# EDGAR Filing Document

**Accession Number:** 0000912577
**File Stem:** 0001145549-23-008183
**Filing Date:** 2023-2
**Character Count:** 162410
**Document Hash:** 9854b37c22639c8a00234a408092dfb4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008183.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-008183

**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:** 23652555

**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 Quality Bond Fund II (Series ID: S000009744)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000026769 | Primary Shares |  |
| C000026770 | 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 Quality Bond Fund II

- **b. EDGAR series identifier (if any):** S000009744

- **c. LEI of Series:** RZZ0MRXNQCBGX1ERUZ06

**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:** $149615427.83

**Total Liabilities:** $1958311.77

**Net Assets:** $147657116.06

**Cash Not Reported:** $137696.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -213.475686000000 | **1-Year:** -11168.039812000000 | **5-Year:** -31421.600485000000 | **10-Year:** -13763.521742000000 | **30-Year:** -905.974967000000

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

- **3-Month:** -2.883890000000 | **1-Year:** -312.861322000000 | **5-Year:** -545.504871000000 | **10-Year:** -159.948103000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026769 | -0.52%               | 3.04%                | -0.20%               |
| Class ID C000026770 | -0.52%               | 3.05%                | -0.20%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-220247.54              | $-715528.72                                |
| Month 2  | $-2.55                   | $3852690.38                                |
| Month 3  | $0.00                    | $-571418.32                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FORD MOTOR COMPANY                       | Ford Motor Co                                                                   | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237635.05    | 0.16%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Cenovus Energy Inc                       | Cenovus Energy Inc                                                              | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $478654.72    | 0.32%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| General Motors Co                        | General Motors Co                                                               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235496.25    | 0.16%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                               | Intel Corp                                                                      | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170752.99    | 0.12%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                    | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $159714.32    | 0.11%             | 2031-02-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| ANGLO AMERICAN CAPITAL                   | Anglo American Capital PLC                                                      | CUSIP: 034863AZ3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $294920.23    | 0.20%             | 2028-03-17      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: —       |
| BOEING CO                                | Boeing Co/The                                                                   | CUSIP: 097023BQ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443245.82    | 0.30%             | 2023-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| CENOVUS ENERGY INC                       | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $240302.58    | 0.16%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| FIFTH THIRD BANCORP                      | Fifth Third Bancorp                                                             | CUSIP: 316773CY4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132855.77    | 0.09%             | 2025-01-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                 | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AD3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490886.65    | 0.33%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                    | United Parcel Service Inc                                                       | CUSIP: 911312BX3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    590000 | PA      | $581183.07    | 0.39%             | 2025-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                   | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBC0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290682.14    | 0.20%             | 2025-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| PIEDMONT OPERATING PARTN                 | Piedmont Operating Partnership LP                                               | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    120000 | PA      | $84286.53     | 0.06%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| AEP Texas Inc                            | AEP Texas Inc                                                                   | CUSIP: 0010EPAN8<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    310000 | PA      | $298072.44    | 0.20%             | 2025-10-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| AIA Group Ltd                            | AIA Group Ltd                                                                   | CUSIP: 00131LAH8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    350000 | PA      | $318682.16    | 0.22%             | 2029-04-09      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                 | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267273.65    | 0.18%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    877000 | PA      | $676553.15    | 0.46%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                      | Abbott Laboratories                                                             | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    453000 | PA      | $441668.81    | 0.30%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                      | Abbott Laboratories                                                             | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $425808.05    | 0.29%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    455000 | PA      | $411206.86    | 0.28%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | AbbVie Inc                                                                      | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     67000 | PA      | $60499.28     | 0.04%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                   | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAR8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293773.76    | 0.20%             | 2024-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                       | Advance Auto Parts Inc                                                          | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $878717.26    | 0.60%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $476571.03    | 0.32%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    550000 | PA      | $511714.56    | 0.35%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    205000 | PA      | $172115.02    | 0.12%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                           | Air Lease Corp                                                                  | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    550000 | PA      | $498407.36    | 0.34%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                           | Air Lease Corp                                                                  | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $608840.18    | 0.41%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                           | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140088.81    | 0.09%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                | Airbus SE                                                                       | CUSIP: 009279AA8<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $558254.64    | 0.38%             | 2027-04-10      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                 | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    250000 | PA      | $244214.91    | 0.17%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                    | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $460785.94    | 0.31%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                 | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $399333.98    | 0.27%             | 2030-01-25      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                   | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAD6<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    800000 | PA      | $769838.84    | 0.52%             | 2024-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                             | Allegion PLC                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    415000 | PA      | $358481.58    | 0.24%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                         | Altria Group Inc                                                                | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343044.61    | 0.23%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                           | Amazon.com Inc                                                                  | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160026.91    | 0.11%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                           | Amazon.com Inc                                                                  | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    