SOFR Average + 6.99%, |  |  |
| 3.31% <sup>(B)</sup>, 07/15/2036 | 5496 | 526 |
| (1.00) \* 1-Month SOFR Average + 7.89%, |  |  |
| 4.21% <sup>(B)</sup>, 03/15/2032 | 5606 | 479 |
| Federal Home Loan Mortgage Corp. <br> REMICS, Principal Only STRIPS |  |  |
| 12/15/2032 - 01/15/2040 | 44084 | 38079 |
| Federal Home Loan Mortgage Corp. <br> Structured Pass-Through Certificates |  |  |
| 12-MTA + 1.20%, |  |  |
| 5.06% <sup>(B)</sup>, 10/25/2044 | 52638 | 48632 |
| 7.00%, 02/25/2043 | 24708 | 25345 |
| Federal Home Loan Mortgage Corp., <br> Interest Only STRIPS |  |  |
| 5.00%, 09/15/2035 | 10404 | 1464 |

---

**Transamerica Series Trust**

**Page 6**

------

**Transamerica Aegon Core Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** |
| Federal National Mortgage Association |  |  |
| 2.50%, 12/01/2051 - 07/01/2061 | $2515686 | $2122194 |
| 3.00%, 01/01/2043 - 07/01/2060 | 1480254 | 1300179 |
| 3.50%, 08/01/2032 - 03/01/2060 | 1381583 | 1290217 |
| 4.00%, 07/01/2042 - 08/01/2048 | 1109803 | 1067799 |
| 4.50%, 08/01/2052 | 2114207 | 2049427 |
| 5.00%, 03/01/2053 - 02/01/2054 | 8292662 | 8230361 |
| 5.50%, 03/01/2053 - 01/01/2058 | 2997944 | 3053497 |
| 6.00%, 10/01/2033 - 06/01/2054 | 1333849 | 1360695 |
| 6.50%, 01/01/2036 | 4393 | 4380 |
| 8.00%, 11/01/2037 | 2915 | 3012 |
| 1-Year CMT + 2.23%, |  |  |
| 6.06% <sup>(B)</sup>, 01/01/2036 | 5081 | 5215 |
| Federal National Mortgage Association <br> REMICS |  |  |
| (1.33) \* 1-Month SOFR Average + 7.31%, |  |  |
| 2.42% <sup>(B)</sup>, 08/25/2033 | 15417 | 14496 |
| 1-Month SOFR Average + 0.41%, |  |  |
| 4.08% <sup>(B)</sup>, 08/25/2041 | 2326 | 2324 |
| 1-Month SOFR Average + 0.46%, |  |  |
| 4.13% <sup>(B)</sup>, 04/25/2035 - 08/25/2036 | 17989 | 17854 |
| &nbsp;&nbsp;&nbsp; (1.88) \* 1-Month SOFR Average + <br> 11.06%,<br>|  |  |
| 4.18% <sup>(B)</sup>, 07/25/2035 | 27847 | 26563 |
| &nbsp;&nbsp;&nbsp; (2.50) \* 1-Month SOFR Average + <br> 13.46%,<br>|  |  |
| 4.29% <sup>(B)</sup>, 07/25/2033 | 4653 | 4534 |
| 4.98% <sup>(B)</sup>, 10/25/2042 | 7432 | 7470 |
| 6.00%, 08/25/2037 | 7599 | 7934 |
| 6.50%, 05/25/2044 | 19951 | 20448 |
| 7.00%, 03/25/2031 - 11/25/2031 | 28590 | 29561 |
| 1-Month SOFR Average + 0.36%, |  |  |
| 5.08% <sup>(B)</sup>, 06/27/2036 | 8865 | 8947 |
| &nbsp;&nbsp;&nbsp; (2.75) \* 1-Month SOFR Average + <br> 16.19%,<br>|  |  |
| 6.12% <sup>(B)</sup>, 05/25/2034 | 2069 | 2200 |
| &nbsp;&nbsp;&nbsp; (1.67) \* 1-Month SOFR Average + <br> 12.31%,<br>|  |  |
| 6.21% <sup>(B)</sup>, 09/25/2033 | 2012 | 2087 |
| &nbsp;&nbsp;&nbsp; (2.00) \* 1-Month SOFR Average + <br> 13.77%,<br>|  |  |
| 6.45% <sup>(B)</sup>, 03/25/2038 | 2180 | 2131 |
| &nbsp;&nbsp;&nbsp; (1.83) \* 1-Month SOFR Average + <br> 14.27%,<br>|  |  |
| 7.56% <sup>(B)</sup>, 12/25/2032 | 1219 | 1247 |
| &nbsp;&nbsp;&nbsp; (2.00) \* 1-Month SOFR Average + <br> 15.27%,<br>|  |  |
| 7.93% <sup>(B)</sup>, 11/25/2031 | 4591 | 4765 |
| &nbsp;&nbsp;&nbsp; (2.50) \* 1-Month SOFR Average + <br> 17.09%,<br>|  |  |
| 7.93% <sup>(B)</sup>, 07/25/2035 | 17445 | 18913 |
| &nbsp;&nbsp;&nbsp; (4.00) \* 1-Month SOFR Average + <br> 23.54%,<br>|  |  |
| 8.89% <sup>(B)</sup>, 05/25/2034 | 2023 | 2138 |
| &nbsp;&nbsp;&nbsp; (2.75) \* 1-Month SOFR Average + <br> 19.21%,<br>|  |  |
| 9.14% <sup>(B)</sup>, 04/25/2034 - 05/25/2034 | 18630 | 20259 |
| &nbsp;&nbsp;&nbsp; (6.67) \* 1-Month SOFR Average + <br> 53.24%,<br>|  |  |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** |
| &nbsp;&nbsp; Federal National Mortgage Association <br> REMICS (continued)<br>|  |  |
| 10.00% <sup>(B)</sup>, 03/25/2032 | $427 | $444 |
| &nbsp;&nbsp;&nbsp; (3.67) \* 1-Month SOFR Average + <br> 24.15%,<br>|  |  |
| 10.72% <sup>(B)</sup>, 03/25/2036 | 5926 | 6893 |
| &nbsp;&nbsp;&nbsp; (4.00) \* 1-Month SOFR Average + <br> 25.74%,<br>|  |  |
| 11.09% <sup>(B)</sup>, 10/25/2036 | 1743 | 2126 |
| &nbsp;&nbsp;&nbsp; (4.00) \* 1-Month SOFR Average + <br> 26.10%,<br>|  |  |
| 11.45% <sup>(B)</sup>, 12/25/2036 | 935 | 1034 |
| &nbsp;&nbsp;&nbsp; (3.25) \* 1-Month SOFR Average + <br> 24.82%,<br>|  |  |
| 12.91% <sup>(B)</sup>, 02/25/2032 | 775 | 900 |
| Federal National Mortgage Association <br> REMICS, Interest Only STRIPS |  |  |
| 0.90% <sup>(B)</sup>, 08/25/2042 | 100616 | 4024 |
| 2.01% <sup>(B)</sup>, 04/25/2041 | 10655 | 802 |
| 2.19% <sup>(B)</sup>, 01/25/2038 | 7752 | 503 |
| 6.50%, 05/25/2033 | 5301 | 663 |
| 7.00%, 06/25/2033 | 7252 | 818 |
| (1.00) \* 1-Month SOFR Average + 5.74%, |  |  |
| 2.07% <sup>(B)</sup>, 09/25/2038 | 40484 | 2925 |
| (1.00) \* 1-Month SOFR Average + 5.80%, |  |  |
| 2.13% <sup>(B)</sup>, 02/25/2038 | 19993 | 1495 |
| (1.00) \* 1-Month SOFR Average + 5.99%, |  |  |
| 2.32% <sup>(B)</sup>, 06/25/2037 | 11606 | 908 |
| (1.00) \* 1-Month SOFR Average + 6.07%, |  |  |
| 2.40% <sup>(B)</sup>, 12/25/2039 | 3401 | 242 |
| (1.00) \* 1-Month SOFR Average + 6.09%, |  |  |
| 2.42% <sup>(B)</sup>, 03/25/2038 | 4442 | 315 |
| (1.00) \* 1-Month SOFR Average + 6.31%, |  |  |
| 2.64% <sup>(B)</sup>, 04/25/2040 | 5027 | 312 |
| (1.00) \* 1-Month SOFR Average + 6.42%, |  |  |
| 2.75% <sup>(B)</sup>, 01/25/2041 | 85254 | 9150 |
| (1.00) \* 1-Month SOFR Average + 6.43%, |  |  |
| 2.76% <sup>(B)</sup>, 09/25/2037 | 13387 | 1047 |
| (1.00) \* 1-Month SOFR Average + 6.44%, |  |  |
| 2.77% <sup>(B)</sup>, 02/25/2039 | 7063 | 548 |
| (1.00) \* 1-Month SOFR Average + 6.47%, |  |  |
| 2.80% <sup>(B)</sup>, 06/25/2036 | 7611 | 563 |
| (1.00) \* 1-Month SOFR Average + 6.59%, |  |  |
| 2.92% <sup>(B)</sup>, 03/25/2036 | 152273 | 13725 |
| (1.00) \* 1-Month SOFR Average + 7.04%, |  |  |
| 3.37% <sup>(B)</sup>, 07/25/2037 | 23062 | 2945 |
| Federal National Mortgage Association <br> REMICS, Principal Only STRIPS |  |  |
| 12/25/2032 - 10/25/2043 | 279088 | 222410 |
| Federal National Mortgage Association <br> Whole Loan |  |  |
| 1-Month SOFR Average + 0.37%, |  |  |
| 4.04% <sup>(B)</sup>, 11/25/2046 | 26565 | 26349 |
| Federal National Mortgage Association, <br> Principal Only STRIPS |  |  |
| 08/25/2032 - 01/25/2033 | 9068 | 8359 |
| Government National Mortgage <br> Association REMICS |  |  |
| 1.65%, 01/20/2063 | 13 | 11 |

---

**Transamerica Series Trust**

**Page 7**

------

**Transamerica Aegon Core Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** |
| &nbsp;&nbsp; Government National Mortgage <br> Association REMICS (continued)<br>|  |  |
| 1-Month Term SOFR + 0.41%, |  |  |
| 4.08% <sup>(B)</sup>, 08/20/2060 | $29 | $29 |
| 1-Month Term SOFR + 0.54%, |  |  |
| 4.21% <sup>(B)</sup>, 04/20/2060 | 203 | 203 |
| 1-Month Term SOFR + 0.56%, |  |  |
| 4.23% <sup>(B)</sup>, 03/20/2060 | 3690 | 3674 |
| 1-Month Term SOFR + 0.63%, |  |  |
| 4.30% <sup>(B)</sup>, 10/20/2062 | 9685 | 9686 |
| 1-Month Term SOFR + 0.66%, |  |  |
| 4.33% <sup>(B)</sup>, 07/20/2062 | 457 | 457 |
| 1-Month Term SOFR + 0.69%, |  |  |
| 4.36% <sup>(B)</sup>, 09/20/2062 | 406 | 407 |
| 1-Month Term SOFR + 0.81%, |  |  |
| 4.48% <sup>(B)</sup>, 05/20/2061 | 55 | 55 |
| (2.00) \* 1-Month Term SOFR + 13.17%, |  |  |
| 5.82% <sup>(B)</sup>, 10/20/2037 | 6645 | 6648 |
| (2.41) \* 1-Month Term SOFR + 16.16%, |  |  |
| 7.31% <sup>(B)</sup>, 06/17/2035 | 2057 | 2236 |
| (2.20) \* 1-Month Term SOFR + 16.47%, |  |  |
| 8.38% <sup>(B)</sup>, 05/18/2034 | 25 | 26 |
| (3.00) \* 1-Month Term SOFR + 19.86%, |  |  |
| 8.84% <sup>(B)</sup>, 09/20/2037 | 2832 | 3043 |
| (2.75) \* 1-Month Term SOFR + 19.35%, |  |  |
| 9.25% <sup>(B)</sup>, 04/16/2034 | 8400 | 9091 |
| (3.50) \* 1-Month Term SOFR + 22.87%, |  |  |
| 10.01% <sup>(B)</sup>, 04/20/2037 | 8743 | 9223 |
| (4.91) \* 1-Month Term SOFR + 28.90%, |  |  |
| 10.86% <sup>(B)</sup>, 09/20/2034 | 4683 | 4814 |
| &nbsp;&nbsp; Government National Mortgage <br> Association REMICS, Interest Only <br>STRIPS |  |  |
| (1.00) \* 1-Month Term SOFR + 5.59%, |  |  |
| 1.91% <sup>(B)</sup>, 12/20/2038 | 12758 | 638 |
| (1.00) \* 1-Month Term SOFR + 5.72%, |  |  |
| 2.04% <sup>(B)</sup>, 02/20/2038 | 20047 | 92 |
| (1.00) \* 1-Month Term SOFR + 5.89%, |  |  |
| 2.21% <sup>(B)</sup>, 11/20/2037 | 18856 | 91 |
| (1.00) \* 1-Month Term SOFR + 5.97%, |  |  |
| 2.29% <sup>(B)</sup>, 06/20/2039 | 11783 | 862 |
| (1.00) \* 1-Month Term SOFR + 5.99%, |  |  |
| 2.31% <sup>(B)</sup>, 10/20/2034 | 21091 | 732 |
| 2.31% <sup>(B)</sup>, 02/16/2039 | 6508 | 30 |
| (1.00) \* 1-Month Term SOFR + 6.09%, |  |  |
| 2.41% <sup>(B)</sup>, 03/20/2037 - 06/20/2038 | 42815 | 1227 |
| (1.00) \* 1-Month Term SOFR + 6.16%, |  |  |
| 2.48% <sup>(B)</sup>, 04/20/2039 | 11916 | 842 |
| (1.00) \* 1-Month Term SOFR + 6.19%, |  |  |
| 2.51% <sup>(B)</sup>, 09/20/2035 - 03/20/2039 | 36097 | 2644 |
| (1.00) \* 1-Month Term SOFR + 6.29%, |  |  |
| 2.61% <sup>(B)</sup>, 05/16/2038 | 30248 | 1321 |
| (1.00) \* 1-Month Term SOFR + 6.36%, |  |  |
| 2.68% <sup>(B)</sup>, 06/16/2037 | 13236 | 74 |
| (1.00) \* 1-Month Term SOFR + 6.44%, |  |  |
| 2.76% <sup>(B)</sup>, 11/20/2037 - 12/20/2037 | 17239 | 84 |
| (1.00) \* 1-Month Term SOFR + 6.64%, |  |  |
| 2.96% <sup>(B)</sup>, 07/20/2037 | 32522 | 750 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** |
| &nbsp;&nbsp; Government National Mortgage <br> Association REMICS, Interest Only <br> STRIPS (continued)<br>|  |  |
| (1.00) \* 1-Month Term SOFR + 6.70%, |  |  |
| 3.02% <sup>(B)</sup>, 04/16/2037 | $10988 | $755 |
| 6.50%, 03/20/2039 | 9075 | 441 |
| &nbsp;&nbsp; Government National Mortgage <br> Association REMICS, Principal Only <br>STRIPS |  |  |
| 06/16/2033 - 01/20/2038 | 19600 | 16863 |
| KGS-Alpha SBA COOF Trust, Interest Only <br> STRIPS |  |  |
| 0.91% <sup>(B)</sup>, 08/25/2038 <sup>(A)</sup> <br>| 86999 | 1218 |
| 1.67% <sup>(B)</sup>, 03/25/2039 <sup>(A)</sup> <br>| 78853 | 1801 |
| 3.17% <sup>(B)</sup>, 04/25/2040 <sup>(A)</sup> <br>| 23505 | 1155 |
| Tennessee Valley Authority |  |  |
| 5.88%, 04/01/2036 | 1459000 | 1617415 |
| Uniform Mortgage-Backed Security, TBA |  |  |
| 2.00%, 04/01/2041 - 04/01/2056 <sup>(D)</sup> <br>| 28889000 | 24074628 |
| 2.50%, 04/01/2041 - 04/01/2056 <sup>(D)</sup> <br>| 73372000 | 62164195 |
| 3.00%, 04/01/2041 - 04/01/2056 <sup>(D)</sup> <br>| 52923000 | 46789259 |
| 3.50%, 04/01/2041 - 04/01/2056 <sup>(D)</sup> <br>| 27269000 | 25326731 |
| 4.00%, 04/01/2056 <sup>(D)</sup> <br>| 32340000 | 30513555 |
| 4.50%, 04/01/2056 <sup>(D)</sup> <br>| 31891000 | 30774996 |
| 5.00%, 04/01/2056 <sup>(D)</sup> <br>| 31453000 | 31016641 |
| 5.50%, 04/01/2056 <sup>(D)</sup> <br>| 45990000 | 46201826 |
| 6.00%, 04/01/2056 <sup>(D)</sup> <br>| 25324000 | 25813462 |
| Vendee Mortgage Trust |  |  |
| 7.50%, 02/15/2027 | 12057 | 12167 |
| &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $355,310,333)** | &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $355,310,333)** | 350179584 |
| **U.S. GOVERNMENT OBLIGATIONS - 24.1%**  | **U.S. GOVERNMENT OBLIGATIONS - 24.1%**  | **U.S. GOVERNMENT OBLIGATIONS - 24.1%**  |
| **U.S. Treasury - 22.2%**  | **U.S. Treasury - 22.2%**  | **U.S. Treasury - 22.2%**  |
| U.S. Treasury Bonds |  |  |
| 1.25%, 05/15/2050 | 7528000 | 3572565 |
| 1.38%, 11/15/2040 - 08/15/2050 | 6084000 | 3223541 |
| 1.88%, 02/15/2051 - 11/15/2051 | 12172800 | 6707827 |
| 2.00%, 02/15/2050 | 10389500 | 6048637 |
| 2.25%, 05/15/2041 - 02/15/2052 | 9803900 | 6268076 |
| 2.38%, 05/15/2051 | 2728300 | 1706786 |
| 2.50%, 02/15/2045 - 05/15/2046 | 4168000 | 2887559 |
| 2.75%, 08/15/2047 - 11/15/2047 | 3635600 | 2569942 |
| 2.88%, 05/15/2049 | 8584200 | 6102830 |
| 3.00%, 11/15/2045 - 08/15/2052 | 20446800 | 15067183 |
| 3.13%, 05/15/2048 | 2660000 | 2001754 |
| 3.63%, 02/15/2044 - 05/15/2053 | 1706100 | 1398159 |
| 3.88%, 02/15/2043 | 2731000 | 2426643 |
| 4.00%, 11/15/2052 | 1172000 | 1006959 |
| 4.13%, 08/15/2044 - 08/15/2053 | 1604000 | 1428912 |
| 4.25%, 02/15/2054 - 08/15/2054 | 1762200 | 1578400 |
| 4.50%, 11/15/2054 | 382000 | 356872 |
| 4.63%, 05/15/2044 - 11/15/2055 | 33910000 | 32524943 |
| 4.75%, 11/15/2043 - 02/15/2056 | 16464300 | 16047207 |
| 5.25%, 02/15/2029 | 3076800 | 3201194 |
| U.S. Treasury Notes |  |  |
| 0.63%, 05/15/2030 - 08/15/2030 | 23142000 | 20170836 |
| 1.25% <sup>(E)</sup>, 12/31/2026 | 1935000 | 1899429 |

