# EDGAR Filing Document

**Accession Number:** 0000912577
**File Stem:** 0001193125-26-065613
**Filing Date:** 2026-2
**Character Count:** 279047
**Document Hash:** 2a9f9e0ab2f667b674544a686f6b5a0f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-065613.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0001193125-26-065613

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260224

**DATE AS OF CHANGE**: 20260224

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FEDERATED HERMES INSURANCE SERIES
- **CENTRAL INDEX KEY:** 0000912577

**ORGANIZATION NAME:**
- **EIN:** 256425525
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08042
- **FILM NUMBER:** 26667830

**BUSINESS ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561
- **BUSINESS PHONE:** 8003417400

**MAIL ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FEDERATED INSURANCE SERIES
- **DATE OF NAME CHANGE:** 19960328

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INSURANCE MANAGEMENT SERIES
- **DATE OF NAME CHANGE:** 19930924

## Series and Classes Contracts Data

### Federated Hermes Managed Volatility Fund II (Series ID: S000009746)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000026773 | Primary Shares |  |
| C000199834 | Service Shares |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Federated Hermes Insurance Series

- **b. Investment Company Act file number:** 811-08042

- **c. CIK number of Registrant:** 0000912577

- **d. LEI of Registrant:** 254900PGYAB5I8WZFV72

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

  - **Street Address 1:** Federated Hermes Funds

  - **City:** Warrendale

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 15086-7561

  - **Telephone number:** 8003417400

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

- **a. Name of Series:** Federated Hermes Managed Volatility Fund II

- **b. EDGAR series identifier (if any):** S000009746

- **c. LEI of Series:** BD970B5DUZKP046BJ822

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

- **a. Date of fiscal year-end:** 2025-12-31

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

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $181009960.84

**Total Liabilities:** $3022541.61

**Net Assets:** $177987419.23

**Cash Not Reported:** $6131762.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -53.417075000000 | **1-Year:** -1312.062942000000 | **5-Year:** -4364.101635000000 | **10-Year:** -6038.862865000000 | **30-Year:** -3200.961921000000