760000 | PA      | $722426.02    | 0.49%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                              | Ameren Corp                                                                     | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    185000 | PA      | $163024.79    | 0.11%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                      | American Express Co                                                             | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    745000 | PA      | $730221.60    | 0.49%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                      | American International Group Inc                                                | CUSIP: 026874CY1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $791781.80    | 0.54%             | 2024-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                   | Anglo American Capital PLC                                                      | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $163783.79    | 0.11%             | 2031-03-17      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                                | Apple Inc                                                                       | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118458.08    | 0.08%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                | Apple Inc                                                                       | CUSIP: 037833DT4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    315000 | PA      | $290280.93    | 0.20%             | 2025-05-11      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                      | Ashtead Capital Inc                                                             | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $427304.16    | 0.29%             | 2026-08-12      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                 | Automatic Data Processing Inc                                                   | CUSIP: 053015AE3<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    340000 | PA      | $329634.06    | 0.22%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                           | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $237034.56    | 0.16%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                         | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $207895.18    | 0.14%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                     | BAT International Finance PLC                                                   | CUSIP: 05530QAK6<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $278775.95    | 0.19%             | 2025-06-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                     | Bank of America Corp                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462500.67    | 0.31%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                     | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1158625.18   | 0.78%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                     | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467193.92    | 0.32%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1551601.52   | 1.05%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $614142.19    | 0.42%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                   | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224841.02    | 0.15%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                   | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287468.97    | 0.19%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                              | Truist Bank                                                                     | CUSIP: 07330NAT2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    475000 | PA      | $451926.60    | 0.31%             | 2024-12-06      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                  | Becton Dickinson and Co                                                         | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236602.05    | 0.16%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                   | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471679.69    | 0.32%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                   | Boardwalk Pipelines LP                                                          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    265000 | PA      | $222289.27    | 0.15%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $542451.04    | 0.37%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                     | Booking Holdings Inc                                                            | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387293.80    | 0.26%             | 2030-04-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                     | Boston Properties LP                                                            | CUSIP: 10112RAZ7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    480000 | PA      | $459472.80    | 0.31%             | 2025-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                     | Boston Properties LP                                                            | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     80000 | PA      | $66323.67     | 0.04%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                   | BP Capital Markets America Inc                                                  | CUSIP: 10373QAB6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491454.67    | 0.33%             | 2025-09-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                  | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    152000 | PA      | $148063.74    | 0.10%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                  | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    280000 | PA      | $265254.64    | 0.18%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                             | Broadcom Inc                                                                    | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    666000 | PA      | $620664.79    | 0.42%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                             | Broadcom Inc                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227625.28    | 0.15%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CIGNA CORP                               | Cigna Corp                                                                      | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193292.34    | 0.13%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                   | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    600000 | PA      | $529576.36    | 0.36%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                       | CNA Financial Corp                                                              | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231984.19    | 0.16%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CNPC HK OVERSEAS CAPITAL                 | CNPC HK Overseas Capital Ltd                                                    | CUSIP: 12622NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    530000 | PA      | $546652.99    | 0.37%             | 2041-04-28      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                          | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1250147.77   | 0.85%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                       | Coterra Energy Inc                                                              | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467627.67    | 0.32%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                    | Camden Property Trust                                                           | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    115000 | PA      | $99217.22     | 0.07%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                 | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $223128.86    | 0.15%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                 | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $415450.22    | 0.28%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                             | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    645000 | PA      | $545650.65    | 0.37%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981067.92    | 0.66%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                 | Cintas Corp No 2                                                                | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $724148.58    | 0.49%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                            | Citigroup Inc                                                                   | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481525.86    | 0.33%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                            | Citigroup Inc                                                                   | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    480000 | PA      | $455536.60    | 0.31%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                            | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466319.52    | 0.32%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                            | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460979.67    | 0.31%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | Citigroup Inc                                                                   | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242335.12    | 0.16%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                   | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   1015000 | PA      | $876554.00    | 0.59%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                             | Comcast Corp                                                                    | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    750000 | PA      | $735282.43    | 0.50%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                 | Constellation Brands Inc                                                        | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    750000 | PA      | $726942.41    | 0.49%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                 | Constellation Brands Inc                                                        | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243847.45    | 0.17%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                    | Costco Wholesale Corp                                                           | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    275000 | PA      | $241285.20    | 0.16%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                     | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    470000 | PA      | $448155.75    | 0.30%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                     | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    235000 | PA      | $206393.52    | 0.14%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                  | John Deere Capital Corp                                                         | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485523.33    | 0.33%             | 2025-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                  | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151737.35    | 0.10%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                   | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162894.00    | 0.11%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                   | Discover Financial Services                                                     | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235612.17    | 0.16%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                          | Dollar Tree Inc                                                                 | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488587.42    | 0.33%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                       | Dominion Energy Gas Holdings LLC                                                | CUSIP: 257375AN5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    205000 | PA      | $195420.04    | 0.13%             | 2024-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                      | Dominion Energy Inc                                                             | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    560000 | PA      | $539951.48    | 0.37%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                           | EDP Finance BV                                                                  | CUSIP: 26835PAF7<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $482754.89    | 0.33%             | 2024-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                      | Emera US Finance LP                                                             | CUSIP: 29103DAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $177420.20    | 0.12%             | 2024-06-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                       | Energy Transfer Operating LP                                                    | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265197.57    | 0.18%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                              | Equifax Inc                                                                     | CUSIP: 294429AQ8<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    480000 | PA      | $457879.74    | 0.31%             | 2024-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                 | Exelon Generation Co LLC                                                        | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239414.83    | 0.16%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                        | Expedia Group Inc                                                               | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $43550.54     | 0.03%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                 | FNB Corp/PA                                                                     | CUSIP: 302520AC5<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296728.96    | 0.20%             | 2025-08-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                 | FNB Corp/PA                                                                     | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    685000 | PA      | $681601.02    | 0.46%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                       | Meta Platforms Inc                                                              | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    220000 | PA      | $205411.71    | 0.14%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                               | AbbVie Inc                                                                      | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291014.77    | 0.20%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                    | AvalonBay Communities Inc                                                       | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    395000 | PA      | $367551.13    | 0.25%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                       | Meta Platforms Inc                                                              | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220701.54    | 0.15%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                               | Fiserv Inc                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473965.58    | 0.32%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                               | Fiserv Inc                                                                      | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222318.97    | 0.15%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                               | Fiserv Inc                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210734.23    | 0.14%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                 | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128113.97    | 0.09%             | 2025-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                               | Biogen Inc                                                                      | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    600000 | PA      | $583861.70    | 0.40%             | 2025-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                               | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    235000 | PA      | $191976.57    | 0.13%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                      | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $222423.25    | 0.15%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                        | Flowers Foods Inc                                                               | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    380000 | PA      | $356213.06    | 0.24%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                             | Fortinet Inc                                                                    | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    255000 | PA      | $223507.33    | 0.15%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                       | CNA Financial Corp                                                              | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86668.88     | 0.06%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Cimarex Energy Co                        | Cimarex Energy Co                                                               | CUSIP: 171798AE1<br>LEI: 11KYOFXPU1C4CQL1CL44 | Long             | DBT              | CORP              | US        |    215000 | PA      | $167886.19    | 0.11%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                   | GE Capital Funding LLC                                                          | CUSIP: 36166NAJ2<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    700000 | PA      | $645043.66    | 0.44%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Ginnie Mae II Pool                                                              | CUSIP: 36202C4Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1398 | PA      | $1438.92      | 0.00%             | 2028-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                             | Comerica Inc                                                                    | CUSIP: 200340AQ0<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286825.40    | 0.19%             | 2026-07-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                         | Crown Castle International Corp                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    180000 | PA      | $144831.01    | 0.10%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Ginnie Mae II Pool                                                              | CUSIP: 36202DLU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       422 | PA      | $436.93       | 0.00%             | 2031-02-20      | Fixed         | 6.50%                 | 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      |