---

**Transamerica Series Trust**

**Page 8**

------

**Transamerica Aegon Core Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **U.S. GOVERNMENT OBLIGATIONS (continued)** | **U.S. GOVERNMENT OBLIGATIONS (continued)** | **U.S. GOVERNMENT OBLIGATIONS (continued)** |
| **U.S. Treasury (continued)** | **U.S. Treasury (continued)** | **U.S. Treasury (continued)** |
| U.S. Treasury Notes (continued) |  |  |
| 1.38%, 11/15/2031 | $2544000 | $2206125 |
| 1.50%, 01/31/2027 - 02/15/2030 | 3250500 | 3037835 |
| 1.63%, 08/15/2029 - 05/15/2031 | 10740200 | 9951008 |
| 1.88%, 02/15/2032 | 2897000 | 2568937 |
| 2.25%, 11/15/2027 | 3726700 | 3633969 |
| 2.63%, 02/15/2029 | 529000 | 511808 |
| 2.75%, 02/15/2028 - 08/15/2032 | 28433000 | 26696474 |
| 3.13%, 08/31/2027 | 5265000 | 5213378 |
| 3.50%, 02/28/2031 | 3232000 | 3169380 |
| 3.63%, 05/31/2028 - 12/31/2030 | 16258000 | 16049400 |
| 3.75%, 12/31/2030 - 08/31/2031 | 34336000 | 34001270 |
| 3.88%, 11/30/2027 - 08/15/2034 | 29082000 | 29094456 |
| 4.00%, 06/30/2028 - 11/15/2035 | 11342000 | 11143870 |
| 4.13%, 09/30/2027 - 02/15/2036 | 19087300 | 19025459 |
| 4.25%, 02/28/2031 - 03/31/2033 | 15300000 | 15482676 |
| 4.63%, 04/30/2029 | 755000 | 772105 |
|  |  | 320754404 |
| **U.S. Treasury Inflation-Protected Securities - 1.9%**  | **U.S. Treasury Inflation-Protected Securities - 1.9%**  | **U.S. Treasury Inflation-Protected Securities - 1.9%**  |
| U.S. Treasury Inflation-Protected Indexed <br> Bonds |  |  |
| 1.50%, 02/15/2053 | 6586241 | 5046706 |
| 2.50%, 01/15/2029 | 12949967 | 13432119 |
| U.S. Treasury Inflation-Protected Indexed <br> Notes |  |  |
| 0.13%, 07/15/2030 | 8583466 | 8169766 |
|  |  | 26648591 |
| &nbsp;&nbsp; **Total U.S. Government Obligations** <br>**(Cost $353,759,828)**<br>|  | 347402995 |
| **MORTGAGE-BACKED SECURITIES - 7.0%**  | **MORTGAGE-BACKED SECURITIES - 7.0%**  | **MORTGAGE-BACKED SECURITIES - 7.0%**  |
| Alternative Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-2CB, Class 1A9, <br>5.75%, 03/25/2034<br>| 57975 | 58978 |
| &nbsp;&nbsp;&nbsp; Series 2005-28CB, Class 1A4, <br>5.50%, 08/25/2035<br>| 54764 | 46366 |
| &nbsp;&nbsp;&nbsp; Series 2005-54CB, Class 1A11, <br>5.50%, 11/25/2035<br>| 15820 | 11869 |
| Alternative Loan Trust, Interest Only <br> STRIPS |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-20CB, Class 3A8, <br>(1.00) \* 1-Month Term SOFR + 4.64%, <br>0.96% <sup>(B)</sup>, 07/25/2035<br>| 103565 | 4727 |
| &nbsp;&nbsp;&nbsp; Series 2005-22T1, Class A2, <br>(1.00) \* 1-Month Term SOFR + 4.96%, <br>1.28% <sup>(B)</sup>, 06/25/2035<br>| 303134 | 22342 |
| Angel Oak Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1, Class A1, <br>5.69% <sup>(B)</sup>, 01/25/2070 <sup>(A)</sup> <br>| 1728808 | 1738137 |
| BAMLL Commercial Mortgage Securities <br> Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2014-520M, Class C, <br>4.21% <sup>(B)</sup>, 08/15/2046 <sup>(A)</sup> <br>| 200000 | 138288 |
| Banc of America Funding Trust, Principal <br> Only STRIPS |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-1, <br>03/25/2034<br>| 4383 | 3124 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp; Banc of America Funding Trust, Principal <br> Only STRIPS (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-7, Class 30, <br>11/25/2035<br>| $4808 | $4869 |
| &nbsp;&nbsp;&nbsp; Series 2005-8, Class 30, <br>01/25/2036<br>| 1515 | 994 |
| Bank5 |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-5YR19, Class A3, <br>5.27%, 12/15/2058<br>| 2240000 | 2287775 |
| Bear Stearns ARM Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-1, Class A1, <br>1-Year CMT + 2.25%, <br>5.95% <sup>(B)</sup>, 02/25/2036<br>| 9192 | 8915 |
| Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-V18, Class A3, <br>5.18%, 10/15/2058<br>| 6620000 | 6741075 |
| BRAVO Residential Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM2, Class A1, <br>6.29% <sup>(B)</sup>, 02/25/2064 <sup>(A)</sup> <br>| 304966 | 306684 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM3, Class A1, <br>6.19% <sup>(B)</sup>, 03/25/2064 <sup>(A)</sup> <br>| 557011 | 560320 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM7, Class A1, <br>5.55% <sup>(B)</sup>, 10/27/2064 <sup>(A)</sup> <br>| 1257665 | 1261728 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM1, Class A1, <br>5.60% <sup>(B)</sup>, 12/25/2064 <sup>(A)</sup> <br>| 430467 | 432336 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM3, Class A1, <br>5.57% <sup>(B)</sup>, 03/25/2065 <sup>(A)</sup> <br>| 2725129 | 2736680 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM6, Class A1, <br>5.33% <sup>(B)</sup>, 06/25/2065 <sup>(A)</sup> <br>| 3912600 | 3917535 |
| BX Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-ARIA, Class A, <br>5.03% <sup>(B)</sup>, 12/13/2042 <sup>(A)</sup> <br>| 4069000 | 4090424 |
| Chase Mortgage Finance Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2007-A1, Class 1A3, <br>6.45% <sup>(B)</sup>, 02/25/2037<br>| 5099 | 5129 |
| &nbsp;&nbsp;&nbsp; Series 2007-A2, Class 2A1, <br>6.15% <sup>(B)</sup>, 06/25/2035<br>| 5186 | 5223 |
| CHL Mortgage Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-3, Class A26, <br>5.50%, 04/25/2034<br>| 17317 | 17274 |
| &nbsp;&nbsp;&nbsp; Series 2004-3, Class A4, <br>5.75%, 04/25/2034<br>| 10390 | 10325 |
| &nbsp;&nbsp;&nbsp; Series 2004-7, Class 2A1, <br>5.23% <sup>(B)</sup>, 06/25/2034<br>| 5349 | 4953 |
| &nbsp;&nbsp;&nbsp; Series 2004-HYB1, Class 2A, <br>4.94% <sup>(B)</sup>, 05/20/2034<br>| 4186 | 4031 |
| &nbsp;&nbsp;&nbsp; Series 2005-22, Class 2A1, <br>4.78% <sup>(B)</sup>, 11/25/2035<br>| 38354 | 31926 |
| Citigroup Mortgage Loan Trust, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2003-1, Class 2A5, <br>5.25%, 10/25/2033<br>| 1599 | 1541 |
| COLT Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A1, <br>6.13% <sup>(B)</sup>, 04/25/2069 <sup>(A)</sup> <br>| 734535 | 738637 |
| Credit Suisse First Boston Mortgage <br> Securities Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2003-21, Class 1A4, <br>5.25%, 09/25/2033<br>| 4603 | 4589 |
| Cross Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-H10, Class A1, <br>4.97% <sup>(B)</sup>, 01/25/2071 <sup>(A)</sup> <br>| 4560323 | 4532272 |

---

**Transamerica Series Trust**

**Page 9**

------

**Transamerica Aegon Core Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| Cross Mortgage Trust (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-H7, Class A1, <br>4.93% <sup>(B)</sup>, 09/25/2070 <sup>(A)</sup> <br>| $3587180 | $3566327 |
| &nbsp;&nbsp;&nbsp; Series 2025-H8, Class A1, <br>5.00% <sup>(B)</sup>, 11/25/2070 <sup>(A)</sup> <br>| 2350524 | 2338685 |
| &nbsp;&nbsp;&nbsp; Series 2026-NQM2, Class A1, <br>4.83% <sup>(B)</sup>, 03/25/2061 <sup>(A)</sup> <br>| 4966008 | 4921423 |
| CSMC Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-RPL2, Class A1A, <br>1.11% <sup>(B)</sup>, 01/25/2060 <sup>(A)</sup> <br>| 2668393 | 2252647 |
| ELP Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-ELP, Class A, <br>4.30% <sup>(B)</sup>, 11/13/2042 <sup>(A)</sup> <br>| 1686000 | 1665935 |
| FREMF Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-W5FX, Class BFX, <br>3.42% <sup>(B)</sup>, 04/25/2028 <sup>(A)</sup> <br>| 900000 | 861059 |
| GCAT Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM6, Class A1, <br>4.94% <sup>(B)</sup>, 10/25/2070 <sup>(A)</sup> <br>| 3423970 | 3401628 |
| &nbsp;&nbsp;&nbsp; Series 2026-NQM1, Class A1, <br>4.79% <sup>(B)</sup>, 12/25/2070 <sup>(A)</sup> <br>| 3941632 | 3900945 |
| GSMPS Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-RP2, Class 1AF, <br>1-Month Term SOFR + 0.46%, <br>4.14% <sup>(B)</sup>, 03/25/2035 <sup>(A)</sup> <br>| 62132 | 57938 |
| &nbsp;&nbsp;&nbsp; Series 2005-RP3, Class 1AF, <br>1-Month Term SOFR + 0.46%, <br>4.14% <sup>(B)</sup>, 09/25/2035 <sup>(A)</sup> <br>| 43872 | 37690 |
| GSR Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-6F, Class 2A4, <br>5.50%, 05/25/2034<br>| 8748 | 8663 |
| &nbsp;&nbsp;&nbsp; Series 2004-8F, Class 2A3, <br>6.00%, 09/25/2034<br>| 4529 | 4571 |
| &nbsp;&nbsp;&nbsp; Series 2005-7F, Class 3A9, <br>6.00%, 09/25/2035<br>| 13509 | 13473 |
| &nbsp;&nbsp;&nbsp; Series 2006-1F, Class 2A4, <br>6.00%, 02/25/2036<br>| 30999 | 12459 |
| Hudson Yards Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-SPRL, Class A, <br>5.47% <sup>(B)</sup>, 01/13/2040 <sup>(A)</sup> <br>| 4900000 | 5014011 |
| Impac Secured Assets Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-1, Class 2A1, <br>1-Month Term SOFR + 0.81%, <br>4.49% <sup>(B)</sup>, 05/25/2036<br>| 9256 | 8810 |
| JPMorgan Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-A2, Class 5A3, <br>6.31% <sup>(B)</sup>, 11/25/2033<br>| 2421 | 2418 |
| Ladder Capital Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2013-GCP, Class A2, <br>3.99%, 02/15/2036 <sup>(A)</sup> <br>| 154000 | 143906 |
| Manhattan West Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1MW, Class A, <br>2.13%, 09/10/2039 <sup>(A)</sup> <br>| 2780000 | 2678748 |
| &nbsp;&nbsp;&nbsp; Series 2020-1MW, Class B, <br>2.34% <sup>(B)</sup>, 09/10/2039 <sup>(A)</sup> <br>| 826000 | 796648 |
| MASTR Adjustable Rate Mortgages Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-13, Class 2A1, <br>6.24% <sup>(B)</sup>, 04/21/2034<br>| 6330 | 6254 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp; MASTR Adjustable Rate Mortgages <br> Trust (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-13, Class 3A7, <br>5.60% <sup>(B)</sup>, 11/21/2034<br>| $3487 | $3476 |
| &nbsp;&nbsp;&nbsp; Series 2004-3, Class 4A2, <br>3.92% <sup>(B)</sup>, 04/25/2034<br>| 4269 | 3888 |
| MASTR Resecuritization Trust, Principal <br> Only STRIPS |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005, Class 3, <br>05/28/2035 <sup>(A)</sup> <br>| 2893 | 2282 |
| Merrill Lynch Mortgage Investors Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2003-E, Class A1, <br>1-Month Term SOFR + 0.73%, <br>4.41% <sup>(B)</sup>, 10/25/2028<br>| 26079 | 24544 |
| &nbsp;&nbsp;&nbsp; Series 2004-1, Class 2A1, <br>4.99% <sup>(B)</sup>, 12/25/2034<br>| 9936 | 9356 |
| &nbsp;&nbsp;&nbsp; Series 2004-A, Class A1, <br>1-Month Term SOFR + 0.57%, <br>4.25% <sup>(B)</sup>, 04/25/2029<br>| 24020 | 22378 |
| MetLife Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-1A, Class A1A, <br>3.75% <sup>(B)</sup>, 04/25/2058 <sup>(A)</sup> <br>| 390601 | 386044 |
| MFA Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-RPL1, Class A1, <br>1.13% <sup>(B)</sup>, 07/25/2060 <sup>(A)</sup> <br>| 2546474 | 2331394 |
| New Residential Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-1A, Class A1, <br>4.00% <sup>(B)</sup>, 02/25/2057 <sup>(A)</sup> <br>| 1118135 | 1087079 |
| &nbsp;&nbsp;&nbsp; Series 2017-3A, Class A1, <br>4.00% <sup>(B)</sup>, 04/25/2057 <sup>(A)</sup> <br>| 245497 | 237186 |
| &nbsp;&nbsp;&nbsp; Series 2019-5A, Class A1B, <br>3.50% <sup>(B)</sup>, 08/25/2059 <sup>(A)</sup> <br>| 198322 | 187199 |
| Nomura Asset Acceptance Corp. <br> Alternative Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2003-A1, Class A2, <br>6.00%, 05/25/2033<br>| 1435 | 1453 |
| &nbsp;&nbsp;&nbsp; Series 2003-A1, Class A5, <br>7.00%, 04/25/2033<br>| 9586 | 9708 |
| OBX Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM4, Class A1, <br>6.11% <sup>(B)</sup>, 03/25/2063 <sup>(A)</sup> <br>| 511892 | 510817 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM4, Class A1, <br>6.07% <sup>(B)</sup>, 01/25/2064 <sup>(A)</sup> <br>| 217631 | 218775 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM6, Class A1, <br>6.45% <sup>(B)</sup>, 02/25/2064 <sup>(A)</sup> <br>| 177256 | 178905 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM13, Class A1, <br>5.44% <sup>(B)</sup>, 05/25/2065 <sup>(A)</sup> <br>| 2336359 | 2343637 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM18, Class A1, <br>5.06% <sup>(B)</sup>, 09/25/2065 <sup>(A)</sup> <br>| 6027002 | 6007580 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM2, Class A1, <br>5.60% <sup>(B)</sup>, 11/25/2064 <sup>(A)</sup> <br>| 472868 | 475066 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM23, Class A1, <br>4.87% <sup>(B)</sup>, 10/25/2065 <sup>(A)</sup> <br>| 13166985 | 13078950 |
| PHH Alternative Mortgage Trust, Interest <br> Only STRIPS |  |  |
| &nbsp;&nbsp;&nbsp; Series 2007-2, Class 2X, <br>6.00%, 05/25/2037<br>| 39779 | 7798 |
| Provident Funding Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-5, Class A2, <br>5.50% <sup>(B)</sup>, 11/25/2055 <sup>(A)</sup> <br>| 1840584 | 1831453 |

---

**Transamerica Series Trust**

**Page 10**

------

**Transamerica Aegon Core Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| Sequoia Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2003-1, Class 1A, <br>1-Month Term SOFR + 0.87%, <br>4.55% <sup>(B)</sup>, 04/20/2033<br>| $17488 | $16401 |
| &nbsp;&nbsp;&nbsp; Series 2004-11, Class A1, <br>1-Month Term SOFR + 0.71%, <br>4.39% <sup>(B)</sup>, 12/20/2034<br>| 8481 | 7870 |
| &nbsp;&nbsp;&nbsp; Series 2004-8, Class A1, <br>1-Month Term SOFR + 0.81%, <br>4.49% <sup>(B)</sup>, 09/20/2034<br>| 58330 | 51555 |
| &nbsp;&nbsp;&nbsp; Series 2004-9, Class A1, <br>1-Month Term SOFR + 0.79%, <br>4.47% <sup>(B)</sup>, 10/20/2034<br>| 32410 | 29897 |
| Structured Adjustable Rate Mortgage Loan <br> Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-1, Class 4A4, <br>5.94% <sup>(B)</sup>, 02/25/2034<br>| 35770 | 34719 |
| Structured Asset Mortgage Investments II <br> Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2003-AR4, Class A1, <br>1-Month Term SOFR + 0.81%, <br>4.49% <sup>(B)</sup>, 01/19/2034<br>| 53596 | 51706 |
| &nbsp;&nbsp;&nbsp; Series 2004-AR1, Class 1A1, <br>1-Month Term SOFR + 0.81%, <br>4.49% <sup>(B)</sup>, 03/19/2034<br>| 48365 | 45941 |
| &nbsp;&nbsp;&nbsp; Series 2004-AR5, Class 1A1, <br>1-Month Term SOFR + 0.77%, <br>4.45% <sup>(B)</sup>, 10/19/2034<br>| 7161 | 6946 |
| &nbsp;&nbsp;&nbsp; Series 2005-AR5, Class A3, <br>1-Month Term SOFR + 0.61%, <br>4.29% <sup>(B)</sup>, 07/19/2035<br>| 20087 | 19391 |
| Thornburg Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-4, Class 3A, <br>5.29% <sup>(B)</sup>, 12/25/2044<br>| 13240 | 13156 |
| Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-4, Class A1, <br>2.75% <sup>(B)</sup>, 06/25/2057 <sup>(A)</sup> <br>| 584784 | 575325 |
| &nbsp;&nbsp;&nbsp; Series 2017-6, Class A1, <br>2.75% <sup>(B)</sup>, 10/25/2057 <sup>(A)</sup> <br>| 269644 | 266309 |
| &nbsp;&nbsp;&nbsp; Series 2018-1, Class A1, <br>3.00% <sup>(B)</sup>, 01/25/2058 <sup>(A)</sup> <br>| 148616 | 147896 |
| &nbsp;&nbsp;&nbsp; Series 2018-4, Class A1, <br>3.00% <sup>(B)</sup>, 06/25/2058 <sup>(A)</sup> <br>| 1295747 | 1225876 |
| &nbsp;&nbsp;&nbsp; Series 2019-4, Class A1, <br>2.90% <sup>(B)</sup>, 10/25/2059 <sup>(A)</sup> <br>| 1080589 | 1038610 |
| &nbsp;&nbsp;&nbsp; Series 2020-4, Class A1, <br>1.75%, 10/25/2060 <sup>(A)</sup> <br>| 2546107 | 2320505 |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A1, <br>2.25% <sup>(B)</sup>, 11/25/2061 <sup>(A)</sup> <br>| 1584615 | 1481918 |
| &nbsp;&nbsp;&nbsp; Series 2021-R1, Class A1, <br>2.92% <sup>(B)</sup>, 11/30/2060 <sup>(A)</sup> <br>| 1214840 | 1092850 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br>3.75% <sup>(B)</sup>, 07/25/2062 <sup>(A)</sup> <br>| 510125 | 483404 |
| &nbsp;&nbsp;&nbsp; Series 2023-1, Class A1, <br>3.75%, 01/25/2063 <sup>(A)</sup> <br>| 964062 | 921232 |
| WaMu Mortgage Pass-Through Certificates <br> Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2003-AR11, Class A6, <br>5.75% <sup>(B)</sup>, 10/25/2033<br>| 15722 | 14803 |
| &nbsp;&nbsp;&nbsp; Series 2003-AR6, Class A1, <br>6.11% <sup>(B)</sup>, 06/25/2033<br>| 3569 | 3516 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp; WaMu Mortgage Pass-Through Certificates <br> Trust (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2003-S3, Class 1A4, <br>5.50%, 06/25/2033<br>| $14632 | $14419 |
| &nbsp;&nbsp;&nbsp; Series 2003-S9, Class A8, <br>5.25%, 10/25/2033<br>| 11820 | 11700 |
| &nbsp;&nbsp;&nbsp; Series 2004-AR3, Class A2, <br>5.30% <sup>(B)</sup>, 06/25/2034<br>| 3084 | 2950 |
| Washington Mutual Mortgage Pass-<br> Through Certificates Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-4, Class CB7, <br>5.50%, 06/25/2035<br>| 40359 | 37308 |
| &nbsp;&nbsp; Washington Mutual Mortgage Pass-<br> Through Certificates Trust, Interest Only <br>STRIPS |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-2, Class 1A4, <br>(1.00) \* 1-Month Term SOFR + 4.94%, <br>1.26% <sup>(B)</sup>, 04/25/2035<br>| 144537 | 6762 |
| &nbsp;&nbsp;&nbsp; Series 2005-3, Class CX, <br>5.50%, 05/25/2035<br>| 55722 | 8426 |
| &nbsp;&nbsp; Washington Mutual MSC Mortgage Pass-<br> Through Certificates Trust, Principal Only <br>STRIPS |  |  |
| &nbsp;&nbsp;&nbsp; Series 2003-MS7, Class P, <br>03/25/2033<br>| 91 | 74 |
| Wells Fargo Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-C35, Class A4, <br>2.93%, 07/15/2048<br>| 1103000 | 1098831 |
| &nbsp;&nbsp; **Total Mortgage-Backed Securities** <br>**(Cost $102,014,704)**<br>|  | 101412568 |
| **ASSET-BACKED SECURITIES - 5.2%**  | **ASSET-BACKED SECURITIES - 5.2%**  | **ASSET-BACKED SECURITIES - 5.2%**  |
| 321 Henderson Receivables VI LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2010-1A, Class A, <br>5.56%, 07/15/2059 <sup>(A)</sup> <br>| 260569 | 261933 |
| Accelerated LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1H, Class A, <br>1.35%, 10/20/2040 <sup>(A)</sup> <br>| 49533 | 46310 |
| &nbsp;&nbsp;&nbsp; Series 2021-1H, Class B, <br>1.90%, 10/20/2040 <sup>(A)</sup> <br>| 377944 | 353759 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, <br>4.68%, 08/22/2044 <sup>(A)</sup> <br>| 3835930 | 3814150 |
| AIMCO CLO |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-BA, Class AR3, <br>3-Month Term SOFR + 1.20%, <br>0.00% <sup>(B)</sup>, 04/16/2037 <sup>(A)</sup><sup>(D)</sup> <br>| 3600000 | 3600000 |
| Avis Budget Rental Car Funding <br> AESOP LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-5A, Class A, <br>5.78%, 04/20/2028 <sup>(A)</sup> <br>| 1250000 | 1265347 |
| &nbsp;&nbsp;&nbsp; Series 2023-7A, Class A, <br>5.90%, 08/21/2028 <sup>(A)</sup> <br>| 1080000 | 1099729 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, <br>5.36%, 06/20/2030 <sup>(A)</sup> <br>| 3500000 | 3576888 |
| Barings Equipment Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-B, Class A3, <br>4.13%, 10/13/2032 <sup>(A)</sup> <br>| 3010000 | 2991491 |
| Benefit Street Partners CLO X Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-10A, Class A1R3, <br>3-Month Term SOFR + 1.30%, <br>4.97% <sup>(B)</sup>, 07/20/2038 <sup>(A)</sup> <br>| 1210000 | 1209364 |

---

**Transamerica Series Trust**

**Page 11**

------

**Transamerica Aegon Core Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| BXG Receivables Note Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-A, Class A, <br>5.77%, 11/15/2038 <sup>(A)</sup> <br>| $413598 | $418913 |
| Chase Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2003-6, Class 1A7, <br>4.86% <sup>(B)</sup>, 11/25/2034<br>| 10283 | 10172 |
| Chase Issuance Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-A1, Class A, <br>5.16%, 09/15/2028<br>| 3565000 | 3584340 |
| Diameter Capital CLO 1 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A1R, <br>3-Month Term SOFR + 1.39%, <br>5.06% <sup>(B)</sup>, 10/15/2037 <sup>(A)</sup> <br>| 6725000 | 6729217 |
| First National Master Note Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1, Class A, <br>5.13%, 04/15/2029<br>| 3200000 | 3201057 |
| &nbsp;&nbsp;&nbsp; Series 2023-2, Class A, <br>5.77%, 09/15/2029<br>| 1740000 | 1753045 |
| GM Financial Revolving Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A, <br>1.17%, 06/12/2034 <sup>(A)</sup> <br>| 4239000 | 4181942 |
| Goodgreen Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-1A, Class A, <br>3.74%, 10/15/2052 <sup>(A)</sup> <br>| 55680 | 51677 |
| GreatAmerica Leasing Receivables <br> Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-2, Class A3, <br>4.14%, 12/17/2029 <sup>(A)</sup> <br>| 5762000 | 5747247 |
| Hero Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-1A, Class A2, <br>4.46%, 09/20/2047 <sup>(A)</sup> <br>| 144593 | 137548 |
| &nbsp;&nbsp;&nbsp; Series 2017-3A, Class A2, <br>3.95%, 09/20/2048 <sup>(A)</sup> <br>| 158023 | 147452 |
| Hertz Vehicle Financing III LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-3A, Class A, <br>5.94%, 02/25/2028 <sup>(A)</sup> <br>| 1955000 | 1975196 |
| Hilton Grand Vacations Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1B, Class A, <br>5.75%, 09/15/2039 <sup>(A)</sup> <br>| 150051 | 152432 |
| &nbsp;&nbsp;&nbsp; Series 2024-2A, Class A, <br>5.50%, 03/25/2038 <sup>(A)</sup> <br>| 172330 | 174799 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class A, <br>4.98%, 08/27/2040 <sup>(A)</sup> <br>| 2161392 | 2169465 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, <br>4.54%, 05/25/2044 <sup>(A)</sup> <br>| 685934 | 683747 |
| HINNT LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-A, Class A, <br>5.49%, 03/15/2043 <sup>(A)</sup> <br>| 185103 | 187276 |
| &nbsp;&nbsp;&nbsp; Series 2025-B, Class A, <br>4.51%, 05/15/2045 <sup>(A)</sup> <br>| 1584325 | 1576091 |
| ICG U.S. CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2014-1A, Class A1A3, <br>3-Month Term SOFR + 1.00%, <br>4.67% <sup>(B)</sup>, 10/20/2034 <sup>(A)</sup> <br>| 1500000 | 1499685 |
| MVW LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A, <br>4.93%, 10/20/2040 <sup>(A)</sup> <br>| 395941 | 397429 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, <br>5.32%, 02/20/2043 <sup>(A)</sup> <br>| 3469559 | 3503056 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, <br>4.48%, 10/20/2044 <sup>(A)</sup> <br>| 2160990 | 2145229 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| QTS Issuer ABS I LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, <br>5.44%, 05/25/2055 <sup>(A)</sup> <br>| $3372000 | $3334460 |
| Renew Financial |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-1A, Class A, <br>3.67%, 09/20/2052 <sup>(A)</sup> <br>| 76244 | 71094 |
| SCF Equipment Leasing LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A3, <br>5.11%, 11/21/2033 <sup>(A)</sup> <br>| 4239000 | 4309322 |
| Securitized Asset-Backed Receivables LLC <br> Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-CB1, Class AF2, <br>2.80% <sup>(B)</sup>, 01/25/2036<br>| 11809 | 10107 |
| Sierra Timeshare Receivables <br> Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A, <br>5.20%, 01/20/2040 <sup>(A)</sup> <br>| 446035 | 449805 |
| &nbsp;&nbsp;&nbsp; Series 2023-2A, Class A, <br>5.80%, 04/20/2040 <sup>(A)</sup> <br>| 158310 | 161349 |
| &nbsp;&nbsp;&nbsp; Series 2023-3A, Class A, <br>6.10%, 09/20/2040 <sup>(A)</sup> <br>| 174933 | 179555 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, <br>5.15%, 01/20/2043 <sup>(A)</sup> <br>| 344092 | 346505 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A, <br>4.81%, 01/21/2042 <sup>(A)</sup> <br>| 524262 | 523813 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, <br>4.72%, 04/20/2044 <sup>(A)</sup> <br>| 1072961 | 1072583 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class B, <br>4.93%, 04/20/2044 <sup>(A)</sup> <br>| 1860059 | 1858110 |
| Vantage Data Centers LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, <br>5.13%, 08/15/2055 <sup>(A)</sup> <br>| 4770000 | 4666722 |
| &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $75,905,200)** | &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $75,905,200)** | 75629411 |
| **FOREIGN GOVERNMENT OBLIGATIONS - 0.8%**  | **FOREIGN GOVERNMENT OBLIGATIONS - 0.8%**  | **FOREIGN GOVERNMENT OBLIGATIONS - 0.8%**  |
| **Colombia - 0.1%**  | **Colombia - 0.1%**  | **Colombia - 0.1%**  |
| Colombia Government International Bonds |  |  |
| 7.75%, 11/07/2036 | 1802000 | 1841554 |
| **Dominican Republic - 0.2%**  | **Dominican Republic - 0.2%**  | **Dominican Republic - 0.2%**  |
| Dominican Republic International Bonds |  |  |
| 6.60%, 06/01/2036 <sup>(A)</sup> <br>| 2887000 | 2883824 |
| **Israel - 0.1%**  | **Israel - 0.1%**  | **Israel - 0.1%**  |
| Israel Government International Bonds |  |  |
| 5.00%, 01/13/2036 | 1846000 | 1779686 |
| **Mexico - 0.3%**  | **Mexico - 0.3%**  | **Mexico - 0.3%**  |
| Mexico Government International Bonds |  |  |
| 3.75%, 01/11/2028 | 3548000 | 3495206 |
| **Peru - 0.1%**  | **Peru - 0.1%**  | **Peru - 0.1%**  |
| Corporacion Financiera de Desarrollo SA |  |  |
| 5.50%, 05/06/2030 <sup>(A)</sup> <br>| 1321000 | 1342466 |
| &nbsp;&nbsp; **Total Foreign Government Obligations** <br>**(Cost $11,529,949)**<br>|  | 11342736 |

