# EDGAR Filing Document

**Accession Number:** 0000912577
**File Stem:** 0001145549-23-008176
**Filing Date:** 2023-2
**Character Count:** 232373
**Document Hash:** 611043fe7387ec15616843455d81fc86
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008176.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-008176

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FEDERATED HERMES INSURANCE SERIES
- **CENTRAL INDEX KEY:** 0000912577
- **IRS NUMBER:** 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:** 23652523

**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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $174710679.74

**Total Liabilities:** $98050.73

**Net Assets:** $174612629.01

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -34.847192000000 | **1-Year:** -1051.315563000000 | **5-Year:** -3708.435773000000 | **10-Year:** -4570.957074000000 | **30-Year:** -3031.185983000000

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

- **3-Month:** -0.207460000000 | **1-Year:** -7.057038000000 | **5-Year:** -42.641217000000 | **10-Year:** -85.894383000000 | **30-Year:** -64.858627000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026773 | 2.75%                | 3.52%                | -0.70%               |
| Class ID C000199834 | 2.82%                | 3.57%                | -0.80%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $56097.71                | $5807084.53                                |
| Month 2  | $-131297.52              | $6657889.85                                |
| Month 3  | $9352.05                 | $-3530519.18                               |

**Designated Index Information**

- **Index Name:** 40% Russell 1000 Value, 60% BBG Barc US Aggregate Index

- **Index Identifier:** 40% RLV,60% LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T Inc                                             | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     14447 | NS      | $265969.27    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                             | AT&T Inc                                                                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90235.30     | 0.05%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| American International Group I                       | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      8248 | NS      | $521603.52    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                  | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     50000 | PA      | $31668.29     | 0.02%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                               | Bank of New York Mellon Corp/The                                                | CUSIP: 06406FAD5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196956.86    | 0.11%             | 2023-08-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                           | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57184.51     | 0.03%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                     | Black Hills Corp                                                                | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80508.55     | 0.05%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                 | Boston Properties LP                                                            | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    100000 | PA      | $94902.15     | 0.05%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                             | Builders FirstSource Inc                                                        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      5536 | NS      | $359175.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC                                       | AutoNation Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $40031.60     | 0.02%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                             | Agilent Technologies Inc                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       428 | NS      | $64050.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90408.51     | 0.05%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                    | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     92000 | PA      | $85737.48     | 0.05%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                       | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      4644 | NS      | $357402.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                           | Cigna Corp                                                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       112 | NS      | $37110.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                | Dell Technologies Inc                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      3056 | NS      | $122912.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                  | Dominion Energy Inc                                                             | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62672.94     | 0.04%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                       | Air Products and Chemicals Inc                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       129 | NS      | $39765.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION US HOLDING CO                               | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAD6<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19245.97     | 0.01%             | 2024-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                  | Emera US Finance LP                                                             | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $70345.85     | 0.04%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                               | Equitable Holdings Inc                                                          | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     12989 | NS      | $372784.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                                  | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $44484.65     | 0.03%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                               | Chubb INA Holdings Inc                                                          | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77855.06     | 0.04%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FED PROJ TR FIN CR FUND                              | FEDERATED CORE TR III FEDERATED PROJ+TRADE FIN CORE                             | CUSIP: 31415N103<br>LEI: 549300K79QCJYF3J1472 | Long             | EC               | RF                | US        |    409470 | NS      | $3546011.72   | 2.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTINET INC                                         | Fortinet Inc                                                                    | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87649.93     | 0.05%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                         | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3673 | NS      | $325905.29    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                     | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     13883 | NS      | $634591.93    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Inc                                   | Coupa Software Inc                                                              | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |      2353 | NS      | $186287.01    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL FINANCE INTL NV                                 | Enel Finance International NV                                                   | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $91432.26     | 0.05%             | 2039-10-07      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                 | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      6327 | NS      | $240426.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2278 | NS      | $565194.58    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                               | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      1546 | NS      | $41541.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                   | Ingersoll Rand Inc                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      1589 | NS      | $83025.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                             | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       839 | NS      | $261239.43    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                            | Apple Inc                                                                       | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     65000 | PA      | $40726.90     | 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        |    150000 | PA      | $106613.82    | 0.06%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                      | AstraZeneca PLC                                                                 | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $59425.67     | 0.03%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                             | International Flavors & Fragrances Inc                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    145000 | PA      | $115371.71    | 0.07%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Okta Inc                                             | Okta Inc                                                                        | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |       312 | NS      | $21318.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer Partners LP                                                     | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14921.21     | 0.01%             | 2024-02-01      | Fixed         | 4.90%                 | 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        |      1571 | NS      | $13608.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                               | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92669.72     | 0.05%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                              | Principal Financial Group Inc                                                   | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82164.15     | 0.05%             | 2030-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                         | AutoZone Inc                                                                    | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14526.83     | 0.01%             | 2025-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    235000 | PA      | $181540.13    | 0.10%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL QMA STRAT VAL-                            | FEDERATED CORE TR MUTUAL FUND                                                   | CUSIP: 31409N887<br>LEI: N/A                  | Long             | EC               | RF                | US        |    298762 | NS      | $2372172.18   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1268 | NS      | $435405.84    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                             | SLM Corp                                                                        | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17712 | NS      | $294019.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                        | Sempra Energy                                                                   | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118762.54    | 0.07%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2020-B19 Mortgage Trust                                               | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $161197.70    | 0.09%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                           | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       641 | NS      | $177505.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                         | AES Corp/VA                                                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     13826 | NS      | $397635.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Time Warner Cable LLC                                | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62521.98     | 0.04%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $15684.81     | 0.01%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SKY LTD                                              | Sky PLC                                                                         | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195356.82    | 0.11%             | 2024-09-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Cable One Inc                                        | Cable One Inc                                                                   | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |         6 | NS      | $4271.16      | 0.00%             |  |  |  | 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      | $75933.76     | 0.04%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                          | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      3359 | NS      | $719833.70    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                           | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       516 | NS      | $47967.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                    | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     15724 | NS      | $749091.36    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3450000 | PA      | $2776709.73   | 1.59%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $319704.24    | 0.18%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                           | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1486 | NS      | $96248.