| EDP FINANCE BV                           | EDP Finance BV                                                                  | CUSIP: 26835PAH3<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $330776.51    | 0.22%             | 2028-01-24      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| FORTIS INC                               | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $222944.64    | 0.15%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Ginnie Mae II Pool                                                              | CUSIP: 36202DS44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4220 | PA      | $4400.59      | 0.00%             | 2032-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Ginnie Mae II Pool                                                              | CUSIP: 36202DTS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9748 | PA      | $10176.42     | 0.01%             | 2032-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                        | GXO Logistics Inc                                                               | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    735000 | PA      | $630194.52    | 0.43%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                   | GE Healthcare Holding LLC                                                       | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311812.40    | 0.21%             | 2032-11-22      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                   | GE Healthcare Holding LLC                                                       | CUSIP: 36267VAG8<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307742.86    | 0.21%             | 2030-03-15      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | General Motors Financial Co Inc                                                 | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282780.53    | 0.19%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                        | General Motors Co                                                               | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254685.84    | 0.17%             | 2025-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | General Motors Financial Co Inc                                                 | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440819.06    | 0.30%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | General Motors Financial Co Inc                                                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $421379.86    | 0.29%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                      | Gilead Sciences Inc                                                             | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212355.12    | 0.14%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                      | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73940.52     | 0.05%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                      | Global Payments Inc                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    600000 | PA      | $524233.50    | 0.36%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                     | Glencore Funding LLC                                                            | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $308787.66    | 0.21%             | 2026-04-27      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                      | Global Payments Inc                                                             | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    320000 | PA      | $279282.45    | 0.19%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466718.61    | 0.32%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $573077.28    | 0.39%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222952.53    | 0.15%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| HCA INC                                  | HCA Inc                                                                         | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77404.38     | 0.05%             | 2027-03-15      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Grupo Bimbo SAB de CV                    | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAC8<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $489952.03    | 0.33%             | 2024-06-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC USA Inc                             | HSBC USA Inc                                                                    | CUSIP: 40434CAD7<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975437.47    | 0.66%             | 2024-06-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                           | Home Depot Inc/The                                                              | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    410000 | PA      | $383044.15    | 0.26%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                  | Honeywell International Inc                                                     | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    205000 | PA      | $189694.11    | 0.13%             | 2025-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                              | Hubbell Inc                                                                     | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    555000 | PA      | $442427.95    | 0.30%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                 | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    410000 | PA      | $372798.72    | 0.25%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                 | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140228.18    | 0.09%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                       | Husky Energy Inc                                                                | CUSIP: 448055AP8<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $222190.20    | 0.15%             | 2029-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                 | Healthcare Trust of America Holdings LP                                         | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    445000 | PA      | $337905.24    | 0.23%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    700000 | PA      | $669601.82    | 0.45%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                  | Inter-American Development Bank                                                 | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    510000 | PA      | $556665.32    | 0.38%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                      | Invesco Finance PLC                                                             | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $210905.59    | 0.14%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                      | JPMorgan Chase & Co                                                             | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489763.35    | 0.33%             | 2024-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $401727.66    | 0.27%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                           | Home Depot Inc/The                                                              | CUSIP: 437076BN1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    800000 | PA      | $733113.54    | 0.50%             | 2026-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                  | Honeywell International Inc                                                     | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    400000 | PA      | $330994.96    | 0.22%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478265.11    | 0.32%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                  | Jefferies Group LLC                                                             | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195774.08    | 0.13%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    190000 | PA      | $167361.78    | 0.11%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                    | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    240000 | PA      | $197931.35    | 0.13%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                 | International Flavors & Fragrances Inc                                          | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    915000 | PA      | $809132.46    | 0.55%             | 2025-10-01      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                     | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445314.21    | 0.30%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                    | Keysight Technologies Inc                                                       | CUSIP: 49338LAB9<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    460000 | PA      | $453281.44    | 0.31%             | 2024-10-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                           | Amazon.com Inc                                                                  | CUSIP: 023135CE4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289747.44    | 0.20%             | 2025-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                  | American Electric Power Co Inc                                                  | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    125000 | PA      | $102987.47    | 0.07%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                    | Keysight Technologies Inc                                                       | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86882.16     | 0.06%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                        | Kimco Realty Corp                                                               | CUSIP: 