---

**Transamerica Series Trust**

**Page 12**

------

**Transamerica Aegon Core Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **COMMERCIAL PAPER - 19.6%**  | **COMMERCIAL PAPER - 19.6%**  | **COMMERCIAL PAPER - 19.6%**  |
| **Banks - 3.1%**  | **Banks - 3.1%**  | **Banks - 3.1%**  |
| DBS Bank Ltd. |  |  |
| 3.87% <sup>(E)</sup>, 06/05/2026 <sup>(A)</sup> <br>| $10000000 | $9929893 |
| Lloyds Bank PLC |  |  |
| 3.79% <sup>(E)</sup>, 05/11/2026 | 4250000 | 4231730 |
| 3.80% <sup>(E)</sup>, 05/11/2026 | 5000000 | 4978506 |
| Macquarie Bank Ltd. |  |  |
| 3.85% <sup>(E)</sup>, 07/01/2026 <sup>(A)</sup> <br>| 3265000 | 3232364 |
| 3.95% <sup>(E)</sup>, 06/05/2026 <sup>(A)</sup> <br>| 6900000 | 6851753 |
| Sheffield Receivables Co. LLC |  |  |
| 3.79% <sup>(E)</sup>, 04/13/2026 <sup>(A)</sup> <br>| 10000000 | 9986565 |
| 3.82% <sup>(E)</sup>, 04/30/2026 <sup>(A)</sup> <br>| 5700000 | 5681807 |
|  |  | 44892618 |
| **Capital Markets - 0.9%**  | **Capital Markets - 0.9%**  | **Capital Markets - 0.9%**  |
| Lexington Parker Capital Co. LLC |  |  |
| 3.88% <sup>(E)</sup>, 04/22/2026 <sup>(A)</sup> <br>| 13000000 | 12969749 |
| **Financial Services - 15.0%**  | **Financial Services - 15.0%**  | **Financial Services - 15.0%**  |
| ABN AMRO Funding USA LLC |  |  |
| 3.81% <sup>(E)</sup>, 05/06/2026 <sup>(A)</sup> <br>| 8000000 | 7969456 |
| Alinghi Funding Co. LLC |  |  |
| 3.84% <sup>(E)</sup>, 04/28/2026 <sup>(A)</sup> <br>| 3000000 | 2991053 |
| Anglesea Funding LLC |  |  |
| 3.79% <sup>(E)</sup>, 05/05/2026 <sup>(A)</sup> <br>| 8100000 | 8069879 |
| Barton Capital SA |  |  |
| 3.89% <sup>(E)</sup>, 06/02/2026 <sup>(A)</sup> <br>| 10750000 | 10677403 |
| Bedford Row Funding Corp. |  |  |
| 3.81% <sup>(E)</sup>, 05/28/2026 <sup>(A)</sup> <br>| 10000000 | 9938262 |
| Britannia Funding Co. LLC |  |  |
| 3.83% <sup>(E)</sup>, 06/05/2026 <sup>(A)</sup> <br>| 3750000 | 3723380 |
| 3.99% <sup>(E)</sup>, 06/04/2026 <sup>(A)</sup> <br>| 6000000 | 5958075 |
| Cancara Asset Securitisation LLC |  |  |
| 3.80% <sup>(E)</sup>, 05/04/2026 | 7535000 | 7507787 |
| Columbia Funding Co. LLC |  |  |
| 3.83% <sup>(E)</sup>, 05/18/2026 <sup>(A)</sup> <br>| 3600000 | 3581587 |
| Concord Minutemen Capital Co. LLC |  |  |
| 3.89% <sup>(E)</sup>, 06/25/2026 <sup>(A)</sup> <br>| 14500000 | 14363153 |
| Glencove Funding LLC |  |  |
| 3.82% <sup>(E)</sup>, 06/01/2026 <sup>(A)</sup> <br>| 14000000 | 13907317 |
| GTA Funding LLC |  |  |
| 3.78% <sup>(E)</sup>, 05/07/2026 <sup>(A)</sup> <br>| 2000000 | 1992072 |
| 3.97% <sup>(E)</sup>, 04/01/2026 <sup>(A)</sup> <br>| 5000000 | 4999483 |
| Liberty Street Funding LLC |  |  |
| 3.79% <sup>(E)</sup>, 06/29/2026 <sup>(A)</sup> <br>| 3410000 | 3376753 |
| 3.85% <sup>(E)</sup>, 06/02/2026 <sup>(A)</sup> <br>| 10000000 | 9932853 |
| LMA-Americas LLC |  |  |
| 3.82% <sup>(E)</sup>, 05/27/2026 <sup>(A)</sup> <br>| 7000000 | 6956963 |
| 4.05% <sup>(E)</sup>, 06/25/2026 <sup>(A)</sup> <br>| 7000000 | 6933791 |
| Mackinac Funding Co. LLC |  |  |
| 3.81% <sup>(E)</sup>, 05/01/2026 <sup>(A)</sup> <br>| 12500000 | 12458756 |
| Manhattan Asset Funding Co. LLC |  |  |
| 3.89% <sup>(E)</sup>, 06/15/2026 <sup>(A)</sup> <br>| 4000000 | 3967264 |
| Mont Blanc Capital Corp. |  |  |
| 3.86% <sup>(E)</sup>, 06/04/2026 <sup>(A)</sup> <br>| 9700000 | 9632571 |
| 4.05% <sup>(E)</sup>, 06/16/2026 <sup>(A)</sup> <br>| 5500000 | 5454426 |
| Nieuw Amsterdam Receivables Corp. BV |  |  |
| 3.86% <sup>(E)</sup>, 06/09/2026 <sup>(A)</sup> <br>| 9000000 | 8932567 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **COMMERCIAL PAPER (continued)** | **COMMERCIAL PAPER (continued)** | **COMMERCIAL PAPER (continued)** |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Ranger Funding Co. LLC |  |  |
| 3.99% <sup>(E)</sup>, 06/12/2026 <sup>(A)</sup> <br>| $9700000 | $9623958 |
| Starbird Funding Corp. |  |  |
| 3.84% <sup>(E)</sup>, 06/03/2026 <sup>(A)</sup> <br>| 6000000 | 5958955 |
| Versailles Commercial Paper LLC |  |  |
| 3.85% <sup>(E)</sup>, 04/06/2026 | 7000000 | 6995648 |
| 3.87% <sup>(E)</sup>, 04/06/2026 | 5700000 | 5696456 |
| Verto Capital I-A LLC |  |  |
| 3.85% <sup>(E)</sup>, 06/04/2026 <sup>(A)</sup> <br>| 2500000 | 2482042 |
| 3.89% <sup>(E)</sup>, 04/29/2026 <sup>(A)</sup> <br>| 3000000 | 2990508 |
| 3.93% <sup>(E)</sup>, 05/12/2026 <sup>(A)</sup> <br>| 7500000 | 7465333 |
| Victory Receivables Corp. |  |  |
| 3.80% <sup>(E)</sup>, 04/09/2026 <sup>(A)</sup> <br>| 7500000 | 7493045 |
| 3.80% <sup>(E)</sup>, 04/10/2026 <sup>(A)</sup> <br>| 1355000 | 1353602 |
| 3.89% <sup>(E)</sup>, 06/11/2026 <sup>(A)</sup> <br>| 4000000 | 3969088 |
|  |  | 217353486 |
| **Food Products - 0.6%**  | **Food Products - 0.6%**  | **Food Products - 0.6%**  |
| Philip Morris International, Inc. |  |  |
| 3.80% <sup>(E)</sup>, 05/04/2026 <sup>(A)</sup> <br>| 8400000 | 8369980 |
| &nbsp;&nbsp; **Total Commercial Paper** <br>**(Cost $283,646,834)**<br>|  | 283585833 |
| **SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 3.6%**  | **SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 3.6%**  | **SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 3.6%**  |
| U.S. Treasury Bills |  |  |
| 3.64% <sup>(E)</sup>, 04/16/2026 | 11025000 | 11008343 |
| 3.66% <sup>(E)</sup>, 06/02/2026 | 14000000 | 13912919 |
| 3.68% <sup>(E)</sup>, 05/28/2026 | 12000000 | 11930891 |
| 3.69% <sup>(E)</sup>, 06/18/2026 | 15000000 | 14883098 |
| &nbsp;&nbsp; **Total Short-Term U.S. Government Obligations** <br>**(Cost $51,736,798)** | &nbsp;&nbsp; **Total Short-Term U.S. Government Obligations** <br>**(Cost $51,736,798)** | 51735251 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **OTHER INVESTMENT COMPANY - 0.5%**  | **OTHER INVESTMENT COMPANY - 0.5%**  | **OTHER INVESTMENT COMPANY - 0.5%**  |
| **Securities Lending Collateral - 0.5%**  | **Securities Lending Collateral - 0.5%**  | **Securities Lending Collateral - 0.5%**  |
| &nbsp;&nbsp; State Street Navigator Securities Lending <br> Trust - Government Money Market Portfolio, <br> 3.64% <sup>(E)</sup> <br>| 6374430 | 6374430 |
| &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $6,374,430)** | &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $6,374,430)** | 6374430 |

---

**Transamerica Series Trust**

**Page 13**

------

**Transamerica Aegon Core Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **REPURCHASE AGREEMENT - 3.0%**  | **REPURCHASE AGREEMENT - 3.0%**  | **REPURCHASE AGREEMENT - 3.0%**  |
| &nbsp;&nbsp; Fixed Income Clearing Corp., <br>1.35% <sup>(E)</sup>, dated 03/31/2026, to be <br> repurchased at $43,217,420 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 $44,080,250.<br>| $43215799 | $43215799 |
| &nbsp;&nbsp; **Total Repurchase Agreement** <br>**(Cost $43,215,799)** | &nbsp;&nbsp; **Total Repurchase Agreement** <br>**(Cost $43,215,799)** | 43215799 |
| &nbsp;&nbsp; **Total Investments** <br>**(Cost $1,784,070,184)** | &nbsp;&nbsp; **Total Investments** <br>**(Cost $1,784,070,184)** | 1764434581 |
| **Net Other Assets (Liabilities) - (22.2)%** | **Net Other Assets (Liabilities) - (22.2)%** | (320019676) |
| **Net Assets - 100.0%** | **Net Assets - 100.0%** | **$1444414905** |

---

**INVESTMENT VALUATION:**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs** <sup>(F)</sup> <br>|  |  |  |  |
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2 -** <br>**Other Significant** <br>**Observable Inputs**<br>| **Level 3 -** <br>**Significant** <br>**Unobservable Inputs**<br>| **Value** |
| **ASSETS** |  |  |  |  |
| **Investments** |  |  |  |  |
| Corporate Debt Securities | $— | &nbsp;&nbsp; $493555974 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $493555974 |
| U.S. Government Agency Obligations |  | &nbsp;&nbsp; 350179584 | &nbsp;&nbsp; — | &nbsp;&nbsp; 350179584 |
| U.S. Government Obligations |  | &nbsp;&nbsp; 347402995 | &nbsp;&nbsp; — | &nbsp;&nbsp; 347402995 |
| Mortgage-Backed Securities |  | &nbsp;&nbsp; 101412568 | &nbsp;&nbsp; — | &nbsp;&nbsp; 101412568 |
| Asset-Backed Securities |  | &nbsp;&nbsp; 75629411 | &nbsp;&nbsp; — | &nbsp;&nbsp; 75629411 |
| Foreign Government Obligations |  | &nbsp;&nbsp; 11342736 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11342736 |
| Commercial Paper |  | &nbsp;&nbsp; 283585833 | &nbsp;&nbsp; — | &nbsp;&nbsp; 283585833 |
| Short-Term U.S. Government Obligations |  | &nbsp;&nbsp; 51735251 | &nbsp;&nbsp; — | &nbsp;&nbsp; 51735251 |
| Other Investment Company | 6374430 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 6374430 |
| Repurchase Agreement |  | &nbsp;&nbsp; 43215799 | &nbsp;&nbsp; — | &nbsp;&nbsp; 43215799 |
| **Total Investments** | **$6374430** | &nbsp;&nbsp; **$1758060151** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$1764434581** |

---

**FOOTNOTES TO SCHEDULE OF INVESTMENTS:** 

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

<sup>(A)</sup> *Security is exempt from registration pursuant to Rule 144A of the Securities Act of 1933. Security may be resold as transactions exempt from* *registration, normally to qualified institutional buyers. At March 31, 2026, the total value of 144A securities is $548,062,544, representing 37.9% of the* *Portfolio's net assets.* 

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

<sup>(C)</sup> *All or a portion of the security is on loan. The total value of the securities on loan is $6,247,528, collateralized by cash collateral of $6,374,430. The* *amount on loan indicated may not correspond with the securities on loan identified because a security with pending sales are in the process of recall* *from the brokers.* 

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

<sup>(F)</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* |
| *CMT* | *Constant Maturity Treasury* |
| *MTA* | *Month Treasury Average* |

---

**Transamerica Series Trust**

**Page 14**

------

**Transamerica Aegon Core Bond VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

**PORTFOLIO ABBREVIATION(S) (continued):**

---

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

---

**Transamerica Series Trust**

**Page 15**

------

**Transamerica Aegon Core Bond VP**

------

**NOTES TO SCHEDULE OF INVESTMENTS**

**At March 31, 2026**

**(unaudited)**

**INVESTMENT VALUATION**

Transamerica Aegon Core Bond VP (the "Portfolio") is a series of the Transamerica Series Trust.

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

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

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

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

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

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

The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, but not limited to, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is generally greatest for instruments categorized in Level 3. Due to the inherent uncertainty of valuation, the determination of values may differ significantly from values that would have been realized had a ready market for investments existed, and the differences could be material.

**Fair value measurements:** Descriptions of the valuation techniques applied to the Portfolio's significant categories of assets and liabilities measured at fair value on a recurring basis are as follows:

*Asset-backed securities:* The fair value of asset-backed securities is estimated based on models that consider the estimated cash flows of each tranche of the entity, establish a benchmark yield, and develop an estimated tranche specific spread to the benchmark yield based on the unique attributes of the tranche. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise they would be categorized in Level 3.

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

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

**Transamerica Series Trust**

**Page 16**

------

**Transamerica Aegon Core Bond VP**

------

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

**At March 31, 2026**

**(unaudited)**

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

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

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

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

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

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

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

**Transamerica Series Trust**

**Page 17**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** DENVER

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80202

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

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

- **a. Name of Series:** Transamerica Aegon Core Bond VP

- **b. EDGAR series identifier (if any):** S000007896

- **c. LEI of Series:** 5493000FFMR7RP5KH592

**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:** $1765722524.02

**Total Liabilities:** $345115031.32

**Net Assets:** $1420607492.70

**Delayed Delivery Securities:** $330412501.98

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1333.56000000 | **1-Year:** -29082.26000000 | **5-Year:** -114809.69000000 | **10-Year:** -163324.21000000 | **30-Year:** -30447.68000000

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

- **3-Month:** -111.39000000 | **1-Year:** -7842.24000000 | **5-Year:** -17531.44000000 | **10-Year:** -12168.17000000 | **30-Year:** -3057.71000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021437 | 0.27%                | 1.46%                | -1.88%               |
| Class ID C000021438 | 0.33%                | 1.41%                | -1.89%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $359101.95               | $-565929.66                                |
| Month 2  | $-38716.54               | $16131273.42                               |
| Month 3  | $973360.87               | $-33826371.06                              |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