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                       | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111240.30    | 0.06%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                              | Honeywell International Inc                                                     | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25051.70     | 0.01%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                                 | MGIC Investment Corp                                                            | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      7402 | NS      | $96226.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                         | Comcast Corp. Class A                                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     19877 | NS      | $695098.69    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                              | Consolidated Edison Inc                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       856 | NS      | $81585.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $105818.60    | 0.06%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                         | VeriSign Inc                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       482 | NS      | $99022.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                  | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     50000 | PA      | $40819.68     | 0.02%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                     | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35516.82     | 0.02%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                              | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30659.83     | 0.02%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                     | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AB6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    115000 | PA      | $81756.20     | 0.05%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                           | Masco Corp                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        47 | NS      | $2193.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                          | Moderna Inc                                                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       232 | NS      | $41671.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                 | Verisk Analytics Inc                                                            | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23605.10     | 0.01%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                             | Western Alliance Bancorp                                                        | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      6086 | NS      | $362482.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                           | ECOLAB INC                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1663 | NS      | $242066.28    | 0.14%             |  |  |  | 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      | $38781.96     | 0.02%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                               | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18867.19     | 0.01%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                               | Boardwalk Pipelines LP                                                          | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20756.12     | 0.01%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                          | Netflix Inc                                                                     | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72587.73     | 0.04%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc                                          | Nutanix Inc                                                                     | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      8275 | NS      | $215563.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                          | Exelon Corp                                                                     | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20109.53     | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                             | FNB Corp/PA                                                                     | CUSIP: 302520AC5<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49454.83     | 0.03%             | 2025-08-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Corp                            | Brookfield Renewable Corp                                                       | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |         5 | NS      | $137.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                     | ViacomCBS Inc                                                                   | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44619.14     | 0.03%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                              | PPL Capital Funding Inc                                                         | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280739.89    | 0.16%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                 | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       692 | NS      | $201372.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International                       | Johnson Controls International plc                                              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      6439 | NS      | $412096.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                             | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64267.77     | 0.04%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                 | Cleveland-Cliffs Inc                                                            | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |       548 | NS      | $8828.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                          | PepsiCo Inc                                                                     | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     70000 | PA      | $48765.34     | 0.03%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                           | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     16484 | NS      | $844640.16    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74564.00     | 0.04%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    860000 | PA      | $656921.41    | 0.38%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                          | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      1109 | NS      | $65187.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                         | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2089 | NS      | $554462.38    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 9128284R8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $38669.10     | 0.02%             | 2025-05-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $361159.72    | 0.21%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                   | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       965 | NS      | $122419.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                           | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     16268 | NS      | $640959.20    | 0.37%             |  |  |  | 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        |      1081 | NS      | $10601.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                  | Fifth Third Bancorp                                                             | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103066.45    | 0.06%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                     | Zions Bancorp NA                                                                | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       404 | NS      | $19860.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                               | US 10YR ULTRA FUT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        50 | NC      | $-8670.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                                   | Domino's Pizza Inc                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       275 | NS      | $95260.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa                       | Expeditors International of Washington Inc                                      | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       439 | NS      | $45620.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                       | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      1245 | NS      | $195402.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                         | LyondellBasell Industries NV                                                    | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      1791 | NS      | $148706.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                             | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81386.94     | 0.05%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc                                           | Fiserv Inc                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       897 | NS      | $90659.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF Mortgage Trust                                 | FREMF 2015-K49 Mortgage Trust                                                   | CUSIP: 30287TAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    290000 | PA      | $274970.95    | 0.16%             | 2048-10-25      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                              | Fidelity National Information Services Inc                                      | CUSIP: 31620MBW5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29317.10     | 0.02%             | 2027-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                      | Fontainebleau Miami Beach Trust 2019-FBLU                                       | CUSIP: 34461LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $185437.20    | 0.11%             | 2036-12-10      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Co                                        | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     10133 | NS      | $117846.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                       | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60038.06     | 0.03%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Alcoa Corp                                           | Alcoa Corp                                                                      | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       578 | NS      | $26281.66     | 0.02%             |  |  |  | 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      | $210128.34    | 0.12%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                       | Hershey Co/The                                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      1520 | NS      | $351986.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                                         | Allegion PLC                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |     10000 | PA      | $8638.11      | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                         | Alphabet Inc                                                                    | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    115000 | PA      | $67730.48     | 0.04%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                    | General Motors Co                                                               | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101874.33    | 0.06%             | 2025-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                  | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      8532 | NS      | $732472.20    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                     | Altria Group Inc                                                                | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     75000 | PA      | $47255.26     | 0.03%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                        | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       263 | NS      | $62820.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                        | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     26297 | NS      | $419700.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                       | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120051.50    | 0.07%             | 2040-04-15      | Fixed         | 3.30%                 | 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      | $87568.95     | 0.05%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                            | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66475.63     | 0.04%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                         | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       108 | NS      | $266347.