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

- **3-Month:** -0.193858000000 | **1-Year:** -1.218353000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026773 | 1.09%                | 1.57%                | 0.39%                |
| Class ID C000199834 | 1.07%                | 1.53%                | 0.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $701612.70               | $625345.32                                 |
| Month 2  | $1376862.62              | $337279.60                                 |
| Month 3  | $255949.68               | $59162.37                                  |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALPHABET INC                                                             | Alphabet Inc                                                                    | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    115000 | PA      | $62726.53     | 0.04%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                       | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       806 | NS      | $218587.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                                             | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        49 | NS      | $166183.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                                    | Bath & Body Works Inc                                                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      6620 | NS      | $132929.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Beta Technologies Inc                                                    | Beta Technologies Inc                                                           | CUSIP: 086921103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $126945.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                                               | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48528.73     | 0.03%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $60869.06     | 0.03%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                 | Builders FirstSource Inc                                                        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       567 | NS      | $58338.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                                                  | Darling Ingredients Inc                                                         | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |       270 | NS      | $9720.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exzeo Group Inc                                                          | TypTap Insurance Group Inc                                                      | CUSIP: 30234F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27000 | NS      | $654750.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                                                     | Generac Holdings Inc                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        33 | NS      | $4500.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134068.90    | 0.08%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91802.77     | 0.05%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                                  | Lululemon Athletica Inc                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       112 | NS      | $23274.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                         | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100703.54    | 0.06%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                   | Marvell Technology Inc                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1958 | NS      | $166390.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288415.36    | 0.16%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                | ONEOK Inc                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68142.82     | 0.04%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                              | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1136 | NS      | $163038.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                 | Piedmont Operating Partnership LP                                               | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     40000 | PA      | $34418.33     | 0.02%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Rubrik Inc                                                               | Rubrik Inc                                                                      | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |      1220 | NS      | $93305.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                                            | TopBuild Corp                                                                   | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |        55 | NS      | $22945.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                                       | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       165 | NS      | $133537.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2720000 | PA      | $2464427.44   | 1.38%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    835000 | PA      | $845830.12    | 0.48%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                   | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39547.58     | 0.02%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                     | VERISK ANALYTICS INC SR UNSECURED 03/29 4.125                                   | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129811.73    | 0.07%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Wealthfront Corp                                                         | Wealthfront Corp                                                                | CUSIP: 947002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33000 | NS      | $448470.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | SPDR S+P 500 ETF TRUST                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       400 | NC      | $31400.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                                   | Arch Capital Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      3575 | NS      | $342914.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                                           | TechnipFMC PLC                                                                  | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      1548 | NS      | $68978.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                                              | James Hardie Industries PLC                                                     | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |      1232 | NS      | $25564.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS Health Corp                                                                 | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89103.12     | 0.05%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                       | Cenovus Energy Inc                                                              | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34970.52     | 0.02%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Coty Inc                                                                 | Coty Inc                                                                        | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |      1395 | NS      | $4296.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERA US FINANCE LP                                                      | Emera US Finance LP                                                             | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74774.16     | 0.04%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                               | Fiserv Inc                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      3367 | NS      | $226161.39    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                                                        | Flowers Foods Inc                                                               | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124435.25    | 0.07%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oportun Financial Corp                                                   | Oportun Financial Corp                                                          | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |     24000 | NS      | $126960.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                                     | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       316 | NS      | $277751.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                  | Corebridge Global Funding                                                       | CUSIP: 00138CBC1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112068.68    | 0.06%             | 2029-12-03      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                  | Raymond James Financial Inc                                                     | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99466.36     | 0.06%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                    | Southwest Airlines Co                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       174 | NS      | $7191.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SpaceMobile Inc                                                      | AST SpaceMobile Inc                                                             | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               | CORP              | US        |       238 | NS      | $17285.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                                        | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      2182 | NS      | $454183.30    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                                        | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1894 | NS      | $244344.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $753035.93    | 0.42%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AptarGroup Inc                                                           | AptarGroup Inc                                                                  | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      1095 | NS      | $133546.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                    | AvalonBay Communities Inc                                                       | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    135000 | PA      | $134041.37    | 0.08%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130402.73    | 0.07%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                                            | Blackrock Inc                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        59 | NS      | $63150.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CG oncology Inc                                                          | CG oncology Inc                                                                 | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $83040.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                                                 | Corebridge Financial Inc                                                        | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      8184 | NS      | $246911.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                                                 | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        66 | NS      | $10210.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                                      | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1906 | NS      | $389452.98    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERA US FINANCE LP                                                      | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $42706.92     | 0.02%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                              | EXELON CORP SR UNSECURED 04/50 4.7                                              | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107524.94    | 0.06%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                               | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     93000 | PA      | $92255.61     | 0.05%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                              | CUSIP: 36202DLV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1015 | PA      | $1054.15      | 0.00%             | 2031-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48176.83     | 0.03%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                 | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131543.84    | 0.07%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                      | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      4737 | NS      | $581419.38    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                                                | Graco Inc                                                                       | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      3721 | NS      | $305010.37    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORP                                                               | HEICO Corp                                                                      | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72710.60     | 0.04%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                           | Home Depot Inc/The                                                              | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106479.08    | 0.06%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                        | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      6785 | NS      | $1404155.75   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                                  | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1569 | NS      | $143108.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC LIFE GF II                                                       | Pacific Life Global Funding II                                                  | CUSIP: 6944PL2Z1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51132.16     | 0.03%             | 2029-01-11      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Paycom Software Inc                                                      | Paycom Software Inc                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        43 | NS      | $6852.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOC DR LLC                                                               | Physicians Realty LP                                                            | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    125000 | PA      | $124408.58    | 0.07%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                           | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      1261 | NS      | $327229.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                      | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1492 | NS      | $186932.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                                     | Regency Centers Corp                                                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      3767 | NS      | $260036.01    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM INC                                                         | Ryder System Inc                                                                | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74065.04     | 0.04%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                          | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       394 | NS      | $79997.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67108.55     | 0.04%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                              | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    165000 | PA      | $157007.52    | 0.09%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                                                     | BWX Technologies Inc                                                            | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      1332 | NS      | $230222.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCANADA PIPELINES                                                    | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $74145.67     | 0.04%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42576.64     | 0.02%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                            | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       606 | NS      | $131574.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67877.53     | 0.04%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bonds                                    | Mexico Government International Bond                                            | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $198000.00    | 0.11%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $304800.80    | 0.17%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                    | Keysight Technologies Inc                                                       | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67812.60     | 0.04%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE C                                                 | Pacific Life Insurance Co                                                       | CUSIP: 69448FAA9<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56483.74     | 0.03%             | 2067-10-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $179187.50    | 0.10%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $659971.06    | 0.37%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    340000 | PA      | $334953.14    | 0.19%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                             | VeriSign Inc                                                                    | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109297.47    | 0.06%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                              | PepsiCo Inc                                                                     | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     70000 | PA      | $43969.98     | 0.02%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                         | Ryder System Inc                                                                | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      1822 | NS      | $348712.58    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                                       | Voya Financial Inc                                                              | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      2194 | NS      | $163431.