# EDGAR Filing Document

**Accession Number:** 0000892538
**File Stem:** 0001410368-26-033246
**Filing Date:** 2026-3
**Character Count:** 114241
**Document Hash:** a495e1007604ab5987792985375a6122
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-033246.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0001410368-26-033246

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SUNAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000892538

**ORGANIZATION NAME:**
- **EIN:** 137002445
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131
- **LEGAL ENTITY IDENTIFIER:** 549300E40BQMHI2LOX26

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07238
- **FILM NUMBER:** 26804251

**BUSINESS ADDRESS:**
- **STREET 1:** 21650 OXNARD STREET
- **STREET 2:** 10TH FLOOR
- **CITY:** WOODLAND HILLS
- **STATE:** CA
- **BUSINESS PHONE:** 551-235-3560

**MAIL ADDRESS:**
- **STREET 1:** ONE WORLD TRADE CENTER, SUITE J
- **STREET 2:** 49TH FL
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10007

## Series and Classes Contracts Data

### SA JPMorgan Ultra-Short Bond Portfolio (Series ID: S000008075)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021953 | Class 1      |  |
| C000021954 | Class 2      |  |
| C000021955 | Class 3      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-07238

- **c. CIK number of Registrant:** 0000892538

- **d. LEI of Registrant:** 549300YDIAXUNCUXFM44

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

  - **Street Address 1:** 5300 Memorial Drive

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 77007

  - **Telephone number:** 800-445-7862

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

- **a. Name of Series:** SA JPMorgan Ultra-Short Bond Portfolio

- **b. EDGAR series identifier (if any):** S000008075

- **c. LEI of Series:** 549300SR1NU3NOD6MV95

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $344977606.24

**Total Liabilities:** $4437525.92

**Net Assets:** $340540080.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4715.68000000 | **1-Year:** -19196.63000000 | **5-Year:** -5629.63000000 | **10-Year:** -0.31000000 | **30-Year:** 0.00000000

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

- **3-Month:** -8.19000000 | **1-Year:** -49.82000000 | **5-Year:** -6.36000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021953 | 0.41%                | 0.28%                | 0.37%                |
| Class ID C000021954 | 0.33%                | 0.29%                | 0.38%                |
| Class ID C000021955 | 0.35%                | 0.39%                | 0.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $38341.41                | $76387.64                                  |
| Month 2  | $128697.93               | $-37565.32                                 |
| Month 3  | $62850.57                | $-38421.64                                 |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** SecPort Var

### Schedule of Portfolio Investments

| Name                                              | Title                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO BANK NV                                  | ABN AMRO Bank NV                                             | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $2534736.23   | 0.74%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                  | ABN AMRO Bank NV                                             | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $813412.47    | 0.24%             | 2028-12-03      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                  | ABN AMRO Bank NV                                             | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    899000 | PA      | $903088.80    | 0.27%             | 2028-07-07      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                          | ANZ New Zealand Int'l Ltd/London                             | CUSIP: 00182EBV0<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    200000 | PA      | $200198.94    | 0.06%             | 2029-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                          | ANZ New Zealand Int'l Ltd/London                             | CUSIP: 00182EBW8<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    242000 | PA      | $242222.16    | 0.07%             | 2029-01-22      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                     | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1718768.56   | 0.50%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                   | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3116000 | PA      | $3096162.95   | 0.91%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust    | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    976000 | PA      | $965079.12    | 0.28%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust    | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1608000 | PA      | $1634130.53   | 0.48%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                            | Advanced Micro Devices Inc                                   | CUSIP: 007903BH9<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    515000 | PA      | $516528.70    | 0.15%             | 2026-09-24      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                          | Alimentation Couche-Tard Inc                                 | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   1524000 | PA      | $1525748.29   | 0.45%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                       | Ally Auto Receivables Trust 2025-1                           | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3503769.50   | 1.03%             | 2028-07-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                             | Amcor Finance USA Inc                                        | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1355301.97   | 0.40%             | 2026-04-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                          | Amcor Flexibles North America Inc                            | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    337000 | PA      | $341936.82    | 0.10%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                       | Ameren Corp                                                  | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013097.01   | 0.30%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                  | CUSIP: 02665WEK3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    407000 | PA      | $409494.81    | 0.12%             | 2026-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                  | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1904000 | PA      | $1907866.91   | 0.56%             | 2026-12-11      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                  | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    463000 | PA      | $465406.16    | 0.14%             | 2027-07-09      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                          | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    877000 | PA      | $873402.52    | 0.26%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                          | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    863000 | PA      | $856798.28    | 0.25%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                     | Amphenol Corp                                                | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    436000 | PA      | $435842.83    | 0.13%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                        | Apidos CLO XXIII                                             | CUSIP: 03765YBG8<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |   1246405 | PA      | $1248039.89   | 0.37%             | 2033-04-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                        | Apidos CLO XXXI                                              | CUSIP: 03767VAG3<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |    918515 | PA      | $919254.45    | 0.27%             | 2031-04-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                          | Archer-Daniels-Midland Co                                    | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1374860.78   | 0.40%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                            | Arizona Public Service Co                                    | CUSIP: 040555CV4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1729000 | PA      | $1713375.22   | 0.50%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                      | AutoZone Inc                                                 | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1711000 | PA      | $1719143.25   | 0.50%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                   | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    318000 | PA      | $319804.04    | 0.09%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                   | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    242000 | PA      | $241168.40    | 0.07%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                  | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $1100137.20   | 0.32%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                  | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    613000 | PA      | $620589.85    | 0.18%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                             | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328649.76    | 0.10%             | 2026-09-06      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                              | BAT International Finance PLC                                | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    592000 | PA      | $590028.81    | 0.17%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US Capital LLC                                           | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2014000 | PA      | $2015284.39   | 0.59%             | 2026-04-02      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital Credit CLO 2019-2                               | CUSIP: 05682LBA4<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |   1279539 | PA      | $1280528.13   | 0.38%             | 2032-10-17      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                           | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1576859.04   | 0.46%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                           | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $800765.67    | 0.24%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                             | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    998000 | PA      | $1001456.41   | 0.29%             | 2027-09-10      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                             | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1066000 | PA      | $1067748.86   | 0.31%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                             | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279803.09    | 0.08%             | 2030-01-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                            | Banque Federative du Credit Mutuel SA                        | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $1809790.06   | 0.53%             | 2028-10-16      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                 | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    457000 | PA      | $462330.50    | 0.14%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                               | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3300000 | PA      | $3267419.53   | 0.96%             | 2027-06-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                               | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1075000 | PA      | $1087613.79   | 0.32%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                              | Boston Properties LP                                         | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    286000 | PA      | $286000.00    | 0.08%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                             | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |   1691000 | PA      | $1691172.69   | 0.50%             | 2026-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                            | Bunge Ltd Finance Corp                                       | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1545779.69   | 0.45%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group/The                                              | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    411000 | PA      | $409723.79    | 0.12%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                   | CMS Energy Corp                                              | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1733000 | PA      | $1728183.30   | 0.51%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                 | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1015775.57   | 0.30%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                 | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2478000 | PA      | $2504160.80   | 0.74%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                           | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1408000 | PA      | $1412422.46   | 0.41%             | 2027-09-11      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                           | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1724000 | PA      | $1730114.39   | 0.51%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                            | Canadian Pacific Railway Co                                  | CUSIP: 13645RAT1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   2583000 | PA      | $2583000.00   | 0.76%             | 2026-02-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                   | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    655000 | PA      | $643939.96    | 0.19%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                               | Cardinal Health Inc                                          | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    422000 | PA      | $424675.65    | 0.12%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                    | CarVal CLO II Ltd                                            | CUSIP: 14686AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1305668 | PA      | $1306113.09   | 0.38%             | 2032-04-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                          | Caterpillar Financial Services Corp                          | CUSIP: 14913UBA7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    906000 | PA      | $910638.32    | 0.27%             | 2027-07-07      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                            | CenterPoint Energy Inc                                       | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    138000 | PA      | $136804.12    | 0.04%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $1060178.73   | 0.31%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                       | Citibank NA                                                  | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1458000 | PA      | $1468381.24   | 0.43%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                | CNO Global Funding                                           | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    257000 | PA      | $261292.36    | 0.08%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                | CNO Global Funding                                           | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    487000 | PA      | $488499.04    | 0.14%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                | Conagra Brands Inc                                           | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    835000 | PA      | $841124.72    | 0.25%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                          | Constellation Brands Inc                                     | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1201291.27   | 0.35%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                          | Constellation Energy Generation LLC                          | CUSIP: 210385AN0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    247000 | PA      | $247446.58    | 0.07%             | 2028-01-08      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                          | Constellation Energy Generation LLC                          | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    363000 | PA      | $362615.63    | 0.11%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications Inc                                       | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1742040.70   | 0.51%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                           | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    449000 | PA      | $452439.78    | 0.13%             | 2028-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                 | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $500000.00    | 0.15%             | 2027-02-02      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                 | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1368000 | PA      | $1366664.13   | 0.40%             | 2029-12-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co                                                | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1131121.81   | 0.33%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co                                                | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    322000 | PA      | $326067.38    | 0.10%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                   | DTE Electric Co                                              | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251778.88    | 0.07%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                            | Daimler Truck Finance North America LLC                      | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    294000 | PA      | $293962.08    | 0.09%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                         | Danone SA                                                    | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |   2596000 | PA      | $2575714.31   | 0.76%             | 2026-11-02      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                            | Darden Restaurants Inc                                       | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    382000 | PA      | $384068.24    | 0.11%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                      | CUSIP: 24422EYG8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1641476.43   | 0.48%             | 2028-09-11      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                 | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1213000 | PA      | $1195944.49   | 0.35%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                 | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1459000 | PA      | $1438485.58   | 0.42%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Dewolf Park clo, ltd                              | Dewolf Park CLO Ltd                                          | CUSIP: 25211AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    177691 | PA      | $177690.62    | 0.05%             | 2030-10-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 64 CLO Ltd                                            | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    541186 | PA      | $541795.15    | 0.16%             | 2031-04-18      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                             | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1745463.58   | 0.51%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                          | eBay Inc                                                     | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1727453.27   | 0.51%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                          | Element Fleet Management Corp                                | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1132000 | PA      | $1140129.16   | 0.33%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                          | Element Fleet Management Corp                                | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    549000 | PA      | $557781.23    | 0.16%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                               | Emera US Finance LP                                          | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    847000 | PA      | $844658.58    | 0.25%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                           | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    649000 | PA      | $659129.85    | 0.19%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                      | Entergy Corp                                                 | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1719000 | PA      | $1708586.45   | 0.50%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                            | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    118000 | PA      | $119029.65    | 0.03%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                  | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   1144000 | PA      | $1134610.84   | 0.33%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                  | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    592000 | PA      | $587658.64    | 0.17%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                          | Equitable Financial Life Global Funding                      | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1546000 | PA      | $1521479.22   | 0.45%             | 2026-11-12      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                          | Equitable Financial Life Global Funding                      | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    896000 | PA      | $910458.02    | 0.27%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                          | Equitable Financial Life Global Funding                      | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1692031.91   | 0.50%             | 2027-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                | Essex Portfolio LP                                           | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    195000 | PA      | $194731.73    | 0.06%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                            | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1688677.80   | 0.50%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                       | Exelon Corp                                                  | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2222000 | PA      | $2219650.01   | 0.65%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                            | Extra Space Storage LP                                       | CUSIP: 30225VAL1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |   1391000 | PA      | $1387885.69   | 0.41%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                           | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $684235.21    | 0.20%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                           | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    129000 | PA      | $126094.77    | 0.04%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                           | CUSIP: 30321L2L5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    619000 | PA      | $623710.35    | 0.18%             | 2028-09-08      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                           | CUSIP: 30321L2M3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    746000 | PA      | $745768.94    | 0.22%             | 2029-01-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                        | Federal National Mortgage Association                        | CUSIP: 3135G1AE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2195000 | PA      | $2195000.00   | 0.64%             | 2028-02-02      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                        | FedEx Corp                                                   | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1213507.29   | 0.36%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BK PJSC                           | First Abu Dhabi Bank PJSC                                    | CUSIP: 31849MLA7<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | STIV             | CORP              | UA        |   3925000 | PA      | $3812646.48   | 1.12%             | 2026-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                   | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    307000 | PA      | $305922.42    | 0.09%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                      | Ford Credit Auto Owner Trust 2023-C                          | CUSIP: 344940AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2254536 | PA      | $2276442.68   | 0.67%             | 2028-09-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                      | Ford Credit Auto Owner Trust 2022-D                          | CUSIP: 345295AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3462000 | PA      | $3486534.16   | 1.02%             | 2028-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2023-2    | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1548019 | PA      | $1550604.05   | 0.46%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                            | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    432000 | PA      | $442940.79    | 0.13%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                              | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1389850.83   | 0.41%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                         | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1534714.83   | 0.45%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                         | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    570000 | PA      | $566680.89    | 0.17%             | 2026-04-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                         | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    463000 | PA      | $463945.97    | 0.14%             | 2026-10-01      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                          | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1593000 | PA      | $1589581.04   | 0.47%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                  | CUSIP: 38141GD76<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    562000 | PA      | $562012.36    | 0.17%             | 2029-01-21      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                  | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    897000 | PA      | $897652.98    | 0.26%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                      | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    533000 | PA      | $533562.35    | 0.16%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                      | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    177000 | PA      | $177374.86    | 0.05%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                      | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    912000 | PA      | $903279.98    | 0.27%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                      | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    216000 | PA      | $220102.18    | 0.06%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                            | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    575000 | PA      | $574959.19    | 0.17%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                      | HSBC USA Inc                                                 | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    602000 | PA      | $611468.06    | 0.18%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                  | Hewlett Packard Enterprise Co                                | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    545000 | PA      | $546711.30    | 0.16%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                  | Hewlett Packard Enterprise Co                                | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    754000 | PA      | $754569.59    | 0.22%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                      | CUSIP: 44891AAK3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69389.47     | 0.02%             | 2026-09-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                      | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    391000 | PA      | $395752.10    | 0.12%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                      | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3386000 | PA      | $3416563.83   | 1.00%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                  | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    421000 | PA      | $424805.07    | 0.12%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                 | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    365000 | PA      | $365247.55    | 0.11%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                 | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $498163.22    | 0.15%             | 2027-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                 | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    528000 | PA      | $536528.84    | 0.16%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                     | Ingredion Inc                                                | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |   1742000 | PA      | $1732860.67   | 0.51%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                          | Jackson National Life Global Funding                         | CUSIP: 46849CJR3<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2369000 | PA      | $2377433.64   | 0.70%             | 2027-06-09      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                          | Jackson National Life Global Funding                         | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    740000 | PA      | $754723.48    | 0.22%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                          | Jackson National Life Global Funding                         | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    923000 | PA      | $931588.74    | 0.27%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                 | Jamestown CLO XVII Ltd                                       | CUSIP: 47048UAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000186.00   | 0.29%             | 2035-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                | CUSIP: 47233WKS7<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305881.95    | 0.09%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                            | John Deere Owner Trust 2022-C                                | CUSIP: 47800BAC2<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    355020 | PA      | $355739.42    | 0.10%             | 2027-06-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| KKR Static CLO Ltd, KKR Static CLO I              | KKR Static CLO I LTD                                         | CUSIP: 48255QAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    648646 | PA      | $648334.38    | 0.19%             | 2031-07-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                           | KeyCorp                                                      | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1729250.65   | 0.51%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                         | Kroger Co/The                                                | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1738437.20   | 0.51%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                           | Laboratory Corp of America Holdings                          | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1745600.56   | 0.51%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                     | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    486000 | PA      | $493949.65    | 0.15%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                     | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $397130.79    | 0.12%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                               | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2637000 | PA      | $2629696.72   | 0.77%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                          | Manufacturers & Traders Trust Co                             | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    535000 | PA      | $540044.36    | 0.16%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1701000 | PA      | $1696049.53   | 0.50%             | 2026-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    562000 | PA      | $563899.39    | 0.17%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                          | MassMutual Global Funding II                                 | CUSIP: 57629TBY2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1604991.82   | 0.47%             | 2028-08-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                          | MassMutual Global Funding II                                 | CUSIP: 57629TCA3<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    432000 | PA      | $432393.99    | 0.13%             | 2029-01-22      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                          | MassMutual Global Funding II                                 | CUSIP: 57629TCB1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199774.60    | 0.06%             | 2029-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                              | Mercedes-Benz Finance North America LLC                      | CUSIP: 58769JAT4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2653445.92   | 0.78%             | 2026-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                              | Mercedes-Benz Finance North America LLC                      | CUSIP: 58769JBB2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    689000 | PA      | $693960.97    | 0.20%             | 2026-11-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                    | Mercedes-Benz Auto Lease Trust 2024-A                        | CUSIP: 58770JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197072 | PA      | $197237.42    | 0.06%             | 2027-02-16      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                          | Met Tower Global Funding                                     | CUSIP: 58989V2M5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    642000 | PA      | $640989.39    | 0.19%             | 2029-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                           | Metropolitan Life Global Funding I                           | CUSIP: 592179KS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    466000 | PA      | $467140.16    | 0.14%             | 2028-08-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                             | Molson Coors Beverage Co                                     | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1738199.25   | 0.51%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                          | Mondelez International Holdings Netherlands BV               | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   1787000 | PA      | $1755914.76   | 0.52%             | 2026-09-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                            | Morgan Stanley Bank NA                                       | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    452000 | PA      | $457923.87    | 0.13%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                               | CUSIP: 61748UAQ5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    896000 | PA      | $895179.26    | 0.26%             | 2030-01-09      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                               | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    584000 | PA      | $584659.63    | 0.17%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                           | Morgan Stanley Private Bank NA                               | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    779000 | PA      | $779111.93    | 0.23%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                         | Mosaic Co/The                                                | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290915.34    | 0.09%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                        | NBN Co Ltd                                                   | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    552000 | PA      | $552605.83    | 0.16%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                       | CUSIP: 62954HAZ1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   1725000 | PA      | $1724184.92   | 0.51%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                       | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    255000 | PA      | $256165.74    | 0.08%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                             | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    296000 | PA      | $298591.09    | 0.09%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                             | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    402000 | PA      | $407398.17    | 0.12%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                           | National Bank of Canada                                      | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2116000 | PA      | $2117277.11   | 0.62%             | 2027-03-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                           | National Bank of Canada                                      | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    598000 | PA      | $599343.71    | 0.18%             | 2029-01-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp            | CUSIP: 63743HFY3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2258000 | PA      | $2263651.12   | 0.66%             | 2026-11-22      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp            | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1462408.53   | 0.43%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                            | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1205000 | PA      | $1206654.27   | 0.35%             | 2027-03-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                            | CUSIP: 639057AU2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    539000 | PA      | $542581.62    | 0.16%             | 2029-05-23      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                               | NatWest Markets PLC                                          | CUSIP: 63906YAT5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1031000 | PA      | $1033912.55   | 0.30%             | 2028-11-06      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | New York Life Global Funding                                 | CUSIP: 64952WFL2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1364797.33   | 0.40%             | 2027-12-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | New York Life Global Funding                                 | CUSIP: 64952WFS7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    840000 | PA      | $841254.51    | 0.25%             | 2029-02-02      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | New York Life Global Funding                                 | CUSIP: 64953BBL1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    206000 | PA      | $206828.54    | 0.06%             | 2027-04-02      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | New York Life Global Funding                                 | CUSIP: 64953BBU1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   3005000 | PA      | $3008862.66   | 0.88%             | 2027-02-05      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | New York Life Global Funding                                 | CUSIP: 64953BBY3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $2070578.79   | 0.61%             | 2027-06-11      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                          | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    489000 | PA      | $494618.58    | 0.15%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust               | Nissan Auto Receivables 2022-B Owner Trust                   | CUSIP: 65480JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231020 | PA      | $231232.38    | 0.07%             | 2027-05-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                   | Nordea Bank Abp                                              | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3046000 | PA      | $3114673.65   | 0.91%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                          | Northwestern Mutual Global Funding                           | CUSIP: 66815L2Y4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    693000 | PA      | $694712.96    | 0.20%             | 2028-08-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                       | Nutrien Ltd                                                  | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   2676000 | PA      | $2691163.45   | 0.79%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                           | O'Reilly Automotive Inc                                      | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1711000 | PA      | $1732542.28   | 0.51%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OMNICOM GP/OMNICOM CAP                            | Omnicom Group Inc / Omnicom Capital Inc                      | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2546000 | PA      | $2543364.43   | 0.75%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                               | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    672000 | PA      | $677434.50    | 0.20%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                    | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302972.38    | 0.09%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                    | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $1009649.76   | 0.30%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                  | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1718899.16   | 0.50%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                         | Orange SA                                                    | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    426000 | PA      | $426116.95    | 0.13%             | 2029-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                         | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2138924.78   | 0.63%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                | Pacific Life Global Funding II                               | CUSIP: 69448TAC5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    496000 | PA      | $501519.88    | 0.15%             | 2028-05-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                | Pacific Life Global Funding II                               | CUSIP: 6944PL2V0<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   2266000 | PA      | $2275064.00   | 0.67%             | 2026-07-28      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                | Pacific Life Global Funding II                               | CUSIP: 6944PL3K3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1286554.36   | 0.38%             | 2028-07-10      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                | Pacific Life Global Funding II                               | CUSIP: 6944PL3M9<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    338000 | PA      | $338456.08    | 0.10%             | 2031-02-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                    | Palmer Square Loan Funding 2024-3 Ltd                        | CUSIP: 69690EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2016045 | PA      | $2016045.30   | 0.59%             | 2032-08-08      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                    | Palmer Square Loan Funding 2024-1 Ltd                        | CUSIP: 69703NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    429041 | PA      | $429160.71    | 0.13%             | 2032-10-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                    | Palmer Square Loan Funding 2025-1 Ltd                        | CUSIP: 69704CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1471171 | PA      | $1470235.07   | 0.43%             | 2033-02-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                 | Suncor Energy Inc                                            | CUSIP: 71644EAE2<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |   2491000 | PA      | $2525270.01   | 0.74%             | 2026-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                        | Pfizer Inc                                                   | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    546000 | PA      | $547879.93    | 0.16%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                              | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    601000 | PA      | $600285.25    | 0.18%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust       | Porsche Financial Auto Securitization Trust 2023-1           | CUSIP: 73328QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    237757 | PA      | $238538.26    | 0.07%             | 2028-09-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| POSCO                                             | POSCO                                                        | CUSIP: 73730EAG8<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $402979.62    | 0.12%             | 2027-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                          | Principal Life Global Funding II                             | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1254199.73   | 0.37%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                          | Principal Life Global Funding II                             | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    382000 | PA      | $382378.13    | 0.11%             | 2028-08-18      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                             | Quest Diagnostics Inc                                        | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $1644731.33   | 0.48%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                          | Cooperatieve Rabobank UA                                     | CUSIP: 74977SDR0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3394000 | PA      | $3425144.19   | 1.01%             | 2028-08-22      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                          | RTX Corp                                                     | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2563000 | PA      | $2595664.15   | 0.76%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                           | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    399000 | PA      | $397708.82    | 0.12%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                             | Rio Tinto Finance USA PLC                                    | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    199000 | PA      | $200422.18    | 0.06%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                             | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    223000 | PA      | $220105.85    | 0.06%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2024-1 LLC                             | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117503 | PA      | $117996.56    | 0.03%             | 2029-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                      | State Street Institutional U.S. Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  25244842 | NS      | $25244841.52  | 7.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SBNA Auto Lease Trust                             | SBNA Auto Lease Trust 2024-A                                 | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171768 | PA      | $172031.80    | 0.05%             | 2026-11-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                          | SMBC Aviation Capital Finance DAC                            | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   2463000 | PA      | $2425575.28   | 0.71%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                          | Sabine Pass Liquefaction LLC                                 | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    322000 | PA      | $323962.23    | 0.10%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                          | Sabine Pass Liquefaction LLC                                 | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    111000 | PA      | $111120.92    | 0.03%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                         | Sanofi SA                                                    | CUSIP: 801060AE4<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   1006000 | PA      | $1007758.39   | 0.30%             | 2027-11-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                              | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1486496.01   | 0.44%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                              | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    574000 | PA      | $575033.87    | 0.17%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                   | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194014.69    | 0.06%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                      | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2611000 | PA      | $2637546.53   | 0.77%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                          | Shire Acquisitions Investments Ireland DAC                   | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   1719000 | PA      | $1711491.06   | 0.50%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                           | Sierra Pacific Power Co                                      | CUSIP: 826418BM6<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78747.32     | 0.02%             | 2026-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                          | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1075000 | PA      | $1087762.54   | 0.32%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                          | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1025061.56   | 0.30%             | 2029-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                | Sonoco Products Co                                           | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    841000 | PA      | $843140.58    | 0.25%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                              | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $1148799.16   | 0.34%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                           | Southwestern Electric Power Co                               | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1734000 | PA      | $1720255.97   | 0.51%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                           | Spectra Energy Partners LP                                   | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   2581000 | PA      | $2571178.37   | 0.76%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                       | CUSIP: 853254AZ3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2140000 | PA      | $2138608.14   | 0.63%             | 2026-04-12      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                       | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    354000 | PA      | $376013.86    | 0.11%             | 2028-11-16      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                       | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    667000 | PA      | $684425.25    | 0.20%             | 2029-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                          | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    315000 | PA      | $315065.75    | 0.09%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                          | Sumitomo Mitsui Trust Bank Ltd                               | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1520000 | PA      | $1525700.47   | 0.45%             | 2028-09-11      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                       | Swedbank AB                                                  | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1700000 | PA      | $1722387.37   | 0.51%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                    | TD SYNNEX Corp                                               | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    872000 | PA      | $860650.82    | 0.25%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                  | Symphony CLO XX Ltd                                          | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1057365 | PA      | $1060750.61   | 0.31%             | 2032-01-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                             | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1741000 | PA      | $1739815.83   | 0.51%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                          | Take-Two Interactive Software Inc                            | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    625000 | PA      | $625864.09    | 0.18%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                          | Teledyne Technologies Inc                                    | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124497.39    | 0.04%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                    | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    723000 | PA      | $724525.20    | 0.21%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                    | CUSIP: 89115KAK6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1253000 | PA      | $1253556.72   | 0.37%             | 2028-01-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                    | CUSIP: 89115KAL4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1648000 | PA      | $1650252.82   | 0.48%             | 2028-01-13      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                     | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $3036515.77   | 0.89%             | 2026-05-18      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                     | CUSIP: 89236TME2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2212000 | PA      | $2213877.88   | 0.65%             | 2026-05-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                     | CUSIP: 89236TPG4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1116300.09   | 0.33%             | 2028-01-12      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                        | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $1059506.73   | 0.31%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                        | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1732922.03   | 0.51%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust                             | USAA Auto Owner Trust 2025-A                                 | CUSIP: 90327HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2201365.10   | 0.65%             | 2028-03-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                             | US Bank NA/Cincinnati OH                                     | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    696000 | PA      | $702760.15    | 0.21%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                          | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6700000 | PA      | $6740057.36   | 1.98%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                        | VMware LLC                                                   | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    824000 | PA      | $813220.35    | 0.24%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                      | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    390000 | PA      | $395713.23    | 0.12%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                      | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1888000 | PA      | $1910919.26   | 0.56%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                      | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    227000 | PA      | $228912.64    | 0.07%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust               | Volkswagen Auto Loan Enhanced Trust 2023-2                   | CUSIP: 92867YAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2994738 | PA      | $3031589.27   | 0.89%             | 2028-12-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                      | WP Carey Inc                                                 | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |   2583000 | PA      | $2585166.26   | 0.76%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                              | WEC Energy Group Inc                                         | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    514000 | PA      | $518449.72    | 0.15%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                             | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1455317.79   | 0.43%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1528840.52   | 0.45%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                           | Western-Southern Global Funding                              | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    615000 | PA      | $619748.96    | 0.18%             | 2028-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                     | Westlake Corp                                                | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   2616000 | PA      | $2608614.80   | 0.77%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                         | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3221000 | PA      | $3225524.86   | 0.95%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                              | Woodside Finance Ltd                                         | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   2615000 | PA      | $2604287.68   | 0.76%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                         | Xylem Inc/NY                                                 | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1180774.04   | 0.35%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                            | Zimmer Biomet Holdings Inc                                   | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1649512.28   | 0.48%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** SUNAMERICA SERIES TRUST

**Signature:** Shawn Parry

**Name of Signer:** Shawn Parry

**Title:** Assistant Treasurer