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES                                | AvalonBay Communities Inc                                                       | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    125000 | PA      | $116313.65    | 0.07%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                            | Host Hotels & Resorts Inc                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      6139 | NS      | $98530.95     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                        | Huntsman Corp                                                                   | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      1497 | NS      | $41137.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                          | Hologic Inc                                                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      5426 | NS      | $405919.06    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                   | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       559 | NS      | $176565.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FIN GROUP INC                              | Jefferies Group LLC                                                             | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     65000 | PA      | $49047.90     | 0.03%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                       | ELI LILLY & CO                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       423 | NS      | $154750.32    | 0.09%             |  |  |  | No            |                  1 | 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        |      7861 | NS      | $357832.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                                 | BANK 2022-BNK40                                                                 | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $97066.78     | 0.06%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                              | Becton Dickinson and Co                                                         | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15277.46     | 0.01%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                             | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       439 | NS      | $184595.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                           | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     16634 | NS      | $439636.62    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                  | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    325000 | PA      | $295505.28    | 0.17%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                        | Live Nation Entertainment Inc                                                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       332 | NS      | $23153.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                               | Lumen Technologies Inc                                                          | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     28432 | NS      | $148415.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                  | Leidos Holdings Inc                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       104 | NS      | $10939.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS INC                                           | Leidos Inc                                                                      | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24033.13     | 0.01%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                   | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74493.21     | 0.04%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                        | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1269 | NS      | $213395.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                       | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     65000 | PA      | $43086.73     | 0.02%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                         | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      3113 | NS      | $146933.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp                    | Madison Square Garden Sports Corp                                               | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       456 | NS      | $83598.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                             | Magallanes Inc                                                                  | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61970.07     | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                  | Northern Trust Corp                                                             | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84611.45     | 0.05%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                        | Owens Corning                                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       236 | NS      | $20130.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                          | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      1180 | NS      | $85396.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      9131 | NS      | $456367.38    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                          | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45931.27     | 0.03%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                | Reynolds American Inc                                                           | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54615.76     | 0.03%             | 2041-08-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                  | COMM 2015-DC1 Mortgage Trust                                                    | CUSIP: 12629NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $47168.30     | 0.03%             | 2048-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                      | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       319 | NS      | $76419.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41627.42     | 0.02%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                             | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    200000 | PA      | $258312.69    | 0.15%             | 2039-08-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| SBA Communications Corp                              | SBA Communications Corp                                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       262 | NS      | $73441.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                              | Schlumberger Investment SA                                                      | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $86018.35     | 0.05%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                 | Daimler Finance North America LLC                                               | CUSIP: 233851DD3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149451.92    | 0.09%             | 2023-02-22      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp                              | John Deere Capital Corp                                                         | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139468.50    | 0.08%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                                 | Southern Natural Gas Co LLC                                                     | CUSIP: 84346LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $97933.85     | 0.06%             | 2047-03-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland                                   | Republic of Poland Government International Bond                                | CUSIP: 857524AC6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $98610.00     | 0.06%             | 2024-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                            | Occidental Petroleum Corp                                                       | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      1116 | NS      | $70296.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                            | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52649.70     | 0.03%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49014.25     | 0.03%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Ginnie Mae II Pool                                                              | CUSIP: 36202DC90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3435 | PA      | $3557.19      | 0.00%             | 2029-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PPL Corp                                             | PPL Corp                                                                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     13980 | NS      | $408495.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERIC                             | Packaging Corp of America                                                       | CUSIP: 695156AR0<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121864.08    | 0.07%             | 2024-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                             | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93918.95     | 0.05%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $928349.40    | 0.53%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Pinterest Inc                                        | Pinterest Inc                                                                   | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       621 | NS      | $15077.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUGET ENERGY INC                                     | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106580.28    | 0.06%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | UNITED STATES TREAS BONDS 02/49 3                                               | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $744895.26    | 0.43%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $244270.74    | 0.14%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                    | GXO Logistics Inc                                                               | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68592.60     | 0.04%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                    | GXO Logistics Inc                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     80000 | PA      | $59253.03     | 0.03%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                              | Raymond James Financial Inc                                                     | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72395.07     | 0.04%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                | Republic Services Inc                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       266 | NS      | $34311.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3400075.35   | 1.95%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    780000 | PA      | $761185.15    | 0.44%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                  | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      2271 | NS      | $190287.09    | 0.11%             |  |  |  | No            |                  1 | 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      | $91632.57     | 0.05%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                   | Vodafone Group PLC                                                              | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $49250.27     | 0.03%             | 2025-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                 | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1865 | NS      | $292581.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                       | S&P Global Inc                                                                  | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34229.61     | 0.02%             | 2032-03-01      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Salesforce Inc                                       | salesforce.com Inc                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2505 | NS      | $332137.95    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                      | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      6807 | NS      | $477238.77    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                               | US 2YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        50 | NC      | $9313.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                    | Kinder Morgan Inc/DE                                                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      5427 | NS      | $98120.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                   | Kraft Heinz Co/The                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       260 | NS      | $10584.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                            | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      2565 | NS      | $238878.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                           | Signature Bank/New York NY                                                      | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      1232 | NS      | $141951.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1951 | NS      | $365792.99    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                                | Lincoln National Corp                                                           | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      3434 | NS      | $105492.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                           | Macy's Inc                                                                      | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      3764 | NS      | $77726.