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                   | Williams Cos Inc/The                                                            | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89011.70     | 0.05%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR NOTE (CBT)MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -320 | NC      | $249229.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sophia Genetics SA                                                       | Sophia Genetics SA                                                              | CUSIP: 000000000<br>LEI: 506700H1GPU9GGM8W895 | Long             | EC               | CORP              | CH        |    112606 | NS      | $525870.02    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Savers Value Village Inc                                                 | Savers Value Village Inc                                                        | CUSIP: 80517M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18000 | NS      | $168120.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                              | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      8697 | NS      | $968932.77    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Astroscale Holdings Inc                                                  | Astroscale Holdings Inc                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20000 | NS      | $84268.53     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NS Group Inc                                                             | NS Group Inc                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     75000 | NS      | $641119.77    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC                                                                | Xylem Inc/NY                                                                    | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54530.14     | 0.03%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                                | QIAGEN NV                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      2450 | NS      | $110176.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                  | American Electric Power Co Inc                                                  | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73570.08     | 0.04%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                      | American Express Co                                                             | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92810.78     | 0.05%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                | Apple Inc                                                                       | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     65000 | PA      | $38635.20     | 0.02%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                | Apple Inc                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    215000 | PA      | $155236.27    | 0.09%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                | Apple Inc                                                                       | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80628.78     | 0.05%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/T                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      4421 | NS      | $513233.89    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                                      | COMM 2015-DC1 Mortgage Trust                                                    | CUSIP: 12629NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35529 | PA      | $35101.66     | 0.02%             | 2048-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                      | Carrier Global Corp                                                             | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32194.91     | 0.02%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                   | Chubb INA Holdings Inc                                                          | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88205.50     | 0.05%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                 | Citizens Financial Group Inc                                                    | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125862.82    | 0.07%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                              | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        46 | NS      | $35243.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                 | Healthcare Trust of America Holdings LP                                         | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    100000 | PA      | $87839.20     | 0.05%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                    | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120686.98    | 0.07%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                       | Ingersoll Rand Inc                                                              | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62479.12     | 0.04%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93540.81     | 0.05%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26813.56     | 0.02%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group I                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        55 | NS      | $11480.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                                               | Pfizer Inc                                                                      | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45219.70     | 0.03%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                    | Republic Services Inc                                                           | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56442.97     | 0.03%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                  | UDR Inc                                                                         | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    100000 | PA      | $98907.49     | 0.06%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $608081.58    | 0.34%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | SPDR S+P 500 ETF TRUST                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       600 | NC      | $188700.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                                  | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      3341 | NS      | $416956.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                             | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3469 | NS      | $1085797.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32719.37     | 0.02%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                               | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       226 | NS      | $39773.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                                            | BlackRock Inc                                                                   | CUSIP: 09247XAT8<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40987.26     | 0.02%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                     | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        63 | NS      | $337385.79    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc                                     | Bright Horizons Family Solutions Inc                                            | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       193 | NS      | $19570.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                    | Campbell Soup Co                                                                | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87101.48     | 0.05%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                            | Carnival Corp                                                                   | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |        12 | NS      | $366.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                   | Daimler Trucks Finance North America LLC                                        | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142738.10    | 0.08%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                                                      | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     11472 | NS      | $131124.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                                        | Devon Energy Corp                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      1309 | NS      | $47948.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                         | Duke Energy Corp                                                                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123969.22    | 0.07%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                              | Exelon Corp                                                                     | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19424.51     | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| F5 Inc                                                                   | F5 Inc                                                                          | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       840 | NS      | $214418.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                                      | Gilead Sciences Inc                                                             | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31535.07     | 0.02%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                               | JPMDB Commercial Mortgage Securities Trust 2016-C4                              | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98324.54     | 0.06%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                  | Jefferies Group LLC                                                             | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108836.71    | 0.06%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                     | Lockheed Martin Corp                                                            | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121725.00    | 0.07%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lumexa Imaging Holdings Inc                                              | Lumexa Imaging Holdings Inc                                                     | CUSIP: 550249106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12500 | NS      | $231250.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74557.28     | 0.04%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                               | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      3419 | NS      | $182437.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions                                           | Broadridge Financial Solutions Inc                                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       681 | NS      | $151978.77    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66940.09     | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $664034.04    | 0.37%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1008070.20   | 0.57%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                   | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2042 | NS      | $674084.62    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                                   | Webster Financial Corp                                                          | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      4292 | NS      | $270138.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198747.57    | 0.11%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                     | Western Union Co/The                                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     36989 | NS      | $344367.59    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                                            | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       853 | NS      | $228859.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                                      | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       172 | NS      | $35346.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                  | John Deere Capital Corp                                                         | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    145000 | PA      | $139522.02    | 0.08%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                  | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66633.90     | 0.04%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FRUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181340 | PA      | $172794.26    | 0.10%             | 2029-09-25      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                              | CUSIP: 36202DC90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1437 | PA      | $1478.10      | 0.00%             | 2029-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Grand Canyon Education Inc                                               | Grand Canyon Education Inc                                                      | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       113 | NS      | $18793.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                       | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       656 | NS      | $225729.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                                       | IQVIA Holdings Inc                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       218 | NS      | $49139.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc                                                         | Leonardo DRS Inc                                                                | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |       719 | NS      | $24510.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                           | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      2103 | NS      | $221361.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                                 | Agilent Technologies Inc                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       875 | NS      | $119061.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                                                     | Align Technology Inc                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       364 | NS      | $56838.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                                  | ATI Inc                                                                         | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       614 | NS      | $70462.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                             | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4782 | NS      | $1500591.60   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                           | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114715.67    | 0.06%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    124000 | PA      | $128397.08    | 0.07%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81660.85     | 0.05%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Talen Energy Corp                                                        | Talen Energy Corp                                                               | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       445 | NS      | $166803.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93088.01     | 0.05%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      6832 | NS      | $392771.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                                          | AstraZeneca PLC                                                                 | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $97834.48     | 0.05%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145888.14    | 0.08%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                    | REPO BANK AMERICA                                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | RA               | CORP              | US        |   2902000 | PA      | $2902000.00   | 1.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                                     | BANK 2022-BNK40                                                                 | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $102867.37    | 0.06%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                    | Becton Dickinson and Co                                                         | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     62000 | PA      | $46470.93     | 0.03%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73707.24     | 0.04%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                                           | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1584 | NS      | $254691.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                                               | CF Industries Holdings Inc                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       825 | NS      | $63805.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                                          | Cigna Group/The                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1047 | NS      | $288165.81    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                 | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125329.05    | 0.07%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                             | Chevron Corp                                                                    | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $64530.60     | 0.04%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                            | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      3052 | NS      | $356137.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                 | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82663.32     | 0.05%             | 2034-01-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                             | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     11455 | NS      | $342389.95    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                 | Constellation Brands Inc                                                        | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36465.81     | 0.02%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                            | DR HORTON INC                                                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       285 | NS      | $41048.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                                          | EMCOR Group Inc                                                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       559 | NS      | $341990.61    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer Partners LP                                                     | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111843.59    | 0.06%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                                                      | Exact Sciences Corp                                                             | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      3911 | NS      | $397201.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                       | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       650 | NS      | $429058.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                                                 | UGI Corp                                                                        | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     10101 | NS      | $378080.43    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $109358.11    | 0.06%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                          | Fair Isaac Corp                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        11 | NS      | $18596.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                      | Fifth Third Bancorp                                                             | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124885.17    | 0.07%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                        | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22104.67     | 0.01%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98331.60     | 0.06%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $71452.57     | 0.04%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                                       | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1004 | NS      | $468727.44    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                              | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      2530 | NS      | $493577.70    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                  | Honeywell International Inc                                                     | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     80000 | PA      | $52553.29     | 0.03%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129353.89    | 0.07%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                        | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      9746 | NS      | $267917.54    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                         | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50390.48     | 0.03%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                          | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       977 | NS      | $298600.51    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA MIRATI THERAPEU                                                   | CONTRA MIRATI THERAPEU                                                          | CUSIP: 604CVR027<br>LEI: 529900GYRW59IDQV6N54 | N/A              | DE               |  | US        |      1440 | NS      | $1008.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Newmont Corp                                                             | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      6038 | NS      | $602894.30    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                  | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     70000 | PA      | $70937.16     | 0.04%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                  | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     70000 | PA      | $70763.48     | 0.04%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                         | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119752.09    | 0.07%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                             | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      3011 | NS      | $515031.55    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                                 | Raytheon Technologies Corp                                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      2999 | NS      | $550016.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                           | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       776 | NS      | $405529.84    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $151057.95    | 0.08%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $250664.08    | 0.14%             | 2028-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                           | salesforce.com Inc                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2114 | NS      | $560019.74    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                                                      | Sun Communities Inc                                                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |       324 | NS      | $40146.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                                                 | Super Micro Computer Inc                                                        | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       721 | NS      | $21103.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC                                                              | Trimble Inc                                                                     | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64630.68     | 0.04%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                                                   | Tyler Technologies Inc                                                          | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       131 | NS      | $59467.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                                       | Union Pacific Corp                                                              | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117105.78    | 0.07%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $836357.83    | 0.47%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1158315.48   | 0.65%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Etsy Inc                                                                 | Etsy Inc                                                                        | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      3773 | NS      | $209175.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN ENER PART                                                  | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80199.38     | 0.05%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65837.51     | 0.04%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1007046.20   | 0.57%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Unity Software Inc                                                       | Unity Software Inc                                                              | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |       472 | NS      | $20848.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                                                    | Waste Connections Inc                                                           | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $39251.23     | 0.02%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Holding P                                           | Sensata Technologies Holding PLC                                                | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |       680 | NS      | $22637.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $48888.67     | 0.03%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    330000 | PA      | $324451.55    | 0.18%             | 2026-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $304456.11    | 0.17%             | 2028-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $771513.23    | 0.43%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                               | VMware Inc                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44449.13     | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                         | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      6547 | NS      | $610180.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                                     | Western Digital Corp                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       814 | NS      | $140227.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd                                                       | Liberty Global Ltd                                                              | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |      5506 | NS      | $61336.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                                | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      1319 | NS      | $562408.41    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                   | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29948.34     | 0.02%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                           | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      4554 | NS      | $1051154.28   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                                           | BorgWarner Inc                                                                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       360 | NS      | $16221.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51477.16     | 0.03%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                 | Capital One Financial Corp                                                      | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84603.11     | 0.05%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cardinal Infrastructure Group                                            | Cardinal Infrastructure Group Inc                                               | CUSIP: 14154A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11339 | NS      | $274177.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                                                 | Constellation Brands Inc                                                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      1612 | NS      | $222391.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                                              | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      3655 | NS      | $244994.65    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                                       | Crown Holdings Inc                                                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1054 | NS      | $108530.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                                                      | Curtiss-Wright Corp                                                             | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       660 | NS      | $363838.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                                             | Danaher Corp                                                                    | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    115000 | PA      | $70544.33     | 0.04%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust - Federated Bank Loan Core Fund                     | FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND                                 | CUSIP: 31409N804<br>LEI: 549300FJK5JF0KIC2N83 | Long             | EC               | RF                | US        |    116822 | NS      | $1001168.22   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                                           | Five Below Inc                                                                  | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       416 | NS      | $78357.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                     | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77392.52     | 0.04%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                              | CUSIP: 36202DRH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3081 | PA      | $3206.09      | 0.00%             | 2032-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                      | Global Payments Inc                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      4845 | NS      | $375003.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                 | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128615.61    | 0.07%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                   | International Flavors & Fragrances Inc                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       504 | NS      | $33964.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    360000 | PA      | $356796.17    | 0.20%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                  | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     95000 | PA      | $103221.63    | 0.06%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                 | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71473.42     | 0.04%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                    | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        12 | NS      | $6842.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                                | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21896.75     | 0.01%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83458.91     | 0.05%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                  | PPL Capital Funding Inc                                                         | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99688.17     | 0.06%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International In                                           | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      5058 | NS      | $811303.20    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                                                   | Synovus Financial Corp                                                          | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      1377 | NS      | $68918.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                                                          | Tyson Foods Inc                                                                 | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158223.64    | 0.09%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $430331.24    | 0.24%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $358473.17    | 0.20%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $228673.82    | 0.13%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $609375.00    | 0.34%             | 2031-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2628843.88   | 1.48%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                       | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $106554.47    | 0.06%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                             | WP Carey Inc                                                                    | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      4666 | NS      | $300303.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                                                | Warner Bros Discovery Inc                                                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      5884 | NS      | $169576.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP LLC                                                         | Welltower Inc                                                                   | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     90000 | PA      | $83426.48     | 0.05%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                           | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       411 | NS      | $130907.