# EDGAR Filing Document

**Accession Number:** 0000778207
**File Stem:** 0001410368-26-051049
**Filing Date:** 2026-5
**Character Count:** 171777
**Document Hash:** aafdd5d1d26083b286130c5c2dc2af73
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051049.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051049

**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:** 261016554

**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 Madison Diversified Income VP (Series ID: S000031955)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000099470 | Service      |  |

## Nport-Ex

**Transamerica Madison Diversified Income VP**

------

**SCHEDULE OF INVESTMENTS**

**At March 31, 2026**

**(unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS - 41.4%**  | **COMMON STOCKS - 41.4%**  | **COMMON STOCKS - 41.4%**  |
| **Banks - 2.1%**  | **Banks - 2.1%**  | **Banks - 2.1%**  |
| Bank of America Corp. | 22625 | $1102969 |
| JPMorgan Chase & Co. | 3675 | 1081038 |
|  |  | 2184007 |
| **Beverages - 0.9%**  | **Beverages - 0.9%**  | **Beverages - 0.9%**  |
| PepsiCo, Inc. | 5750 | 892918 |
| **Biotechnology - 1.1%**  | **Biotechnology - 1.1%**  | **Biotechnology - 1.1%**  |
| AbbVie, Inc. | 5450 | 1185320 |
| **Capital Markets - 3.4%**  | **Capital Markets - 3.4%**  | **Capital Markets - 3.4%**  |
| Blackrock, Inc. | 985 | 947285 |
| CME Group, Inc. | 6175 | 1823786 |
| Morgan Stanley | 4165 | 685434 |
|  |  | 3456505 |
| **Chemicals - 1.2%**  | **Chemicals - 1.2%**  | **Chemicals - 1.2%**  |
| Air Products & Chemicals, Inc. | 4375 | 1270894 |
| **Electric Utilities - 1.8%**  | **Electric Utilities - 1.8%**  | **Electric Utilities - 1.8%**  |
| NextEra Energy, Inc. | 20050 | 1862244 |
| **Electrical Equipment - 0.4%**  | **Electrical Equipment - 0.4%**  | **Electrical Equipment - 0.4%**  |
| Rockwell Automation, Inc. | 1201 | 431015 |
| **Electronic Equipment, Instruments & Components - 0.9%**  | **Electronic Equipment, Instruments & Components - 0.9%**  | **Electronic Equipment, Instruments & Components - 0.9%**  |
| TE Connectivity PLC | 4315 | 901921 |
| **Food Products - 0.7%**  | **Food Products - 0.7%**  | **Food Products - 0.7%**  |
| Hershey Co. | 3650 | 758799 |
| **Ground Transportation - 1.3%**  | **Ground Transportation - 1.3%**  | **Ground Transportation - 1.3%**  |
| Union Pacific Corp. | 5550 | 1346541 |
| **Health Care Equipment & Supplies - 2.3%**  | **Health Care Equipment & Supplies - 2.3%**  | **Health Care Equipment & Supplies - 2.3%**  |
| Abbott Laboratories | 9325 | 957398 |
| Medtronic PLC | 15900 | 1377735 |
|  |  | 2335133 |
| **Health Care Providers & Services - 0.5%**  | **Health Care Providers & Services - 0.5%**  | **Health Care Providers & Services - 0.5%**  |
| Elevance Health, Inc. | 1825 | 534269 |
| **Hotels, Restaurants & Leisure - 1.2%**  | **Hotels, Restaurants & Leisure - 1.2%**  | **Hotels, Restaurants & Leisure - 1.2%**  |
| McDonald's Corp. | 3950 | 1227620 |
| **Household Products - 2.5%**  | **Household Products - 2.5%**  | **Household Products - 2.5%**  |
| Colgate-Palmolive Co. | 10875 | 926876 |
| Procter & Gamble Co. | 11250 | 1624950 |
|  |  | 2551826 |
| **Industrial Conglomerates - 1.6%**  | **Industrial Conglomerates - 1.6%**  | **Industrial Conglomerates - 1.6%**  |
| Honeywell International, Inc. | 7475 | 1689574 |
| **Insurance - 0.8%**  | **Insurance - 0.8%**  | **Insurance - 0.8%**  |
| Marsh & McLennan Cos., Inc. | 4775 | 828224 |
| **Machinery - 2.1%**  | **Machinery - 2.1%**  | **Machinery - 2.1%**  |
| Cummins, Inc. | 941 | 506277 |
| Deere & Co. | 875 | 492887 |
| Illinois Tool Works, Inc. | 4675 | 1216856 |
|  |  | 2216020 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Oil, Gas & Consumable Fuels - 7.0%**  | **Oil, Gas & Consumable Fuels - 7.0%**  | **Oil, Gas & Consumable Fuels - 7.0%**  |
| Chevron Corp. | 11000 | $2275900 |
| ConocoPhillips | 8400 | 1108800 |
| EOG Resources, Inc. | 9675 | 1398715 |
| Exxon Mobil Corp. | 14150 | 2400689 |
|  |  | 7184104 |
| **Pharmaceuticals - 2.3%**  | **Pharmaceuticals - 2.3%**  | **Pharmaceuticals - 2.3%**  |
| Johnson & Johnson | 9650 | 2358846 |
| **Professional Services - 0.9%**  | **Professional Services - 0.9%**  | **Professional Services - 0.9%**  |
| Automatic Data Processing, Inc. | 4500 | 914310 |
| **Semiconductors & Semiconductor Equipment - 3.2%**  | **Semiconductors & Semiconductor Equipment - 3.2%**  | **Semiconductors & Semiconductor Equipment - 3.2%**  |
| Analog Devices, Inc. | 3775 | 1200978 |
| QUALCOMM, Inc. | 6250 | 804875 |
| Texas Instruments, Inc. | 6650 | 1291031 |
|  |  | 3296884 |
| **Specialty Retail - 2.2%**  | **Specialty Retail - 2.2%**  | **Specialty Retail - 2.2%**  |
| Home Depot, Inc. | 3650 | 1200448 |
| Lowe's Cos., Inc. | 4450 | 1051446 |
|  |  | 2251894 |
| **Trading Companies & Distributors - 1.0%**  | **Trading Companies & Distributors - 1.0%**  | **Trading Companies & Distributors - 1.0%**  |
| Fastenal Co. | 21675 | 1005720 |
| &nbsp;&nbsp; **Total Common Stocks** <br>**(Cost $34,769,157)**<br>|  | 42684588 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS - 24.3%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 24.3%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 24.3%**  |
| Federal Home Loan Mortgage Corp. |  |  |
| 2.00%, 03/01/2041 - 12/01/2051 | $1373513 | 1176105 |
| 2.50%, 02/01/2032 - 01/01/2052 | 2099180 | 1835394 |
| 3.00%, 09/01/2042 - 08/01/2052 | 1520820 | 1371307 |
| 3.50%, 11/01/2040 - 05/01/2052 | 1629847 | 1511830 |
| 4.00%, 04/01/2033 - 03/01/2047 | 118711 | 116363 |
| 4.50%, 08/01/2039 - 12/01/2052 | 390064 | 382919 |
| 5.00%, 05/01/2040 - 02/01/2053 | 2072862 | 2061297 |
| 5.50%, 01/01/2037 - 02/01/2054 | 1245264 | 1262022 |
| 6.00%, 09/01/2053 | 488702 | 503213 |
| Federal Home Loan Mortgage Corp. <br> REMICS |  |  |
| 5.00%, 07/15/2036 | 50078 | 50621 |
| Federal National Mortgage Association |  |  |
| 2.50%, 06/01/2031 - 04/01/2052 | 3224023 | 2876656 |
| 3.00%, 12/01/2028 - 01/01/2049 | 1604083 | 1480140 |
| 3.50%, 12/01/2031 - 08/01/2052 | 1908954 | 1775850 |
| 4.00%, 02/01/2035 - 09/01/2052 | 2751716 | 2618487 |
| 4.50%, 05/01/2038 - 07/01/2053 | 1679161 | 1642093 |
| 5.00%, 10/01/2052 - 12/01/2052 | 1092465 | 1083151 |
| 5.50%, 10/01/2052 - 05/01/2054 | 1407623 | 1422725 |
| Federal National Mortgage Association <br> REMICS |  |  |
| 1.38%, 09/25/2027 | 58850 | 57863 |
| 3.50%, 04/25/2031 | 61806 | 60580 |
| 5.50%, 05/25/2051 - 10/25/2051 | 922594 | 929432 |

---

**Transamerica Series Trust**

**Page 1**

------

**Transamerica Madison Diversified Income 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 <br> Association-ACES |  |  |
| 3.16% <sup>(A)</sup>, 11/25/2027 | $363339 | $359329 |
| Government National Mortgage <br> Association |  |  |
| 3.50%, 12/15/2042 | 25457 | 23920 |
| 4.00%, 12/15/2039 | 3192 | 3069 |
| 4.50%, 08/15/2040 | 1348 | 1338 |
| Government National Mortgage <br> Association REMICS |  |  |
| 4.50%, 03/16/2065 | 240392 | 238360 |
| 4.75%, 12/20/2055 | 247577 | 244906 |
| &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $26,014,092)** | &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $26,014,092)** | 25088970 |
| **CORPORATE DEBT SECURITIES - 18.1%**  | **CORPORATE DEBT SECURITIES - 18.1%**  | **CORPORATE DEBT SECURITIES - 18.1%**  |
| **Aerospace & Defense - 0.5%**  | **Aerospace & Defense - 0.5%**  | **Aerospace & Defense - 0.5%**  |
| BAE Systems PLC |  |  |
| 5.30%, 03/26/2034 <sup>(B)</sup> <br>| 250000 | 256052 |
| Honeywell Aerospace, Inc. |  |  |
| 4.95%, 03/16/2036 <sup>(B)</sup> <br>| 250000 | 248051 |
|  |  | 504103 |
| **Banks - 5.0%**  | **Banks - 5.0%**  | **Banks - 5.0%**  |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 06/14/2028, <br>2.09% <sup>(A)</sup>, 06/14/2029<br>| 300000 | 285432 |
| &nbsp;&nbsp;&nbsp; Fixed until 03/08/2032, <br>3.85% <sup>(A)</sup>, 03/08/2037<br>| 250000 | 231574 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/24/2032, <br>4.91% <sup>(A)</sup>, 05/24/2033<br>| 200000 | 199095 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/19/2034, <br>5.41% <sup>(A)</sup>, 09/19/2039<br>| 150000 | 146529 |
| Citizens Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/29/2031, <br>5.30% <sup>(A)</sup>, 01/29/2036<br>| 250000 | 247749 |
| Fifth Third Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 04/25/2032, <br>4.34% <sup>(A)</sup>, 04/25/2033<br>| 200000 | 192735 |
| &nbsp;&nbsp;&nbsp; Fixed until 07/27/2028, <br>6.34% <sup>(A)</sup>, 07/27/2029<br>| 100000 | 103667 |
| Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 04/23/2030, <br>5.22% <sup>(A)</sup>, 04/23/2031<br>| 250000 | 254216 |
| Huntington Bancshares, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 08/15/2031, <br>2.49% <sup>(A)</sup>, 08/15/2036<br>| 300000 | 257189 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/23/2034, <br>5.34% <sup>(A)</sup>, 01/23/2035<br>| 250000 | 253837 |
| Mitsubishi UFJ Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/22/2030, <br>5.48% <sup>(A)</sup>, 02/22/2031<br>| 250000 | 256604 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/18/2034, <br>5.47% <sup>(A)</sup>, 01/18/2035<br>| 250000 | 254131 |
| PNC Financial Services Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/20/2033, <br>6.88% <sup>(A)</sup>, 10/20/2034<br>| 250000 | 276193 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Royal Bank of Canada |  |  |
| 5.15%, 02/01/2034 | $175000 | $178934 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/01/2029, <br>3.03% <sup>(A)</sup>, 11/01/2034<br>| 125000 | 117671 |
| Toronto-Dominion Bank |  |  |
| 4.46%, 06/08/2032 | 250000 | 245793 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/26/2033, <br>5.12% <sup>(A)</sup>, 01/26/2034<br>| 200000 | 199462 |
| &nbsp;&nbsp;&nbsp; Fixed until 06/08/2033, <br>5.87% <sup>(A)</sup>, 06/08/2034<br>| 300000 | 312578 |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/01/2033, <br>4.84% <sup>(A)</sup>, 02/01/2034<br>| 225000 | 222362 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/23/2029, <br>5.38% <sup>(A)</sup>, 01/23/2030<br>| 125000 | 128013 |
| UBS Group AG |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 08/05/2026, <br>4.70% <sup>(A)</sup>, 08/05/2027 <sup>(B)</sup> <br>| 200000 | 200054 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/23/2036, <br>4.96% <sup>(A)</sup>, 01/23/2037<br>| 250000 | 243536 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/22/2029, <br>5.20% <sup>(A)</sup>, 01/23/2030<br>| 125000 | 126959 |
| &nbsp;&nbsp;&nbsp; Fixed until 07/25/2028, <br>5.57% <sup>(A)</sup>, 07/25/2029<br>| 250000 | 255743 |
|  |  | 5190056 |
| **Beverages - 0.3%**  | **Beverages - 0.3%**  | **Beverages - 0.3%**  |
| Diageo Investment Corp. |  |  |
| 5.13%, 08/15/2030 | 200000 | 204198 |
| Keurig Dr. Pepper, Inc. |  |  |
| 3.80%, 05/01/2050 | 200000 | 139349 |
|  |  | 343547 |
| **Biotechnology - 0.2%**  | **Biotechnology - 0.2%**  | **Biotechnology - 0.2%**  |
| Amgen, Inc. |  |  |
| 5.65%, 03/02/2053 | 75000 | 72641 |
| Royalty Pharma PLC |  |  |
| 2.20%, 09/02/2030 | 200000 | 180136 |
|  |  | 252777 |
| **Building Products - 0.4%**  | **Building Products - 0.4%**  | **Building Products - 0.4%**  |
| Carrier Global Corp. |  |  |
| 3.58%, 04/05/2050 | 34000 | 24300 |
| 6.20%, 03/15/2054 | 98000 | 102403 |
| Vulcan Materials Co. |  |  |
| 3.50%, 06/01/2030 | 275000 | 263609 |
|  |  | 390312 |
| **Chemicals - 0.3%**  | **Chemicals - 0.3%**  | **Chemicals - 0.3%**  |
| LYB International Finance III LLC |  |  |
| 3.63%, 04/01/2051 | 100000 | 64485 |
| Nutrien Ltd. |  |  |
| 5.80%, 03/27/2053 | 250000 | 245325 |
|  |  | 309810 |