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                     | Under Armour Inc                                                                | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      7945 | NS      | $80721.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95173.53     | 0.05%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                                | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $708221.97    | 0.41%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 91282CBX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $493012.50    | 0.28%             | 2023-04-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ManpowerGroup Inc                                    | ManpowerGroup Inc                                                               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      1153 | NS      | $95941.13     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                    | Marathon Oil Corp                                                               | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     14083 | NS      | $381226.81    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5700000 | PA      | $5392970.07   | 3.09%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp                             | United States Steel Corp                                                        | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      1425 | NS      | $35696.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                              | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      2121 | NS      | $246863.19    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                             | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       978 | NS      | $68704.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                                         | VeriSign Inc                                                                    | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65353.61     | 0.04%             | 2031-06-15      | Fixed         | 2.70%                 | 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        |    100000 | PA      | $93823.12     | 0.05%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                   | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11021 | NS      | $921355.60    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                          | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2059 | NS      | $371978.94    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                        | Welltower Inc                                                                   | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $96820.04     | 0.06%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Westrock Co                                          | WestRock Co                                                                     | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      7612 | NS      | $267637.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                               | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25563.96     | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                          | Southern Co/The                                                                 | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91250.00     | 0.05%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                          | Textron Inc                                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1013 | NS      | $71720.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                          | Textron Inc                                                                     | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93393.80     | 0.05%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                    | TOLL BROTHERS INC                                                               | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       452 | NS      | $22563.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $604373.00    | 0.35%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                           | Zoetis Inc                                                                      | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68033.30     | 0.04%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd                           | Axalta Coating Systems Ltd                                                      | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |      1326 | NS      | $33773.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                           | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       641 | NS      | $185107.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                          | Vistra Corp                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      5448 | NS      | $126393.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                         | Wyndham Hotels & Resorts Inc                                                    | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      1518 | NS      | $108248.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                              | SPDR S+P 500 ETF TRUST                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       400 | NC      | $83000.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TMS Co Ltd                                           | TMS Co Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26600 | NS      | $125662.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                        | Annaly Capital Management Inc                                                   | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |      5790 | NS      | $122053.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS                                   | Advance Auto Parts Inc                                                          | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65903.79     | 0.04%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                  | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      4644 | NS      | $509864.76    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                    | Allison Transmission Holdings Inc                                               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      2784 | NS      | $115814.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                  | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1283 | NS      | $658140.51    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                             | APA Corp                                                                        | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      5252 | NS      | $245163.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                 | Bank of America Corp                                                            | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73466.49     | 0.04%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3607.11      | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc                                   | Albertsons Cos Inc                                                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |        13 | NS      | $269.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                            | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      3242 | NS      | $301019.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                  | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      2501 | NS      | $375049.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                         | Chevron Corp                                                                    | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $57809.97     | 0.03%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                                      | Associated Banc-Corp                                                            | CUSIP: 045487AB1<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111934.37    | 0.06%             | 2025-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                 | Bayer US Finance LLC                                                            | CUSIP: 07274EAG8<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193397.67    | 0.11%             | 2024-10-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56670.81     | 0.03%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                         | Comcast Corp                                                                    | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98037.66     | 0.06%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                       | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      7350 | NS      | $867300.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                               | ConocoPhillips Co                                                               | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175982.85    | 0.10%             | 2025-03-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                             | Constellation Brands Inc                                                        | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56485.28     | 0.03%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                                  | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |       289 | NS      | $9201.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                          | Dropbox Inc                                                                     | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      6234 | NS      | $139516.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                                | East West Bancorp Inc                                                           | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       618 | NS      | $40726.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                      | Best Buy Co Inc                                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       366 | NS      | $29356.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutio                       | Bright Horizons Family Solutions Inc                                            | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       868 | NS      | $54770.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                         | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      1092 | NS      | $89554.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                             | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $45301.11     | 0.03%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                  | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      2386 | NS      | $291521.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                   | Meta Platforms Inc                                                              | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66210.46     | 0.04%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                        | Citigroup Inc                                                                   | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161335.88    | 0.09%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                              | Daimler Trucks Finance North America LLC                                        | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126330.83    | 0.07%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| FEDEX CORP                                           | FedEx Corp                                                                      | CUSIP: 31428XCE4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     65000 | PA      | $46523.89     | 0.03%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                           | Fiserv Inc                                                                      | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79171.46     | 0.05%             | 2023-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                     | FirstEnergy Corp                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       161 | NS      | $6752.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                     | Genuine Parts Co                                                                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      1334 | NS      | $231462.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                   | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      6888 | NS      | $828901.92    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 31410GME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1591 | PA      | $1607.75      | 0.00%             | 2037-09-01      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                 | Kansas City Southern                                                            | CUSIP: 485170BE3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    110000 | PA      | $78814.00     | 0.05%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                              | KeyCorp                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      9050 | NS      | $157651.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                           | Grand Canyon Education Inc                                                      | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      2199 | NS      | $232346.