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                               | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98903.45     | 0.06%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                               | AbbVie Inc                                                                      | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61831.29     | 0.03%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                 | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    125000 | PA      | $102564.10    | 0.06%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                           | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    115000 | PA      | $68862.33     | 0.04%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Integrity Insurance Group Inc                                   | American Integrity Insurance Group Inc                                          | CUSIP: 026948109<br>LEI: 529900Y2VOV2LYV4OK68 | Long             | EC               | CORP              | US        |      8400 | NS      | $174972.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                                             | Autodesk Inc                                                                    | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61677.71     | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                            | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       139 | NS      | $35754.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                                              | Avantor Inc                                                                     | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2864 | NS      | $32821.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BACARDI-MARTINI BV                                                       | Bacardi-Martini BV                                                              | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $103872.33    | 0.06%             | 2035-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    160000 | PA      | $143119.00    | 0.08%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                   | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      4800 | NS      | $2412720.00   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                   | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30407.92     | 0.02%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                      | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66289.04     | 0.04%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                          | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       992 | NS      | $78725.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                                             | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3589 | NS      | $546999.49    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                 | Constellation Energy Generation LLC                                             | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80088.56     | 0.04%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                             | AutoZone Inc                                                                    | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60271.76     | 0.03%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                              | Cummins Inc                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        39 | NS      | $19907.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                                         | DT Midstream Inc                                                                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2486 | NS      | $297524.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                                                   | Darden Restaurants Inc                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       124 | NS      | $22818.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                               | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       181 | NS      | $84268.17     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                   | Boardwalk Pipelines LP                                                          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52070.58     | 0.03%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                      | Carrier Global Corp                                                             | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32463.47     | 0.02%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories Int                                           | Charles River Laboratories International Inc                                    | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       245 | NS      | $48872.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                                      | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       621 | NS      | $120716.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                                        | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       123 | NS      | $12916.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN GAS TRAN                                                         | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43027.90     | 0.02%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                   | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    235000 | PA      | $216257.57    | 0.12%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       112 | NS      | $11109.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL FINANCE INTL NV                                                     | Enel Finance International NV                                                   | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $105347.85    | 0.06%             | 2039-10-07      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                         | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      8692 | NS      | $1045995.28   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                                         | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91336.72     | 0.05%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                    | Camden Property Trust                                                           | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    125000 | PA      | $126819.06    | 0.07%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                                        | Veeva Systems Inc                                                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       260 | NS      | $58039.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        69 | NC      | $-23369.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Federated Core Trust - Federated Mortgage Core Portfolio                 | FEDERATED CORE TR MTG CORE PORTFOLIO                                            | CUSIP: 31409N200<br>LEI: 254900WC9GWJKY8X3D48 | Long             | EC               | RF                | US        |   2373659 | NS      | $20128630.50  | 11.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information                                            | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       392 | NS      | $26052.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                                      | Clearway Energy Inc                                                             | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      4247 | NS      | $133440.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                                             | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62603.67     | 0.04%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                 | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102081.09    | 0.06%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                         | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34903.37     | 0.02%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                  | Honeywell International Inc                                                     | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74359.11     | 0.04%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                       | Ingersoll Rand Inc                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       143 | NS      | $11328.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                                                 | EQT Corp                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      5322 | NS      | $285259.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN GAS TRAN                                                         | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AB6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    145000 | PA      | $106076.84    | 0.06%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                               | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     14945 | NS      | $551470.50    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                                                                      | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1869 | NS      | $553616.49    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                                | Keysight Technologies Inc                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2193 | NS      | $445595.67    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                                                | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120709.09    | 0.07%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                     | M&T Bank Corp                                                                   | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120802.77    | 0.07%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                 | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59810.41     | 0.03%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Ecolab Inc                                                               | ECOLAB INC                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1225 | NS      | $321587.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                       | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92835.17     | 0.05%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                                           | JB Hunt Transport Services Inc                                                  | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      2096 | NS      | $407336.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                                       | Kraft Heinz Co/The                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     11499 | NS      | $278850.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                   | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77408.96     | 0.04%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                      | Northern Trust Corp                                                             | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    125000 | PA      | $136524.69    | 0.08%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95675.99     | 0.05%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       117 | NS      | $24128.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                                             | Oshkosh Corp                                                                    | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      1407 | NS      | $176761.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                               | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      4141 | NS      | $103110.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                            | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       123 | NS      | $94940.01     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                   | Regions Financial Corp                                                          | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62565.65     | 0.04%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                     | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1140 | NS      | $259600.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                 | Prudential Financial Inc                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89568.89     | 0.05%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Silvaco Group Inc                                                        | Silvaco Group Inc                                                               | CUSIP: 82728C102<br>LEI: 89450009UUSWTJL6DP68 | Long             | EC               | CORP              | US        |    120968 | NS      | $489920.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                                              | Southern Co/The                                                                 | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100321.55    | 0.06%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                    | RPM International Inc                                                           | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106349.14    | 0.06%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                 | Rogers Communications Inc                                                       | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $63720.51     | 0.04%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                   | Roper Technologies Inc                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        79 | NS      | $35165.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                   | Roper Technologies Inc                                                          | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124771.16    | 0.07%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                                 | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      2229 | NS      | $412610.19    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc                                                     | Simulations Plus Inc                                                            | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6000 | NS      | $109380.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                                              | Textron Inc                                                                     | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99534.93     | 0.06%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                    | Uber Technologies Inc                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65453.73     | 0.04%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| US Foods Holding Corp                                                    | US Foods Holding Corp                                                           | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      3015 | NS      | $227089.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4150000 | PA      | $4102988.39   | 2.31%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $612171.00    | 0.34%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    645000 | PA      | $648102.90    | 0.36%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $226687.50    | 0.13%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                             | VeriSign Inc                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1140 | NS      | $276963.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                              | Walmart Inc                                                                     | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100737.26    | 0.06%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110753.01    | 0.06%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                     | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153243.10    | 0.09%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                                | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |        19 | NS      | $5930.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP LLC                                                         | Welltower OP LLC                                                                | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     60000 | PA      | $61258.52     | 0.03%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| YETI Holdings Inc                                                        | YETI Holdings Inc                                                               | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |      2225 | NS      | $98278.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        92 | NC      | $-10273.88    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HBX Group International PLC                                              | HBX Group International PLC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     30000 | NS      | $263216.89    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglogold Ashanti Plc                                                    | Anglogold Ashanti Plc                                                           | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |       519 | NS      | $44260.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                                              | Pentair PLC                                                                     | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      3304 | NS      | $344078.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SimilarWeb Ltd                                                           | SimilarWeb Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900GWO7PNBAYCPJ12 | Long             | EC               | CORP              | IL        |     18000 | NS      | $134820.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                               | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1631 | NS      | $349294.96    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                                            | Affiliated Managers Group Inc                                                   | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      1080 | NS      | $311342.