# EDGAR Filing Document

**Accession Number:** 0000778207
**File Stem:** 0001410368-26-017942
**Filing Date:** 2026-2
**Character Count:** 131635
**Document Hash:** cb6e290f4a61890346f0fe4502bafe3c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-017942.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0001410368-26-017942

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**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:** 26676197

**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      |  |

## 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:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $107300345.93

**Total Liabilities:** $571182.38

**Net Assets:** $106729163.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -53.99000000 | **1-Year:** -1007.17000000 | **5-Year:** -4458.19000000 | **10-Year:** -5028.22000000 | **30-Year:** -3098.19000000

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

- **3-Month:** -4.06000000 | **1-Year:** -43.53000000 | **5-Year:** -33.98000000 | **10-Year:** -18.85000000 | **30-Year:** -1.72000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099470 | -0.69%               | 1.49%                | -0.43%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-739488.27              | $-170073.75                                |
| Month 2  | $732299.30               | $582576.29                                 |
| Month 3  | $-76415.64               | $-564298.19                                |

### 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      | $220322.82    | 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      | $64982.56     | 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      | $175401.27    | 0.16%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     10250 | NS      | $1284222.50   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                     | AbbVie, Inc.                                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      5925 | NS      | $1353803.25   | 1.27%             |  |  |  | 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      | $252044.33    | 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        |      3000 | NS      | $741060.00    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co.                                                        | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $273044.73    | 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      | $88895.51     | 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      | $73439.83     | 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        |      4200 | NS      | $1139040.00   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                            | Elevance Health, Inc.                                                       | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2050 | NS      | $718627.50    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd.                                                         | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121559.20    | 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        |      5050 | NS      | $1299011.50   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                | BAE Systems PLC                                                             | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $258886.27    | 0.24%             | 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        |     24950 | NS      | $1372250.00   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp.                                                       | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286170.81    | 0.27%             | 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      | $235433.79    | 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        |      1550 | NS      | $1659027.00   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                   | Broadcom, Inc.                                                              | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7632.83      | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust 2020-1       | Bunker Hill Loan Depositary Trust                                           | CUSIP: 12062RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2291 | PA      | $2283.77      | 0.00%             | 2055-02-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                              | CBRE Services, Inc.                                                         | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126731.46    | 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      | $207741.54    | 0.19%             | 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      | $50454.51     | 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        |    238962 | PA      | $216475.43    | 0.20%             | 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        |      6600 | NS      | $1802328.00   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                 | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202355.02    | 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      | $209890.12    | 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        |    203000 | PA      | $203076.23    | 0.19%             | 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      | $25030.50     | 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      | $105960.92    | 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        |    127002 | PA      | $127595.34    | 0.12%             | 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        |     11975 | NS      | $1825109.75   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup, Inc.                                                             | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202396.83    | 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      | $150946.84    | 0.14%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                           | Colgate-Palmolive Co.                                                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      8800 | NS      | $695376.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                    | Cummins, Inc.                                                               | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1400 | NS      | $714630.00    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co.                                                            | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242606.21    | 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        |       925 | NS      | $430652.25    | 0.40%             |  |  |  | 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      | $170244.92    | 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      | $24101.91     | 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        |    400000 | PA      | $398236.06    | 0.37%             | 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      | $207201.06    | 0.19%             | 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      | $302057.68    | 0.28%             | 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      | $189584.58    | 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        |     10800 | NS      | $1134108.00   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN GAS TRAN                               | Eastern Gas Transmission & Storage, Inc.                                    | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238924.67    | 0.22%             | 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      | $225634.47    | 0.21%             | 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      | $131661.04    | 0.12%             | 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      | $274006.54    | 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      | $102754.36    | 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        |     31497 | PA      | $31603.83     | 0.03%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                 | Enterprise Fleet Financing LLC                                              | CUSIP: 29375CAB5<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     21299 | PA      | $21331.60     | 0.02%             | 2029-01-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                               | Exxon Mobil Corp.                                                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     15500 | NS      | $1865270.00   | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp.                                                           | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    225000 | PA      | $188124.68    | 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      | $149799.00    | 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      | $236867.20    | 0.22%             | 2053-03-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Fastenal Co                                    | Fastenal Co.                                                                | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     23900 | NS      | $959107.00    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3128M6NJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15313 | PA      | $16028.38     | 0.02%             | 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        |     42635 | PA      | $41160.02     | 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        |    113886 | PA      | $115004.86    | 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        |      3313 | PA      | $3243.88      | 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        |    310651 | PA      | $284324.12    | 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        |    187117 | PA      | $170778.49    | 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        |     39112 | PA      | $39194.34     | 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        |     26795 | PA      | $26852.34     | 0.03%             | 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        |     44698 | PA      | $41389.61     | 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        |     40340 | PA      | $38656.94     | 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        |      1214 | PA      | $1225.49      | 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        |      1950 | PA      | $1917.35      | 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        |     21325 | PA      | $20570.75     | 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        |     49060 | PA      | $47431.30     | 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        |    323054 | PA      | $327253.23    | 0.31%             | 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        |    306212 | PA      | $276544.42    | 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        |    612724 | PA      | $505507.74    | 0.47%             | 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        |    565897 | PA      | $530727.46    | 0.50%             | 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        |    366403 | PA      | $376048.63    | 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        |    199112 | PA      | $196373.94    | 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        |    236981 | PA      | $243381.91    | 0.23%             | 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        |    244012 | PA      | $244470.36    | 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        |    395570 | PA      | $405261.01    | 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        |     83809 | PA      | $85515.19     | 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        |   1275699 | PA      | $1101033.03   | 1.03%             | 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        |    529866 | PA      | $474422.65    | 0.44%             | 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        |    393694 | PA      | $394663.33    | 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        |    184123 | PA      | $187652.89    | 0.18%             | 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        |    397380 | PA      | $397950.14    | 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        |    201548 | PA      | $201816.93    | 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        |    280480 | PA      | $288720.49    | 0.27%             | 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        |    240497 | PA      | $250356.24    | 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        |      4368 | PA      | $4281.81      | 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        |     42648 | PA      | $42926.53     | 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        |     20581 | PA      | $19653.97     | 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        |     48030 | PA      | $45872.37     | 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        |     62381 | PA      | $59083.96     | 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        |    108680 | PA      | $100585.18    | 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        |    104590 | PA      | $96788.70     | 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        |     83747 | PA      | $79619.06     | 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        |     26457 | PA      | $25618.44     | 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        |     99496 | PA      | $93797.38     | 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        |    107640 | PA      | $101235.92    | 0.09%             | 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        |     48243 | PA      | $47972.16     | 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        |    145734 | PA      | $130732.66    | 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        |    373749 | PA      | $325301.02    | 0.30%             | 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        |    124613 | PA      | $113551.28    | 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        |    236831 | PA      | $219487.18    | 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        |    363726 | PA      | $338178.70    | 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        |    587549 | PA      | $588999.02    | 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        |    787896 | PA      | $687817.93    | 0.64%             | 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        |    149494 | PA      | $141955.36    | 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        |     74069 | PA      | $72736.23     | 0.07%             | 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        |    380571 | PA      | $376486.47    | 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        |    180970 | PA      | $182922.45    | 0.17%             | 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        |    563561 | PA      | $570915.32    | 0.53%             | 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        |    356034 | PA      | $360028.24    | 0.34%             | 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        |      4670 | PA      | $4576.20      | 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        |      1697 | PA      | $1707.44      | 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        |      4989 | PA      | $4881.23      | 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        |     27311 | PA      | $26741.32     | 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        |     48292 | PA      | $47497.69     | 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        |     64991 | PA      | $61972.91     | 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        |     89225 | PA      | $82516.59     | 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        |     80424 | PA      | $78705.30     | 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        |     36993 | PA      | $36533.61     | 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        |     64191 | PA      | $63294.06     | 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        |     35808 | PA      | $34318.76     | 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        |     43153 | PA      | $41135.95     | 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        |     28317 | PA      | $27051.53     | 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        |     37515 | PA      | $34687.61     | 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        |     55866 | PA      | $53433.89     | 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        |     32684 | PA      | $30989.39     | 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        |    104945 | PA      | $101810.92    | 0.10%             | 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        |    153307 | PA      | $151495.01    | 0.14%             | 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        |     52937 | PA      | $54184.05     | 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        |     67209 | PA      | $66262.41     | 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        |     52874 | PA      | $51137.73     | 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        |    390685 | PA      | $355196.50    | 0.33%             | 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        |    238546 | PA      | $202194.14    | 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        |    417178 | PA      | $390748.27    | 0.37%             | 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        |    366404 | PA      | $326587.00    | 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        |    601549 | PA      | $590940.87    | 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        |    932447 | PA      | $889817.37    | 0.83%             | 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        |    204945 | PA      | $195442.61    | 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        |    579260 | PA      | $538574.24    | 0.50%             | 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        |    409716 | PA      | $380938.64    | 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        |    450680 | PA      | $411460.88    | 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        |    661419 | PA      | $576388.21    | 0.54%             | 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        |    239267 | PA      | $228987.94    | 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        |    269227 | PA      | $258062.24    | 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        |    316289 | PA      | $287513.22    | 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        |    182902 | PA      | $175281.41    | 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        |    209771 | PA      | $205771.64    | 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        |    415237 | PA      | $395280.31    | 0.37%             | 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        |    194976 | PA      | $191740.92    | 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        |    155288 | PA      | $147958.84    | 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        |    199394 | PA      | $171418.70    | 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        |    266044 | PA      | $245850.11    | 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        |    219212 | PA      | $215910.47    | 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        |    200524 | PA      | $205452.62    | 0.19%             | 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        |    291216 | PA      | $296089.28    | 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        |     27500 | PA      | $27042.29     | 0.03%             | 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        |      1727 | PA      | $1741.98      | 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        |     33918 | PA      | $33210.35     | 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        |     29770 | PA      | $29945.24     | 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        |     45255 | PA      | $41840.40     | 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        |     64498 | PA      | $59604.80     | 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        |     74361 | PA      | $73293.09     | 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        |     53364 | PA      | $52924.54     | 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        |     64142 | PA      | $60889.69     | 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        |     25219 | PA      | $24941.19     | 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        |     25005 | PA      | $24759.92     | 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        |     85147 | PA      | $79738.66     | 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        |     80175 | PA      | $74934.80     | 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        |     50394 | PA      | $49812.13     | 0.05%             | 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        |     77005 | PA      | $72171.24     | 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        |    649270 | PA      | $581803.53    | 0.55%             | 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        |    534008 | PA      | $476809.26    | 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        |    200261 | PA      | $190794.39    | 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        |    365453 | PA      | $366580.39    | 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        |    237775 | PA      | $242090.94    | 0.23%             | 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        |    501702 | PA      | $502422.59    | 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        |    253657 | PA      | $254021.63    | 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        |    148744 | PA      | $151597.00    | 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        |    474965 | PA      | $475822.28    | 0.45%             | 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        |    580963 | PA      | $590931.79    | 0.55%             | 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      | $195511.06    | 0.18%             | 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      | $105312.16    | 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      | $96975.24     | 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      | $235355.72    | 0.22%             | 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        |    112629 | PA      | $100959.70    | 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        |     25829 | PA      | $24104.67     | 0.02%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP/GLP Financing II, Inc.                                       | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |    200000 | PA      | $180951.78    | 0.17%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                    | CUSIP: 3620A7ZM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1370 | PA      | $1370.61      | 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        |      3248 | PA      | $3151.63      | 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        |    140324 | PA      | $117986.84    | 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      | $258211.86    | 0.24%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                          | Goldman Sachs BDC, Inc.                                                     | CUSIP: 38147UAD9<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199877.63    | 0.19%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association REMICS                             | CUSIP: 38381LTG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    241119 | PA      | $239630.95    | 0.22%             | 2065-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                              | Healthpeak OP LLC                                                           | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    150000 | PA      | $149270.39    | 0.14%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP, Inc.                                                                    | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225420.26    | 0.21%             | 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      | $317800.59    | 0.30%             | 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        |      4000 | NS      | $727920.00    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                             | Home Depot, Inc.                                                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      4100 | NS      | $1410810.00   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                    | Honeywell International, Inc.                                               | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      8150 | NS      | $1589983.50   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                     | Humana, Inc.                                                                | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155082.71    | 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      | $260099.12    | 0.24%             | 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        |      5200 | NS      | $1280760.00   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERSTATE POWER & LIGHT                       | Interstate Power & Light Co.                                                | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    225000 | PA      | $160403.11    | 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        |    396473 | PA      | $331829.00    | 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        |    187256 | PA      | $157192.48    | 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        |      4100 | NS      | $1321102.00   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co.                                                        | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259104.71    | 0.24%             | 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        |     94653 | PA      | $83835.83     | 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        |    473966 | PA      | $428519.97    | 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        |    115221 | PA      | $116218.51    | 0.11%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     10550 | NS      | $2183322.50   | 2.05%             |  |  |  | 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      | $175771.73    | 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      | $145240.09    | 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      | $338387.44    | 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      | $64442.55     | 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      | $69289.14     | 0.06%             | 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        |      5000 | NS      | $1205800.00   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos., Inc.                                                           | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $95077.75     | 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        |    400000 | PA      | $370472.02    | 0.35%             | 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      | $173990.23    | 0.16%             | 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      | $102782.96    | 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      | $99612.82     | 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        |      4200 | NS      | $779184.00    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp.                                                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      3625 | NS      | $1107908.75   | 1.04%             |  |  |  | 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      | $260676.36    | 0.24%             | 2031-02-22      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      9731 | NS      | $1727544.43   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                              | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259868.83    | 0.24%             | 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        |     22700 | NS      | $1822356.00   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                       | NIKE, Inc.                                                                  | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     10440 | NS      | $665132.40    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd.                                                                | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $249562.40    | 0.23%             | 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      | $180789.43    | 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      | $210061.18    | 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      | $164489.88    | 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      | $163056.09    | 0.15%             | 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      | $282906.74    | 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        |    283492 | PA      | $254555.42    | 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      | $209459.00    | 0.20%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings, Inc.                                                       | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101754.26    | 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        |      6400 | NS      | $918528.00    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INVESTMENT ENTER                        | Pfizer Investment Enterprises Pte. Ltd.                                     | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $189375.27    | 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      | $97975.52     | 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        |      7775 | NS      | $1114235.25   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM, Inc.                                                              | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      6650 | NS      | $1137482.50   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services, Inc.                                                       | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280789.22    | 0.26%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                         | CUSIP: 74939KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272468 | PA      | $244291.49    | 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      | $205365.11    | 0.19%             | 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        |      2300 | NS      | $894861.00    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                        | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $182409.64    | 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      | $181299.51    | 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        |    165128 | PA      | $150173.66    | 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        |    250000 | PA      | $251518.24    | 0.24%             | 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      | $270992.49    | 0.25%             | 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      | $117919.26    | 0.11%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                     | FIXED INC CLEARING CORP.REPO                                                | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1242771 | PA      | $1242770.79   | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                         | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99645.79     | 0.09%             | 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      | $137039.06    | 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        |      7400 | NS      | $1283826.00   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                    | Textron, Inc.                                                               | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226573.21    | 0.21%             | 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      | $249514.99    | 0.23%             | 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        |    171343 | PA      | $172272.89    | 0.16%             | 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        |    399439 | PA      | $400672.66    | 0.38%             | 2064-10-27      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                              | Tractor Supply Co.                                                          | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103411.09    | 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      | $203776.79    | 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      | $319228.46    | 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      | $200700.98    | 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        |      6200 | NS      | $1434184.00   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                     | U.S. Bancorp                                                                | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226653.17    | 0.21%             | 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      | $129460.80    | 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      | $487187.50    | 0.46%             | 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      | $225312.50    | 0.21%             | 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      | $771914.06    | 0.72%             | 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      | $614750.00    | 0.58%             | 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      | $563203.13    | 0.53%             | 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      | $410320.32    | 0.38%             | 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      | $663925.79    | 0.62%             | 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      | $701984.77    | 0.66%             | 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      | $904140.62    | 0.85%             | 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      | $1458515.63   | 1.37%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                         | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $252861.33    | 0.24%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                         | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1008359.38   | 0.94%             | 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      | $1010429.69   | 0.95%             | 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      | $475966.80    | 0.45%             | 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      | $822625.00    | 0.77%             | 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      | $498437.50    | 0.47%             | 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        |   1000000 | PA      | $1021914.06   | 0.96%             | 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      | $507988.28    | 0.48%             | 2027-06-15      | Fixed         | 4.63%                 | 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      | $35034.37     | 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      | $275282.65    | 0.26%             | 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      | $73711.18     | 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      | $251699.77    | 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      | $247000.34    | 0.23%             | 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      | $222138.64    | 0.21%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                   | Vontier Corp.                                                               | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198722.42    | 0.19%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                            | Vulcan Materials Co.                                                        | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    275000 | PA      | $266389.22    | 0.25%             | 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      | $124347.73    | 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      | $257004.41    | 0.24%             | 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      | $258969.22    | 0.24%             | 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      | $128731.24    | 0.12%             | 2030-01-23      | Fixed         | 5.20%                 | 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        |    173076 | PA      | $145289.22    | 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      | $183085.31    | 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        |     10350 | NS      | $10350.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                  | Medtronic PLC                                                               | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     14950 | NS      | $1436097.00   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                            | TE Connectivity PLC                                                         | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      6050 | NS      | $1376435.50   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-29

**Name of Applicant:** TRANSAMERICA SERIES TRUST

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer