# EDGAR Filing Document

**Accession Number:** 0000892538
**File Stem:** 0001752724-23-070729
**Filing Date:** 2023-3
**Character Count:** 151578
**Document Hash:** 90d47243bc82f5748f343604b3d40e02
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070729.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-070729

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SUNAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000892538
- **IRS NUMBER:** 137002445
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07238
- **FILM NUMBER:** 23772263

**BUSINESS ADDRESS:**
- **STREET 1:** 21650 OXNARD STREET, 10TH FLOOR
- **CITY:** WOODLAND HILLS
- **STATE:** CA
- **ZIP:** 91367
- **BUSINESS PHONE:** 201-324-6378

**MAIL ADDRESS:**
- **STREET 1:** HARBORSIDE 5
- **STREET 2:** 185 HUDSON STREET, SUITE 3300
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07311

## Series and Classes Contracts Data

### SA Fixed Income Index Portfolio (Series ID: S000056256)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000177069 | Class 1      |  |
| C000177070 | 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:** 21650 Oxnard Street, 10th Floor

  - **City:** Woodland Hills

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 91367

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

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

- **a. Name of Series:** SA Fixed Income Index Portfolio

- **b. EDGAR series identifier (if any):** S000056256

- **c. LEI of Series:** 5493007IX45QAU60EP05

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

- **a. Date of fiscal year-end:** 2023-01-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $541625761.22

**Total Liabilities:** $300052.58

**Net Assets:** $541325708.64

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -280.84000000 | **1-Year:** -10035.01000000 | **5-Year:** -36774.36000000 | **10-Year:** -54866.40000000 | **30-Year:** -34502.40000000

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

- **3-Month:** -9.00000000 | **1-Year:** -898.26000000 | **5-Year:** -1168.00000000 | **10-Year:** -2074.33000000 | **30-Year:** -889.32000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000177069 | 3.48%                | -0.86%               | 3.26%                |
| Class ID C000177070 | 3.46%                | -0.87%               | 3.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $16153170.89                               |
| Month 2  | $-136608.46              | $-5402483.40                               |
| Month 3  | $0.00                    | $15946213.45                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1380527.34   | 0.26%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                  | Valero Energy Corp                                                              | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $232453.07    | 0.04%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1303007.82   | 0.24%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2233000 | PA      | $2082970.31   | 0.38%             | 2026-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                            | eBay Inc                                                                        | CUSIP: 278642AL7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1051230.05   | 0.19%             | 2024-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1892890.62   | 0.35%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $2938085.95   | 0.54%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1027000 | PA      | $884222.93    | 0.16%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1792578.12   | 0.33%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2700000 | PA      | $2556878.91   | 0.47%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1680000.00   | 0.31%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                  | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $987305.04    | 0.18%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                 | JPMorgan Chase & Co                                                             | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1149362.94   | 0.21%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                               | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1639072.46   | 0.30%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                          | Cigna Corp                                                                      | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    800000 | PA      | $761267.65    | 0.14%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2912170.02   | 0.54%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1795078.12   | 0.33%             | 2026-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1457031.24   | 0.27%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CBM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1907187.50   | 0.35%             | 2024-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2015000 | PA      | $2280413.28   | 0.42%             | 2040-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                            | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1336993.16   | 0.25%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1767343.76   | 0.33%             | 2027-03-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                              | Marriott International Inc/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1702242.40   | 0.31%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Aegon NV                                            | Aegon NV                                                                        | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $476534.49    | 0.09%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3399101.58   | 0.63%             | 2024-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Target Corp                                         | Target Corp                                                                     | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    840000 | PA      | $976767.44    | 0.18%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                          | Federal National Mortgage Association                                           | CUSIP: 3135G06G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1818975.82   | 0.34%             | 2025-11-07      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $945742.19    | 0.17%             | 2024-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1503359.38   | 0.28%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1780234.38   | 0.33%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                            | AT&T Inc                                                                        | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $921738.02    | 0.17%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2256718.76   | 0.42%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1372812.50   | 0.25%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1744921.88   | 0.32%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                          | Cigna Corp                                                                      | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991703.21    | 0.18%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1824919.50   | 0.34%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                            | International Business Machines Corp                                            | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $884432.22    | 0.16%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                          | Federal National Mortgage Association                                           | CUSIP: 3135G03U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1848934.90   | 0.34%             | 2025-04-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                   | Cisco Systems Inc                                                               | CUSIP: 17275RBH4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492597.39    | 0.09%             | 2023-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    744000 | PA      | $640508.44    | 0.12%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                      | Amazon.com Inc                                                                  | CUSIP: 023135AZ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2921444.01   | 0.54%             | 2024-08-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1819453.12   | 0.34%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $909609.38    | 0.17%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828ZW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1830781.24   | 0.34%             | 2025-06-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                            | Devon Energy Corp                                                               | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $236336.99    | 0.04%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1903984.38   | 0.35%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                         | Walmart Inc                                                                     | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    939000 | PA      | $1062470.84   | 0.20%             | 2041-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                            | Capital One Financial Corp                                                      | CUSIP: 14040HBG9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485151.65    | 0.09%             | 2025-02-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                         | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAEX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1819796.08   | 0.34%             | 2025-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1428359.38   | 0.26%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $763554.69    | 0.14%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                     | Weyerhaeuser Co                                                                 | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |   2000000 | PA      | $1887193.56   | 0.35%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1803437.50   | 0.33%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $839101.56    | 0.16%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                 | Dollar General Corp                                                             | CUSIP: 256677AD7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1135481.14   | 0.21%             | 2025-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1713593.76   | 0.32%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1883671.88   | 0.35%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2181000 | PA      | $2017595.38   | 0.37%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1344800.42   | 0.25%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1932500.00   | 0.36%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                              | Williams Cos Inc/The                                                            | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990901.59    | 0.18%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                  | Raytheon Technologies Corp                                                      | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1046761.01   | 0.19%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828YE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1903203.12   | 0.35%             | 2024-08-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                            | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAB8<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $981250.00    | 0.18%             | 2027-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                         | MetLife Inc                                                                     | CUSIP: 59156RBH0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1329960.36   | 0.25%             | 2024-04-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1928593.76   | 0.36%             | 2023-12-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2330078.13   | 0.43%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1803984.38   | 0.33%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                    | Campbell Soup Co                                                                | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572375.90    | 0.11%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1377890.62   | 0.25%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1747734.38   | 0.32%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                               | Costco Wholesale Corp                                                           | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1694936.40   | 0.31%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                     | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    872000 | PA      | $839466.49    | 0.16%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                         | PNC Bank NA                                                                     | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967113.08    | 0.18%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                            | International Business Machines Corp                                            | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1879697.78   | 0.35%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| iShares 3-7 Year Treasury Bond ETF                  | iShares 3-7 Year Treasury Bond ETF                                              | CUSIP: 464288661<br>LEI: 549300BUGBHWMFPSNL42 | Long             | EC               | RF                | US        |     33000 | NS      | $3870900.