---

**Transamerica Series Trust**

**Page 2**

------

**Transamerica Madison Diversified Income VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Commercial Services & Supplies - 0.6%**  | **Commercial Services & Supplies - 0.6%**  | **Commercial Services & Supplies - 0.6%**  |
| PayPal Holdings, Inc. |  |  |
| 5.10%, 04/01/2035 | $100000 | $99286 |
| Quanta Services, Inc. |  |  |
| 2.90%, 10/01/2030 | 300000 | 278265 |
| Textron, Inc. |  |  |
| 2.45%, 03/15/2031 | 250000 | 225116 |
|  |  | 602667 |
| **Communications Equipment - 0.5%**  | **Communications Equipment - 0.5%**  | **Communications Equipment - 0.5%**  |
| AT&T, Inc. |  |  |
| 2.25%, 02/01/2032 | 200000 | 174725 |
| 4.75%, 05/15/2046 | 75000 | 63018 |
| Verizon Communications, Inc. |  |  |
| 5.88%, 11/30/2055 | 250000 | 243168 |
|  |  | 480911 |
| **Consumer Staples Distribution & Retail - 0.4%**  | **Consumer Staples Distribution & Retail - 0.4%**  | **Consumer Staples Distribution & Retail - 0.4%**  |
| Lowe's Cos., Inc. |  |  |
| 3.00%, 10/15/2050 | 150000 | 92679 |
| Tractor Supply Co. |  |  |
| 5.25%, 05/15/2033 | 100000 | 101532 |
| Walmart, Inc. |  |  |
| 4.90%, 04/28/2035 | 250000 | 253494 |
|  |  | 447705 |
| **Containers & Packaging - 0.1%**  | **Containers & Packaging - 0.1%**  | **Containers & Packaging - 0.1%**  |
| WRKCo, Inc. |  |  |
| 3.90%, 06/01/2028 | 125000 | 123480 |
| **Diversified REITs - 0.2%**  | **Diversified REITs - 0.2%**  | **Diversified REITs - 0.2%**  |
| Weyerhaeuser Co. |  |  |
| 3.38%, 03/09/2033 | 200000 | 180068 |
| **Electric Utilities - 0.7%**  | **Electric Utilities - 0.7%**  | **Electric Utilities - 0.7%**  |
| DTE Electric Co. |  |  |
| 5.40%, 04/01/2053 | 250000 | 238307 |
| Duke Energy Corp. |  |  |
| 3.75%, 09/01/2046 | 250000 | 184477 |
| Interstate Power & Light Co. |  |  |
| 3.50%, 09/30/2049 | 225000 | 156588 |
| PECO Energy Co. |  |  |
| 3.05%, 03/15/2051 | 250000 | 161880 |
|  |  | 741252 |
| **Financial Services - 1.2%**  | **Financial Services - 1.2%**  | **Financial Services - 1.2%**  |
| AerCap Ireland Capital DAC/AerCap <br> Global Aviation Trust |  |  |
| 4.63%, 10/15/2027 | 250000 | 250302 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/30/2030, <br>6.49% <sup>(A)</sup>, 10/30/2031<br>| 250000 | 268552 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/10/2027, <br>4.93% <sup>(A)</sup>, 05/10/2028<br>| 200000 | 200538 |
| &nbsp;&nbsp;&nbsp; Fixed until 06/08/2028, <br>6.31% <sup>(A)</sup>, 06/08/2029<br>| 200000 | 206803 |
| KKR Group Finance Co. VIII LLC |  |  |
| 3.50%, 08/25/2050 <sup>(B)</sup> <br>| 250000 | 165231 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Synchrony Financial |  |  |
| 3.70%, 08/04/2026 | $100000 | $99706 |
|  |  | 1191132 |
| **Food Products - 0.5%**  | **Food Products - 0.5%**  | **Food Products - 0.5%**  |
| J.M. Smucker Co. |  |  |
| 6.20%, 11/15/2033 | 250000 | 264895 |
| Mars, Inc. |  |  |
| 5.20%, 03/01/2035 <sup>(B)</sup> <br>| 100000 | 100952 |
| 5.70%, 05/01/2055 <sup>(B)</sup> <br>| 100000 | 97507 |
|  |  | 463354 |
| **Health Care Providers & Services - 0.5%**  | **Health Care Providers & Services - 0.5%**  | **Health Care Providers & Services - 0.5%**  |
| Cigna Group |  |  |
| 4.38%, 10/15/2028 | 50000 | 49961 |
| Health Care Service Corp. A Mutual Legal <br> Reserve Co. |  |  |
| 2.20%, 06/01/2030 <sup>(B)</sup> <br>| 350000 | 316636 |
| Humana, Inc. |  |  |
| 5.38%, 04/15/2031 | 150000 | 151612 |
|  |  | 518209 |
| **Health Care REITs - 0.2%**  | **Health Care REITs - 0.2%**  | **Health Care REITs - 0.2%**  |
| Omega Healthcare Investors, Inc. |  |  |
| 3.38%, 02/01/2031 | 225000 | 207950 |
| **Insurance - 1.2%**  | **Insurance - 1.2%**  | **Insurance - 1.2%**  |
| Aflac, Inc. |  |  |
| 4.75%, 01/15/2049 | 250000 | 214718 |
| American International Group, Inc. |  |  |
| 4.75%, 04/01/2048 | 100000 | 86771 |
| Athene Holding Ltd. |  |  |
| 6.25%, 04/01/2054 | 125000 | 114698 |
| Empower Finance 2020 LP |  |  |
| 3.08%, 09/17/2051 <sup>(B)</sup> <br>| 350000 | 222313 |
| Five Corners Funding Trust II |  |  |
| 2.85%, 05/15/2030 <sup>(B)</sup> <br>| 250000 | 232885 |
| Liberty Mutual Group, Inc. |  |  |
| 3.95%, 05/15/2060 <sup>(B)</sup> <br>| 100000 | 68436 |
| Old Republic International Corp. |  |  |
| 3.85%, 06/11/2051 | 250000 | 175383 |
| Teachers Insurance & Annuity Association <br> of America |  |  |
| 3.30%, 05/15/2050 <sup>(B)</sup> <br>| 200000 | 133464 |
|  |  | 1248668 |
| **Internet & Catalog Retail - 0.4%**  | **Internet & Catalog Retail - 0.4%**  | **Internet & Catalog Retail - 0.4%**  |
| Amazon.com, Inc. |  |  |
| 5.80%, 03/13/2056 | 250000 | 249799 |
| Meta Platforms, Inc. |  |  |
| 4.88%, 11/15/2035 | 150000 | 147156 |
|  |  | 396955 |
| **IT Services - 0.4%**  | **IT Services - 0.4%**  | **IT Services - 0.4%**  |
| Dell International LLC/EMC Corp. |  |  |
| 3.45%, 12/15/2051 | 250000 | 169194 |
| 8.35%, 07/15/2046 | 19000 | 23518 |