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                      | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    110000 | PA      | $72360.24     | 0.04%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Corp                                                    | Antero Midstream Corp                                                           | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1410 | NS      | $25083.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AON NORTH AMERICA INC                                                    | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $129436.90    | 0.07%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                            | AppLovin Corp                                                                   | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61671.21     | 0.03%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                                     | BANK 2017-BNK8                                                                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85000 | PA      | $83047.29     | 0.05%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                   | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      5646 | NS      | $538346.10    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                  | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59282.73     | 0.03%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                       | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      4004 | NS      | $455535.08    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                  | Walt Disney Co/The                                                              | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     45000 | PA      | $33068.99     | 0.02%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                          | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      2503 | NS      | $307894.03    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                         | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      4159 | NS      | $487476.39    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                                      | Elevance Health Inc                                                             | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120463.76    | 0.07%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | Meta Platforms Inc                                                              | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72783.92     | 0.04%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federated High Income Bond Fund II                                       | FEDERATED INS SER HIGH INCOME BD FD II PRIMARY                                  | CUSIP: 313916306<br>LEI: 254900EZGFTCE96E2T22 | Long             | EC               | RF                | US        |    482543 | NS      | $2789100.59   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                                            | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      3085 | NS      | $40475.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                                               | Hasbro Inc                                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      3767 | NS      | $308894.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyverna Therapeutics Inc                                                 | Kyverna Therapeutics Inc                                                        | CUSIP: 501976104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12000 | NS      | $112800.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC                                                                 | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97678.50     | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                  | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80813.86     | 0.05%             | 2077-04-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      4376 | NS      | $776871.28    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                                                     | National Fuel Gas Co                                                            | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      3815 | NS      | $305428.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                     | National Fuel Gas Co                                                            | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36556.57     | 0.02%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                                                 | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    200000 | PA      | $267836.50    | 0.15%             | 2039-08-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| NISOURCE INC                                                             | NiSource Inc                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10261.16     | 0.01%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                                    | ON Semiconductor Corp                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      2410 | NS      | $130501.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                 | Principal Life Global Funding II                                                | CUSIP: 74256LEH8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105046.77    | 0.06%             | 2030-11-19      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                  | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      4373 | NS      | $626694.63    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                                                | Qorvo Inc                                                                       | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      1906 | NS      | $161076.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                                                  | Rockwell Automation Inc                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1047 | NS      | $407356.29    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $391437.52    | 0.22%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $261351.57    | 0.15%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Inflation-Indexed Notes                                           | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    963252 | PA      | $960886.37    | 0.54%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                         | Welltower Inc                                                                   | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $100005.26    | 0.06%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cirsa Enterprises SA                                                     | Cirsa Enterprises SA                                                            | CUSIP: 000000000<br>LEI: 254900PU87HSLE4V5K18 | Long             | EC               | CORP              | ES        |      9600 | NS      | $166987.77    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp                                                             | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      6785 | NS      | $279202.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORP                                                         | Black Hills Corp                                                                | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92821.99     | 0.05%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                  | Cboe Global Markets Inc                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        54 | NS      | $13554.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH INDUSTRIAL NV                                                        | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $49857.05     | 0.03%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                 | CSX CORP                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      2570 | NS      | $93162.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                 | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $97849.42     | 0.05%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Inc                                                      | Clearway Energy Inc                                                             | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      3300 | NS      | $109758.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                                            | DTE Energy Co                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1297 | NS      | $167287.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                  | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     90000 | PA      | $66961.09     | 0.04%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                      | Kimco Realty OP LLC                                                             | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    125000 | PA      | $138042.32    | 0.08%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Okta Inc                                                                 | Okta Inc                                                                        | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |       449 | NS      | $38825.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $750943.13    | 0.42%             | 2026-02-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                               | FedEx Corp                                                                      | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     80000 | PA      | $60170.58     | 0.03%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                              | CUSIP: 36202DS44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4112 | PA      | $4289.10      | 0.00%             | 2032-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                                             | KKR & Co Inc                                                                    | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      3045 | NS      | $388176.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                                                 | Lyft Inc                                                                        | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      2607 | NS      | $50497.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100636.19    | 0.06%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17733.15     | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                                          | Solstice Advanced Materials Inc                                                 | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |       632 | NS      | $30702.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                                     | WEC Energy Group Inc                                                            | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20407.13     | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US ULTRA BOND CBT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -16 | NC      | $32183.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                                        | Everest Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       511 | NS      | $173407.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                      | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     60000 | PA      | $55124.70     | 0.03%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                | AvalonBay Communities Inc                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |      1495 | NS      | $271058.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                                                | Crocs Inc                                                                       | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       824 | NS      | $70468.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                               | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       116 | NS      | $33507.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                                                 | Lamb Weston Holdings Inc                                                        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      1969 | NS      | $82481.41     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                                              | Nutanix Inc                                                                     | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      2775 | NS      | $143439.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                 | Prudential Financial Inc                                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1556 | NS      | $175641.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                                             | Tapestry Inc                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      1499 | NS      | $191527.23    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                                       | Union Pacific Corp                                                              | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59628.25     | 0.03%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                             | United Airlines Holdings Inc                                                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      1898 | NS      | $212234.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $516171.35    | 0.29%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                                  | WEX Inc                                                                         | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      1909 | NS      | $284402.82    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                                                | AGCO CORP                                                                       | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        79 | NS      | $8241.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                        | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205025.00    | 0.12%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                      | Avery Dennison Corp                                                             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       219 | NS      | $39831.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                 | Benchmark 2020-B19 Mortgage Trust                                               | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $176507.64    | 0.10%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Boston Beer Co Inc/The                                                   | Boston Beer Co Inc/The                                                          | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       148 | NS      | $28879.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                                  | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     10469 | NS      | $564697.86    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19925.54     | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Chemed Corp                                                              | Chemed Corp                                                                     | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |         9 | NS      | $3850.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                                         | Cirrus Logic Inc                                                                | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      1070 | NS      | $126795.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                                     | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      2626 | NS      | $207506.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                             | Comcast Corp                                                                    | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273498.09    | 0.15%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                             | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    180000 | PA      | $161819.59    | 0.09%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                 | Constellation Energy Generation LLC                                             | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27276.28     | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                         | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41722.96     | 0.02%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                                              | Hologic Inc                                                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      2877 | NS      | $214307.73    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinity Natural Resources Inc                                           | Infinity Natural Resources Inc                                                  | CUSIP: 456941103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9600 | NS      | $141408.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                      | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      6948 | NS      | $2238784.56   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                                              | MongoDB Inc                                                                     | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        33 | NS      | $13849.