# EDGAR Filing Document

**Accession Number:** 0000892538
**File Stem:** 0001752724-23-070732
**Filing Date:** 2023-3
**Character Count:** 128034
**Document Hash:** 203bdcec5873f3e0117af035591ffe14
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070732.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-070732

**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:** 23772266

**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 Intermediate Index Portfolio (Series ID: S000059206)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000193973 | Class 1      |  |
| C000193974 | 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 Intermediate Index Portfolio

- **b. EDGAR series identifier (if any):** S000059206

- **c. LEI of Series:** 5493003LM62IPNOXE128

**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:** $516960657.96

**Total Liabilities:** $280111.29

**Net Assets:** $516680546.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -441.68000000 | **1-Year:** -13022.27000000 | **5-Year:** -39436.18000000 | **10-Year:** -15873.11000000 | **30-Year:** 0.00000000

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

- **3-Month:** -1.66000000 | **1-Year:** -202.48000000 | **5-Year:** -40.16000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000193973 | 1.93%                | -0.21%               | 1.77%                |
| Class ID C000193974 | 1.91%                | -0.31%               | 1.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-300698.22              | $8752566.15                                |
| Month 2  | $0.00                    | $-2427512.47                               |
| Month 3  | $-436774.42              | $8611656.36                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FEDERAL HOME LOAN BANK                              | Federal Home Loan Banks                             | CUSIP: 3130AFW94<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2942799.87   | 0.57%             | 2024-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2300878.90   | 0.45%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $868671.88    | 0.17%             | 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        |   2400000 | PA      | $2238750.00   | 0.43%             | 2026-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                            | eBay Inc                                            | CUSIP: 278642AL7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1273624.48   | 0.25%             | 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        |   1300000 | PA      | $1230378.90   | 0.24%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1821171.88   | 0.35%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $896289.06    | 0.17%             | 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        |   1800000 | PA      | $1704585.94   | 0.33%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1960937.50   | 0.38%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                         | Workday Inc                                         | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1882343.06   | 0.36%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128284F4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1939531.24   | 0.38%             | 2025-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                    | Altria Group Inc                                    | CUSIP: 02209SAS2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692649.89    | 0.13%             | 2024-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                            | Sumitomo Mitsui Financial Group Inc                 | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $928424.47    | 0.18%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co                                    | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964348.21    | 0.19%             | 2025-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1346308.59   | 0.26%             | 2026-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1881875.00   | 0.36%             | 2032-08-15      | Fixed         | 2.75%                 | 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   | 0.37%             | 2024-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| VF CORP                                             | VF Corp                                             | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1128624.77   | 0.22%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                        | Barclays PLC                                        | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1933243.34   | 0.37%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $883671.88    | 0.17%             | 2027-03-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1926562.50   | 0.37%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                            | Capital One Financial Corp                          | CUSIP: 14040HBT1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1942887.18   | 0.38%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1262523.44   | 0.24%             | 2024-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                          | AbbVie Inc                                          | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $779755.09    | 0.15%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                 | Dominion Energy Inc                                 | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980444.46    | 0.19%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                    | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961877.10    | 0.19%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                              | Credit Suisse AG/New York NY                        | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $954209.10    | 0.18%             | 2024-09-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Federal National Mortgage Association               | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1870993.44   | 0.36%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1891484.38   | 0.37%             | 2024-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                    | Altria Group Inc                                    | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1899413.56   | 0.37%             | 2025-05-06      | Fixed         | 2.35%                 | 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   | 0.34%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                    | Crown Castle Inc                                    | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   2000000 | PA      | $1818027.06   | 0.35%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1128359.38   | 0.22%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1756816.41   | 0.34%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                   | Expedia Group Inc                                   | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1890452.80   | 0.37%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| American Express Co                                 | American Express Co                                 | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1944141.04   | 0.38%             | 2024-10-30      | Fixed         | 3.00%                 | 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   | 0.34%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                  | Raytheon Technologies Corp                          | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2910435.48   | 0.56%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                 | Dow Chemical Co/The                                 | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008035.62   | 0.20%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1916406.24   | 0.37%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                      | Amazon.com Inc                                      | CUSIP: 023135AZ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1168577.60   | 0.23%             | 2024-08-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                      | S&P Global Inc                                      | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1812739.46   | 0.35%             | 2029-03-01      | Fixed         | 2.70%                 | 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   | 0.35%             | 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        |   2000000 | PA      | $1819218.76   | 0.35%             | 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   | 0.35%             | 2025-06-30      | Fixed         | 0.25%                 | 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   | 0.37%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128286G0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1950703.12   | 0.38%             | 2024-02-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                         | Federal Home Loan Mortgage Corp                     | CUSIP: 3137EAEX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2274745.10   | 0.44%             | 2025-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $925898.44    | 0.18%             | 2026-11-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                      | Salesforce Inc                                      | CUSIP: 79466LAG9<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1888073.14   | 0.37%             | 2024-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128286X3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $948242.19    | 0.18%             | 2026-05-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828XZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1941875.00   | 0.38%             | 2025-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2936855.46   | 0.57%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2104062.50   | 0.41%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1948203.12   | 0.38%             | 2024-04-30      | Fixed         | 2.50%                 | 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   | 0.36%             | 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        |   1500000 | PA      | $1387617.18   | 0.27%             | 2026-08-15      | Fixed         | 1.50%                 | 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   | 0.37%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828W48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1166859.37   | 0.23%             | 2024-02-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828YE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1427402.34   | 0.28%             | 2024-08-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $952578.12    | 0.18%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $932031.25    | 0.18%             | 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   | 0.35%             | 2026-09-30      | Fixed         | 0.88%                 | 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   | 0.34%             | 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   | 0.33%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1020703.12   | 0.20%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                        | Alphabet Inc                                        | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1209728.70   | 0.23%             | 2026-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                         | Oracle Corp                                         | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979906.04    | 0.19%             | 2024-07-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912810EW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1060468.75   | 0.21%             | 2026-02-15      | Fixed         | 6.00%                 | 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        |     42200 | NS      | $4950060.00   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIF GAS CO                               | Southern California Gas Co                          | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $876097.88    | 0.17%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co                                    | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1976480.60   | 0.38%             | 2024-06-02      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Allergan Funding SCS                                | Allergan Funding SCS                                | CUSIP: 00507UAS0<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $572646.00    | 0.11%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                              | Pacific Gas and Electric Co                         | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2632062.42   | 0.51%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $911992.19    | 0.18%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                           | Lear Corp                                           | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $953763.66    | 0.18%             | 2027-09-15      | Fixed         | 3.80%                 | 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   | 0.34%             | 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   | 0.35%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EVERNORTH HEALTH INC                                | Evernorth Health Inc                                | CUSIP: 30219GAQ1<br>LEI: 5493003UA6VMND084504 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990077.88    | 0.19%             | 2023-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                  | Valero Energy Corp                                  | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1930289.72   | 0.37%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                 | Northern Trust Corp                                 | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1695882.12   | 0.33%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                 | Abbott Laboratories                                 | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    283000 | PA      | $279357.88    | 0.05%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828YV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $951406.25    | 0.18%             | 2024-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                       | Stellantis NV                                       | CUSIP: 31562QAF4<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   2573000 | PA      | $2567416.59   | 0.50%             | 2023-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                           | Apple Inc                                           | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972450.16    | 0.19%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1740234.38   | 0.34%             | 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        |   1000000 | PA      | $865390.62    | 0.17%             | 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   | 0.34%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                       | Discover Bank                                       | CUSIP: 25466AAR2<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1671569.72   | 0.32%             | 2030-02-06      | Fixed         | 2.70%                 | 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    | 0.18%             | 2026-09-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $906992.19    | 0.18%             | 2026-04-30      | Fixed         | 0.75%                 | 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   | 0.36%             | 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   | 0.35%             | 2025-11-30      | Fixed         | 0.38%                 | 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   | 0.35%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                        | NiSource Inc                                        | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1849690.54   | 0.36%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1925000.00   | 0.37%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828X70<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1258460.94   | 0.24%             | 