---

**Transamerica Series Trust**

**Page 3**

------

**Transamerica Madison Diversified Income VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **IT Services (continued)** | **IT Services (continued)** | **IT Services (continued)** |
| HP, Inc. |  |  |
| 2.65%, 06/17/2031 | $250000 | $222338 |
|  |  | 415050 |
| **Oil, Gas & Consumable Fuels - 2.9%**  | **Oil, Gas & Consumable Fuels - 2.9%**  | **Oil, Gas & Consumable Fuels - 2.9%**  |
| Devon Energy Corp. |  |  |
| 5.20%, 09/15/2034 <sup>(C)</sup> <br>| 300000 | 300752 |
| Diamondback Energy, Inc. |  |  |
| 5.40%, 04/18/2034 | 295000 | 299483 |
| Eastern Gas Transmission & Storage, Inc. |  |  |
| 3.00%, 11/15/2029 | 250000 | 236800 |
| Enbridge, Inc. |  |  |
| 5.70%, 03/08/2033 | 125000 | 129486 |
| Energy Transfer LP |  |  |
| 5.25%, 04/15/2029 | 100000 | 101850 |
| 6.55%, 12/01/2033 | 250000 | 269915 |
| Exxon Mobil Corp. |  |  |
| 4.11%, 03/01/2046 | 225000 | 185465 |
| Kinder Morgan, Inc. |  |  |
| 5.55%, 06/01/2045 | 350000 | 333839 |
| Marathon Petroleum Corp. |  |  |
| 3.80%, 04/01/2028 | 175000 | 172958 |
| MPLX LP |  |  |
| 2.65%, 08/15/2030 | 300000 | 276519 |
| Phillips 66 |  |  |
| 4.65%, 11/15/2034 | 100000 | 96655 |
| Valero Energy Corp. |  |  |
| 4.00%, 06/01/2052 | 100000 | 72647 |
| 6.63%, 06/15/2037 | 250000 | 273627 |
| Valero Energy Partners LP |  |  |
| 4.50%, 03/15/2028 | 250000 | 250052 |
|  |  | 3000048 |
| **Passenger Airlines - 0.2%**  | **Passenger Airlines - 0.2%**  | **Passenger Airlines - 0.2%**  |
| Delta Air Lines, Inc./SkyMiles IP Ltd. |  |  |
| 4.75%, 10/20/2028 <sup>(B)</sup> <br>| 229167 | 228836 |
| **Pharmaceuticals - 0.2%**  | **Pharmaceuticals - 0.2%**  | **Pharmaceuticals - 0.2%**  |
| Pfizer Investment Enterprises Pte. Ltd. |  |  |
| 5.30%, 05/19/2053 | 200000 | 185874 |
| **Real Estate Management & Development - 0.1%**  | **Real Estate Management & Development - 0.1%**  | **Real Estate Management & Development - 0.1%**  |
| CBRE Services, Inc. |  |  |
| 4.80%, 06/15/2030 | 125000 | 125251 |
| **Retail REITs - 0.2%**  | **Retail REITs - 0.2%**  | **Retail REITs - 0.2%**  |
| Realty Income Corp. |  |  |
| 4.85%, 03/15/2030 | 200000 | 202381 |
| **Semiconductors & Semiconductor Equipment - 0.0% \*** | **Semiconductors & Semiconductor Equipment - 0.0% \*** | **Semiconductors & Semiconductor Equipment - 0.0% \*** |
| Broadcom, Inc. |  |  |
| 3.19%, 11/15/2036 <sup>(B)</sup> <br>| 9000 | 7521 |
| **Software - 0.7%**  | **Software - 0.7%**  | **Software - 0.7%**  |
| Fiserv, Inc. |  |  |
| 3.50%, 07/01/2029 | 100000 | 95780 |
| Oracle Corp. |  |  |
| 3.95%, 03/25/2051 | 250000 | 158414 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Paychex, Inc. |  |  |
| 5.60%, 04/15/2035 <sup>(C)</sup> <br>| $200000 | $200864 |
| VMware LLC |  |  |
| 2.20%, 08/15/2031 | 250000 | 219429 |
|  |  | 674487 |
| **Technology Hardware, Storage & Peripherals - 0.2%**  | **Technology Hardware, Storage & Peripherals - 0.2%**  | **Technology Hardware, Storage & Peripherals - 0.2%**  |
| CDW LLC/CDW Finance Corp. |  |  |
| 5.10%, 03/01/2030 | 204000 | 203687 |
|  |  | 203687 |
| &nbsp;&nbsp; **Total Corporate Debt Securities** <br>**(Cost $19,905,914)**<br>|  | 18636091 |
| **U.S. GOVERNMENT OBLIGATIONS - 11.6%**  | **U.S. GOVERNMENT OBLIGATIONS - 11.6%**  | **U.S. GOVERNMENT OBLIGATIONS - 11.6%**  |
| **U.S. Treasury - 11.6%**  | **U.S. Treasury - 11.6%**  | **U.S. Treasury - 11.6%**  |
| U.S. Treasury Bonds |  |  |
| 2.00%, 02/15/2050 | 700000 | 407531 |
| 2.75%, 08/15/2042 - 11/15/2042 | 1800000 | 1373157 |
| 3.00%, 05/15/2047 | 750000 | 557402 |
| 3.75%, 08/15/2041 | 250000 | 222949 |
| 4.13%, 08/15/2053 | 750000 | 657715 |
| 4.25%, 08/15/2054 | 1000000 | 895625 |
| 4.38%, 05/15/2041 | 500000 | 481543 |
| 4.63%, 05/15/2044 | 715000 | 693410 |
| U.S. Treasury Notes |  |  |
| 2.63%, 02/15/2029 | 1500000 | 1451250 |
| 3.88%, 11/30/2029 | 1000000 | 999766 |
| 4.00%, 02/29/2028 - 02/15/2034 | 1970000 | 1967971 |
| 4.13%, 02/15/2036 | 240000 | 236250 |
| 4.38%, 05/15/2034 | 750000 | 757910 |
| 4.63%, 06/15/2027 - 09/30/2028 | 1300000 | 1320001 |
| &nbsp;&nbsp; **Total U.S. Government Obligations** <br>**(Cost $13,127,281)**<br>|  | 12022480 |
| **MORTGAGE-BACKED SECURITIES - 2.8%**  | **MORTGAGE-BACKED SECURITIES - 2.8%**  | **MORTGAGE-BACKED SECURITIES - 2.8%**  |
| CIM Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-J2, Class A4, <br>2.50% <sup>(A)</sup>, 04/25/2051 <sup>(B)</sup> <br>| 235887 | 212868 |
| FREMF Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-K106, Class B, <br>3.56% <sup>(A)</sup>, 03/25/2053 <sup>(B)</sup> <br>| 250000 | 235372 |
| GCAT Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-NQM1, Class A1, <br>0.87% <sup>(A)</sup>, 01/25/2066 <sup>(B)</sup> <br>| 107735 | 96308 |
| GS Mortgage-Backed Securities Corp. <br> Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-PJ6, Class A2, <br>2.50% <sup>(A)</sup>, 05/25/2051 <sup>(B)</sup> <br>| 138670 | 115199 |
| JPMorgan Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A3, <br>2.50% <sup>(A)</sup>, 06/25/2051 <sup>(B)</sup> <br>| 389989 | 324195 |
| &nbsp;&nbsp;&nbsp; Series 2021-3, Class A3, <br>2.50% <sup>(A)</sup>, 07/25/2051 <sup>(B)</sup> <br>| 185195 | 153950 |
| &nbsp;&nbsp;&nbsp; Series 2021-6, Class A4, <br>2.50% <sup>(A)</sup>, 10/25/2051 <sup>(B)</sup> <br>| 460497 | 415824 |
| &nbsp;&nbsp;&nbsp; Series 2024-5, Class A4, <br>6.00% <sup>(A)</sup>, 11/25/2054 <sup>(B)</sup> <br>| 84058 | 84343 |