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                                                  | ADT Inc                                                                         | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41169 | NS      | $332233.83    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                                | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123234.28    | 0.07%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                       | CNA Financial Corp                                                              | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124645.36    | 0.07%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ciena Corp                                                               | Ciena Corp                                                                      | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       181 | NS      | $42330.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109332.09    | 0.06%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10097.86     | 0.01%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                                      | Coinbase Global Inc                                                             | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       132 | NS      | $29850.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                                                                 | Crane Co                                                                        | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       925 | NS      | $170597.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                                 | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      3366 | NS      | $293178.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB CORP                                                                 | FNB Corp/PA                                                                     | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76611.39     | 0.04%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | Meta Platforms Inc                                                              | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99863.06     | 0.06%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fermi Inc                                                                | Fermi Inc                                                                       | CUSIP: 314911108<br>LEI: 529900TSHBYBCFMYZ228 | Long             | EC               | CORP              | US        |     12000 | NS      | $96000.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                                         | First Citizens BancShares Inc/NC                                                | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       203 | NS      | $435674.54    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                               | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121271.80    | 0.07%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                             | Fortive Corp                                                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        51 | NS      | $2815.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $244558.78    | 0.14%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Insmed Inc                                                               | Insmed Inc                                                                      | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       431 | NS      | $75011.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LB Pharmaceuticals Inc                                                   | LB Pharmaceuticals Inc                                                          | CUSIP: 50180M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $66780.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                                                           | NewMarket Corp                                                                  | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        35 | NS      | $24054.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                                       | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      8042 | NS      | $645611.76    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                 | Estee Lauder Cos Inc/The                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      1195 | NS      | $125140.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                                                            | Maplebear Inc                                                                   | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       885 | NS      | $39807.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                  | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51444.91     | 0.03%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                            | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       417 | NS      | $342060.93    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                             | NiSource Inc                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66579.25     | 0.04%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                    | Northrop Grumman Corp                                                           | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126253.86    | 0.07%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                  | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     60000 | PA      | $56852.37     | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114586.29    | 0.06%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                 | Raytheon Technologies Corp                                                      | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118820.54    | 0.07%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                   | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      2050 | NS      | $55555.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                    | Reynolds American Inc                                                           | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26237.76     | 0.01%             | 2041-08-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                   | Sempra Energy                                                                   | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152624.24    | 0.09%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    105000 | PA      | $84985.44     | 0.05%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                      | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       318 | NS      | $18564.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                                       | J M Smucker Co/The                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      3041 | NS      | $297440.21    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                                               | Twilio Inc                                                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      1073 | NS      | $152623.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                 | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     71000 | PA      | $43372.48     | 0.02%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                    | Republic Services Inc                                                           | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34947.66     | 0.02%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Inflation-Indexed Bonds                                           | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13741 | PA      | $10348.45     | 0.01%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    760000 | PA      | $399864.35    | 0.22%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                             | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       616 | NS      | $356941.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3753921.96   | 2.11%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1007812.50   | 0.57%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                               | VMware Inc                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39419.32     | 0.02%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                              | S+P500 EMINI FUT MAR26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       120 | NC      | $281238.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                               | STERIS PLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        56 | NS      | $14197.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    660000 | PA      | $486256.12    | 0.27%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                     | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      6852 | NS      | $411873.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Monday.com Ltd                                                           | Monday.com Ltd                                                                  | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |       900 | NS      | $132804.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                                                | Janus Henderson Group PLC                                                       | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |      4335 | NS      | $206215.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoscripta SE                                                           | Innoscripta SE                                                                  | CUSIP: 000000000<br>LEI: 894500BA6B025ZEF0T83 | Long             | EC               | CORP              | DE        |      6012 | NS      | $637729.48    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Tekscend Photomask Corp                                                  | Tekscend Photomask Corp                                                         | CUSIP: 000000000<br>LEI: 353800F4MU4MCZEB9S06 | Long             | EC               | CORP              | JP        |      6500 | NS      | $123671.88    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                        | CNH Industrial NV                                                               | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |     34167 | NS      | $315019.74    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                        | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123505.06    | 0.07%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                     | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     15210 | NS      | $836550.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    195000 | PA      | $204322.48    | 0.11%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                   | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $152434.73    | 0.09%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                    | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       713 | NS      | $240038.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                                           | Albemarle Corp                                                                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       176 | NS      | $24893.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                                      | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25450.97     | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                      | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       235 | NS      | $82379.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                                                   | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50035.13     | 0.03%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $78671.49     | 0.04%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $85560.68     | 0.05%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | Global Payments Inc                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149148.65    | 0.08%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                               | Grupo Aeromexico SAB de CV                                                      | CUSIP: 40054J109<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      6000 | NS      | $131760.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                  | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $35908.70     | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                          | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       814 | NS      | $466316.18    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                                               | Kenvue Inc                                                                      | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      2308 | NS      | $39813.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                                      | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1453 | NS      | $146593.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                                        | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     10516 | NS      | $810047.48    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                                        | Cisco Systems Inc                                                               | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77117.72     | 0.04%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Macy's Inc                                                               | Macy's Inc                                                                      | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      1608 | NS      | $35456.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                                               | MasTec Inc                                                                      | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       263 | NS      | $57168.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35171.66     | 0.02%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                  | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77988.23     | 0.04%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                 | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69948.25     | 0.04%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80284.49     | 0.05%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105376.00    | 0.06%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                             | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1610 | NS      | $368561.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou                                           | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      3088 | NS      | $247966.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78295.99     | 0.04%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR ULTRA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        22 | NC      | $-16205.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                                | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       142 | NS      | $10804.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ERAC USA FINANCE LLC                                                     | ERAC USA Finance LLC                                                            | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66061.45     | 0.04%             | 2033-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| FORTINET INC                                                             | Fortinet Inc                                                                    | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109276.63    | 0.06%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                     | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        71 | NS      | $3606.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                                        | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      2122 | NS      | $172561.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                                     | Glencore Funding LLC                                                            | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59512.63     | 0.03%             | 2026-04-27      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/T                                           | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       769 | NS      | $105968.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                                              | Healthcare Realty Trust Inc                                                     | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     17110 | NS      | $290014.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                     | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41345.77     | 0.02%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                        | Lam Research Corp                                                               | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100062.59    | 0.06%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                    | Lincoln National Corp                                                           | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61899.65     | 0.03%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                           | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1442 | NS      | $347752.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MNTN Inc                                                                 | MNTN Inc                                                                        | CUSIP: 55318A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18000 | NS      | $214920.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                                        | MP Materials Corp                                                               | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |       557 | NS      | $28139.