2024-04-30      | Fixed         | 2.00%                 | 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   | 0.33%             | 2031-03-15      | Fixed         | 2.60%                 | 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   | 0.36%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                              | Mitsubishi UFJ Financial Group Inc                  | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $773749.66    | 0.15%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                      | CUSIP: 61746BDJ2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1298738.32   | 0.25%             | 2023-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128284Z0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1939296.88   | 0.38%             | 2025-08-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                            | Visa Inc                                            | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971039.10    | 0.19%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                     | AstraZeneca PLC                                     | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1641679.96   | 0.32%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1760000.00   | 0.34%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                               | Southwest Airlines Co                               | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3027491.07   | 0.59%             | 2027-06-15      | Fixed         | 5.13%                 | 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    | 0.18%             | 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        |   1500000 | PA      | $1460214.84   | 0.28%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                | Bank of America Corp                                | CUSIP: 06051GFS3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1182213.36   | 0.23%             | 2025-08-01      | Fixed         | 3.88%                 | 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   | 0.32%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                        | QUALCOMM Inc                                        | CUSIP: 747525AF0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    700000 | PA      | $685395.73    | 0.13%             | 2025-05-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                   | Johnson & Johnson                                   | CUSIP: 478160BY9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $954475.56    | 0.18%             | 2026-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128283J7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $962148.44    | 0.19%             | 2024-11-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Federal National Mortgage Association               | CUSIP: 3135G0K36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1897089.38   | 0.37%             | 2026-04-24      | Fixed         | 2.13%                 | 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   | 0.34%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828D56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1259679.69   | 0.24%             | 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        |     53000 | NS      | $5876110.00   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $952578.12    | 0.18%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                   | NatWest Group PLC                                   | CUSIP: 780099CH8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $997763.23    | 0.19%             | 2024-05-28      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                          | 3M Co                                               | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1750027.14   | 0.34%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1244953.13   | 0.24%             | 2025-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                     | CVS Health Corp                                     | CUSIP: 126650CC2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694751.20    | 0.13%             | 2023-12-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                       | DTE Energy Co                                       | CUSIP: 233331AW7<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1920198.70   | 0.37%             | 2024-10-01      | Variable      | 2.53%                 | 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   | 0.35%             | 2025-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                              | GE Capital Funding LLC                              | CUSIP: 36166NAJ2<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1885223.44   | 0.36%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $5480058.61   | 1.06%             | 2031-11-15      | Fixed         | 1.38%                 | 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   | 0.33%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                         | Federal Home Loan Mortgage Corp                     | CUSIP: 3137EAES4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1963686.88   | 0.38%             | 2023-06-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1244902.35   | 0.24%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                             | Shell International Finance BV                      | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1953216.68   | 0.38%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                             | Honeywell International Inc                         | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1882977.02   | 0.36%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1799375.00   | 0.35%             | 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   | 0.34%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                          | Evergy Inc                                          | CUSIP: 30034WAA4<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1915507.26   | 0.37%             | 2024-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                         | PNC Bank NA                                         | CUSIP: 69353REK0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2421455.75   | 0.47%             | 2025-02-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $909101.56    | 0.18%             | 2026-10-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2720039.07   | 0.53%             | 2029-02-28      | Fixed         | 1.88%                 | 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        |     58000 | NS      | $4744400.00   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                            | Federal Farm Credit Banks Funding Corp              | CUSIP: 3133EMH21<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1351409.55   | 0.26%             | 2026-06-15      | Fixed         | 0.90%                 | 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   | 0.33%             | 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   | 0.37%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1469589.84   | 0.28%             | 2024-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                          | Federal National Mortgage Association               | CUSIP: 3135G05X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1822553.74   | 0.35%             | 2025-08-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $938554.69    | 0.18%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1945859.38   | 0.38%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1948906.24   | 0.38%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                          | Federal National Mortgage Association               | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1751788.60   | 0.34%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128285Z9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1076066.41   | 0.21%             | 2024-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828YH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1431503.91   | 0.28%             | 