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| GE CAPITAL INTL FUNDING                             | GE Capital International Funding Co Unlimited Co                                | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $972526.63    | 0.18%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    535000 | PA      | $523526.76    | 0.10%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                      | Amazon.com Inc                                                                  | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $915835.68    | 0.17%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                   | State Street Corp                                                               | CUSIP: 857477AT0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    844000 | PA      | $827064.08    | 0.15%             | 2025-08-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                              | Federal Home Loan Banks                                                         | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $2322065.38   | 0.43%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1741640.62   | 0.32%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1807109.38   | 0.33%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                             | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    915000 | PA      | $962721.06    | 0.18%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828YV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1902812.50   | 0.35%             | 2024-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                             | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAE2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1264000 | PA      | $1233777.12   | 0.23%             | 2025-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                               | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028113.03   | 0.19%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                      | Mastercard Inc                                                                  | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1865896.70   | 0.34%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                           | Aptiv PLC                                                                       | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   2000000 | PA      | $1296571.44   | 0.24%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                             | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAQ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1002893.12   | 0.19%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                       | Citigroup Inc                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $704933.40    | 0.13%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                            | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1608788.31   | 0.30%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $870117.19    | 0.16%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1730781.24   | 0.32%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1769843.76   | 0.33%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $928085.94    | 0.17%             | 2026-09-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2185078.12   | 0.40%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1813984.38   | 0.34%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                              | Valero Energy Partners LP                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991847.42    | 0.18%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1865342.86   | 0.34%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1812500.00   | 0.33%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                            | Northern States Power Co/MN                                                     | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $728313.26    | 0.13%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1801875.00   | 0.33%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                             | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $547621.74    | 0.10%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                             | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991060.57    | 0.18%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1751000 | PA      | $2010572.07   | 0.37%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2406250.00   | 0.44%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                          | Pfizer Inc                                                                      | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    844000 | PA      | $802378.71    | 0.15%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                  | PPG Industries Inc                                                              | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1950680.02   | 0.36%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1037000 | PA      | $911871.37    | 0.17%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                              | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1692773.38   | 0.31%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                               | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $829516.40    | 0.15%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                        | Enbridge Inc                                                                    | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1352239.95   | 0.25%             | 2029-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                | Bank of America Corp                                                            | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    963000 | PA      | $891246.09    | 0.16%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1875625.00   | 0.35%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128284Z0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $969648.44    | 0.18%             | 2025-08-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $968000.00    | 0.18%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                             | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976081.39    | 0.18%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                         | Cummins Inc                                                                     | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    605000 | PA      | $612509.91    | 0.11%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1548671.88   | 0.29%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                             | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945863.97    | 0.17%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828WJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1220000 | PA      | $1187641.40   | 0.22%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1628359.38   | 0.30%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                            | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215599.16    | 0.04%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                          | US Bancorp                                                                      | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $954701.06    | 0.18%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128283J7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1924296.88   | 0.36%             | 2024-11-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                             | Procter & Gamble Co/The                                                         | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1627644.50   | 0.30%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1012494.14   | 0.19%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1778750.00   | 0.33%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                         | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1673811.84   | 0.31%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                   | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995101.92    | 0.18%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1657687.46   | 0.31%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Partners LP                             | Phillips 66 Partners LP                                                         | CUSIP: 718549AB4<br>LEI: 549300TL5L4IG0H4FX64 | Long             | DBT              | CORP              | US        |   2101000 | PA      | $2034202.51   | 0.38%             | 2025-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828D56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1221000 | PA      | $1183129.93   | 0.22%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF | iShares iBoxx $ Investment Grade Corporate Bond ETF                             | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |     73800 | NS      | $8182206.00   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORP                                     | McDonald's Corp                                                                 | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1934190.92   | 0.36%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1905156.24   | 0.35%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                            | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    539000 | PA      | $522262.99    | 0.10%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2820000 | PA      | $2700590.63   | 0.50%             | 2025-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1817187.50   | 0.34%             | 2025-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                            | Enterprise Products Operating LLC                                               | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1043525.38   | 0.19%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2950800.79   | 0.55%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Allergan Funding SCS                                | Allergan Funding SCS                                                            | CUSIP: 00507UAF8<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $241743.53    | 0.04%             | 2024-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1683671.88   | 0.31%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1332000 | PA      | $1275546.10   | 0.24%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                         | Oracle Corp                                                                     | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984024.58    | 0.18%             | 2023-09-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3598750.00   | 0.66%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1755625.00   | 0.32%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| iShares 1-3 Year Treasury Bond ETF                  | iShares 1-3 Year Treasury Bond ETF                                              | CUSIP: 464287457<br>LEI: 549300W0WX9TL4G6HM56 | Long             | EC               | RF                | US        |     44300 | NS      | $3623740.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1925393.28   | 0.36%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1723359.38   | 0.32%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1928046.88   | 0.36%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                 | Gilead Sciences Inc                                                             | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1084069.37   | 0.20%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1763203.12   | 0.33%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                      | S&P Global Inc                                                                  | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1859961.58   | 0.34%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1877109.38   | 0.35%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                            | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1121207.56   | 0.21%             | 2025-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2923359.36   | 0.54%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1136484.38   | 0.21%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                              | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1519262.18   | 0.28%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128285Z9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1369539.07   | 0.25%             | 2024-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1943003.40   | 0.36%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828YH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1908671.88   | 0.35%             | 2024-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1595312.50   | 0.29%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                            | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1678638.76   | 0.31%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                            | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $830969.47    | 0.15%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                          | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3391324.28   | 0.63%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1886406.24   | 0.35%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                            | Ameriprise Financial Inc                                                        | CUSIP: 03076CAG1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1155896.21   | 0.21%             | 2024-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $921093.75    | 0.17%             | 2025-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CBV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1900859.38   | 0.35%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                               | Canadian National Railway Co                                                    | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $680200.40    | 0.13%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co                                                                | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1116686.10   | 0.21%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                          | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $931356.23    | 0.17%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co                                                                | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1942864.74   | 0.36%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1924687.50   | 0.36%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                              | NBCUniversal Media LLC                                                          | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $936203.45    | 0.17%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                        | Chevron Corp                                                                    | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3193000 | PA      | $3067613.70   | 0.57%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128283D0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2894765.64   | 0.53%             | 2024-10-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                   | Kinder Morgan Inc                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1480836.10   | 0.27%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1732968.76   | 0.32%             | 2027-12-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                             | Exxon Mobil Corp                                                                | CUSIP: 30231GAR3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999295.41    | 0.18%             | 2023-03-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                 | Moody's Corp                                                                    | CUSIP: 615369AC9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1028427.82   | 0.19%             | 2024-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                            | CSX Corp                                                                        | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2924011.02   | 0.54%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1427871.09   | 0.26%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                             | Duke Energy Florida LLC                                                         | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $912115.17    | 0.17%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1824375.00   | 0.34%             | 2025-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| iShares 7-10 Year Treasury Bond ETF                 | iShares 7-10 Year Treasury Bond ETF                                             | CUSIP: 464287440<br>LEI: 549300XS1PPZG92M8L16 | Long             | EC               | RF                | US        |      9900 | NS      | $982179.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares 10-20 Year Treasury Bond ETF                | iShares 10-20 Year Treasury Bond ETF                                            | CUSIP: 464288653<br>LEI: 549300MH5J7BUV0VS287 | Long             | EC               | RF                | US        |      1400 | NS      | $160846.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1919765.62   | 0.35%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                       | Medtronic Inc                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    701000 | PA      | $704690.62    | 0.13%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                               | Novartis Capital Corp                                                           | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $788688.18    | 0.15%             | 2024-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1810468.76   | 0.33%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983745.25    | 0.18%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1770625.00   | 0.33%             | 2028-02-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1685000 | PA      | $1677299.03   | 0.31%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                          | Federal National Mortgage Association                                           | CUSIP: 3135G04Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1837562.52   | 0.34%             | 2025-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HollyFrontier Corp                                  | HollyFrontier Corp                                                              | CUSIP: 436106AA6<br>LEI: 549300J3U2WK73C9ZK26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250471.12    | 0.05%             | 2026-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1804531.24   | 0.33%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                             | MPLX LP                                                                         | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1969305.92   | 0.36%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1878046.88   | 0.35%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EVERNORTH HEALTH INC                                | Evernorth Health Inc                                                            | CUSIP: 30219GAM0<br>LEI: 5493003UA6VMND084504 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1116816.62   | 0.21%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1418046.88   | 0.26%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                              | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HDA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    928000 | PA      | $899816.84    | 0.17%             | 2025-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                            | Enterprise Products Operating LLC                                               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977782.70    | 0.18%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1728515.62   | 0.32%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1811562.50   | 0.33%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                             | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    859000 | PA      | $768549.86    | 0.14%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                          | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2789503.95   | 0.52%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $887006.71    | 0.16%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                             | Procter & Gamble Co/The                                                         | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1725870.26   | 0.32%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                            | EnLink Midstream Partners LP                                                    | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1939147.20   | 0.36%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                             | Shell International Finance BV                                                  | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $941874.15    | 0.17%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                            | AT&T Inc                                                                        | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    864000 | PA      | $911666.05    | 0.17%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2000859.36   | 0.37%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                          | FedEx Corp                                                                      | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1370120.90   | 0.25%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828G38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1352000 | PA      | $1304468.75   | 0.24%             | 2024-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $2048437.50   | 0.38%             | 2029-08-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                   | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $987604.42    | 0.18%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828K74<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3217000 | PA      | $3062935.88   | 0.57%             | 2025-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1319238.29   | 0.24%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1750468.76   | 0.32%             | 2028-08-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1878906.24   | 0.35%             | 2024-10-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1810156.24   | 0.33%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                          | Hasbro Inc                                                                      | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1828162.84   | 0.34%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                        | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998033.12   | 0.37%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2861132.82   | 0.53%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                        | Comcast Corp                                                                    | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2965748.79   | 0.55%             | 2024-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                              | Verizon Communications Inc                                                      | CUSIP: 92343VEN0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2434558.30   | 0.45%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                             | Shell International Finance BV                                                  | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1165718.27   | 0.22%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1773046.88   | 0.33%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128283Z1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1944062.50   | 0.36%             | 2025-02-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1502656.24   | 0.28%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1884140.62   | 0.35%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1464921.88   | 0.27%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| iShares 20+ Year Treasury Bond ETF                  | iShares 20+ Year Treasury Bond ETF                                              | CUSIP: 464287432<br>LEI: 549300WWURKS1JGBZU59 | Long             | EC               | RF                | US        |     14200 | NS      | $1521814.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971004.12    | 0.18%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1567000 | PA      | $1529232.86   | 0.28%             | 2044-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                       | Allstate Corp/The                                                               | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492725.00    | 0.09%             | 2053-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                             | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2018998.26   | 0.37%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                    | Paramount Global                                                                | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1391980.26   | 0.26%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                              | Federal Home Loan Banks                                                         | CUSIP: 3130AMRY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1969955.74   | 0.36%             | 2023-06-02      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Allergan Funding SCS                                | Allergan Funding SCS                                                            | CUSIP: 00507UAT8<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $895823.81    | 0.17%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                            | AT&T Inc                                                                        | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    710000 | PA      | $788103.20    | 0.15%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1097656.25   | 0.20%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1519843.76   | 0.28%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1327031.24   | 0.25%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                             | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    300000 | PA      | $338945.16    | 0.06%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2193906.24   | 0.41%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $940000.00    | 0.17%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $803476.56    | 0.15%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995707.38    | 0.18%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2455000 | PA      | $2303959.95   | 0.43%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                 | Elevance Health Inc                                                             | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1706341.72   | 0.32%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                    | Altria Group Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945098.74    | 0.17%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2331328.12   | 0.43%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1326035.16   | 0.24%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1260175.79   | 0.23%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                     | Dollar Tree Inc                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1966190.46   | 0.36%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1070000 | PA      | $994891.02    | 0.18%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1776250.00   | 0.33%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                        | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1827936.62   | 0.34%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128284M9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1947578.12   | 0.36%             | 2025-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1327382.82   | 0.25%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1275000 | PA      | $1124241.21   | 0.21%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1879218.76   | 0.35%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1884765.62   | 0.35%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1351000 | PA      | $1217324.89   | 0.22%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                      | Halliburton Co                                                                  | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    834000 | PA      | $819054.27    | 0.15%             | 2025-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                     | Lloyds Bank PLC                                                                 | CUSIP: 53944VAH2<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |   1101000 | PA      | $1072728.09   | 0.20%             | 2025-05-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128282U3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1921875.00   | 0.36%             | 2024-08-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2629453.14   | 0.49%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                 | American Tower Corp                                                             | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1261000 | PA      | $1260374.81   | 0.23%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828XT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1932890.62   | 0.36%             | 2024-05-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                        | Barclays PLC                                                                    | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $995974.50    | 0.18%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                               | General Dynamics Corp                                                           | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1945609.58   | 0.36%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1736406.24   | 0.32%             | 2027-11-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                      | Lowe's Cos Inc                                                                  | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    700000 | PA      | $588201.06    | 0.11%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2818945.32   | 0.52%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828Y87<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1920859.38   | 0.35%             | 