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                                                        | Middleby Corp/The                                                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      1132 | NS      | $168294.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                                    | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1037 | NS      | $299402.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                                                      | Onto Innovation Inc                                                             | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |       276 | NS      | $43569.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                                              | Ovintiv Inc                                                                     | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      9275 | NS      | $363487.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                                            | Owens Corning                                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      3417 | NS      | $382396.47    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133986.81    | 0.08%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Pure Storage Inc                                                         | Pure Storage Inc                                                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       419 | NS      | $28077.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                                             | Rayonier Inc                                                                    | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      1527 | NS      | $33059.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                                    | Republic Services Inc                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      2076 | NS      | $439966.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                                                    | Rivian Automotive Inc                                                           | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |      9707 | NS      | $191324.97    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                 | Rogers Communications Inc                                                       | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $68415.78     | 0.04%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                  | SBA Communications Corp                                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      1498 | NS      | $289758.14    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software                                            | Take-Two Interactive Software Inc                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      1212 | NS      | $310308.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                                                | Teledyne Technologies Inc                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        18 | NS      | $9193.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20383.68     | 0.01%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | Truist Financial Corp                                                           | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64332.26     | 0.04%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176365.15    | 0.10%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $14263.99     | 0.01%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $97477.17     | 0.05%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $274622.00    | 0.15%             | 2031-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Inflation-Indexed Notes                                           | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1912407 | PA      | $1883845.01   | 1.06%             | 2030-10-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                   | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113795.08    | 0.06%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                   | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62718.84     | 0.04%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                     | Verisk Analytics Inc                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       485 | NS      | $108489.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122506.56    | 0.07%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                             | Xylem Inc/NY                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       784 | NS      | $106765.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                            | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      2012 | NS      | $193272.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International                                           | Johnson Controls International plc                                              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |       238 | NS      | $28500.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Shinsei Bank Ltd                                                     | SBI Shinsei Bank Ltd                                                            | CUSIP: 000000000<br>LEI: 549300PZYOQ2NW83V760 | Long             | EC               | CORP              | JP        |     15000 | NS      | $166624.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp                                                     | AGNC Investment Corp                                                            | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               |  | US        |      4715 | NS      | $50544.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                 | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     22605 | NS      | $561508.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                      | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       325 | NS      | $120233.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    385000 | PA      | $380281.17    | 0.21%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                 | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |        49 | NS      | $14846.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES LP                                                     | Boston Properties LP                                                            | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    100000 | PA      | $99930.51     | 0.06%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                    | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63755.43     | 0.04%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                        | Brunswick Corp/DE                                                               | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |       477 | NS      | $35412.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $84811.63     | 0.05%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $37596.36     | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $44758.68     | 0.03%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                        | Cisco Systems Inc                                                               | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75860.85     | 0.04%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                       | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      1666 | NS      | $28838.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                           | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      4118 | NS      | $385485.98    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                                                | Constellation Energy Corp                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       493 | NS      | $174162.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Criteo SA                                                                | Criteo SA                                                                       | CUSIP: 226718104<br>LEI: 969500EELFB4RDMFHA76 | Long             | EC               | CORP              | FR        |      7000 | NS      | $144270.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                         | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $95150.71     | 0.05%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                        | Eversource Energy                                                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      2599 | NS      | $174990.67    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL QMA STRAT VAL-                                                | FEDERATED CORE TR MUTUAL FUND                                                   | CUSIP: 31409N887<br>LEI: 254900HYFNGKM5PJOV84 | Long             | EC               | RF                | US        |    186548 | NS      | $1693858.09   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31410GME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1362 | PA      | $1420.41      | 0.00%             | 2037-09-01      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust III - Federated Project and Trade Finance Core Fund | FEDERATED CORE TR III FEDERATED PROJ+TRADE FIN CORE                             | CUSIP: 31415N103<br>LEI: 549300K79QCJYF3J1472 | Long             | EC               | RF                | US        |    776864 | NS      | $6929631.06   | 3.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Short-Intermediate Government Fund                      | Federated US Government Securities Fund: 2-5 Years                              | CUSIP: 31428P103<br>LEI: 254900SWAIADU3QEC772 | Long             | EC               | RF                | US        |      1210 | NS      | $11868.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                              | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       242 | NS      | $212718.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                                                         | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49578.14     | 0.03%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | Hyundai Capital America                                                         | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123178.77    | 0.07%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Incyte Corp                                                              | Incyte Corp                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       293 | NS      | $28939.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY METRO                                                             | Kansas City Power & Light Co                                                    | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    190000 | PA      | $156128.21    | 0.09%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                    | Keysight Technologies Inc                                                       | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60595.40     | 0.03%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Legend Biotech Corp                                                      | Legend Biotech Corp                                                             | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |      9900 | NS      | $215226.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                                     | MGIC Investment Corp                                                            | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      4519 | NS      | $132045.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                              | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      4790 | NS      | $378122.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                           | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     65000 | PA      | $39739.69     | 0.02%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                    | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      3136 | NS      | $895045.76    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                   | Mid-America Apartments LP                                                       | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     85000 | PA      | $88859.84     | 0.05%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                              | Ovintiv Inc                                                                     | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64105.94     | 0.04%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                                                  | PTC Inc                                                                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       943 | NS      | $164280.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                 | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $55022.12     | 0.03%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ralliant Corp                                                            | Ralliant Corp                                                                   | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $814.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS LP                                                       | Regency Centers LP                                                              | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    120000 | PA      | $120325.78    | 0.07%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp/DE                                                          | Sandisk Corp/DE                                                                 | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       417 | NS      | $98987.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                                  | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       590 | NS      | $58946.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                                                        | Travelers Cos Inc/The                                                           | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59166.50     | 0.03%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $774.52       | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $174847.36    | 0.10%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    760000 | PA      | $773062.50    | 0.43%             | 2029-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $3011922.02   | 1.69%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1600405.60   | 0.90%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                               | Unum Group                                                                      | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      2845 | NS      | $220487.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                                                   | Valmont Industries Inc                                                          | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       855 | NS      | $343983.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                               | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      6901 | NS      | $281077.73    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                   | Verizon Communications Inc                                                      | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120395.77    | 0.07%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                                     | Vornado Realty Trust                                                            | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4905 | NS      | $163238.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                                                    | Waste Connections Inc                                                           | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $56631.69     | 0.03%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31081.83     | 0.02%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                                                  | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       971 | NS      | $235778.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | SPDR S+P 500 ETF TRUST                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       200 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                               | RenaissanceRe Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      1354 | NS      | $380690.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiverr International Ltd                                                 | Fiverr International Ltd                                                        | CUSIP: 000000000<br>LEI: 549300Z8OREY6THCPF67 | Long             | EC               | CORP              | IL        |      6000 | NS      | $118560.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Inmode Ltd                                                               | Inmode Ltd                                                                      | CUSIP: 000000000<br>LEI: 984500DD95A35E9BD358 | Long             | EC               | CORP              | IL        |      4000 | NS      | $58760.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oddity Tech Ltd                                                          | Oddity Tech Ltd                                                                 | CUSIP: 000000000<br>LEI: 254900QH12XZS53G0V57 | Long             | EC               | CORP              | IL        |      6000 | NS      | $241080.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Timee Inc                                                                | Timee Inc                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12000 | NS      | $96962.77     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-24

**Name of Applicant:** Federated Hermes Insurance Series

**Signature:** Stephen Van Meter

**Name of Signer:** Federated Hermes Insurance Series

**Title:** Chief Compliance Officer