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                              | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $35508.57     | 0.02%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                        | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      9602 | NS      | $428057.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                            | L3Harris Technologies Inc                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2097 | NS      | $436616.37    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                    | Lam Research Corp                                                               | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95436.54     | 0.05%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                            | Lear Corp                                                                       | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       316 | NS      | $39190.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                                | Lincoln National Corp                                                           | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93813.79     | 0.05%             | 2026-12-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                       | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      8496 | NS      | $942631.20    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                         | Illumina Inc                                                                    | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       796 | NS      | $160951.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81650.78     | 0.05%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                               | Mid-America Apartments LP                                                       | CUSIP: 59523UAM9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    125000 | PA      | $121572.22    | 0.07%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                | Molina Healthcare Inc                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        59 | NS      | $19482.98     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                                 | Kyndryl Holdings Inc                                                            | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      1784 | NS      | $19838.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                            | Olin Corp                                                                       | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      2687 | NS      | $142249.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      2234 | NS      | $189934.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $252306.30    | 0.14%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                 | National Fuel Gas Co                                                            | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31437.57     | 0.02%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                               | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164925.34    | 0.09%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                             | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     91000 | PA      | $56827.86     | 0.03%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                        | Snowflake Inc                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       682 | NS      | $97894.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                    | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61908.37     | 0.04%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Teradata Corp                                        | Teradata Corp                                                                   | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      3373 | NS      | $113535.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 91282CCK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1858303.74   | 1.06%             | 2023-06-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Unity Software Inc                                   | Unity Software Inc                                                              | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |      1092 | NS      | $31220.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                                  | Virtu Financial Inc                                                             | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     16256 | NS      | $331784.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $418516.83    | 0.24%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                               | Williams Partners LP                                                            | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76963.96     | 0.04%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 10YR NOTE (CBT)MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -221 | NC      | $517181.32    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                                  | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1689 | NS      | $132265.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                                | Rivian Automotive Inc                                                           | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7685 | NS      | $141634.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                               | Roper Technologies Inc                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       271 | NS      | $117096.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                              | UDR Inc                                                                         | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    100000 | PA      | $91049.03     | 0.05%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $473927.55    | 0.27%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                        | Welltower Inc                                                                   | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     75000 | PA      | $59808.73     | 0.03%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                      | Weyerhaeuser Co                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     12373 | NS      | $383563.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                      | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1018 | NS      | $130385.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                   | Ally Financial Inc                                                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      9742 | NS      | $238191.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER                              | American Electric Power Co Inc                                                  | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48232.58     | 0.03%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                  | Avery Dennison Corp                                                             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      1079 | NS      | $195299.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                                | Avis Budget Group Inc                                                           | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       167 | NS      | $27376.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                | BB+T CORPORATION SR UNSECURED 12/23 3.75                                        | CUSIP: 05531FBF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74229.82     | 0.04%             | 2023-12-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                              | Becton Dickinson and Co                                                         | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     27000 | PA      | $20852.32     | 0.01%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Casey's General Stores Inc                           | Casey's General Stores Inc                                                      | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       864 | NS      | $193838.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                        | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     12732 | NS      | $575868.36    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions                       | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      2597 | NS      | $148522.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DH EUROPE FINANCE II                                 | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     30000 | PA      | $26348.11     | 0.02%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                    | DXC Technology Co                                                               | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      3669 | NS      | $97228.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                         | Danaher Corp                                                                    | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $41750.64     | 0.02%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                               | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40723.50     | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                   | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      6046 | NS      | $525276.48    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                  | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       424 | NS      | $40729.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                              | ADT Inc                                                                         | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        30 | NS      | $272.10       | 0.00%             |  |  |  | No            |                  1 | 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        |    230338 | PA      | $202938.68    | 0.12%             | 2029-09-25      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust                        | First Industrial Realty Trust Inc                                               | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1277 | NS      | $61628.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                  | Abbott Laboratories                                                             | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     83000 | PA      | $80923.87     | 0.05%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                  | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       293 | NS      | $62074.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                           | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     75000 | PA      | $49073.73     | 0.03%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13518.06     | 0.01%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                            | Brighthouse Financial Inc                                                       | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       827 | NS      | $42400.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                    | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $93835.10     | 0.05%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Ginnie Mae II Pool                                                              | CUSIP: 36202DLV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2128 | PA      | $2220.02      | 0.00%             | 2031-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Ginnie Mae II Pool                                                              | CUSIP: 36202DRH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6008 | PA      | $6251.55      | 0.00%             | 2032-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                    | HSBC Holdings PLC                                                               | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $262255.83    | 0.15%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                    | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      9720 | NS      | $1717038.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY METRO                                         | Kansas City Power & Light Co                                                    | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    190000 | PA      | $155099.50    | 0.09%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                 | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57203.38     | 0.03%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                        | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82796.76     | 0.05%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                        | Citigroup Inc                                                                   | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174633.60    | 0.10%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                             | LKQ Corp                                                                        | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      1155 | NS      | $61688.