2024-07-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                              | Verizon Communications Inc                                                      | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1821410.36   | 0.34%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                               | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034321.40   | 0.19%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2742000 | PA      | $2623001.48   | 0.48%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                         | Oracle Corp                                                                     | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2809042.17   | 0.52%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                       | CME Group Inc                                                                   | CUSIP: 12572QAG0<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    680000 | PA      | $662004.03    | 0.12%             | 2025-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1428000 | PA      | $1295463.75   | 0.24%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128286S4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $956835.94    | 0.18%             | 2026-04-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2425156.24   | 0.45%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                         | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1826519.96   | 0.34%             | 2025-07-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                             | Schlumberger Investment SA                                                      | CUSIP: 806854AH8<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |   2500000 | PA      | $2471221.75   | 0.46%             | 2023-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1904687.50   | 0.35%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                               | Vale Overseas Ltd                                                               | CUSIP: 91911TAP8<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1560675.00   | 0.29%             | 2026-08-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                               | Tennessee Valley Authority                                                      | CUSIP: 880591EB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $1053184.50   | 0.19%             | 2048-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                      | Halliburton Co                                                                  | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $599326.13    | 0.11%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $948515.62    | 0.18%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                       | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1918562.56   | 0.35%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    652000 | PA      | $523662.97    | 0.10%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128283V0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1935312.50   | 0.36%             | 2025-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2892695.33   | 0.53%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2223125.00   | 0.41%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                     | DTE Electric Co                                                                 | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1053535.63   | 0.19%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1754921.88   | 0.32%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2436040.33   | 0.45%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1089000 | PA      | $948280.78    | 0.18%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kerr-McGee Corp                                     | Kerr-McGee Corp                                                                 | CUSIP: 492386AT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $214018.00    | 0.04%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1917529.90   | 0.35%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                          | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   6798604 | PA      | $6798603.89   | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                     | Tyson Foods Inc                                                                 | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1537247.53   | 0.28%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1636015.62   | 0.30%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1761406.24   | 0.33%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                             | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1080208.88   | 0.20%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CBE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1914453.12   | 0.35%             | 2024-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $916328.12    | 0.17%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                | Southern Copper Corp                                                            | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    810000 | PA      | $798259.05    | 0.15%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                   | HSBC Holdings PLC                                                               | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    793000 | PA      | $868800.34    | 0.16%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Historic TW Inc                                     | Historic TW Inc                                                                 | CUSIP: 887315AM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2500000.00   | 0.46%             | 2023-02-01      | Fixed         | 9.15%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                   | Johnson & Johnson                                                               | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $986021.56    | 0.18%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828XX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2895234.36   | 0.53%             | 2024-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                      | Home Depot Inc/The                                                              | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2024326.72   | 0.37%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1815000.00   | 0.34%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A3ZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2200000 | PA      | $1695389.59   | 0.31%             | 2029-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1383984.38   | 0.26%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                              | Federal Home Loan Banks                                                         | CUSIP: 3130A2UW4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $974122.45    | 0.18%             | 2024-09-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2186000 | PA      | $2046386.32   | 0.38%             | 2026-02-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                 | Abbott Laboratories                                                             | CUSIP: 002824BB5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971732.51    | 0.18%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128282Y5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1928437.50   | 0.36%             | 2024-09-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                      | Home Depot Inc/The                                                              | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    786000 | PA      | $639377.90    | 0.12%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1740078.12   | 0.32%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912828ZF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1853125.00   | 0.34%             | 2025-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                              | Marriott International Inc/MD                                                   | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $950344.81    | 0.18%             | 2026-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                             | Becton Dickinson and Co                                                         | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    771000 | PA      | $757211.00    | 0.14%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                      | Microsoft Corp                                                                  | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $939156.80    | 0.17%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1617968.76   | 0.30%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1953256.34   | 0.36%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1538648.44   | 0.28%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                      | Home Depot Inc/The                                                              | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1882615.94   | 0.35%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                    | Crown Castle Inc                                                                | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1180000 | PA      | $1165829.25   | 0.22%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1895546.88   | 0.35%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                 | General Electric Co                                                             | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    778000 | PA      | $840861.39    | 0.16%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1498000 | PA      | $1405896.40   | 0.26%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                               | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $943114.71    | 0.17%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128283P3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $963476.56    | 0.18%             | 2024-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1293593.76   | 0.24%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                | CUSIP: 9128285U0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1961796.88   | 0.36%             | 2023-12-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                              | Federal Home Loan Banks                                                         | CUSIP: 3130AGWK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1432524.45   | 0.26%             | 2024-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-15

**Name of Applicant:** SUNAMERICA SERIES TRUST

**Signature:** Shawn Parry

**Name of Signer:** Shawn Parry

**Title:** Assistant Treasurer