---

**Transamerica Series Trust**

**Page 4**

------

**Transamerica Madison Diversified Income VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| JPMorgan Wealth Management |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-ATR1, Class A3, <br>3.00% <sup>(A)</sup>, 02/25/2050 <sup>(B)</sup> <br>| $92949 | $81130 |
| PSMC Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A11, <br>2.50% <sup>(A)</sup>, 03/25/2051 <sup>(B)</sup> <br>| 276088 | 247159 |
| RCKT Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-6, Class A5, <br>2.50% <sup>(A)</sup>, 12/25/2051 <sup>(B)</sup> <br>| 266943 | 238546 |
| Sequoia Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2013-7, Class A2, <br>3.00% <sup>(A)</sup>, 06/25/2043<br>| 161171 | 146438 |
| Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-4, Class A1A, <br>4.55% <sup>(A)</sup>, 10/27/2064 <sup>(B)</sup> <br>| 374267 | 374579 |
| Wells Fargo Mortgage-Backed Securities <br> Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-INV2, Class A2, <br>2.50% <sup>(A)</sup>, 09/25/2051 <sup>(B)</sup> <br>| 169103 | 140151 |
| &nbsp;&nbsp; **Total Mortgage-Backed Securities** <br>**(Cost $3,218,245)**<br>|  | 2866062 |
| **ASSET-BACKED SECURITIES - 0.4%**  | **ASSET-BACKED SECURITIES - 0.4%**  | **ASSET-BACKED SECURITIES - 0.4%**  |
| Carmax Auto Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-3, Class A4, <br>4.06%, 02/15/2028<br>| 183993 | 183946 |
| Chesapeake Funding II LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A1, <br>5.65%, 05/15/2035 <sup>(B)</sup> <br>| 94366 | 94502 |
| Enterprise Fleet Financing LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-4, Class A2, <br>5.76%, 10/22/2029 <sup>(B)</sup> <br>| 8791 | 8801 |
| Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-CES1, Class A1A, <br>5.85% <sup>(A)</sup>, 01/25/2064 <sup>(B)</sup> <br>| 154401 | 154656 |
| &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $436,985)** | &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $436,985)** | 441905 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MUNICIPAL GOVERNMENT OBLIGATION - 0.0% \*** | **MUNICIPAL GOVERNMENT OBLIGATION - 0.0% \*** | **MUNICIPAL GOVERNMENT OBLIGATION - 0.0% \*** |
| **Massachusetts - 0.0% \*** | **Massachusetts - 0.0% \*** | **Massachusetts - 0.0% \*** |
| University of Massachusetts Building <br> Authority, Revenue Bonds, |  |  |
| 6.57%, 05/01/2039 | $35000 | $35036 |
| &nbsp;&nbsp; **Total Municipal Government Obligation** <br>**(Cost $35,000)**<br>|  | 35036 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **OTHER INVESTMENT COMPANY - 0.2%**  | **OTHER INVESTMENT COMPANY - 0.2%**  | **OTHER INVESTMENT COMPANY - 0.2%**  |
| **Securities Lending Collateral - 0.2%**  | **Securities Lending Collateral - 0.2%**  | **Securities Lending Collateral - 0.2%**  |
| &nbsp;&nbsp; State Street Navigator Securities Lending <br> Trust - Government Money Market Portfolio, <br> 3.64% <sup>(D)</sup> <br>| 208395 | 208395 |
| &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $208,395)** | &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $208,395)** | 208395 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **REPURCHASE AGREEMENT - 1.1%**  | **REPURCHASE AGREEMENT - 1.1%**  | **REPURCHASE AGREEMENT - 1.1%**  |
| &nbsp;&nbsp; Fixed Income Clearing Corp., <br>1.35% <sup>(D)</sup>, dated 03/31/2026, to be <br> repurchased at $1,108,115 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 $1,130,391.<br>| $1108073 | 1108073 |
| &nbsp;&nbsp; **Total Repurchase Agreement** <br>**(Cost $1,108,073)** | &nbsp;&nbsp; **Total Repurchase Agreement** <br>**(Cost $1,108,073)** | 1108073 |
| &nbsp;&nbsp; **Total Investments** <br>**(Cost $98,823,142)** | &nbsp;&nbsp; **Total Investments** <br>**(Cost $98,823,142)** | 103091600 |
| **Net Other Assets (Liabilities) - 0.1%** | **Net Other Assets (Liabilities) - 0.1%** | 105879 |
| **Net Assets - 100.0%** | **Net Assets - 100.0%** | **$103197479** |

---

**INVESTMENT VALUATION:**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs** <sup>(E)</sup> <br>|  |  |  |  |
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2 -** <br>**Other Significant** <br>**Observable Inputs**<br>| **Level 3 -** <br>**Significant** <br>**Unobservable Inputs**<br>| **Value** |
| **ASSETS** |  |  |  |  |
| **Investments** |  |  |  |  |
| Common Stocks | $42684588 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $42684588 |
| U.S. Government Agency Obligations |  | &nbsp;&nbsp; 25088970 | &nbsp;&nbsp; — | &nbsp;&nbsp; 25088970 |
| Corporate Debt Securities |  | &nbsp;&nbsp; 18636091 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18636091 |
| U.S. Government Obligations |  | &nbsp;&nbsp; 12022480 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12022480 |
| Mortgage-Backed Securities |  | &nbsp;&nbsp; 2866062 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2866062 |
| Asset-Backed Securities |  | &nbsp;&nbsp; 441905 | &nbsp;&nbsp; — | &nbsp;&nbsp; 441905 |
| Municipal Government Obligation |  | &nbsp;&nbsp; 35036 | &nbsp;&nbsp; — | &nbsp;&nbsp; 35036 |
| Other Investment Company | 208395 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 208395 |
| Repurchase Agreement |  | &nbsp;&nbsp; 1108073 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1108073 |
| **Total Investments** | **$42892983** | &nbsp;&nbsp; **$60198617** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$103091600** |

---

**Transamerica Series Trust**

**Page 5**

------

**Transamerica Madison Diversified Income VP**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At March 31, 2026**

**(unaudited)**

**FOOTNOTES TO SCHEDULE OF INVESTMENTS:** 

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

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

<sup>(B)</sup> *Security is exempt from registration pursuant to Rule 144A of the Securities Act of 1933. Security may be resold as transactions exempt from* *registration, normally to qualified institutional buyers. At March 31, 2026, the total value of 144A securities is $5,255,521, representing 5.1% of the* *Portfolio's net assets.* 

<sup>(C)</sup> *All or a portion of the security is on loan. The total value of the securities on loan is $502,749, collateralized by cash collateral of $208,395 and non-cash* *collateral, such as U.S. government securities of $305,168. 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> *Rate disclosed reflects the yield at March 31, 2026.*

<sup>(E)</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):** 

*REIT* *Real Estate Investment Trust*

**Transamerica Series Trust**

**Page 6**

------

**Transamerica Madison Diversified Income VP**

------

**NOTES TO SCHEDULE OF INVESTMENTS**

**At March 31, 2026**

**(unaudited)**

**INVESTMENT VALUATION**

Transamerica Madison Diversified Income VP (the "Portfolio") is a series of the Transamerica Series Trust.