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS INC                                           | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90406.91     | 0.05%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                     | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      8644 | NS      | $549844.84    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                         | Comcast Corp                                                                    | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212361.70    | 0.12%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                             | Magallanes Inc                                                                  | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57646.87     | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Manhattan Associates Inc                             | Manhattan Associates Inc                                                        | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       826 | NS      | $100276.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                     | Crown Castle International Corp                                                 | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     75000 | PA      | $49082.52     | 0.03%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                        | DTE Energy Co                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      2801 | NS      | $329201.53    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                    | Marathon Oil Corp                                                               | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71743.69     | 0.04%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                        | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1172 | NS      | $439640.64    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                           | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      3661 | NS      | $244005.65    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30153.85     | 0.02%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                             | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198951.05    | 0.11%             | 2023-03-14      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International In                       | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      4943 | NS      | $500281.03    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN GAS TRAN                                     | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30291.04     | 0.02%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                             | Fox Corp                                                                        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      1169 | NS      | $33258.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT OPERATING PARTN                             | Piedmont Operating Partnership LP                                               | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     40000 | PA      | $28095.51     | 0.02%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Popular Inc                                          | Popular Inc                                                                     | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      5627 | NS      | $373182.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                 | Glencore Funding LLC                                                            | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13056.86     | 0.01%             | 2051-09-23      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GoDaddy Inc                                          | GoDaddy Inc                                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       157 | NS      | $11746.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                       | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66767.38     | 0.04%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/T                       | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       854 | NS      | $28446.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                               | Jones Lang LaSalle Inc                                                          | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       896 | NS      | $142795.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN ENER PART                              | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49677.33     | 0.03%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                       | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       548 | NS      | $109183.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                              | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82268.41     | 0.05%             | 2077-04-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp                                      | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      2675 | NS      | $704942.75    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                              | Nexstar Media Group Inc                                                         | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       393 | NS      | $68786.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                             | PVH Corp                                                                        | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      1788 | NS      | $126214.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                  | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      2534 | NS      | $180471.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       255 | NS      | $39892.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers LP                                   | Regency Centers LP                                                              | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    125000 | PA      | $116271.11    | 0.07%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                              | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1358 | NS      | $113067.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                   | Steel Dynamics Inc                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       670 | NS      | $65459.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                         | Tapestry Inc                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      7107 | NS      | $270634.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCANADA PIPELINES                                | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $82064.40     | 0.05%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     11439 | NS      | $282886.47    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                   | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       566 | NS      | $201167.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $46070.32     | 0.03%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $336614.56    | 0.19%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Premier Inc                                          | Premier Inc                                                                     | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9478 | NS      | $331540.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUM                                | Reliance Steel & Aluminum Co                                                    | CUSIP: 759509AE2<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224962.45    | 0.13%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Teladoc Health Inc                                   | Teladoc Health Inc                                                              | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      8870 | NS      | $209775.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      7077 | NS      | $304523.31    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $97564.62     | 0.06%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $283174.32    | 0.16%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                               | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       716 | NS      | $379608.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                                        | Wolfspeed Inc                                                                   | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |       187 | NS      | $12910.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                               | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       944 | NS      | $158676.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                        | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      2017 | NS      | $156761.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYMARK AIRLINES INC                                 | SKYMARK AIRLINES INC                                                            | CUSIP: 000000000<br>LEI: 353800N7SBM9SJA4R382 | Long             | EC               | CORP              | JP        |     13800 | NS      | $151206.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    775000 | PA      | $732294.63    | 0.42%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc                                     | Vail Resorts Inc                                                                | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |        95 | NS      | $22643.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                                         | Vontier Corp                                                                    | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50827.16     | 0.03%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                         | WP Carey Inc                                                                    | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     60000 | PA      | $54037.93     | 0.03%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                          | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2992 | NS      | $424235.68    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                              | WEX Inc                                                                         | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       830 | NS      | $135829.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                          | S+P500 EMINI FUT MAR23                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        54 | NC      | $-38145.87    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                              | SPDR S+P 500 ETF TRUST                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       600 | NC      | $600.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                            | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      3067 | NS      | $676580.20    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc                       | AMC Entertainment Holdings Inc                                                  | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |      1320 | NS      | $5372.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                | AECOM                                                                           | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      2707 | NS      | $229905.51    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                        | Affiliated Managers Group Inc                                                   | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      2335 | NS      | $369934.05    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                             | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    130000 | PA      | $97018.38     | 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        |     65000 | PA      | $41260.88     | 0.02%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                          | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    165000 | PA      | $139631.72    | 0.08%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/O                       | American Financial Group Inc/OH                                                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      1023 | NS      | $140437.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                             | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27423.47     | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Apartment Income REIT Corp                           | Apartment Income REIT Corp                                                      | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8635 | NS      | $296266.85    | 0.17%             |  |  |  | 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      | $47911.49     | 0.03%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                        | BlackRock Inc                                                                   | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       267 | NS      | $189204.21    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                              | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     11982 | NS      | $862104.90    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                              | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34589.47     | 0.02%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                      | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      3753 | NS      | $349742.07    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                      | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60058.79     | 0.03%             | 2050-04-01      | Fixed         | 4.25%                 | 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        |     25000 | PA      | $14547.05     | 0.01%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                              | Walt Disney Co/The                                                              | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34527.18     | 0.02%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                          | Discover Financial Services                                                     | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      1984 | NS      | $194094.