2024-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                              | Roper Technologies Inc                              | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1604381.68   | 0.31%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                             | Connecticut Light and Power Co/The                  | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1921426.54   | 0.37%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $576445.31    | 0.11%             | 2026-02-28      | Fixed         | 2.50%                 | 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   | 0.37%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1381640.63   | 0.27%             | 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   | 0.37%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                 | Gilead Sciences Inc                                 | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    900000 | PA      | $880593.74    | 0.17%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co                                    | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971432.37    | 0.19%             | 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   | 0.37%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128285C0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $975546.88    | 0.19%             | 2025-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128283D0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $964921.88    | 0.19%             | 2024-10-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $866484.38    | 0.17%             | 2027-12-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                       | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1637289.62   | 0.32%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                           | Lear Corp                                           | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1312683.84   | 0.25%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1944921.88   | 0.38%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1903828.12   | 0.37%             | 2025-03-15      | Fixed         | 1.75%                 | 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   | 0.35%             | 2025-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128286Z8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $961835.94    | 0.19%             | 2024-06-30      | Fixed         | 1.75%                 | 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        |     12200 | NS      | $1210362.00   | 0.23%             |  |  |  | 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   | 0.37%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                 | JPMorgan Chase & Co                                 | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984943.86    | 0.19%             | 2024-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                               | Novartis Capital Corp                               | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1183032.28   | 0.23%             | 2024-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                             | John Deere Capital Corp                             | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1409123.88   | 0.27%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $905234.38    | 0.18%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1644375.00   | 0.32%             | 2026-11-15      | Fixed         | 6.50%                 | 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   | 0.34%             | 2028-02-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                          | Federal National Mortgage Association               | CUSIP: 3135G04Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2296953.15   | 0.44%             | 2025-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1862265.62   | 0.36%             | 2027-02-28      | Fixed         | 1.88%                 | 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   | 0.35%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Federal National Mortgage Association               | CUSIP: 3135G0ZR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3500000 | PA      | $3405283.84   | 0.66%             | 2024-09-06      | Fixed         | 2.63%                 | 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   | 0.36%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                        | Barclays PLC                                        | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $972200.82    | 0.19%             | 2025-03-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1956718.76   | 0.38%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828Z52<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1893281.24   | 0.37%             | 2025-01-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                | Keurig Dr Pepper Inc                                | CUSIP: 26138EAW9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985580.56    | 0.19%             | 2023-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $864257.81    | 0.17%             | 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   | 0.35%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                              | UnitedHealth Group Inc                              | CUSIP: 91324PCC4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998078.90    | 0.19%             | 2023-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                  | Vodafone Group PLC                                  | CUSIP: 92857WBK5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2007640.06   | 0.39%             | 2028-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1889921.88   | 0.37%             | 2029-07-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                 | Synchrony Financial                                 | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1978093.38   | 0.38%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                      | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1968194.20   | 0.38%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                         | Walmart Inc                                         | CUSIP: 931142DV2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974673.18    | 0.19%             | 2024-12-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1908203.12   | 0.37%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Federal Home Loan Mortgage Corp                     | CUSIP: 3137EAEN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2976429.48   | 0.58%             | 2023-06-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128286R6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1068160.16   | 0.21%             | 2024-04-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828U57<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1271917.97   | 0.25%             | 2023-11-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828G38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1254296.88   | 0.24%             | 2024-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                             | Broadcom Corp / Broadcom Cayman Finance Ltd         | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1000000 | PA      | $963543.75    | 0.19%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4300000 | PA      | $3829687.50   | 0.74%             | 2029-08-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp                                         | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1824001.64   | 0.35%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1925234.38   | 0.37%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                            | Marsh & McLennan Cos Inc                            | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1690824.10   | 0.33%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828K74<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1237742.19   | 0.24%             | 2025-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                 | Otis Worldwide Corp                                 | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2182090.38   | 0.42%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1324980.47   | 0.26%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3500937.52   | 0.68%             | 2028-08-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                 | Gilead Sciences Inc                                 | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1948181.56   | 0.38%             | 2026-03-01      | Fixed         | 3.65%                 | 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   | 0.36%             | 2024-10-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                        | Newmont Corp                                        | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1668666.12   | 0.32%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $905078.12    | 0.18%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1144453.13   | 0.22%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                         | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1920999.78   | 0.37%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                              | Philip Morris International Inc                     | CUSIP: 718172BE8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991466.01    | 0.19%             | 2023-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                  | Conagra Brands Inc                                  | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989642.94    | 0.19%             | 2024-05-01      | Fixed         | 4.30%                 | 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   | 0.34%             | 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   | 0.38%             | 2025-02-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                   | General Mills Inc                                   | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2906542.86   | 0.56%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                 | Estee Lauder Cos Inc/The                            | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1789971.70   | 0.35%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                       | Sempra Energy                                       | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945051.69    | 0.18%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1224691.40   | 0.24%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128282N9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1255566.40   | 0.24%             | 2024-07-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                            | Air Products and Chemicals Inc                      | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1822171.40   | 0.35%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1965859.38   | 0.38%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828V80<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1951562.50   | 0.38%             | 2024-01-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1931250.00   | 0.37%             | 2026-01-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828ZC7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1880625.00   | 0.36%             | 2025-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                            | Pioneer Natural Resources Co                        | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3281259.84   | 0.64%             | 2030-08-15      | Fixed         | 1.90%                 | 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    | 0.18%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                 | Quanta Services Inc                                 | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1717327.20   | 0.33%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1865546.88   | 0.36%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                             | Bristol-Myers Squibb Co                             | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971528.68    | 0.19%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1220019.53   | 0.24%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                      | Microsoft Corp                                      | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1265090.10   | 0.24%             | 2025-11-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                           | Apple Inc                                           | CUSIP: 037833AS9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989873.71    | 0.19%             | 2024-05-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $836824.22    | 0.16%             | 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   | 0.34%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128284M9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1460683.59   | 0.28%             | 2025-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                      | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969288.03    | 0.19%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1769843.76   | 0.34%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                     | CVS Health Corp                                     | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1966135.46   | 0.38%             | 2028-03-25      | Fixed         | 4.30%                 | 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   | 0.36%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                      | Home Depot Inc/The                                  | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1974204.76   | 0.38%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                           | Kroger Co/The                                       | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1972921.06   | 0.38%             | 2029-01-15      | Fixed         | 4.50%                 | 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   | 0.36%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                             | John Deere Capital Corp                             | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $910750.43    | 0.18%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128282U3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1441406.25   | 0.28%             | 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        |   1000000 | PA      | $876484.38    | 0.17%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828XT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1256378.90   | 0.24%             | 2024-05-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                               | General Dynamics Corp                               | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1945609.58   | 0.38%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1884687.50   | 0.36%             | 2025-01-15      | Fixed         | 1.13%                 | 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   | 0.34%             | 2027-11-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1879296.88   | 0.36%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128285T3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1933593.76   | 0.37%             | 2025-12-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828Y87<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $960429.69    | 0.19%             | 2024-07-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                               | Republic Services Inc                               | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964928.64    | 0.19%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1086367.19   | 0.21%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                              | Verizon Communications Inc                          | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1821410.36   | 0.35%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1243582.03   | 0.24%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                         | Oracle Corp                                         | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $842712.65    | 0.16%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                   | State Street Corp                                   | CUSIP: 857477AL7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2984459.73   | 0.58%             | 2023-05-15      | Fixed         | 3.10%                 | 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    | 0.19%             | 2026-04-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                       | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2178048.90   | 0.42%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                            | Sabine Pass Liquefaction LLC                        | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504458.92    | 0.10%             | 2025-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co                                    | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $949508.06    | 0.18%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                              | Federal Home Loan Banks                             | CUSIP: 3130AJ7E3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1996810.44   | 0.39%             | 2023-02-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                         | Federal Home Loan Mortgage Corp                     | CUSIP: 3137EAEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2283149.95   | 0.44%             | 2025-07-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                              | Diamondback Energy Inc                              | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3491724.08   | 0.68%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1942578.12   | 0.38%             | 2025-05-15      | Fixed         | 2.75%                 | 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   | 0.37%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                         | NVIDIA Corp                                         | CUSIP: 67066GAL8<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1894930.84   | 0.37%             | 2024-06-14      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1233070.31   | 0.24%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128283V0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1451484.38   | 0.28%             | 2025-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                              | Federal Home Loan Banks                             | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1958963.94   | 0.38%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1652968.76   | 0.32%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2193652.35   | 0.42%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                          | FIXED INC CLEARING CORP.REPO                        | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   4262706 | PA      | $4262706.30   | 0.83%             |  |  |  | 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   | 0.32%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $926484.38    | 0.18%             | 2026-10-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                      | Microsoft Corp                                      | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1947330.14   | 0.38%             | 2027-02-06      | Fixed         | 3.30%                 | 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   | 0.37%             | 2024-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                 | JPMorgan Chase & Co                                 | CUSIP: 46625HJJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1295508.12   | 0.25%             | 2023-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128284R8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1947265.62   | 0.38%             | 2025-05-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1832656.24   | 0.35%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828YY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1909921.88   | 0.37%             | 2024-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828XX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1447617.18   | 0.28%             | 2024-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1809140.62   | 0.35%             | 2027-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1361250.00   | 0.26%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1836875.00   | 0.36%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                    | Bank of Montreal                                    | CUSIP: 06367WHH9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $983914.63    | 0.19%             | 2024-02-05      | Fixed         | 3.30%                 | 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    | 0.19%             | 2024-09-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                               | TotalEnergies Capital International SA              | CUSIP: 89153VAL3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $594006.89    | 0.11%             | 2024-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1216972.65   | 0.24%             | 2026-02-15      | Fixed         | 1.63%                 | 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   | 0.37%             | 2024-09-30      | Fixed         | 2.13%                 | 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   | 0.34%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                 | PayPal Holdings Inc                                 | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1886973.94   | 0.37%             | 2026-10-01      | Fixed         | 2.65%                 | 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   | 0.36%             | 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        |    900000 | PA      | $855310.33    | 0.17%             | 2026-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                          | VMware Inc                                          | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1880456.66   | 0.36%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                              | UnitedHealth Group Inc                              | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1953256.34   | 0.38%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                          | FedEx Corp                                          | CUSIP: 31428XBP0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1421231.63   | 0.28%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                           | Apple Inc                                           | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1855063.52   | 0.36%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                  | Honda Motor Co Ltd                                  | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1865672.16   | 0.36%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                            | Air Products and Chemicals Inc                      | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1737529.64   | 0.34%             | 2030-05-15      | Fixed         | 2.05%                 | 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   | 0.37%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                          | Federal National Mortgage Association               | CUSIP: 3135G0W66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2869476.42   | 0.56%             | 2024-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                    | CUSIP: 9128283P3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1926953.12   | 0.37%             | 2024-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                          | Federal National Mortgage Association               | CUSIP: 3135G05G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1960979.42   | 0.38%             | 2023-07-10      | Fixed         | 0.25%                 | 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   | 0.38%             | 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        |   3000000 | PA      | $2865048.90   | 0.55%             | 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