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

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

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

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

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

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

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

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

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

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

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

**Transamerica Series Trust**

**Page 7**

------

**Transamerica Madison Diversified Income VP**

------

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

**At March 31, 2026**

**(unaudited)**

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

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

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

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

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

*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 8**

------

## 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 Madison Diversified Income VP

- **b. EDGAR series identifier (if any):** S000031955

- **c. LEI of Series:** 5493003O716XTLA4DE78

**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:** $104050662.32

**Total Liabilities:** $842556.12

**Net Assets:** $103208106.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -40.66000000 | **1-Year:** -1060.96000000 | **5-Year:** -4325.14000000 | **10-Year:** -5093.08000000 | **30-Year:** -3175.46000000

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

- **3-Month:** -4.06000000 | **1-Year:** -40.39000000 | **5-Year:** -29.36000000 | **10-Year:** -17.76000000 | **30-Year:** -1.53000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099470 | 2.77%                | 2.69%                | -3.03%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $592437.43               | $2137728.24                                |
| Month 2  | $856197.56               | $1781280.99                                |
| Month 3  | $482369.66               | $-3942850.18                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AFLAC INC                                      | Aflac, Inc.                                                                 | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214717.52    | 0.21%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T, Inc.                                                                  | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63017.38     | 0.06%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T, Inc.                                                                  | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174724.94    | 0.17%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      9325 | NS      | $957397.75    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                     | AbbVie, Inc.                                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      5450 | NS      | $1185320.50   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                     | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $250301.92    | 0.24%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                 | Air Products & Chemicals, Inc.                                              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      4375 | NS      | $1270893.75   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com, Inc.                                                            | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249799.10    | 0.24%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co.                                                        | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $268552.18    | 0.26%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                         | American International Group, Inc.                                          | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86770.52     | 0.08%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen, Inc.                                                                 | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72640.66     | 0.07%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                             | Analog Devices, Inc.                                                        | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      3775 | NS      | $1200978.50   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                            | Elevance Health, Inc.                                                       | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1825 | NS      | $534268.75    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd.                                                         | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114698.10    | 0.11%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                  | Automatic Data Processing, Inc.                                             | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      4500 | NS      | $914310.00    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                | BAE Systems PLC                                                             | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $256052.10    | 0.25%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp.                                                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     22625 | NS      | $1102968.75   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp.                                                       | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285431.99    | 0.28%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp.                                                       | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231573.86    | 0.22%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                  | Blackrock, Inc.                                                             | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       985 | NS      | $947284.35    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                   | Broadcom, Inc.                                                              | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7520.93      | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                              | CBRE Services, Inc.                                                         | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125250.94    | 0.12%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC/CDW Finance Corp.                                                   | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $203686.59    | 0.20%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49960.70     | 0.05%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                      | CIM Trust                                                                   | CUSIP: 12564EAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235887 | PA      | $212868.14    | 0.21%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                  | CME Group, Inc.                                                             | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      6175 | NS      | $1823786.25   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                 | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200537.97    | 0.19%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                 | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206802.84    | 0.20%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                        | CarMax Auto Owner Trust                                                     | CUSIP: 14318MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183993 | PA      | $183945.67    | 0.18%             | 2028-02-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp.                                                        | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     34000 | PA      | $24299.70     | 0.02%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp.                                                        | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     98000 | PA      | $102403.19    | 0.10%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                      | Chesapeake Funding II LLC                                                   | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     94367 | PA      | $94502.38     | 0.09%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                   | Chevron Corp.                                                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11000 | NS      | $2275900.00   | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup, Inc.                                                             | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199094.55    | 0.19%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup, Inc.                                                             | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146528.67    | 0.14%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group, Inc.                                              | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247749.36    | 0.24%             | 2036-01-29      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                           | Colgate-Palmolive Co.                                                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     10875 | NS      | $926876.25    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                 | ConocoPhillips                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      8400 | NS      | $1108800.00   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                    | Cummins, Inc.                                                               | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       941 | NS      | $506276.82    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co.                                                            | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238307.20    | 0.23%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                     | Deere & Co.                                                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       875 | NS      | $492887.50    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC/EMC Corp.                                            | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $169193.88    | 0.16%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC/EMC Corp.                                            | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     19000 | PA      | $23517.88     | 0.02%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp.                                                          | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300751.62    | 0.29%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| DIAGEO INVESTMENT CORP                         | Diageo Investment Corp.                                                     | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204198.39    | 0.20%             | 2030-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy, Inc.                                                    | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    295000 | PA      | $299483.09    | 0.29%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp.                                                           | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $184477.33    | 0.18%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                              | EOG Resources, Inc.                                                         | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      9675 | NS      | $1398714.75   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN GAS TRAN                               | Eastern Gas Transmission & Storage, Inc.                                    | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236799.62    | 0.23%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                        | Empower Finance 2020 LP                                                     | CUSIP: 29248HAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $222312.50    | 0.22%             | 2051-09-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge, Inc.                                                              | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $129485.81    | 0.13%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                          | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $269915.43    | 0.26%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                          | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101850.01    | 0.10%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                 | Enterprise Fleet Financing LLC                                              | CUSIP: 29374GAB7<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |      8791 | PA      | $8801.30      | 0.01%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                               | Exxon Mobil Corp.                                                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     14150 | NS      | $2400689.00   | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp.                                                           | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    225000 | PA      | $185464.82    | 0.18%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms, Inc.                                                        | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147156.23    | 0.14%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF Mortgage Trust                                                        | CUSIP: 30313WAE8<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $235371.68    | 0.23%             | 2053-03-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Fastenal Co                                    | Fastenal Co.                                                                | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     21675 | NS      | $1005720.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3128M6NJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14919 | PA      | $15413.85     | 0.01%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3128M8FH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41602 | PA      | $39528.24     | 0.04%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3128MJMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109686 | PA      | $108687.56    | 0.11%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3128MJQR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3259 | PA      | $3150.86      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3128MJWP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304359 | PA      | $276701.66    | 0.27%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3128MJXQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182592 | PA      | $165558.04    | 0.16%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3128MMXU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36676 | PA      | $36499.30     | 0.04%             | 2033-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3128MMXX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25328 | PA      | $25208.63     | 0.02%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 31292LV28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43517 | PA      | $39921.92     | 0.04%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 31292R7M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39279 | PA      | $37137.92     | 0.04%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3129366F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1170 | PA      | $1159.04      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 312942KP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1917 | PA      | $1855.29      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 312945QJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21034 | PA      | $20340.08     | 0.02%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132A9S65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46114 | PA      | $44354.69     | 0.04%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132D6J50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290343 | PA      | $292585.12    | 0.28%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132D9EY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    297417 | PA      | $268180.43    | 0.26%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DM2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    603273 | PA      | $496491.56    | 0.48%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DNB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    547566 | PA      | $506461.02    | 0.49%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DPB49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    355134 | PA      | $362138.80    | 0.35%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DPD21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    193694 | PA      | $188619.98    | 0.18%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DPMV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227910 | PA      | $229493.09    | 0.22%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DPSX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241261 | PA      | $239353.91    | 0.23%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DQQ33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    386510 | PA      | $391072.30    | 0.38%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DSNS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82343 | PA      | $83685.08     | 0.08%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1249220 | PA      | $1072635.84   | 1.