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                         | DoorDash Inc                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        44 | NS      | $2148.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                              | Dow Inc                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      5374 | NS      | $270795.86    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                     | Duke Energy Corp                                                                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184986.78    | 0.11%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                     | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $93293.38     | 0.05%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                              | Extra Space Storage Inc                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1776 | NS      | $261391.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                     | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     16031 | NS      | $1768219.30   | 1.01%             |  |  |  | No            |                  1 | 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        |    515669 | NS      | $2753671.43   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information                        | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      3132 | NS      | $212506.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                           | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76759.65     | 0.04%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                    | Flowers Foods Inc                                                               | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93740.28     | 0.05%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                    | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20188.34     | 0.01%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Ginnie Mae II Pool                                                              | CUSIP: 36202DS44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7067 | PA      | $7370.02      | 0.00%             | 2032-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                    | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        41 | NS      | $1379.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63206.98     | 0.04%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                   | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       791 | NS      | $189808.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL                              | Honeywell International Inc                                                     | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32386.80     | 0.02%             | 2025-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                           | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       450 | NS      | $230485.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                             | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54555.91     | 0.03%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                  | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     10311 | NS      | $1382705.10   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    120000 | PA      | $92067.77     | 0.05%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                 | Juniper Networks Inc                                                            | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      4106 | NS      | $131227.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Hol                       | Laboratory Corp of America Holdings                                             | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       636 | NS      | $149765.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                               | Marvell Technology Inc                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6758 | NS      | $250316.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                            | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20060.35     | 0.01%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                          | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       754 | NS      | $61631.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                          | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67745.00     | 0.04%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                         | Oshkosh Corp                                                                    | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      3468 | NS      | $305842.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                              | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      6819 | NS      | $1033487.64   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                             | Prudential Financial Inc                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67044.08     | 0.04%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Public Storage                                       | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      1254 | NS      | $351358.26    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                | RPM International Inc                                                           | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69592.02     | 0.04%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                               | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     18310 | NS      | $394763.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM INC                                     | Ryder System Inc                                                                | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45207.99     | 0.03%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                    | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      2184 | NS      | $169412.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $63847.17     | 0.04%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      2530 | NS      | $303397.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                   | Union Pacific Corp                                                              | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54892.97     | 0.03%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12576 | PA      | $10646.56     | 0.01%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 912828YY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $854267.40    | 0.49%             | 2024-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                               | Valmont Industries Inc                                                          | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47521.74     | 0.03%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                               | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41572.20     | 0.02%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                   | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $53135.38     | 0.03%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                         | WP Carey Inc                                                                    | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     50000 | PA      | $49549.10     | 0.03%             | 2024-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                 | WEC Energy Group Inc                                                            | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20250.33     | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                       | Whirlpool Corp                                                                  | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       660 | NS      | $93363.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ithaca Energy PLC                                    | Ithaca Energy PLC                                                               | CUSIP: 000000000<br>LEI: 21380057TNFLXPXBIP34 | Long             | EC               | CORP              | GB        |     80769 | NS      | $178593.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |        90 | NS      | $4448.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb INA Holdings Inc                               | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28755.02     | 0.02%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                   | Advance Auto Parts Inc                                                          | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37846.50     | 0.02%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                       | Albemarle Corp                                                                  | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45431.14     | 0.03%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Express Co                                  | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       687 | NS      | $101504.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                  | American Tower Corp                                                             | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     75000 | PA      | $74756.98     | 0.04%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                 | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     21409 | NS      | $709066.08    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                 | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    325000 | PA      | $294845.64    | 0.17%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2017-BNK8                                                                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85000 | PA      | $78335.04     | 0.04%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                  | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      4024 | NS      | $309324.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer Partners LP                                                     | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82355.09     | 0.05%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                          | Equifax Inc                                                                     | CUSIP: 294429AQ8<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95391.61     | 0.05%             | 2024-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                          | EXELON CORP SR UNSECURED 04/50 4.7                                              | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87632.34     | 0.05%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                             | FNB Corp/PA                                                                     | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39801.52     | 0.02%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                              | Fidelity National Information Services Inc                                      | CUSIP: 31620MBZ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9226.82      | 0.01%             | 2052-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                  | Global Payments Inc                                                             | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72873.60     | 0.04%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                       | Home Depot Inc/The                                                              | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27205.30     | 0.02%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95414.31     | 0.05%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                              | MPLX LP                                                                         | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94062.99     | 0.05%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                 | National Fuel Gas Co                                                            | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69719.74     | 0.04%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE C                             | Pacific Life Insurance Co                                                       | CUSIP: 69448FAA9<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53417.95     | 0.03%             | 2067-10-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                               | Philip Morris International Inc                                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $93257.61     | 0.05%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Physicians Realty LP                                 | Physicians Realty LP                                                            | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    125000 | PA      | $114393.86    | 0.07%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                | Playtika Holding Corp                                                           | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |      3124 | NS      | $26585.