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

### Schedule of Portfolio Investments

| Name                                              | Title                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO FUNDING USA LLC                          | ABN AMRO Funding USA LLC                                                               | CUSIP: 00084CE65<br>LEI: 549300WEQ09INLYV6558 | Long             | STIV             | CORP              | US        |   8000000 | PA      | $7969456.00   | 0.56%             | 2026-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                      | ADT Security Corp.                                                                     | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1679503.75   | 0.12%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                          | Aptiv Swiss Holdings Ltd.                                                              | CUSIP: 00217GAB9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |   1424000 | PA      | $1332747.12   | 0.09%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                               | Abbott Laboratories                                                                    | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1792986.84   | 0.13%             | 2038-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                                | Accelerated LLC                                                                        | CUSIP: 00439KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49533 | PA      | $46310.11     | 0.00%             | 2040-10-20      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                                | Accelerated LLC                                                                        | CUSIP: 00439KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    377944 | PA      | $353759.31    | 0.02%             | 2040-10-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                                | Accelerated LLC                                                                        | CUSIP: 00440MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3835930 | PA      | $3814150.45   | 0.27%             | 2044-08-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3016000 | PA      | $2931430.33   | 0.21%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aimco                                             | AIMCO CLO                                                                              | CUSIP: 00900PBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $3600000.00   | 0.25%             | 2037-04-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC                   | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    189000 | PA      | $190267.25    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC                   | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2411623.63   | 0.17%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                | Alcon Finance Corp.                                                                    | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1377000 | PA      | $1351767.29   | 0.10%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                          | Alexandria Real Estate Equities, Inc.                                                  | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |   1864000 | PA      | $1820338.17   | 0.13%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALINGHI FUNDING CO LLC                            | Alinghi Funding Co. LLC                                                                | CUSIP: 01626GDU7<br>LEI: 549300VRDDZC1N8S3N22 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2991053.10   | 0.21%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                  | CUSIP: 01F020448<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7098000 | PA      | $6527765.63   | 0.46%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                  | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21791000 | PA      | $17546862.16  | 1.24%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                  | CUSIP: 01F022444<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4678000 | PA      | $4418301.06   | 0.31%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                  | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  68694000 | PA      | $57745893.75  | 4.06%             | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                  | CUSIP: 01F030447<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4081000 | PA      | $3897217.67   | 0.27%             | 2041-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                  | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  48842000 | PA      | $42892040.70  | 3.02%             | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                  | CUSIP: 01F032443<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7205000 | PA      | $6935185.21   | 0.49%             | 2041-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                  | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20064000 | PA      | $18391545.82  | 1.29%             | 2056-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                  | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  32340000 | PA      | $30513554.52  | 2.15%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                  | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  31891000 | PA      | $30774995.82  | 2.17%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                  | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  31453000 | PA      | $31016641.21  | 2.18%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                  | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  45990000 | PA      | $46201825.80  | 3.25%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                  | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25324000 | PA      | $25813462.27  | 1.82%             | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial, Inc.                                                                   | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    648000 | PA      | $658106.05    | 0.05%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                          | American Airlines Pass-Through Trust                                                   | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    492734 | PA      | $480051.38    | 0.03%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                             | American Homes 4 Rent LP                                                               | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   2264000 | PA      | $2283809.89   | 0.16%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                            | American International Group, Inc.                                                     | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $1071995.16   | 0.08%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                       | Cencora, Inc.                                                                          | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1326573.39   | 0.09%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen, Inc.                                                                            | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1329000 | PA      | $957735.50    | 0.07%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen, Inc.                                                                            | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1251758.58   | 0.09%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Anglesea Funding LLC                              | Anglesea Funding LLC                                                                   | CUSIP: 0347M3E59<br>LEI: 549300JC7SH8MD7E2Z33 | Long             | STIV             | CORP              | IE        |   8100000 | PA      | $8069878.53   | 0.57%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                            | Anglo American Capital PLC                                                             | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   3275000 | PA      | $3275079.48   | 0.23%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust                                                               | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |   1728808 | PA      | $1738136.51   | 0.12%             | 2070-01-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide, Inc.                                                   | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2486000 | PA      | $2084362.04   | 0.15%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health, Inc.                                                                  | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1641000 | PA      | $1560410.93   | 0.11%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp.                                                                         | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2117000 | PA      | $2099473.25   | 0.15%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                 | ARES Capital Corp.                                                                     | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   3638000 | PA      | $3516815.96   | 0.25%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                             | Arrow Electronics, Inc.                                                                | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1501000 | PA      | $1538687.63   | 0.11%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                               | Ashtead Capital, Inc.                                                                  | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2161000 | PA      | $2182079.58   | 0.15%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                               | CUSIP: 05377RHC1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1265346.75   | 0.09%             | 2028-04-20      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                               | CUSIP: 05377RHL1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1080000 | PA      | $1099729.44   | 0.08%             | 2028-08-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                               | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3576888.35   | 0.25%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd.                                                           | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3339000 | PA      | $3421269.92   | 0.24%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd.                                                           | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2994000 | PA      | $2973140.83   | 0.21%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | Bank5                                                                                  | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2240000 | PA      | $2287774.94   | 0.16%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc      | BAMLL Commercial Mortgage Securities Trust                                             | CUSIP: 05525MAG1<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $138288.32    | 0.01%             | 2046-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp.                                                                      | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2143501.98   | 0.15%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp.                                                                      | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3436000 | PA      | $3533792.17   | 0.25%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust                                                                               | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4069000 | PA      | $4090424.10   | 0.29%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation               | Banc of America Funding Trust, Principal Only STRIPS                                   | CUSIP: 05946X3C5<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |      1515 | PA      | $994.31       | 0.00%             | 2036-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation               | Banc of America Funding Trust, Principal Only STRIPS                                   | CUSIP: 05946XGF4<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |      4383 | PA      | $3123.72      | 0.00%             | 2034-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation               | Banc of America Funding Trust, Principal Only STRIPS                                   | CUSIP: 05946XV83<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |      4808 | PA      | $4868.50      | 0.00%             | 2035-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                     | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $1815213.91   | 0.13%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp.                                                                  | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4218000 | PA      | $4161890.86   | 0.29%             | 2037-02-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp.                                                                  | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7406000 | PA      | $7639949.39   | 0.54%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                           | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4402000 | PA      | $4260193.09   | 0.30%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                        | Barings Equipment Finance LLC                                                          | CUSIP: 06764YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3010000 | PA      | $2991491.21   | 0.21%             | 2032-10-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Barton Capital SA                                 | Barton Capital SA                                                                      | CUSIP: 06945MF27<br>LEI: 549300KOFKIMD0C37W24 | Long             | STIV             | CORP              | US        |  10750000 | PA      | $10677403.10  | 0.75%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International, Inc.                                                             | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1777455.39   | 0.13%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                           | Bayer U.S. Finance II LLC                                                              | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2339000 | PA      | $2311832.66   | 0.16%             | 2035-07-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust       | Bear Stearns ARM Trust                                                                 | CUSIP: 07387AGZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9192 | PA      | $8914.88      | 0.00%             | 2036-02-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Bedford Row Funding Corp                          | Bedford Row Funding Corp.                                                              | CUSIP: 07644BEU2<br>LEI: 5493000JWH1Z48FX0180 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9938262.00   | 0.70%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark Mortgage Trust                                                               | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6620000 | PA      | $6741075.17   | 0.47%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                   | Benefit Street Partners CLO X Ltd.                                                     | CUSIP: 08181LBE6<br>LEI: 549300MYLNCW81S1Y182 | Long             | ABS-CBDO         | CORP              | KY        |   1210000 | PA      | $1209363.54   | 0.09%             | 2038-07-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                           | Blackstone Secured Lending Fund                                                        | CUSIP: 09261XAM4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1017003.62   | 0.07%             | 2029-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                            | Blackstone Reg Finance Co. LLC                                                         | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1121458.33   | 0.08%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co.                                                                             | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2107463.55   | 0.15%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co.                                                                             | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3333000 | PA      | $3630778.89   | 0.26%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co.                                                                             | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1248051.89   | 0.09%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                              | Boston Properties LP                                                                   | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   1749000 | PA      | $1739398.18   | 0.12%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust                                                        | CUSIP: 105698AC8<br>LEI: 254900T3YTF92WA96N66 | Long             | ABS-MBS          | CORP              | US        |   1257665 | PA      | $1261727.63   | 0.09%             | 2064-10-27      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust                                                        | CUSIP: 10569KAA5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    304966 | PA      | $306684.02    | 0.02%             | 2064-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust                                                        | CUSIP: 10569LAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    557011 | PA      | $560319.85    | 0.04%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust                                                        | CUSIP: 10569MAC7<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    430467 | PA      | $432336.41    | 0.03%             | 2064-12-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust                                                        | CUSIP: 10570MAC4<br>LEI: 254900U9H6FFPW4O4S55 | Long             | ABS-MBS          | CORP              | US        |   3912600 | PA      | $3917535.43   | 0.28%             | 2065-06-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust                                                        | CUSIP: 105927AC1<br>LEI: 254900KREJHICFBDC014 | Long             | ABS-MBS          | CORP              | US        |   2725129 | PA      | $2736680.23   | 0.19%             | 2065-03-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co.                                                               | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    827000 | PA      | $801271.74    | 0.06%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Britannia Funding Co LLC                          | Britannia Funding Co. LLC                                                              | CUSIP: 11042MF45<br>LEI: 549300X2ZBE7GS6QP587 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5958075.00   | 0.42%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Britannia Funding Co LLC                          | Britannia Funding Co. LLC                                                              | CUSIP: 11042MF52<br>LEI: 549300X2ZBE7GS6QP587 | Long             | STIV             | CORP              | US        |   3750000 | PA      | $3723379.88   | 0.26%             | 2026-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom, Inc.                                                                         | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2272000 | PA      | $1930259.07   | 0.14%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom, Inc.                                                                         | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2269000 | PA      | $2237802.04   | 0.16%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown, Inc.                                                                    | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    753000 | PA      | $750915.47    | 0.05%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown, Inc.                                                                    | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2907000 | PA      | $2903138.37   | 0.20%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                            | Bunge Ltd. Finance Corp.                                                               | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3415302.86   | 0.24%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                        | BXG Receivables Note Trust                                                             | CUSIP: 123919AA0<br>LEI: 549300MVRSYZ837KPY83 | Long             | ABS-O            | CORP              | US        |    413598 | PA      | $418912.85    | 0.03%             | 2038-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                 | CF Industries, Inc.                                                                    | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493943.63   | 0.11%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group                                                                            | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1998000 | PA      | $1845720.63   | 0.13%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group                                                                            | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2467000 | PA      | $2470179.42   | 0.17%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                   | CMS Energy Corp.                                                                       | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    382000 | PA      | $335399.99    | 0.02%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC Trust                                                                             | CUSIP: 12656TAB4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2668393 | PA      | $2252647.39   | 0.16%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                   | CSL Finance PLC                                                                        | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   1316000 | PA      | $1161353.00   | 0.08%             | 2042-04-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp.                                                                       | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2027000 | PA      | $1995621.13   | 0.14%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp.                                                                       | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3693000 | PA      | $3805961.48   | 0.27%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp.                                                                       | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2680382.21   | 0.19%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT Mortgage Loan Trust                                                               | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |    734535 | PA      | $738636.63    | 0.05%             | 2069-04-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust                                                                 | CUSIP: 12667FAQ8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     57975 | PA      | $58978.10     | 0.00%             | 2034-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Countrywide Alternative Loan Trust, Interest Only STRIPS                               | CUSIP: 12667GGP2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    303134 | PA      | $22341.79     | 0.00%             | 2035-06-25      | Floating      | 1.28%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Countrywide Alternative Loan Trust, Interest Only STRIPS                               | CUSIP: 12667GQN6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    103565 | PA      | $4726.94      | 0.00%             | 2035-07-25      | Floating      | 0.96%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust                                                                 | CUSIP: 12667GWT6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     54764 | PA      | $46365.53     | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust                                                                 | CUSIP: 12668APD1<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     15820 | PA      | $11868.91     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                            | CHL Mortgage Pass-Through Trust                                                        | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38354 | PA      | $31926.12     | 0.00%             | 2035-11-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                            | CHL Mortgage Pass-Through Trust                                                        | CUSIP: 12669FNP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4186 | PA      | $4030.72      | 0.00%             | 2034-05-20      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                            | CHL Mortgage Pass-Through Trust                                                        | CUSIP: 12669FPC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10390 | PA      | $10324.87     | 0.00%             | 2034-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                            | CHL Mortgage Pass-Through Trust                                                        | CUSIP: 12669FQA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17317 | PA      | $17273.85     | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                            | CHL Mortgage Pass-Through Trust                                                        | CUSIP: 12669FXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5349 | PA      | $4952.65      | 0.00%             | 2034-06-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                           | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   5017000 | PA      | $5463967.94   | 0.38%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                          | Canadian Pacific Railway Co.                                                           | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   5121000 | PA      | $4550016.28   | 0.32%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Cancara Asset Securitisation LLC                  | Cancara Asset Securitisation LLC                                                       | CUSIP: 13738KE45<br>LEI: N/A                  | Long             | STIV             | CORP              | JE        |   7535000 | PA      | $7507786.59   | 0.53%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp.                                                            | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3482444.70   | 0.25%             | 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        |    666000 | PA      | $677424.83    | 0.05%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp.                                                            | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3092479.72   | 0.22%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp.                                                            | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1608942.27   | 0.11%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                       | Cargill, Inc.                                                                          | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   2027000 | PA      | $2053985.69   | 0.14%             | 2035-02-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                  | Carlisle Cos., Inc.                                                                    | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    924000 | PA      | $923947.31    | 0.07%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp.                                                                         | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2421000 | PA      | $2445270.53   | 0.17%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp.                                                                         | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    685000 | PA      | $684777.24    | 0.05%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp.                                                                          | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1815709.18   | 0.13%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC/Charter Communications Operating Capital          | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1832000 | PA      | $1527887.52   | 0.11%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan Asset-Backed CTFS     | Chase Funding Trust                                                                    | CUSIP: 161546HC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10283 | PA      | $10172.00     | 0.00%             | 2034-11-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                              | Chase Issuance Trust                                                                   | CUSIP: 161571HT4<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   3565000 | PA      | $3584339.77   | 0.25%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                | Chase Mortgage Finance Trust                                                           | CUSIP: 161630AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5099 | PA      | $5129.20      | 0.00%             | 2037-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                | Chase Mortgage Finance Trust                                                           | CUSIP: 16163LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5186 | PA      | $5223.35      | 0.00%             | 2035-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                            | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   3397000 | PA      | $3561111.89   | 0.25%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                             | Chile Electricity Lux MPC II SARL                                                      | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2117276 | PA      | $2126364.11   | 0.15%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust, Inc.                                                    | CUSIP: 17307GBH0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      1599 | PA      | $1541.28      | 0.00%             | 2033-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                                | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1802000 | PA      | $1841553.90   | 0.13%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Columbia Funding Co LLC                           | Columbia Funding Co. LLC                                                               | CUSIP: 19767DEJ9<br>LEI: 549300O1V8MCLCRCFD82 | Long             | STIV             | CORP              | US        |   3600000 | PA      | $3581587.08   | 0.25%             | 2026-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp.                                                                          | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $608807.61    | 0.04%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Concord Minutemen Capital Co LLC                  | Concord Minutemen Capital Co. LLC                                                      | CUSIP: 2063C1FR6<br>LEI: 549300B4YYZ4SNU1JB49 | Long             | STIV             | CORP              | US        |  14500000 | PA      | $14363153.35  | 1.01%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                          | Constellation Brands, Inc.                                                             | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $1789716.57   | 0.13%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                          | Constellation Energy Generation LLC                                                    | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1398799.10   | 0.10%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                          | Corp. Financiera de Desarrollo SA                                                      | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |   1321000 | PA      | $1342466.25   | 0.09%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                           | CUSIP: 225401BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1324000 | PA      | $1301331.28   | 0.09%             | 2032-08-10      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities    | Credit Suisse First Boston Mortgage Securities Corp.                                   | CUSIP: 22541QPB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4603 | PA      | $4589.37      | 0.00%             | 2033-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross Mortgage Trust                                                                   | CUSIP: 22757JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3587180 | PA      | $3566327.22   | 0.25%             | 2070-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross Mortgage Trust                                                                   | CUSIP: 22757XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350524 | PA      | $2338684.71   | 0.16%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross Mortgage Trust                                                                   | CUSIP: 22758YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4560322 | PA      | $4532272.40   | 0.32%             | 2071-01-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross Mortgage Trust                                                                   | CUSIP: 227924AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4966008 | PA      | $4921423.06   | 0.35%             | 2061-03-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                          | Cyprium Corp./Cyprium Holdings Luxembourg SARL                                         | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    488000 | PA      | $481078.92    | 0.03%             | 2031-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd                                      | DBS Bank Ltd.                                                                          | CUSIP: 23305EF57<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |  10000000 | PA      | $9929893.00   | 0.70%             | 2026-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC/EMC Corp.                                                       | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2646000 | PA      | $2560138.54   | 0.18%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG                                                                       | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2991000 | PA      | $2940852.33   | 0.21%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                              | Diameter Capital CLO 1 Ltd.                                                            | CUSIP: 25255DAL4<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |   6725000 | PA      | $6729216.58   | 0.47%             | 2037-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy, Inc.                                                               | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2939000 | PA      | $2983663.75   | 0.21%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bonds                                                 | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   2887000 | PA      | $2883824.30   | 0.20%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp.                                                                      | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3796000 | PA      | $2801103.70   | 0.20%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp.                                                                      | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3484000 | PA      | $3396359.35   | 0.24%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                          | Duke Energy Progress LLC                                                               | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $1916022.14   | 0.13%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                           | Duke Energy Indiana LLC                                                                | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    760000 | PA      | $748184.68    | 0.05%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                        | Eaton Corp.                                                                            | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1415777.69   | 0.10%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                 | Eaton Capital ULC                                                                      | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1455000 | PA      | $1453761.17   | 0.10%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                           | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1934000 | PA      | $1953077.92   | 0.14%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                                   | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   3492000 | PA      | $3408786.93   | 0.24%             | 2031-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                          | Element Fleet Management Corp.                                                         | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   3905000 | PA      | $3940938.96   | 0.28%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                     | ELP Commercial Mortgage Trust                                                          | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1686000 | PA      | $1665935.08   | 0.12%             | 2042-11-13      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                       | Ovintiv, Inc.                                                                          | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   2567000 | PA      | $2735757.84   | 0.19%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge, Inc.                                                                         | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2443000 | PA      | $2519928.19   | 0.18%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge, Inc.                                                                         | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1881000 | PA      | $1900688.93   | 0.13%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge, Inc.                                                                         | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    883000 | PA      | $890608.33    | 0.06%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                                     | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1210820.86   | 0.09%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                                     | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1227882.08   | 0.09%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                                     | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1208678.32   | 0.09%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                       | Equinor ASA                                                                            | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   4300000 | PA      | $4233854.65   | 0.30%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                 | Expedia Group, Inc.                                                                    | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   2714000 | PA      | $2692467.48   | 0.19%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                                | Meta Platforms, Inc.                                                                   | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2863000 | PA      | $2835219.77   | 0.20%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                              | FREMF Mortgage Trust                                                                   | CUSIP: 30307MAS7<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $861059.34    | 0.06%             | 2028-04-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp.                                                                       | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1574000 | PA      | $1548080.31   | 0.11%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                  | Federal Home Loan Mortgage Corp., Interest Only STRIPS                                 | CUSIP: 31282YDY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10404 | PA      | $1464.13      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 3128DHG99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14573 | PA      | $14838.42     | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 3128NFFX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9362 | PA      | $9543.22      | 0.00%             | 2036-07-01      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 3128NFGD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9579 | PA      | $9749.84      | 0.00%             | 2036-10-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 3128NUBP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3701 | PA      | $3827.52      | 0.00%             | 2036-10-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 3128Q3NB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3286 | PA      | $3383.86      | 0.00%             | 2036-05-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 3128QGMA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7323 | PA      | $7463.41      | 0.00%             | 2037-02-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 3128QS6G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9765 | PA      | $9970.53      | 0.00%             | 2036-11-01      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 3128QSZW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15146 | PA      | $15655.34     | 0.00%             | 2036-06-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 3128S4ZC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3479 | PA      | $3534.98      | 0.00%             | 2037-03-01      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 31300LLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12470 | PA      | $12795.45     | 0.00%             | 2036-02-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 3131Y1WR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    295578 | PA      | $290723.13    | 0.02%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    558859 | PA      | $563499.14    | 0.04%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1510985 | PA      | $1523408.67   | 0.11%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 3132H33Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270729 | PA      | $256676.05    | 0.02%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 3132H3XT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126130 | PA      | $118669.14    | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 3132H4CL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111473 | PA      | $108276.28    | 0.01%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 3132H7BV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249624 | PA      | $234857.47    | 0.02%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 3132H7EG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263746 | PA      | $255200.71    | 0.02%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                  | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 3132HT3R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2328 | PA      | $2302.54      | 0.00%             | 2044-03-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 313399C47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6479 | PA      | $6709.46      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 3133KNNT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    756757 | PA      | $665266.40    | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 3133TNDG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20568 | PA      | $21302.34     | 0.00%             | 2030-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 3133TPGX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6277 | PA      | $6486.46      | 0.00%             | 2030-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 3133TQC54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11422 | PA      | $11740.86     | 0.00%             | 2030-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 3133TQKD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6134 | PA      | $6349.07      | 0.00%             | 2030-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 3133TVTX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14257 | PA      | $14830.45     | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 31349UFK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6640 | PA      | $6819.79      | 0.00%             | 2034-09-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 31349UJY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7478 | PA      | $7772.10      | 0.00%             | 2035-01-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31359SDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       715 | PA      | $740.29       | 0.00%             | 2031-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 3136AAJ71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2326 | PA      | $2324.27      | 0.00%             | 2041-08-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Principal Only STRIPS                    | CUSIP: 3136AGGA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75076 | PA      | $57946.07     | 0.00%             | 2043-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Principal Only STRIPS                    | CUSIP: 3136AGZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88488 | PA      | $64658.37     | 0.00%             | 2043-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                   | Federal National Mortgage Association Interest, Principal Only STRIPS                  | CUSIP: 3136FAQR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7783 | PA      | $7199.80      | 0.00%             | 2032-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                   | Federal National Mortgage Association Interest, Principal Only STRIPS                  | CUSIP: 3136FAWE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1285 | PA      | $1158.50      | 0.00%             | 2033-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 31371LFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3133 | PA      | $3148.98      | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Interest Only STRIPS                          | CUSIP: 3137A6CE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15811 | PA      | $1470.35      | 0.00%             | 2040-01-15      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 3137ABAC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15071 | PA      | $14361.64     | 0.00%             | 2041-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 3137AQUB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45187 | PA      | $45000.08     | 0.00%             | 2041-10-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 3137AQUG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30602 | PA      | $30224.70     | 0.00%             | 2037-07-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 3137B2JP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272554 | PA      | $267641.36    | 0.02%             | 2043-06-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 3138ENZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243822 | PA      | $229109.11    | 0.02%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 3138NXRT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194390 | PA      | $178109.77    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 3138WCQR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160243 | PA      | $154346.92    | 0.01%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 3138WU4E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130620 | PA      | $127581.58    | 0.01%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 3139204E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2605 | PA      | $2693.57      | 0.00%             | 2031-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 3139204T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5250 | PA      | $5469.52      | 0.00%             | 2031-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 313921M70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20020 | PA      | $20657.34     | 0.00%             | 2031-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31392B5S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       427 | PA      | $444.47       | 0.00%             | 2032-03-25      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31392BVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       775 | PA      | $900.09       | 0.00%             | 2032-02-25      | Floating      | 12.91%                | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Federal National Mortgage Association REMICS Trust, Interest Only STRIPS               | CUSIP: 31392ET34<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |    100616 | PA      | $4023.79      | 0.00%             | 2042-08-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31392F6E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1219 | PA      | $1247.34      | 0.00%             | 2032-12-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Interest Only STRIPS                          | CUSIP: 31392KMK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5606 | PA      | $478.53       | 0.00%             | 2032-03-15      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 31392KPH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20103 | PA      | $21107.60     | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 31392MQP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8620 | PA      | $8978.54      | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 31392PU37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8026 | PA      | $8184.45      | 0.00%             | 2032-07-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 31392R3H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22253 | PA      | $23189.20     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Federal National Mortgage Association REMICS                                           | CUSIP: 31393AP68<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |      7432 | PA      | $7470.15      | 0.00%             | 2042-10-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Interest Only STRIPS                     | CUSIP: 31393BFR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5301 | PA      | $662.84       | 0.00%             | 2033-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Interest Only STRIPS                     | CUSIP: 31393CVP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7252 | PA      | $817.77       | 0.00%             | 2033-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31393DJU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4653 | PA      | $4534.33      | 0.00%             | 2033-07-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31393EKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15417 | PA      | $14496.12     | 0.00%             | 2033-08-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31393EQX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2012 | PA      | $2086.52      | 0.00%             | 2033-09-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 31393FKF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7246 | PA      | $7509.95      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities          | Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates                  | CUSIP: 31393LFM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24708 | PA      | $25344.63     | 0.00%             | 2043-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 31393NTQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       863 | PA      | $866.74       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31393X5V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13590 | PA      | $14858.92     | 0.00%             | 2034-05-25      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31393XRE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5040 | PA      | $5399.60      | 0.00%             | 2034-04-25      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31393YT54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2069 | PA      | $2200.21      | 0.00%             | 2034-05-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31393YT96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2023 | PA      | $2138.41      | 0.00%             | 2034-05-25      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Federal National Mortgage Association REMICS                                           | CUSIP: 31394AB47<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |     19951 | PA      | $20447.94     | 0.00%             | 2044-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31394AR81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4591 | PA      | $4765.00      | 0.00%             | 2031-11-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Principal Only STRIPS                    | CUSIP: 31394AVD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3118 | PA      | $2795.96      | 0.00%             | 2032-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31394DAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15712 | PA      | $15590.90     | 0.00%             | 2035-04-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31394EKR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17445 | PA      | $18913.36     | 0.00%             | 2035-07-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 31394HVK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1489 | PA      | $1619.08      | 0.00%             | 2033-09-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 31394KZD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10123 | PA      | $10666.81     | 0.00%             | 2033-07-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31394ULM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27847 | PA      | $26562.84     | 0.00%             | 2035-07-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31394V7G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5926 | PA      | $6892.88      | 0.00%             | 2036-03-25      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Principal Only STRIPS                    | CUSIP: 31394VX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41529 | PA      | $34840.09     | 0.00%             | 2036-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Interest Only STRIPS                     | CUSIP: 31394VX47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152273 | PA      | $13724.84     | 0.00%             | 2036-03-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Principal Only STRIPS                    | CUSIP: 31395BA52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6453 | PA      | $5788.14      | 0.00%             | 2036-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Principal Only STRIPS                    | CUSIP: 31395BTU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8111 | PA      | $6978.09      | 0.00%             | 2036-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Federal National Mortgage Association                                                  | CUSIP: 31395D7H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26565 | PA      | $26348.83     | 0.00%             | 2046-11-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Principal Only STRIPS                    | CUSIP: 31395DTS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7274 | PA      | $6579.09      | 0.00%             | 2036-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Principal Only STRIPS                    | CUSIP: 31395DUD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8251 | PA      | $7190.81      | 0.00%             | 2036-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                         | CUSIP: 31395FEZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       978 | PA      | $879.63       | 0.00%             | 2032-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities          | Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates                  | CUSIP: 31395HHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52638 | PA      | $48632.35     | 0.00%             | 2044-10-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Principal Only STRIPS                    | CUSIP: 31395NBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23474 | PA      | $20673.95     | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Principal Only STRIPS                    | CUSIP: 31395NBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4375 | PA      | $3886.20      | 0.00%             | 2036-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Principal Only STRIPS                    | CUSIP: 31395NE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3385 | PA      | $2770.45      | 0.00%             | 2036-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Interest Only STRIPS                     | CUSIP: 31395NJD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7611 | PA      | $563.33       | 0.00%             | 2036-06-25      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                         | CUSIP: 31396HUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4515 | PA      | $4038.04      | 0.00%             | 2036-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                         | CUSIP: 31396HVT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1856 | PA      | $1645.35      | 0.00%             | 2036-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                         | CUSIP: 31396HVU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2538 | PA      | $2227.80      | 0.00%             | 2036-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                         | CUSIP: 31396JLG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3221 | PA      | $2812.32      | 0.00%             | 2036-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31396K4K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1743 | PA      | $2126.31      | 0.00%             | 2036-10-25      | Floating      | 11.09%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Principal Only STRIPS                    | CUSIP: 31396KAA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3408 | PA      | $2941.68      | 0.00%             | 2036-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31396KYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2277 | PA      | $2263.29      | 0.00%             | 2036-08-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31396LT26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       935 | PA      | $1033.97      | 0.00%             | 2036-12-25      | Floating      | 11.45%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Principal Only STRIPS                    | CUSIP: 31396LVP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6146 | PA      | $5362.18      | 0.00%             | 2036-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                         | CUSIP: 31396N7B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4372 | PA      | $3828.55      | 0.00%             | 2036-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 31396UCL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10539 | PA      | $10874.27     | 0.00%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Interest Only STRIPS                          | CUSIP: 31396UD64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5496 | PA      | $526.37       | 0.00%             | 2036-07-15      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                         | CUSIP: 31396UFA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1501 | PA      | $1306.15      | 0.00%             | 2036-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Interest Only STRIPS                     | CUSIP: 31396WCQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11606 | PA      | $907.61       | 0.00%             | 2037-06-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Interest Only STRIPS                     | CUSIP: 31396WSA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23062 | PA      | $2945.05      | 0.00%             | 2037-07-25      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Interest Only STRIPS                     | CUSIP: 31396X6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7751 | PA      | $502.50       | 0.00%             | 2038-01-25      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31396XAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7599 | PA      | $7933.93      | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31396XC69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8865 | PA      | $8946.74      | 0.00%             | 2036-06-27      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Interest Only STRIPS                     | CUSIP: 31396XUU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13387 | PA      | $1046.57      | 0.00%             | 2037-09-25      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Interest Only STRIPS                     | CUSIP: 31396YCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19993 | PA      | $1494.68      | 0.00%             | 2038-02-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Interest Only STRIPS                     | CUSIP: 31396YTG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4442 | PA      | $315.48       | 0.00%             | 2038-03-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS                                           | CUSIP: 31396YXZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2180 | PA      | $2131.13      | 0.00%             | 2038-03-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                         | CUSIP: 31397AJ95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6685 | PA      | $5750.49      | 0.00%             | 2036-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 31397FDQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2030 | PA      | $2013.63      | 0.00%             | 2037-02-15      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                         | CUSIP: 31397HKD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1351 | PA      | $1124.55      | 0.00%             | 2037-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Interest Only STRIPS                          | CUSIP: 31397KTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130476 | PA      | $10954.95     | 0.00%             | 2037-10-15      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Interest Only STRIPS                     | CUSIP: 31397M5Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7063 | PA      | $548.04       | 0.00%             | 2039-02-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Interest Only STRIPS                     | CUSIP: 31397MRK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16561 | PA      | $1320.33      | 0.00%             | 2038-09-25      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Interest Only STRIPS                     | CUSIP: 31397MUL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23923 | PA      | $1604.50      | 0.00%             | 2038-09-25      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Interest Only STRIPS                          | CUSIP: 31397PAT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2291 | PA      | $146.89       | 0.00%             | 2037-11-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Interest Only STRIPS                          | CUSIP: 31397PFM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17534 | PA      | $1278.96      | 0.00%             | 2037-11-15      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Interest Only STRIPS                          | CUSIP: 31397PTW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19529 | PA      | $1692.93      | 0.00%             | 2038-01-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Interest Only STRIPS                     | CUSIP: 31397QW95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85254 | PA      | $9150.14      | 0.00%             | 2041-01-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Interest Only STRIPS                     | CUSIP: 31397SMD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10655 | PA      | $801.52       | 0.00%             | 2041-04-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Interest Only STRIPS                          | CUSIP: 31397T4Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13483 | PA      | $1331.29      | 0.00%             | 2038-04-15      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 31397THP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3219 | PA      | $3277.99      | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Interest Only STRIPS                          | CUSIP: 31397WHQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74336 | PA      | $7557.07      | 0.00%             | 2038-06-15      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Interest Only STRIPS                          | CUSIP: 31397YVF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8287 | PA      | $598.06       | 0.00%             | 2039-02-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Interest Only STRIPS                     | CUSIP: 31398F4S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3401 | PA      | $242.38       | 0.00%             | 2039-12-25      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                         | CUSIP: 31398LQT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10474 | PA      | $8720.69      | 0.00%             | 2037-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                         | CUSIP: 31398LZP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6593 | PA      | $5744.85      | 0.00%             | 2040-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association REMICS, Interest Only STRIPS                     | CUSIP: 31398PKD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5027 | PA      | $312.14       | 0.00%             | 2040-04-25      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp. REMICS                                                | CUSIP: 31398WRF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16752 | PA      | $16416.58     | 0.00%             | 2040-02-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 31403DES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5081 | PA      | $5215.11      | 0.00%             | 2036-01-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 31408EN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4393 | PA      | $4380.12      | 0.00%             | 2036-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 3140FXHG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    980252 | PA      | $1015812.85   | 0.07%             | 2058-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 3140FXQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    570549 | PA      | $519098.68    | 0.04%             | 2060-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 3140FXRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    560817 | PA      | $484599.89    | 0.03%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    706379 | PA      | $580846.44    | 0.04%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 3140HJHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145382 | PA      | $139265.15    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 3140J8CB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    557660 | PA      | $535033.81    | 0.04%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 3140M3AF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1059505 | PA      | $897592.03    | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 3140QM4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    749802 | PA      | $643756.15    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 3140QM6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    725047 | PA      | $637468.82    | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 3140QRW66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2114831 | PA      | $2102819.25   | 0.15%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 3140QUVB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1330716 | PA      | $1357546.01   | 0.10%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 3140XKP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2017692 | PA      | $2037683.91   | 0.14%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 3140XKS76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2114207 | PA      | $2049427.44   | 0.14%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 3140XKTV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1854260 | PA      | $1839694.19   | 0.13%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 3140XKUQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2036378 | PA      | $2024194.81   | 0.14%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 3140XPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2287193 | PA      | $2263653.30   | 0.16%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 31416CFY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2915 | PA      | $3012.24      | 0.00%             | 2037-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 31418AHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246518 | PA      | $239153.46    | 0.02%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 31418AHQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69343 | PA      | $68156.76     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 31418APN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219021 | PA      | $206619.43    | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                  | CUSIP: 31418AS33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148228 | PA      | $139650.71    | 0.01%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                          | Fedex Freight Holding Co., Inc.                                                        | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1214198.53   | 0.09%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services, Inc.                                           | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2276000 | PA      | $2258136.22   | 0.16%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                               | Fifth Third Bancorp                                                                    | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3332000 | PA      | $3245777.37   | 0.23%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                          | First Citizens BancShares, Inc.                                                        | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3153211.27   | 0.22%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                  | First National Master Notes Trust                                                      | CUSIP: 32113CBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3201056.96   | 0.23%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                  | First National Master Notes Trust                                                      | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1740000 | PA      | $1753045.13   | 0.12%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv, Inc.                                                                           | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1947271.45   | 0.14%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                          | Fortitude Group Holdings LLC                                                           | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1033637.61   | 0.07%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                                  | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2437000 | PA      | $2467457.16   | 0.17%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                                  | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2337000 | PA      | $2402697.21   | 0.17%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP/GLP Financing II, Inc.                                                  | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |   1864000 | PA      | $1827163.26   | 0.13%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP/GLP Financing II, Inc.                                                  | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |   2268000 | PA      | $2205852.72   | 0.16%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                           | GSR Mortgage Loan Trust                                                                | CUSIP: 36228F2K1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8748 | PA      | $8662.58      | 0.00%             | 2034-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                           | GSR Mortgage Loan Trust                                                                | CUSIP: 3623417C7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30999 | PA      | $12459.35     | 0.00%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                         | GSMPS Mortgage Loan Trust                                                              | CUSIP: 362341LL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43872 | PA      | $37689.92     | 0.00%             | 2035-09-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                           | GSR Mortgage Loan Trust                                                                | CUSIP: 362341NB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13509 | PA      | $13472.83     | 0.00%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                           | GSR Mortgage Loan Trust                                                                | CUSIP: 36242DCH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4529 | PA      | $4571.22      | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                         | GSMPS Mortgage Loan Trust                                                              | CUSIP: 36242DT52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62132 | PA      | $57937.80     | 0.00%             | 2035-03-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                 | GXO Logistics, Inc.                                                                    | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   3755000 | PA      | $3342352.42   | 0.24%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                 | GXO Logistics, Inc.                                                                    | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1358927.12   | 0.10%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust          | GM Financial Revolving Receivables Trust                                               | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4239000 | PA      | $4181942.21   | 0.29%             | 2034-06-12      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                            | GE HealthCare Technologies, Inc.                                                       | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    933000 | PA      | $914606.32    | 0.06%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT Trust                                                                             | CUSIP: 36274BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3941632 | PA      | $3900944.86   | 0.27%             | 2070-12-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| GABX LEASING                                      | Gabx Leasing LLC                                                                       | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1353631.47   | 0.10%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT Trust                                                                             | CUSIP: 36831QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3423970 | PA      | $3401628.03   | 0.24%             | 2070-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                               | General Electric Co.                                                                   | CUSIP: 369604BF9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    442000 | PA      | $370961.12    | 0.03%             | 2042-10-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                               | General Electric Co.                                                                   | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1804000 | PA      | $1598679.89   | 0.11%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co., Inc.                                                     | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1479000 | PA      | $1529424.51   | 0.11%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                               | Georgia-Pacific LLC                                                                    | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1421000 | PA      | $1435217.62   | 0.10%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                               | Gilead Sciences, Inc.                                                                  | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2227731.98   | 0.16%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                   | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2054126.17   | 0.14%             | 2031-09-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Glencove Funding LLC                              | Glencove Funding LLC                                                                   | CUSIP: 37828XF12<br>LEI: 549300XUUQZO7I38ZR06 | Long             | STIV             | CORP              | IE        |  14000000 | PA      | $13907317.20  | 0.98%             | 2026-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group, Inc.                                                              | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3086000 | PA      | $2739690.38   | 0.19%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group, Inc.                                                              | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2372000 | PA      | $2319038.39   | 0.16%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group, Inc.                                                              | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3186000 | PA      | $3078156.45   | 0.22%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                   | Goodgreen Trust                                                                        | CUSIP: 38217VAA8<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-O            | CORP              | US        |     55680 | PA      | $51677.22     | 0.00%             | 2052-10-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS                                        | CUSIP: 38373MA91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8743 | PA      | $9223.09      | 0.00%             | 2037-04-20      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Principal Only STRIPS                 | CUSIP: 38373QR86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10518 | PA      | $9395.98      | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Interest Only STRIPS                  | CUSIP: 383742AS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8172 | PA      | $29.35        | 0.00%             | 2037-12-20      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS                                        | CUSIP: 38374GDC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8400 | PA      | $9090.92      | 0.00%             | 2034-04-16      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS                                        | CUSIP: 38374JBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4683 | PA      | $4814.45      | 0.00%             | 2034-09-20      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Interest Only STRIPS                  | CUSIP: 38374JXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21091 | PA      | $732.13       | 0.00%             | 2034-10-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS                                        | CUSIP: 38374KF73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        25 | PA      | $26.06        | 0.00%             | 2034-05-18      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Interest Only STRIPS                  | CUSIP: 38374L3B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33099 | PA      | $2590.72      | 0.00%             | 2035-09-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS                                        | CUSIP: 38374L4C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2057 | PA      | $2236.04      | 0.00%             | 2035-06-17      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Interest Only STRIPS                  | CUSIP: 38374TRY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11916 | PA      | $842.29       | 0.00%             | 2039-04-20      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Interest Only STRIPS                  | CUSIP: 38374TXN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2998 | PA      | $53.23        | 0.00%             | 2039-03-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Interest Only STRIPS                  | CUSIP: 38374UVQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11783 | PA      | $861.96       | 0.00%             | 2039-06-20      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Interest Only STRIPS                  | CUSIP: 38374XAF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9075 | PA      | $441.19       | 0.00%             | 2039-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS                                        | CUSIP: 38375BE73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        13 | PA      | $11.42        | 0.00%             | 2063-01-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS                                        | CUSIP: 38375BF64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        29 | PA      | $29.01        | 0.00%             | 2060-08-20      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS                                        | CUSIP: 38375BWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        54 | PA      | $54.69        | 0.00%             | 2061-05-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS                                        | CUSIP: 38375BWP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3690 | PA      | $3674.17      | 0.00%             | 2060-03-20      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS                                        | CUSIP: 38375BXB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       203 | PA      | $202.51       | 0.00%             | 2060-04-20      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS                                        | CUSIP: 38375BYE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       406 | PA      | $406.92       | 0.00%             | 2062-09-20      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS                                        | CUSIP: 38375BYQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       457 | PA      | $456.59       | 0.00%             | 2062-07-20      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS                                        | CUSIP: 38375BZQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9685 | PA      | $9685.60      | 0.00%             | 2062-10-20      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Interest Only STRIPS                  | CUSIP: 38375JJ55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13340 | PA      | $82.29        | 0.00%             | 2037-05-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Interest Only STRIPS                  | CUSIP: 38375JMV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18186 | PA      | $1097.56      | 0.00%             | 2037-03-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Interest Only STRIPS                  | CUSIP: 38375JTD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10988 | PA      | $754.96       | 0.00%             | 2037-04-16      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Interest Only STRIPS                  | CUSIP: 38375KA77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32522 | PA      | $750.35       | 0.00%             | 2037-07-20      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Interest Only STRIPS                  | CUSIP: 38375KHZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13236 | PA      | $74.27        | 0.00%             | 2037-06-16      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Interest Only STRIPS                  | CUSIP: 38375LD23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18856 | PA      | $90.87        | 0.00%             | 2037-11-20      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS                                        | CUSIP: 38375LGF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2832 | PA      | $3042.83      | 0.00%             | 2037-09-20      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Interest Only STRIPS                  | CUSIP: 38375LV72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9067 | PA      | $55.04        | 0.00%             | 2037-11-20      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Principal Only STRIPS                 | CUSIP: 38375PCK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4623 | PA      | $3752.61      | 0.00%             | 2038-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS                                        | CUSIP: 38375PQ61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6645 | PA      | $6647.76      | 0.00%             | 2037-10-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Interest Only STRIPS                  | CUSIP: 38375PYG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20047 | PA      | $91.64        | 0.00%             | 2038-02-20      | Floating      | 2.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Interest Only STRIPS                  | CUSIP: 38375QK73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11289 | PA      | $46.86        | 0.00%             | 2038-06-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Interest Only STRIPS                  | CUSIP: 38375QKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30248 | PA      | $1321.34      | 0.00%             | 2038-05-16      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Interest Only STRIPS                  | CUSIP: 38375Y2X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12758 | PA      | $637.94       | 0.00%             | 2038-12-20      | Floating      | 1.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Interest Only STRIPS                  | CUSIP: 38375Y5V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6508 | PA      | $30.44        | 0.00%             | 2039-02-16      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association REMICS, Principal Only STRIPS                 | CUSIP: 38376CXX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4459 | PA      | $3713.96      | 0.00%             | 2037-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                 | GreatAmerica Leasing Receivables Funding LLC                                           | CUSIP: 39154TCQ9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   5762000 | PA      | $5747246.98   | 0.40%             | 2029-12-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                          | Greensaif Pipelines Bidco SARL                                                         | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   1132000 | PA      | $1134516.44   | 0.08%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GTA FUNDING LLC                                   | GTA Funding LLC                                                                        | CUSIP: 40060XD15<br>LEI: 254900AKBBBSYOV90641 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4999483.00   | 0.35%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GTA Funding LLC                                   | GTA Funding LLC                                                                        | CUSIP: 40060XE71<br>LEI: 254900AKBBBSYOV90641 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1992071.80   | 0.14%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                            | Gulfstream Natural Gas System LLC                                                      | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1277000 | PA      | $1293092.93   | 0.09%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA, Inc.                                                                              | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1657254.56   | 0.12%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA, Inc.                                                                              | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2906000 | PA      | $2809549.69   | 0.20%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                               | HINNT LLC                                                                              | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185103 | PA      | $187275.83    | 0.01%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                          | Health Care Service Corp. A Mutual Legal Reserve Co.                                   | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    846000 | PA      | $795659.45    | 0.06%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                 | Healthpeak OP LLC                                                                      | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    974000 | PA      | $952766.13    | 0.07%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                        | HEICO Corp.                                                                            | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2345104.90   | 0.17%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings, Inc.                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1501140.22   | 0.11%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                | HERO Funding Trust                                                                     | CUSIP: 42771AAB2<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | KY        |    158023 | PA      | $147451.87    | 0.01%             | 2048-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                | HERO Funding Trust                                                                     | CUSIP: 42771XAC0<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |    144593 | PA      | $137547.65    | 0.01%             | 2047-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                        | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1955000 | PA      | $1975195.54   | 0.14%             | 2028-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                          | Hess Midstream Operations LP                                                           | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1774000 | PA      | $1812185.62   | 0.13%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                  | Hewlett Packard Enterprise Co.                                                         | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2788000 | PA      | $2698747.11   | 0.19%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust                                                           | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172330 | PA      | $174798.97    | 0.01%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust                                                           | CUSIP: 43283NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2161392 | PA      | $2169465.00   | 0.15%             | 2040-08-27      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust                                                           | CUSIP: 43283YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150051 | PA      | $152432.26    | 0.01%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust                                                           | CUSIP: 43285JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    685934 | PA      | $683746.60    | 0.05%             | 2044-05-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                               | HINNT LLC                                                                              | CUSIP: 433401AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1584324 | PA      | $1576090.60   | 0.11%             | 2045-05-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                             | Amrize Finance U.S. LLC                                                                | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1528384.24   | 0.11%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                             | Amrize Finance U.S. LLC                                                                | CUSIP: 43475RAX4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    878000 | PA      | $761377.74    | 0.05%             | 2046-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                           | Honeywell Aerospace, Inc.                                                              | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1081501.27   | 0.08%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                       | Hubbell, Inc.                                                                          | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |   2792000 | PA      | $2719002.02   | 0.19%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana, Inc.                                                                           | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2479000 | PA      | $2382280.82   | 0.17%             | 2056-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                          | Huntington Ingalls Industries, Inc.                                                    | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   3408000 | PA      | $3227414.51   | 0.23%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                      | Hudson Yards Mortgage Trust                                                            | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4900000 | PA      | $5014011.24   | 0.35%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                 | Hyatt Hotels Corp.                                                                     | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1715050.64   | 0.12%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3639000 | PA      | $3703856.44   | 0.26%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                    | ICG U.S. CLO Ltd.                                                                      | CUSIP: 44928XBL7<br>LEI: 25490053S2JSJU63Y978 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499685.00   | 0.11%             | 2034-10-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                        | Impac Secured Assets Trust                                                             | CUSIP: 45254TTN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9256 | PA      | $8810.12      | 0.00%             | 2036-05-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                            | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2679000 | PA      | $2701633.42   | 0.19%             | 2035-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                | Ingersoll Rand, Inc.                                                                   | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1740931.46   | 0.12%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp.                                                                            | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $1866296.16   | 0.13%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                                    | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2352000 | PA      | $2709866.18   | 0.19%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                        | Intuit, Inc.                                                                           | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    846000 | PA      | $778138.03    | 0.05%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bonds                                                  | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1846000 | PA      | $1779685.51   | 0.13%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JPMorgan Mortgage Trust                                                                | CUSIP: 466247K93<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      2421 | PA      | $2418.28      | 0.00%             | 2033-11-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co.                                                                   | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1166885.45   | 0.08%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co.                                                                   | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2938000 | PA      | $2979104.21   | 0.21%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co.                                                                   | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3820000 | PA      | $3737906.90   | 0.26%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co.                                                                   | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $3129791.24   | 0.22%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings                    | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3490000 | PA      | $3491605.40   | 0.25%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KGS-Alpha SBA COOF Trust                          | KGS-Alpha SBA COOF Trust, Interest Only STRIPS                                         | CUSIP: 48247KAA5<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     86999 | PA      | $1217.75      | 0.00%             | 2038-08-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| KGS-Alpha SBA COOF Trust                          | KGS-Alpha SBA COOF Trust, Interest Only STRIPS                                         | CUSIP: 48248XAA6<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     78853 | PA      | $1800.75      | 0.00%             | 2039-03-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| KGS-Alpha SBA COOF Trust                          | KGS-Alpha SBA COOF Trust, Interest Only STRIPS                                         | CUSIP: 48249GAA2<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     23505 | PA      | $1155.03      | 0.00%             | 2040-04-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                             | Keysight Technologies, Inc.                                                            | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    909000 | PA      | $899489.99    | 0.06%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                              | Kioxia Holdings Corp.                                                                  | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   4531000 | PA      | $4604080.23   | 0.32%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                         | Kroger Co.                                                                             | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1385270.16   | 0.10%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mortgage Securities LLC | Ladder Capital Commercial Mortgage Trust                                               | CUSIP: 50184BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154000 | PA      | $143906.29    | 0.01%             | 2036-02-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings, Inc.                                                                     | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1139425.82   | 0.08%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                           | Laboratory Corp. of America Holdings                                                   | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   2509000 | PA      | $2442897.18   | 0.17%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LEXINGTON PARKER CAPITAL                          | Lexington Parker Capital Co. LLC                                                       | CUSIP: 52953BDN0<br>LEI: 5493005MSQJBO8BDMA02 | Long             | STIV             | CORP              | US        |  13000000 | PA      | $12969749.00  | 0.91%             | 2026-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Liberty Street Funding LLC                        | Liberty Street Funding LLC                                                             | CUSIP: 53127UF21<br>LEI: 549300F33VRHM10B9391 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9932853.00   | 0.70%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Liberty Street Funding LLC                        | Liberty Street Funding LLC                                                             | CUSIP: 53127UFV7<br>LEI: 549300F33VRHM10B9391 | Long             | STIV             | CORP              | US        |   3410000 | PA      | $3376752.50   | 0.24%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                   | Lloyds Bank PLC                                                                        | CUSIP: 53943SEB9<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | STIV             | CORP              | GB        |   9250000 | PA      | $9210235.18   | 0.65%             | 2026-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LMA-Americas LLC                                  | LMA-Americas LLC                                                                       | CUSIP: 53944RET1<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   7000000 | PA      | $6956963.30   | 0.49%             | 2026-05-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LMA-Americas LLC                                  | LMA-Americas LLC                                                                       | CUSIP: 53944RFR4<br>LEI: N/A                  | Long             | STIV             | CORP              | FR        |   7000000 | PA      | $6933791.20   | 0.49%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                              | M&T Bank Corp.                                                                         | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1157354.86   | 0.08%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA Trust                                                                              | CUSIP: 55283QAA2<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   2546474 | PA      | $2331393.94   | 0.16%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                              | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2291000 | PA      | $2304574.18   | 0.16%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                   | MVW LLC                                                                                | CUSIP: 55389RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2160990 | PA      | $2145228.86   | 0.15%             | 2044-10-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Mackinac Funding Co LLC                           | Mackinac Funding Co. LLC                                                               | CUSIP: 55458FE11<br>LEI: 549300DSZ0UOZX6UNF02 | Long             | STIV             | CORP              | US        |  12500000 | PA      | $12458756.25  | 0.88%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                | Macquarie Bank Ltd.                                                                    | CUSIP: 55607LF58<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |   6900000 | PA      | $6851753.13   | 0.48%             | 2026-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                | Macquarie Bank Ltd.                                                                    | CUSIP: 55607LG16<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |   3265000 | PA      | $3232364.37   | 0.23%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Manhattan Asset Funding Co LLC                    | Manhattan Asset Funding Co. LLC                                                        | CUSIP: 56274MFF4<br>LEI: 549300S0NSJYSOB32S63 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3967263.60   | 0.28%             | 2026-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                    | Manhattan West Mortgage Trust                                                          | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2780000 | PA      | $2678748.23   | 0.19%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                    | Manhattan West Mortgage Trust                                                          | CUSIP: 563136AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    826000 | PA      | $796647.59    | 0.06%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International, Inc.                                                           | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2039230.78   | 0.14%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust             | MASTR Adjustable Rate Mortgages Trust                                                  | CUSIP: 576433KX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4269 | PA      | $3888.41      | 0.00%             | 2034-04-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust             | MASTR Adjustable Rate Mortgages Trust                                                  | CUSIP: 576433UE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6330 | PA      | $6254.06      | 0.00%             | 2034-04-21      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust             | MASTR Adjustable Rate Mortgages Trust                                                  | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3487 | PA      | $3475.69      | 0.00%             | 2034-11-21      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| MASTR Resecuritization Trust                      | MASTR Resecuritization Trust, Principal Only STRIPS                                    | CUSIP: 576435BB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2893 | PA      | $2282.19      | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                    | Merck & Co., Inc.                                                                      | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    867000 | PA      | $781345.36    | 0.06%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                       | Merrill Lynch Mortgage Investors Trust                                                 | CUSIP: 589929Y36<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |     26079 | PA      | $24544.13     | 0.00%             | 2028-10-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                       | Merrill Lynch Mortgage Investors Trust                                                 | CUSIP: 59020UAR6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |     24020 | PA      | $22378.11     | 0.00%             | 2029-04-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                       | Merrill Lynch Mortgage Investors Trust                                                 | CUSIP: 59020UNN1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |      9936 | PA      | $9355.89      | 0.00%             | 2034-12-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                      | MetLife Securitization Trust                                                           | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390600 | PA      | $386044.26    | 0.03%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                          | Microchip Technology, Inc.                                                             | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2169000 | PA      | $2200492.69   | 0.15%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology, Inc.                                                                | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2298000 | PA      | $2405352.13   | 0.17%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mont Blanc Capital Corp                           | Mont Blanc Capital Corp.                                                               | CUSIP: 6117P5F44<br>LEI: 549300NC8BUDZTUFIQ67 | Long             | STIV             | CORP              | US        |   9700000 | PA      | $9632571.42   | 0.68%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mont Blanc Capital Corp                           | Mont Blanc Capital Corp.                                                               | CUSIP: 6117P5FG7<br>LEI: 549300NC8BUDZTUFIQ67 | Long             | STIV             | CORP              | US        |   5500000 | PA      | $5454426.45   | 0.38%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                         | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2953644.77   | 0.21%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                         | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4352000 | PA      | $4322697.64   | 0.30%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                         | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2888000 | PA      | $2787851.38   | 0.20%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                         | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                              | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |   1800000 | PA      | $1839411.77   | 0.13%             | 2042-05-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                   | MVW LLC                                                                                | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3469559 | PA      | $3503055.94   | 0.25%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                   | MVW LLC                                                                                | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395941 | PA      | $397428.75    | 0.03%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy, Inc.                                                                       | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300076.50    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV/NXP Funding LLC/NXP USA, Inc.                                                   | CUSIP: 62954HAN8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   1424000 | PA      | $912669.21    | 0.06%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV/NXP Funding LLC/NXP USA, Inc.                                                   | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   2348000 | PA      | $2340886.26   | 0.16%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp.                                                                      | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1692000 | PA      | $1698432.36   | 0.12%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                      | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3073000 | PA      | $3176664.34   | 0.22%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                            | NBCUniversal Media LLC                                                                 | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1121761.21   | 0.08%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust                                                    | CUSIP: 64828MAA5<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    245497 | PA      | $237186.36    | 0.02%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust                                                    | CUSIP: 64829JAA1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   1118135 | PA      | $1087079.05   | 0.08%             | 2057-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust                                                    | CUSIP: 64830MAG8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    198322 | PA      | $187198.57    | 0.01%             | 2059-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Nieuw Amsterdam Receivables Corp BV               | Nieuw Amsterdam Receivables Corp. BV                                                   | CUSIP: 65409SF94<br>LEI: 724500BM7HQ28ZIB2058 | Long             | STIV             | CORP              | US        |   9000000 | PA      | $8932566.60   | 0.63%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corporation               | Nomura Asset Acceptance Corp. Alternative Loan Trust                                   | CUSIP: 65535VAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1435 | PA      | $1453.27      | 0.00%             | 2033-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corporation               | Nomura Asset Acceptance Corp. Alternative Loan Trust                                   | CUSIP: 65535VAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9586 | PA      | $9707.55      | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                          | OCP SA                                                                                 | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1237000 | PA      | $1286872.20   | 0.09%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX Trust                                                                              | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    217631 | PA      | $218775.35    | 0.02%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX Trust                                                                              | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |    177256 | PA      | $178904.58    | 0.01%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX Trust                                                                              | CUSIP: 67120VAA3<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-MBS          | CORP              | US        |    472868 | PA      | $475065.59    | 0.03%             | 2064-11-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX Trust                                                                              | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |   2336359 | PA      | $2343637.01   | 0.16%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX Trust                                                                              | CUSIP: 67123BAF3<br>LEI: 2549009JKGY7CAYS8Y83 | Long             | ABS-MBS          | CORP              | US        |  13166985 | PA      | $13078950.17  | 0.92%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX Trust                                                                              | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |   6027002 | PA      | $6007579.70   | 0.42%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX Trust                                                                              | CUSIP: 67448GAA1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    511892 | PA      | $510817.25    | 0.04%             | 2063-03-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION INSURC INC                          | Constellation Insurance, Inc.                                                          | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |   2487000 | PA      | $2489993.20   | 0.18%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK, Inc.                                                                            | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2751000 | PA      | $2898118.17   | 0.20%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp.                                                                           | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1977000 | PA      | $1866542.26   | 0.13%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp.                                                                           | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1831000 | PA      | $1579678.46   | 0.11%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp.                                                                           | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    705000 | PA      | $593095.84    | 0.04%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp.                                                                           | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2257000 | PA      | $2170079.09   | 0.15%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                         | Orange SA                                                                              | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1327000 | PA      | $1312166.98   | 0.09%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                     | Owens Corning                                                                          | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   2138000 | PA      | $1696290.63   | 0.12%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PHH Alternative Mortgage Trust                    | PHH Alternative Mortgage Trust, Interest Only STRIPS                                   | CUSIP: 69337HAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39779 | PA      | $7798.04      | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group, Inc.                                                     | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1512338.60   | 0.11%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group, Inc.                                                     | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1778000 | PA      | $1741815.12   | 0.12%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas & Electric Co.                                                             | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    262000 | PA      | $196161.83    | 0.01%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas & Electric Co.                                                             | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1587000 | PA      | $1422277.46   | 0.10%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                                    | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1971000 | PA      | $1975351.97   | 0.14%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    978000 | PA      | $846935.97    | 0.06%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                           | Pfizer Investment Enterprises Pte. Ltd.                                                | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2020000 | PA      | $1906063.29   | 0.13%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International, Inc.                                                      | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3582000 | PA      | $3445777.36   | 0.24%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                   | Philip Morris International, Inc.                                                      | CUSIP: 71838ME48<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | STIV             | CORP              | US        |   8400000 | PA      | $8369980.08   | 0.59%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp.                                                                  | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1852000 | PA      | $1999350.68   | 0.14%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                  | Provident Funding Mortgage Trust                                                       | CUSIP: 74388RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1840584 | PA      | $1831452.54   | 0.13%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                          | Prudential Financial, Inc.                                                             | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3061426.29   | 0.22%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC                              | QTS Issuer ABS I LLC                                                                   | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3372000 | PA      | $3334460.20   | 0.23%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services, Inc.                                                                  | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   2488000 | PA      | $2307744.13   | 0.16%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services, Inc.                                                                  | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116694.76    | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ranger Funding Co LLC                             | Ranger Funding Co. LLC                                                                 | CUSIP: 75300BFC3<br>LEI: 98450051F658C0AS7E68 | Long             | STIV             | CORP              | US        |   9700000 | PA      | $9623957.82   | 0.68%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                          | RenaissanceRe Holdings Ltd.                                                            | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    518000 | PA      | $529816.04    | 0.04%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Renew Financial                                   | Renew Financial                                                                        | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     76244 | PA      | $71093.61     | 0.01%             | 2052-09-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                            | Repsol E&P Capital Markets U.S. LLC                                                    | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   2609000 | PA      | $2655775.30   | 0.19%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                | RGA Global Funding                                                                     | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   3377000 | PA      | $3377445.36   | 0.24%             | 2031-12-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos., Inc.                                                                      | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2232000 | PA      | $2252594.66   | 0.16%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                            | Roper Technologies, Inc.                                                               | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1968000 | PA      | $1900194.21   | 0.13%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd.                                                           | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2959000 | PA      | $2814941.35   | 0.20%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                | Royalty Pharma PLC                                                                     | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1733000 | PA      | $1560882.17   | 0.11%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                | Royalty Pharma PLC                                                                     | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1513000 | PA      | $1493228.25   | 0.11%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                                                        | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              |  | US        |   7217000 | PA      | $7339025.04   | 0.52%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Trust LLC                                                                | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4239000 | PA      | $4309322.47   | 0.30%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                          | Sabine Pass Liquefaction LLC                                                           | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1145225.10   | 0.08%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                          | Safehold GL Holdings LLC                                                               | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |   1717000 | PA      | $1804216.75   | 0.13%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| SALESFORCE INC                                    | Salesforce, Inc.                                                                       | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1510287.41   | 0.11%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                              | Saudi Arabian Oil Co.                                                                  | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   2661000 | PA      | $2555629.46   | 0.18%             | 2036-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization   | Securitized Asset-Backed Receivables LLC Trust                                         | CUSIP: 81375WHH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11809 | PA      | $10107.42     | 0.00%             | 2036-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                  | Sensata Technologies, Inc.                                                             | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1926000 | PA      | $1841898.13   | 0.13%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust                                                                 | CUSIP: 81743PAA4<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     17488 | PA      | $16401.09     | 0.00%             | 2033-04-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust                                                                 | CUSIP: 81744FDJ3<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     58330 | PA      | $51554.97     | 0.00%             | 2034-09-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust                                                                 | CUSIP: 81744FDV6<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     32410 | PA      | $29897.45     | 0.00%             | 2034-10-20      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust                                                                 | CUSIP: 81744FFJ1<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |      8481 | PA      | $7870.16      | 0.00%             | 2034-12-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                      | 7-Eleven, Inc.                                                                         | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   2542000 | PA      | $2200471.78   | 0.15%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Sheffield Receivables Co LLC                      | Sheffield Receivables Co. LLC                                                          | CUSIP: 82124MDD9<br>LEI: 549300MYF6MOTU9T3G29 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9986565.00   | 0.70%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHEFFIELD RECEIVABLES                             | Sheffield Receivables Co. LLC                                                          | CUSIP: 82124MDW7<br>LEI: 549300MYF6MOTU9T3G29 | Long             | STIV             | CORP              | US        |   5700000 | PA      | $5681807.31   | 0.40%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare Receivables Funding LLC                                               | CUSIP: 82650BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158310 | PA      | $161349.25    | 0.01%             | 2040-04-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare Receivables Funding LLC                                               | CUSIP: 82653CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    524262 | PA      | $523813.12    | 0.04%             | 2042-01-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare Receivables Funding LLC                                               | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1072961 | PA      | $1072583.38   | 0.08%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare Receivables Funding LLC                                               | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1860059 | PA      | $1858110.12   | 0.13%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare Receivables Funding LLC                                               | CUSIP: 826935AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    344092 | PA      | $346505.18    | 0.02%             | 2043-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare Receivables Funding LLC                                               | CUSIP: 826943AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    446035 | PA      | $449805.43    | 0.03%             | 2040-01-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare Receivables Funding LLC                                               | CUSIP: 826944AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174933 | PA      | $179555.00    | 0.01%             | 2040-09-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                              | Sitios Latinoamerica SAB de CV                                                         | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |   1489000 | PA      | $1499423.00   | 0.11%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                     | J.M. Smucker Co.                                                                       | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    898000 | PA      | $935956.13    | 0.07%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                | Sonoco Products Co.                                                                    | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    737000 | PA      | $734324.23    | 0.05%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                             | Southwest Airlines Co.                                                                 | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   3118000 | PA      | $3077588.69   | 0.22%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Starbird Funding Corp                             | Starbird Funding Corp.                                                                 | CUSIP: 85520MF32<br>LEI: 549300A8DDPP6QJBB522 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5958954.60   | 0.42%             | 2026-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust, Inc.                                                          | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    609000 | PA      | $607818.91    | 0.04%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                       | Repurchase Agreement                                                                   | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  43215799 | PA      | $43215799.05  | 3.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                 | Store Capital LLC                                                                      | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |   2263000 | PA      | $2243284.63   | 0.16%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust    | Structured Adjustable Rate Mortgage Loan Trust                                         | CUSIP: 86359BGJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35770 | PA      | $34719.16     | 0.00%             | 2034-02-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc         | Structured Asset Mortgage Investments II Trust                                         | CUSIP: 86359LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53596 | PA      | $51706.22     | 0.00%             | 2034-01-19      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc         | Structured Asset Mortgage Investments II Trust                                         | CUSIP: 86359LAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48365 | PA      | $45941.02     | 0.00%             | 2034-03-19      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc         | Structured Asset Mortgage Investments II Trust                                         | CUSIP: 86359LDX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7161 | PA      | $6946.08      | 0.00%             | 2034-10-19      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc         | Structured Asset Mortgage Investments II Trust                                         | CUSIP: 86359LPF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20087 | PA      | $19391.02     | 0.00%             | 2035-07-19      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                              | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    491000 | PA      | $488747.93    | 0.03%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys, Inc.                                                                         | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1376627.20   | 0.10%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys, Inc.                                                                         | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    987000 | PA      | $943653.65    | 0.07%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                 | Sysco Corp.                                                                            | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1397000 | PA      | $1386841.84   | 0.10%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA, Inc.                                                                     | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1366340.93   | 0.10%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA, Inc.                                                                     | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2219000 | PA      | $2098682.76   | 0.15%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA, Inc.                                                                     | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2618000 | PA      | $2578508.81   | 0.18%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                            | TPG Operating Group II LP                                                              | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1832091.23   | 0.13%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                     | Takeda U.S. Financing, Inc.                                                            | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   2423000 | PA      | $2423180.32   | 0.17%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                             | Tennessee Valley Authority                                                             | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1459000 | PA      | $1617414.51   | 0.11%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust               | Thornburg Mortgage Securities Trust                                                    | CUSIP: 885220GF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13240 | PA      | $13155.71     | 0.00%             | 2044-12-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                     | 321 Henderson Receivables VI LLC                                                       | CUSIP: 88576XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260569 | PA      | $261932.79    | 0.02%             | 2059-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                           | TotalEnergies Capital USA LLC                                                          | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   3057000 | PA      | $3026048.82   | 0.21%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust                                                              | CUSIP: 89170VAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    510125 | PA      | $483404.39    | 0.03%             | 2062-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust                                                              | CUSIP: 89173UAA5<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    584784 | PA      | $575324.78    | 0.04%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust                                                              | CUSIP: 89175JAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    269644 | PA      | $266308.84    | 0.02%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust                                                              | CUSIP: 89175TAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1295747 | PA      | $1225876.00   | 0.09%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust                                                              | CUSIP: 89176EAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    148616 | PA      | $147896.06    | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust                                                              | CUSIP: 89178BAA2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1080589 | PA      | $1038610.00   | 0.07%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust                                                              | CUSIP: 89179JAA4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   2546107 | PA      | $2320504.81   | 0.16%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust                                                              | CUSIP: 89179TAA2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1214840 | PA      | $1092850.13   | 0.08%             | 2060-11-30      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust                                                              | CUSIP: 89179YAR4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1584615 | PA      | $1481918.28   | 0.10%             | 2061-11-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust                                                              | CUSIP: 89181JAA0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    964062 | PA      | $921232.14    | 0.06%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                           | Transcontinental Gas Pipe Line Co. LLC                                                 | CUSIP: 893574AS2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2096329.77   | 0.15%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                          | Triton Container International Ltd./TAL International Container Corp.                  | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    920000 | PA      | $900798.59    | 0.06%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                          | Tyco Electronics Group SA                                                              | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   2576000 | PA      | $2567441.81   | 0.18%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                  | UWM Holdings LLC                                                                       | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1519000 | PA      | $1432678.04   | 0.10%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                  | UWM Holdings LLC                                                                       | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2097000 | PA      | $1909707.49   | 0.13%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies, Inc.                                                                | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $1028937.72   | 0.07%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds             | Mexico Government International Bonds                                                  | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3548000 | PA      | $3495205.76   | 0.25%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                             | United Parcel Service, Inc.                                                            | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1419493.61   | 0.10%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vendee Mortgage Trust                             | Vendee Mortgage Trust                                                                  | CUSIP: 911760KE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12057 | PA      | $12166.91     | 0.00%             | 2027-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                    | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  11025000 | PA      | $11008343.10  | 0.77%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                    | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  12000000 | PA      | $11930891.28  | 0.84%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                    | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14883097.50  | 1.05%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                    | CUSIP: 912797TU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  14000000 | PA      | $13912918.74  | 0.98%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3076800 | PA      | $3201194.07   | 0.23%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Protected Indexed Bonds                                        | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12949967 | PA      | $13432118.93  | 0.95%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    633100 | PA      | $537788.77    | 0.04%             | 2044-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1684200 | PA      | $1181111.03   | 0.08%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5990000 | PA      | $4527831.66   | 0.32%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2483800 | PA      | $1706448.22   | 0.12%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2088300 | PA      | $1361228.99   | 0.10%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2457000 | PA      | $1738615.44   | 0.12%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1178600 | PA      | $831327.35    | 0.06%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2660000 | PA      | $2001753.90   | 0.14%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2985600 | PA      | $2191150.50   | 0.15%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9942000 | PA      | $7261155.21   | 0.51%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8584200 | PA      | $6102829.69   | 0.43%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10389500 | PA      | $6048637.03   | 0.43%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7528000 | PA      | $3572565.29   | 0.25%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1602000 | PA      | $1031913.27   | 0.07%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3515000 | PA      | $1951786.14   | 0.14%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2728300 | PA      | $1706786.12   | 0.12%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2040000 | PA      | $1486410.93   | 0.10%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8657800 | PA      | $4756040.70   | 0.33%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5675600 | PA      | $3420435.81   | 0.24%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1529200 | PA      | $1087046.16   | 0.08%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1172000 | PA      | $1006958.60   | 0.07%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Protected Indexed Bonds                                        | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6586241 | PA      | $5046705.54   | 0.36%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2731000 | PA      | $2426642.86   | 0.17%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1073000 | PA      | $860369.96    | 0.06%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    869000 | PA      | $762072.26    | 0.05%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1669000 | PA      | $1622776.53   | 0.11%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    786000 | PA      | $776543.44    | 0.05%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    832000 | PA      | $745290.00    | 0.05%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1412000 | PA      | $1346308.90   | 0.09%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    857000 | PA      | $831122.62    | 0.06%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    930200 | PA      | $833110.38    | 0.06%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    735000 | PA      | $666840.23    | 0.05%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    382000 | PA      | $356871.56    | 0.03%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2036000 | PA      | $1941914.53   | 0.14%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5987300 | PA      | $5829899.51   | 0.41%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7642000 | PA      | $7447367.81   | 0.52%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16146000 | PA      | $15426998.44  | 1.09%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6999000 | PA      | $6750754.22   | 0.48%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                    | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    380000 | PA      | $370618.75    | 0.03%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3726700 | PA      | $3633969.23   | 0.26%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7138000 | PA      | $7001095.37   | 0.49%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    529000 | PA      | $511807.50    | 0.04%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9613200 | PA      | $8945908.76   | 0.63%             | 2029-08-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $932697.75    | 0.07%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300500 | PA      | $2105137.22   | 0.15%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9794000 | PA      | $8578931.88   | 0.60%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Protected Indexed Notes                                        | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8583466 | PA      | $8169766.53   | 0.58%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13348000 | PA      | $11591903.75  | 0.82%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1127000 | PA      | $1005099.10   | 0.07%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2544000 | PA      | $2206125.00   | 0.16%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1935000 | PA      | $1899429.26   | 0.13%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2897000 | PA      | $2568937.38   | 0.18%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21295000 | PA      | $19695379.44  | 1.39%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5265000 | PA      | $5213378.31   | 0.37%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4227300 | PA      | $4244638.52   | 0.30%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1130000 | PA      | $1134678.90   | 0.08%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8179000 | PA      | $8181875.41   | 0.58%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14354000 | PA      | $14362410.58  | 1.01%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1286000 | PA      | $1280926.33   | 0.09%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    720000 | PA      | $723009.38    | 0.05%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21356000 | PA      | $21173306.04  | 1.49%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12716000 | PA      | $12880910.63  | 0.91%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    755000 | PA      | $772105.47    | 0.05%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    662000 | PA      | $645165.55    | 0.05%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10625000 | PA      | $10493017.53  | 0.74%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3049000 | PA      | $3033635.91   | 0.21%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7573000 | PA      | $7387224.84   | 0.52%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14972000 | PA      | $14768474.38  | 1.04%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2355000 | PA      | $2334945.71   | 0.16%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5551000 | PA      | $5464265.63   | 0.38%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                    | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3232000 | PA      | $3169380.00   | 0.22%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group, Inc.                                                               | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1614000 | PA      | $1627761.64   | 0.11%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                          | Vantage Data Centers LLC                                                               | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   4770000 | PA      | $4666721.87   | 0.33%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                     | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3754606.30   | 0.26%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                      | Veralto Corp.                                                                          | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1419000 | PA      | $1449055.48   | 0.10%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications, Inc.                                                           | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3602000 | PA      | $2113747.00   | 0.15%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications, Inc.                                                           | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1278991.26   | 0.09%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Versailles Commercial Paper LLC                   | Versailles Commercial Paper LLC                                                        | CUSIP: 92512MD63<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  12700000 | PA      | $12692104.41  | 0.89%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Verto Capital I-A LLC                             | Verto Capital I-A LLC                                                                  | CUSIP: 92544LDV2<br>LEI: 254900ANIP6J04OFNA54 | Long             | STIV             | CORP              | LU        |   3000000 | PA      | $2990508.00   | 0.21%             | 2026-04-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Verto Capital I-A LLC                             | Verto Capital I-A LLC                                                                  | CUSIP: 92544LEC3<br>LEI: 254900ANIP6J04OFNA54 | Long             | STIV             | CORP              | LU        |   7500000 | PA      | $7465332.75   | 0.53%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Verto Capital I-A LLC                             | Verto Capital I-A LLC                                                                  | CUSIP: 92544LF40<br>LEI: 254900ANIP6J04OFNA54 | Long             | STIV             | CORP              | LU        |   2500000 | PA      | $2482042.25   | 0.17%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                | VICI Properties LP                                                                     | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   2228000 | PA      | $2224436.51   | 0.16%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICTORY RECEIVABLES CORP                          | Victory Receivables Corp.                                                              | CUSIP: 92646LD98<br>LEI: 549300D0F37QF0LP7F94 | Long             | STIV             | CORP              | US        |   7500000 | PA      | $7493045.25   | 0.53%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VICTORY RECEIVABLES CORP                          | Victory Receivables Corp.                                                              | CUSIP: 92646LDA5<br>LEI: 549300D0F37QF0LP7F94 | Long             | STIV             | CORP              | US        |   1355000 | PA      | $1353602.05   | 0.10%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Victory Receivables Corp                          | Victory Receivables Corp.                                                              | CUSIP: 92646LFB1<br>LEI: 549300D0F37QF0LP7F94 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3969088.00   | 0.28%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co. LLC                                                              | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2240661.06   | 0.16%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co. LLC                                                              | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3587000 | PA      | $3483412.46   | 0.25%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co. LLC                                                              | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2591000 | PA      | $2534499.36   | 0.18%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                                                | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2036207.48   | 0.14%             | 2030-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                               | Vulcan Materials Co.                                                                   | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1706770.30   | 0.12%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates           | WaMu Mortgage Pass-Through Certificates Trust                                          | CUSIP: 9292274D5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3569 | PA      | $3515.70      | 0.00%             | 2033-06-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates           | WaMu Mortgage Pass-Through Certificates Trust                                          | CUSIP: 929227T30<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14632 | PA      | $14419.07     | 0.00%             | 2033-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates           | WaMu Mortgage Pass-Through Certificates Trust                                          | CUSIP: 92922FEV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11820 | PA      | $11699.75     | 0.00%             | 2033-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates           | WaMu Mortgage Pass-Through Certificates Trust                                          | CUSIP: 92922FJF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15722 | PA      | $14802.94     | 0.00%             | 2033-10-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates           | WaMu Mortgage Pass-Through Certificates Trust                                          | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3084 | PA      | $2950.42      | 0.00%             | 2034-06-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS      | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Interest Only STRIPS | CUSIP: 9393363L5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144537 | PA      | $6762.13      | 0.00%             | 2035-04-25      | Floating      | 1.26%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS      | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Interest Only STRIPS | CUSIP: 9393365L3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55721 | PA      | $8425.52      | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS      | Washington Mutual Mortgage Pass-Through Certificates Trust                             | CUSIP: 9393366B4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40359 | PA      | $37307.59     | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual MSC Mortgage Pass-Through CTFS  | Washington Mutual MSC Mortgage Pass-Through Certificates Trust, Principal Only STRIPS  | CUSIP: 939336TX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        91 | PA      | $73.69        | 0.00%             | 2033-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust                                                  | CUSIP: 95000FAT3<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   1103000 | PA      | $1098830.55   | 0.08%             | 2048-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co.                                                                      | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2393000 | PA      | $2439379.26   | 0.17%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co.                                                                      | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2848000 | PA      | $2914437.00   | 0.21%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution, Inc.                                                               | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    301000 | PA      | $299203.30    | 0.02%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                         | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1951681.21   | 0.14%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                     | Westlake Corp.                                                                         | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1822000 | PA      | $1816044.96   | 0.13%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| WHIRLPOOL CORP                                    | Whirlpool Corp.                                                                        | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1039840.87   | 0.07%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos., Inc.                                                                    | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    220000 | PA      | $204609.43    | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital, Inc.                                                         | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2202000 | PA      | $2092126.81   | 0.15%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                      | State Street Navigator Securities Lending Government Money Market Portfolio            | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   6352502 | NS      | $6352502.50   | 0.45%             |  |  |  | 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