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    518208 | PA      | $461439.49    | 0.45%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    383947 | PA      | $381433.28    | 0.37%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178448 | PA      | $180219.40    | 0.17%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    387849 | PA      | $384414.12    | 0.37%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196414 | PA      | $194654.94    | 0.19%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    258068 | PA      | $264294.51    | 0.26%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132E0EL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230634 | PA      | $238917.86    | 0.23%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132GFK22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4268 | PA      | $4127.73      | 0.00%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132GJSD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41648 | PA      | $41251.78     | 0.04%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132HL2Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20331 | PA      | $19182.86     | 0.02%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132HLZM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47342 | PA      | $44687.42     | 0.04%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132HMFS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61499 | PA      | $57923.94     | 0.06%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132L5A29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106463 | PA      | $97618.34     | 0.09%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132L5A37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101543 | PA      | $93090.51     | 0.09%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132QSGY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80565 | PA      | $75744.37     | 0.07%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132WLRX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26229 | PA      | $25181.11     | 0.02%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132XUJZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98227 | PA      | $91719.54     | 0.09%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132XVH97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105963 | PA      | $98767.95     | 0.10%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3132XYTE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43866 | PA      | $43199.95     | 0.04%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 31334XEE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142713 | PA      | $127166.50    | 0.12%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 31334YPZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    364631 | PA      | $315736.32    | 0.31%             | 2048-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121426 | PA      | $109809.52    | 0.11%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133BBTU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    231805 | PA      | $212704.74    | 0.21%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133KPFV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    355668 | PA      | $327972.27    | 0.32%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133KQFT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    573048 | PA      | $568855.51    | 0.55%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133KYU64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    770240 | PA      | $679612.55    | 0.66%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3133L7SJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141798 | PA      | $134487.16    | 0.13%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association REMICS                                | CUSIP: 3136A8RZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58850 | PA      | $57863.38     | 0.06%             | 2027-09-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                 | Federal National Mortgage Association-ACES                                  | CUSIP: 3136AY6U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    363339 | PA      | $359329.11    | 0.35%             | 2027-11-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association REMICS                                | CUSIP: 3136BUH37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150008 | PA      | $150829.77    | 0.15%             | 2051-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association REMICS                                | CUSIP: 3136BUHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473272 | PA      | $477539.67    | 0.46%             | 2051-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association REMICS                                | CUSIP: 3136BULD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299314 | PA      | $301062.40    | 0.29%             | 2051-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138A5GN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4569 | PA      | $4413.94      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138AAFW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1658 | PA      | $1640.86      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138ACAT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4913 | PA      | $4744.96      | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138ASR46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26803 | PA      | $25895.20     | 0.03%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138AVP82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46882 | PA      | $45509.38     | 0.04%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138EJ4Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63785 | PA      | $60081.87     | 0.06%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138EKMW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86341 | PA      | $79112.16     | 0.08%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138ELK51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78348 | PA      | $75670.26     | 0.07%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138ET4J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32660 | PA      | $32194.68     | 0.03%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138ETSG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61721 | PA      | $60430.32     | 0.06%             | 2036-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138LUSY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34722 | PA      | $32810.45     | 0.03%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138LWL33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42660 | PA      | $40147.38     | 0.04%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138M5W88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27624 | PA      | $26060.17     | 0.03%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138MFP76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36528 | PA      | $33464.03     | 0.03%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138WF6D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54389 | PA      | $51778.09     | 0.05%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138WGAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32374 | PA      | $30373.71     | 0.03%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138WHCJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98431 | PA      | $95057.09     | 0.09%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3138X82D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134510 | PA      | $132774.44    | 0.13%             | 2028-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp. REMICS                                     | CUSIP: 31396UUY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50078 | PA      | $50620.63     | 0.05%             | 2036-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association REMICS                                | CUSIP: 31397SHK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61806 | PA      | $60580.13     | 0.06%             | 2031-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140F9UD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49353 | PA      | $47302.41     | 0.05%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140KEJK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381854 | PA      | $346383.53    | 0.34%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140MHSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234304 | PA      | $197602.38    | 0.19%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140MNP75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397801 | PA      | $369562.32    | 0.36%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QNM25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359118 | PA      | $323242.03    | 0.31%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QP2R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    585671 | PA      | $568258.37    | 0.55%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QPA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    919910 | PA      | $871710.03    | 0.84%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QPCQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195748 | PA      | $185419.77    | 0.18%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QPHX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    567732 | PA      | $523523.71    | 0.51%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140QPZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    402566 | PA      | $371217.49    | 0.36%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140X4NV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440849 | PA      | $398930.58    | 0.39%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140X6QT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650009 | PA      | $563540.25    | 0.55%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140X9EC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230251 | PA      | $219249.29    | 0.21%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XCGM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262846 | PA      | $250679.15    | 0.24%             | 2051-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XFSF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307923 | PA      | $278080.54    | 0.27%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XG3N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178455 | PA      | $170059.67    | 0.16%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XH3P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201363 | PA      | $195317.77    | 0.19%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XHAU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412786 | PA      | $390317.47    | 0.38%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XJD34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188883 | PA      | $183463.32    | 0.18%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XKQB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148297 | PA      | $141130.60    | 0.14%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XKS43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195687 | PA      | $167729.61    | 0.16%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XKX21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259412 | PA      | $237458.86    | 0.23%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XLRS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215001 | PA      | $209161.40    | 0.20%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XMFR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197578 | PA      | $201411.20    | 0.20%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 3140XPTR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285729 | PA      | $289203.15    | 0.28%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31410LRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24950 | PA      | $24437.35     | 0.02%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31416M4T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1663 | PA      | $1645.94      | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31416XJ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32732 | PA      | $31613.01     | 0.03%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31416YT81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28788 | PA      | $28489.94     | 0.03%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31417EJT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44503 | PA      | $40770.36     | 0.04%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31417FU71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62476 | PA      | $57185.98     | 0.06%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418AAV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69078 | PA      | $67776.10     | 0.07%             | 2031-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418BM37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49801 | PA      | $49142.96     | 0.05%             | 2035-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418BPP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62306 | PA      | $58504.79     | 0.06%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418CNQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23484 | PA      | $23083.69     | 0.02%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418CPL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23007 | PA      | $22641.29     | 0.02%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83338 | PA      | $77315.89     | 0.07%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78477 | PA      | $72751.90     | 0.07%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418DFG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44678 | PA      | $44048.28     | 0.04%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418DHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74864 | PA      | $69904.74     | 0.07%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418DY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    634975 | PA      | $573552.78    | 0.56%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418ECH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    521348 | PA      | $468416.91    | 0.45%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196598 | PA      | $186331.06    | 0.18%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356054 | PA      | $353047.29    | 0.34%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227690 | PA      | $229719.87    | 0.22%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488618 | PA      | $484491.53    | 0.47%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247793 | PA      | $245611.54    | 0.24%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143448 | PA      | $144872.96    | 0.14%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418ESB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    456134 | PA      | $454116.34    | 0.44%             | 2038-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                       | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    553178 | PA      | $557517.77    | 0.54%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                         | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192735.05    | 0.19%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                         | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103666.55    | 0.10%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv, Inc.                                                                | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95780.37     | 0.09%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                         | Five Corners Funding Trust II                                               | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $232885.49    | 0.23%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GCAT                                           | GCAT Trust                                                                  | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107735 | PA      | $96307.97     | 0.09%             | 2066-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 36179DE30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25457 | PA      | $23920.17     | 0.02%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 3620A7ZM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1348 | PA      | $1338.45      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 3620A9Y54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3192 | PA      | $3069.07      | 0.00%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust            | GS Mortgage-Backed Securities Corp. Trust                                   | CUSIP: 36260RAB5<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |    138670 | PA      | $115198.52    | 0.11%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc.                                                   | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254216.28    | 0.25%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association REMICS                             | CUSIP: 38381LTG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    240392 | PA      | $238359.54    | 0.23%             | 2065-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association REMICS                             | CUSIP: 38385KZ60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    247577 | PA      | $244905.77    | 0.24%             | 2055-12-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP, Inc.                                                                    | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222338.64    | 0.22%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                       | Health Care Service Corp. A Mutual Legal Reserve Co.                        | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    350000 | PA      | $316636.08    | 0.31%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                 | Hershey Co.                                                                 | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      3650 | NS      | $758798.50    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                             | Home Depot, Inc.                                                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3650 | NS      | $1200448.50   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL AEROSPACE INC                        | Honeywell Aerospace, Inc.                                                   | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248050.75    | 0.24%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                    | Honeywell International, Inc.                                               | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      7475 | NS      | $1689574.25   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                     | Humana, Inc.                                                                | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151612.17    | 0.15%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares, Inc.                                                 | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257189.03    | 0.25%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                        | Illinois Tool Works, Inc.                                                   | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      4675 | NS      | $1216855.75   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERSTATE POWER & LIGHT                       | Interstate Power & Light Co.                                                | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    225000 | PA      | $156588.00    | 0.15%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JPMorgan Mortgage Trust                                                     | CUSIP: 46592EAC0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    389989 | PA      | $324195.37    | 0.31%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JPMorgan Mortgage Trust                                                     | CUSIP: 46592KAC6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    185195 | PA      | $153950.31    | 0.15%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co.                                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      3675 | NS      | $1081038.00   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co.                                                        | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253837.00    | 0.25%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Wealth Management                  | JPMorgan Wealth Management                                                  | CUSIP: 46652HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92949 | PA      | $81130.35     | 0.08%             | 2050-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JPMorgan Mortgage Trust                                                     | CUSIP: 46653PAF4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    460497 | PA      | $415823.68    | 0.40%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JPMorgan Mortgage Trust                                                     | CUSIP: 46658RAD0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     84058 | PA      | $84343.13     | 0.08%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      9650 | NS      | $2358846.00   | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR GROUP FINAN CO VIII                        | KKR Group Finance Co. VIII LLC                                              | CUSIP: 48252MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $165231.05    | 0.16%             | 2050-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr. Pepper, Inc.                                                     | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139349.03    | 0.14%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan, Inc.                                                         | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333838.97    | 0.32%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                            | LYB International Finance III LLC                                           | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64484.93     | 0.06%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                       | Liberty Mutual Group, Inc.                                                  | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68436.05     | 0.07%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                 | Lowe's Cos., Inc.                                                           | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      4450 | NS      | $1051446.00   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos., Inc.                                                           | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $92679.25     | 0.09%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                     | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276518.60    | 0.27%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                        | Marathon Petroleum Corp.                                                    | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172958.35    | 0.17%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARS INC                                       | Mars, Inc.                                                                  | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100952.08    | 0.10%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                       | Mars, Inc.                                                                  | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97507.25     | 0.09%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                       | Marsh & McLennan Cos., Inc.                                                 | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      4775 | NS      | $828223.75    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp.                                                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      3950 | NS      | $1227620.50   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group, Inc.                                        | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $256603.49    | 0.25%             | 2031-02-22      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      4165 | NS      | $685434.05    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                              | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254131.20    | 0.25%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                             | NextEra Energy, Inc.                                                        | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     20050 | NS      | $1862244.00   | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd.                                                                | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $245325.27    | 0.24%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                         | Old Republic International Corp.                                            | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    250000 | PA      | $175383.14    | 0.17%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors, Inc.                                            | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    225000 | PA      | $207950.41    | 0.20%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $158413.89    | 0.15%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co.                                                             | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    250000 | PA      | $161879.97    | 0.16%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group, Inc.                                          | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $276192.50    | 0.27%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                     | PSMC Trust                                                                  | CUSIP: 693650AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276088 | PA      | $247158.92    | 0.24%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                    | Paychex, Inc.                                                               | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200864.06    | 0.19%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                            | PayPal Holdings, Inc.                                                       | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99286.04     | 0.10%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo, Inc.                                                               | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      5750 | NS      | $892917.50    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INVESTMENT ENTER                        | Pfizer Investment Enterprises Pte. Ltd.                                     | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $185874.02    | 0.18%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66                                                                 | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96655.34     | 0.09%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co.                                                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     11250 | NS      | $1624950.00   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM, Inc.                                                              | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      6250 | NS      | $804875.00    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services, Inc.                                                       | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278264.97    | 0.27%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                         | CUSIP: 74939KAE6<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    266943 | PA      | $238546.11    | 0.23%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp.                                                         | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    200000 | PA      | $202380.68    | 0.20%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                        | Rockwell Automation, Inc.                                                   | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1201 | NS      | $431014.88    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                        | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $178934.27    | 0.17%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                          | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $180136.43    | 0.17%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust                                                      | CUSIP: 81745CAB9<br>LEI: 549300DFASAA48I36408 | Long             | ABS-MBS          | CORP              | US        |    161171 | PA      | $146437.66    | 0.14%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                       | Delta Air Lines, Inc./SkyMiles IP Ltd.                                      | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    229167 | PA      | $228835.68    | 0.22%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J.M. Smucker Co.                                                            | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264894.60    | 0.26%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp.                                                          | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117671.35    | 0.11%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                    | Repurchase Agreement                                                        | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1108073 | PA      | $1108073.21   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                         | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99705.68     | 0.10%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                       | Teachers Insurance & Annuity Association of America                         | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133464.43    | 0.13%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments, Inc.                                                     | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      6650 | NS      | $1291031.00   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                    | Textron, Inc.                                                               | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225115.72    | 0.22%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $245792.86    | 0.24%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                   | CUSIP: 89183CAA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    154401 | PA      | $154655.87    | 0.15%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                   | CUSIP: 89183GAA4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    374267 | PA      | $374578.72    | 0.36%             | 2064-10-27      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                              | Tractor Supply Co.                                                          | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101532.44    | 0.10%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp.                                                      | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199462.09    | 0.19%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp.                                                      | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312578.27    | 0.30%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $200054.12    | 0.19%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp.                                                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      5550 | NS      | $1346541.00   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                     | U.S. Bancorp                                                                | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222362.35    | 0.22%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | U.S. Bancorp                                                                | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128012.71    | 0.12%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                         | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $481542.97    | 0.47%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                         | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $222949.22    | 0.22%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                         | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $764687.50    | 0.74%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                         | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $608468.75    | 0.59%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                         | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $557402.34    | 0.54%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                         | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $407531.25    | 0.39%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                         | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $657714.84    | 0.64%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                         | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    715000 | PA      | $693410.35    | 0.67%             | 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        |   1000000 | PA      | $895625.00    | 0.87%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                         | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1451250.00   | 1.41%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                         | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $999765.62    | 0.97%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                         | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1003281.25   | 0.97%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                         | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    470000 | PA      | $471487.11    | 0.46%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                         | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $815312.50    | 0.79%             | 2028-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                         | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $493203.13    | 0.48%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                         | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $757910.16    | 0.73%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                         | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $504687.50    | 0.49%             | 2027-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                         | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $236250.00    | 0.23%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority | University of Massachusetts Building Authority                              | CUSIP: 914440KK7<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35035.72     | 0.03%             | 2039-05-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp.                                                         | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $273627.28    | 0.27%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp.                                                         | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72647.51     | 0.07%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                         | Valero Energy Partners LP                                                   | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250051.64    | 0.24%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications, Inc.                                                | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243168.29    | 0.24%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                     | VMware LLC                                                                  | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219429.13    | 0.21%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                            | Vulcan Materials Co.                                                        | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    275000 | PA      | $263609.11    | 0.26%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                      | WRKCo, Inc.                                                                 | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123480.14    | 0.12%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart, Inc.                                                               | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253493.72    | 0.25%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co.                                                           | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255743.14    | 0.25%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co.                                                           | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126959.39    | 0.12%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co.                                                           | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243535.52    | 0.24%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust   | Wells Fargo Mortgage-Backed Securities Trust                                | CUSIP: 95003FBR3<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    169103 | PA      | $140151.24    | 0.14%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                | Weyerhaeuser Co.                                                            | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    200000 | PA      | $180068.13    | 0.17%             | 2033-03-09      | Fixed         | 3.38%                 | 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        |    207405 | NS      | $207405.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                  | Medtronic PLC                                                               | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     15900 | NS      | $1377735.00   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                            | TE Connectivity PLC                                                         | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      4315 | NS      | $901921.30    | 0.87%             |  |  |  | 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