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                         | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      6244 | NS      | $703886.12    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                           | Raytheon Technologies Corp                                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      4296 | NS      | $433552.32    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                       | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       240 | NS      | $80385.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                         | Stryker Corp                                                                    | CUSIP: 863667AN1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9609.89      | 0.01%             | 2026-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                             | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72193.92     | 0.04%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                              | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       255 | NS      | $215227.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                          | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       668 | NS      | $99558.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       896 | NS      | $493418.24    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                      | Tyson Foods Inc                                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        75 | NS      | $4668.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                              | UDR Inc                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      4246 | NS      | $164447.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 9128283J7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $861471.09    | 0.49%             | 2024-11-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                           | VMware Inc                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26643.99     | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                           | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      1345 | NS      | $58655.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                     | Under Armour Inc                                                                | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      1734 | NS      | $15467.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                   | Union Pacific Corp                                                              | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85775.56     | 0.05%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                | Mexico Government International Bond                                            | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $188755.98    | 0.11%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $827.70       | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    760000 | PA      | $454681.70    | 0.26%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond - When Issued                                  | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    330000 | PA      | $291479.27    | 0.17%             | 2026-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 91282CDA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1934633.00   | 1.11%             | 2023-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1115653.76   | 0.64%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3581667.58   | 2.05%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                               | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $98221.09     | 0.06%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                               | Verizon Communications Inc                                                      | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79907.57     | 0.05%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                           | VMware Inc                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34920.76     | 0.02%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                     | BANK OF MONTREAL 3                                                              | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | RA               | CORP              | US        |  16454000 | PA      | $16454000.00  | 9.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                     | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      7080 | NS      | $292333.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                 | Western Digital Corp                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      5310 | NS      | $167530.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                            | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      2484 | NS      | $810231.12    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                         | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5438 | NS      | $479794.74    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                         | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5959 | NS      | $1069580.91   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                             | EQT Corp                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      3503 | NS      | $118506.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                             | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      6824 | NS      | $282991.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED MORTGAGE CORE PORTFOLIO                    | FEDERATED CORE TR MTG CORE PORTFOLIO                                            | CUSIP: 31409N200<br>LEI: N/A                  | Long             | EC               | RF                | US        |   2573133 | NS      | $21562851.19  | 12.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Gr                       | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      3516 | NS      | $266618.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                              | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41969.92     | 0.02%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                       | Microsoft Corp                                                                  | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193419.79    | 0.11%             | 2025-11-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                             | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45065.86     | 0.03%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                           | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1027 | NS      | $135368.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                                | ON Semiconductor Corp                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      1608 | NS      | $100290.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                            | ONEOK Inc                                                                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1952 | NS      | $128246.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                                 | OneMain Holdings Inc                                                            | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      4794 | NS      | $159688.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                          | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104978.02    | 0.06%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                        | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       216 | NS      | $155841.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                             | Rogers Communications Inc                                                       | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $36861.54     | 0.02%             | 2042-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Southern Co/The                                      | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      5431 | NS      | $387827.71    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                  | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      5942 | NS      | $195254.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                 | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69056.86     | 0.04%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 912828ZD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5200000 | PA      | $5161138.84   | 2.96%             | 2023-03-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                   | Valero Energy Corp                                                              | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40881.66     | 0.02%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                            | Xylem Inc/NY                                                                    | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36613.23     | 0.02%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                                     | Schlumberger Ltd                                                                | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      3895 | NS      | $208226.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                             | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    153000 | PA      | $106269.20    | 0.06%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                               | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81376.14     | 0.05%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                    | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       352 | NS      | $47731.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                               | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      5678 | NS      | $1753934.20   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                        | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1599 | NS      | $304593.51    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAP MARKETS AMERICA                               | BP Capital Markets America Inc                                                  | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33219.09     | 0.02%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17971.96     | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                             | CSX CORP                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      3374 | NS      | $104526.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                               | CACI International Inc                                                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       529 | NS      | $159012.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                     | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      5909 | NS      | $608567.91    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                             | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93941.66     | 0.05%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                   | Meta Platforms Inc                                                              | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70026.72     | 0.04%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                           | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     93000 | PA      | $86391.05     | 0.05%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                 | Glencore Funding LLC                                                            | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44112.52     | 0.03%             | 2026-04-27      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                  | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |         9 | NS      | $1221.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                         | NiSource Inc                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54665.49     | 0.03%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2161 | NS      | $532513.62    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      3409 | NS      | $208869.43    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                       | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       170 | NS      | $16864.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                      | T-MOBILE US INC                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2489 | NS      | $348460.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                                      | TripAdvisor Inc                                                                 | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |      6546 | NS      | $117697.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $484979.90    | 0.28%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3480734.25   | 1.99%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 5YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -30 | NC      | $3500.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                            | Axis Capital Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      5130 | NS      | $277892.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

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

**Signature:** Stephen Van Meter

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

**Title:** Chief Compliance Officer