49446RAR0<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    410000 | PA      | $396996.90    | 0.27%             | 2024-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                      | American Tower Corp                                                             | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    500000 | PA      | $436912.28    | 0.30%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                 | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741927.36    | 0.50%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                          | Associated Banc-Corp                                                            | CUSIP: 045487AB1<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1056076.48   | 0.72%             | 2025-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                          | AstraZeneca PLC                                                                 | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $564348.25    | 0.38%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                          | AstraZeneca PLC                                                                 | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $206865.91    | 0.14%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                          | BAE Systems PLC                                                                 | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $176946.40    | 0.12%             | 2030-04-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| KIMCO REALTY CORP                        | Kimco Realty Corp                                                               | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    250000 | PA      | $209736.55    | 0.14%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                     | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    417000 | PA      | $390755.50    | 0.26%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAE Systems Holdings Inc                 | BAE Systems Holdings Inc                                                        | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |    280000 | PA      | $270258.80    | 0.18%             | 2025-12-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                         | BAT Capital Corp                                                                | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $323589.79    | 0.22%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                     | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    900000 | PA      | $861276.53    | 0.58%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                        | Lam Research Corp                                                               | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    310000 | PA      | $295853.28    | 0.20%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                               | Leidos Inc                                                                      | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    335000 | PA      | $322043.99    | 0.22%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                               | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    600000 | PA      | $461000.85    | 0.31%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $883053.66    | 0.60%             | 2026-11-19      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $396476.45    | 0.27%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                 | Lennox International Inc                                                        | CUSIP: 526107AD9<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982506.92    | 0.67%             | 2023-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                     | M&T Bank Corp                                                                   | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    410000 | PA      | $400352.70    | 0.27%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                   | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HCX5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    550000 | PA      | $535228.53    | 0.36%             | 2024-09-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                  | Bayer US Finance II LLC                                                         | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985903.27    | 0.67%             | 2023-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489142.59    | 0.33%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                        | Kimco Realty Corp                                                               | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    250000 | PA      | $204340.93    | 0.14%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                  | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    395000 | PA      | $373666.67    | 0.25%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                  | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    290000 | PA      | $258821.20    | 0.18%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                 | Magallanes Inc                                                                  | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    355000 | PA      | $320193.30    | 0.22%             | 2027-03-15      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                 | Magallanes Inc                                                                  | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433520.13    | 0.29%             | 2029-03-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Bayer US Finance II LLC                  | Bayer US Finance II LLC                                                         | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194005.97    | 0.13%             | 2025-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Becton Dickinson and Co                  | Becton Dickinson and Co                                                         | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    203000 | PA      | $198107.59    | 0.13%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                        | Marathon Oil Corp                                                               | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286974.75    | 0.19%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Masco Corp                               | Masco Corp                                                                      | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278384.21    | 0.19%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SKY LTD                                  | Sky PLC                                                                         | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $293035.22    | 0.20%             | 2024-09-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                             | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    135000 | PA      | $108605.66    | 0.07%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                 | Lennox International Inc                                                        | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    585000 | PA      | $502453.06    | 0.34%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    165000 | PA      | $136701.56    | 0.09%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                               | Masco Corp                                                                      | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $233263.09    | 0.16%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                  | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AG3<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    172000 | PA      | $212015.70    | 0.14%             | 2039-06-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial NV                        | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    595000 | PA      | $558318.85    | 0.38%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                             | Chevron Corp                                                                    | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $465569.21    | 0.32%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                     | National Fuel Gas Co                                                            | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    395000 | PA      | $393418.53    | 0.27%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                 | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $240911.28    | 0.16%             | 2026-01-29      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                  | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEN5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    290000 | PA      | $271631.23    | 0.18%             | 2024-06-07      | Fixed         | 0.55%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corp                           | Microsoft Corp                                                                  | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    750000 | PA      | $700329.26    | 0.47%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                   | Philip Morris International Inc                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142355.85    | 0.10%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                 | Pioneer Natural Resources Co                                                    | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    325000 | PA      | $290027.13    | 0.20%             | 2026-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                    | Reynolds American Inc                                                           | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    360000 | PA      | $357484.99    | 0.24%             | 2041-08-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                    | Stellantis Finance US Inc                                                       | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171887.29    | 0.12%             | 2027-01-29      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                   | Mid-America Apartments LP                                                       | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    320000 | PA      | $250258.54    | 0.17%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | Morgan Stanley                                                                  | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $877247.80    | 0.59%             | 2026-12-10      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                              | SunTrust Bank/Atlanta GA                                                        | CUSIP: 86787GAJ1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187320.56    | 0.13%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                        | Sysco Corp                                                                      | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    700000 | PA      | $661199.15    | 0.45%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                     | National Fuel Gas Co                                                            | CUSIP: 636180BL4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    420000 | PA      | $418887.08    | 0.28%             | 2023-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                     | National Fuel Gas Co                                                            | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    280000 | PA      | $220063.02    | 0.15%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                              | Netflix Inc                                                                     | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482110.00    | 0.33%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                   | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283102.08    | 0.19%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                   | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256077.37    | 0.17%             | 2027-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                             | NiSource Inc                                                                    | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471734.29    | 0.32%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                  | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAB1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    680000 | PA      | $620041.76    | 0.42%             | 2024-09-16      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Nuveen LLC                               | Nuveen LLC                                                                      | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $228027.84    | 0.15%             | 2028-11-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                  | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113548.61    | 0.08%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                  | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    320000 | PA      | $249156.01    | 0.17%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | Occidental Petroleum Corp                                                       | CUSIP: 674599CW3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95941.02     | 0.06%             | 2024-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | Occidental Petroleum Corp                                                       | CUSIP: 674599DA0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975435.00    | 0.66%             | 2024-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                | ONEOK Inc                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    345000 | PA      | $325137.75    | 0.22%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120362.11    | 0.08%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | Oracle Corp                                                                     | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448184.74    | 0.30%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467665.48    | 0.32%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                        | Sysco Corp                                                                      | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    450000 | PA      | $416640.19    | 0.28%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                      | Total System Services Inc                                                       | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    260000 | PA      | $242402.51    | 0.16%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                      | Petroleos Mexicanos                                                             | CUSIP: 71654QBH4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    175000 | PA      | $171347.75    | 0.12%             | 2024-01-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                   | Philip Morris International Inc                                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302722.17    | 0.21%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Physicians Realty LP                     | Physicians Realty LP                                                            | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    710000 | PA      | $670566.78    | 0.45%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                 | Pioneer Natural Resources Co                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    550000 | PA      | $436016.96    | 0.30%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                       | Union Pacific Corp                                                              | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452217.30    | 0.31%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | Verizon Communications Inc                                                      | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    175000 | PA      | $154728.32    | 0.10%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                              | Prologis LP                                                                     | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    320000 | PA      | $305879.18    | 0.21%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                    | RPM International Inc                                                           | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463946.81    | 0.31%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1135395.11   | 0.77%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | Citigroup Inc                                                                   | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218138.21    | 0.15%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                  | Raymond James Financial Inc                                                     | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    595000 | PA      | $574334.22    | 0.39%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                 | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    670000 | PA      | $518993.64    | 0.35%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                 | Citizens Financial Group Inc                                                    | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73369.86     | 0.05%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                             | Comcast Corp                                                                    | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    900000 | PA      | $819025.81    | 0.55%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                   | Regions Financial Corp                                                          | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    330000 | PA      | $308680.11    | 0.21%             | 2025-05-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                    | Reynolds American Inc                                                           | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293756.19    | 0.20%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                             | Comcast Corp                                                                    | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283148.93    | 0.19%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                              | Compass Bank                                                                    | CUSIP: 20453KAA3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486711.33    | 0.33%             | 2025-04-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                     | Daimler Finance North America LLC                                               | CUSIP: 233851BJ2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970493.78    | 0.66%             | 2024-08-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                  | Daimler Trucks Finance North America LLC                                        | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    605000 | PA      | $533885.98    | 0.36%             | 2026-12-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                  | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $735214.47    | 0.50%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                      | Dollar General Corp                                                             | CUSIP: 256677AD7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195786.12    | 0.13%             | 2025-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                   | Roper Technologies Inc                                                          | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    875000 | PA      | $839382.57    | 0.57%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                   | Roper Technologies Inc                                                          | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    430000 | PA      | $345571.51    | 0.23%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                       | Energy Transfer Partners LP                                                     | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    565000 | PA      | $562032.28    | 0.38%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                       | Energy Transfer LP                                                              | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148984.50    | 0.10%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                       | Royalty Pharma PLC                                                              | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $215015.43    | 0.15%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                         | Ryder System Inc                                                                | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $308088.35    | 0.21%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                           | S&P Global Inc                                                                  | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    805000 | PA      | $688870.89    | 0.47%             | 2032-03-01      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                  | Schlumberger Holdings Corp                                                      | CUSIP: 806851AG6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291522.42    | 0.20%             | 2025-12-21      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sempra Energy                            | Sempra Energy                                                                   | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463307.77    | 0.31%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                  | Shell International Finance BV                                                  | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    325000 | PA      | $306454.14    | 0.21%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                     | Enel Finance International NV                                                   | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    330000 | PA      | $284779.18    | 0.19%             | 2026-07-12      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                 | Enel Finance America LLC                                                        | CUSIP: 29280HAA0<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517886.07    | 0.35%             | 2027-10-14      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                     | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    510000 | PA      | $389385.51    | 0.26%             | 2030-10-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                     | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    300000 | PA      | $215304.91    | 0.15%             | 2031-09-13      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CO                              | Southern Co/The                                                                 | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235393.37    | 0.16%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                  | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAA6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440342.05    | 0.30%             | 2023-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| State Street Corp                        | State Street Corp                                                               | CUSIP: 857477AN3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $683689.39    | 0.46%             | 2024-12-16      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                        | State Street Corp                                                               | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449863.39    | 0.30%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                              | EXELON CORP SR UNSECURED 04/30 4.05                                             | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    385000 | PA      | $358356.36    | 0.24%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                              | Exelon Corp                                                                     | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $459286.90    | 0.31%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                        | State Street Corp                                                               | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61701.63     | 0.04%             | 2033-05-13      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp                    | Stifel Financial Corp                                                           | CUSIP: 860630AD4<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    390000 | PA      | $382335.10    | 0.26%             | 2024-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Gold Pool                                                           | CUSIP: 31292HEY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       280 | PA      | $299.38       | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                      | Fifth Third Bancorp                                                             | CUSIP: 316773CX6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492649.66    | 0.33%             | 2024-01-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                          | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    600000 | PA      | $566332.81    | 0.38%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    450000 | PA      | $424539.41    | 0.29%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                         | Fifth Third Bank/Cincinnati OH                                                  | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225414.75    | 0.15%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Ginnie Mae II Pool                                                              | CUSIP: 36202BVD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       178 | PA      | $178.21       | 0.00%             | 2023-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    450000 | PA      | $408672.26    | 0.28%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                     | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    140000 | PA      | $120849.51    | 0.08%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Ginnie Mae II Pool                                                              | CUSIP: 36202C4P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       971 | PA      | $994.65       | 0.00%             | 2028-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Ginnie Mae II Pool                                                              | CUSIP: 36202C5T6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1857 | PA      | $1904.76      | 0.00%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                 | Telefonica Emisiones SAU                                                        | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $257246.32    | 0.17%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Textron Inc                              | Textron Inc                                                                     | CUSIP: 883203BU4<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    295000 | PA      | $291123.14    | 0.20%             | 2024-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                 | Time Warner Entertainment Co LP                                                 | CUSIP: 88731EAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $402531.24    | 0.27%             | 2023-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                 | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489956.99    | 0.33%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Ginnie Mae II Pool                                                              | CUSIP: 36202DAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2950 | PA      | $3027.04      | 0.00%             | 2029-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Ginnie Mae II Pool                                                              | CUSIP: 36202DC90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2290 | PA      | $2371.46      | 0.00%             | 2029-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                    | Truist Financial Corp                                                           | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $422263.81    | 0.29%             | 2027-08-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                    | Truist Financial Corp                                                           | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479332.30    | 0.32%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Ginnie Mae II Pool                                                              | CUSIP: 36202DLV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1702 | PA      | $1776.02      | 0.00%             | 2031-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Ginnie Mae I Pool                                                               | CUSIP: 36211L6Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       747 | PA      | $787.89       | 0.00%             | 2029-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                  | UDR Inc                                                                         | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    500000 | PA      | $459679.27    | 0.31%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| US BANCORP                               | US Bancorp                                                                      | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    750000 | PA      | $675217.28    | 0.46%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                        | GXO Logistics Inc                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    315000 | PA      | $233308.81    | 0.16%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                    | General Dynamics Corp                                                           | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    275000 | PA      | $266699.58    | 0.18%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                       | United Technologies Corp                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    800000 | PA      | $767327.46    | 0.52%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                   | UnitedHealth Group Inc                                                          | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    405000 | PA      | $396305.57    | 0.27%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488503.16    | 0.33%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175603.77    | 0.12%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                       | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    335000 | PA      | $357888.27    | 0.24%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                             | VeriSign Inc                                                                    | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    145000 | PA      | $118453.42    | 0.08%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1173465.80   | 0.79%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                      | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467870.01    | 0.32%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | Verizon Communications Inc                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $622555.75    | 0.42%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90731.00     | 0.06%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470680.05    | 0.32%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                | Kroger Co/The                                                                   | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    610000 | PA      | $670856.27    | 0.45%             | 2038-04-15      | Fixed         | 6.90%                 | 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        |    600000 | PA      | $562938.72    | 0.38%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                         | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    310000 | PA      | $254510.43    | 0.17%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                  | Marathon Petroleum Corp                                                         | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591361.72    | 0.40%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                   | Mid-America Apartments LP                                                       | CUSIP: 59523UAL1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    500000 | PA      | $489904.25    | 0.33%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                 | Virginia Electric and Power Co                                                  | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286771.59    | 0.19%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                 | Visa Inc                                                                        | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    530000 | PA      | $511549.87    | 0.35%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                       | Vodafone Group PLC                                                              | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $389077.10    | 0.26%             | 2025-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                 | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668AR3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297168.18    | 0.20%             | 2023-11-13      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                   | Molex Electronic Technologies LLC                                               | CUSIP: 60856BAC8<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180896.60    | 0.12%             | 2025-04-15      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                           | Morgan Stanley                                                                  | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944470.58    | 0.64%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                 | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BJ0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    650000 | PA      | $625452.32    | 0.42%             | 2023-11-22      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                 | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446241.78    | 0.30%             | 2025-11-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                           | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $384794.53    | 0.26%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525501.68    | 0.36%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                             | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    500000 | PA      | $401347.78    | 0.27%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                     | WEC Energy Group Inc                                                            | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    155000 | PA      | $131513.54    | 0.09%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                 | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NL5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136863.15    | 0.09%             | 2024-02-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                 | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    300000 | PA      | $387469.03    | 0.26%             | 2039-08-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                         | BANK OF MONTREAL 3                                                              | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | RA               | CORP              | US        |   2646000 | PA      | $2646000.00   | 1.79%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | Wells Fargo & Co                                                                | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1962222.99   | 1.33%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465018.71    | 0.31%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | Wells Fargo & Co                                                                | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236591.60    | 0.16%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                              | Oracle Corp                                                                     | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $732137.89    | 0.50%             | 2024-07-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239276.50    | 0.16%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                 | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $289868.46    | 0.20%             | 2024-07-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                 | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $189392.04    | 0.13%             | 2025-11-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | Wells Fargo & Co                                                                | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $698639.47    | 0.47%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                            | Welltower Inc                                                                   | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    500000 | PA      | $423083.64    | 0.29%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                 | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $218994.84    | 0.15%             | 2026-06-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                              | PepsiCo Inc                                                                     | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265231.73    | 0.18%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                          | PerkinElmer Inc                                                                 | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    450000 | PA      | $392629.61    | 0.27%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                              | Phillips 66                                                                     | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    185000 | PA      | $165940.79    | 0.11%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                         | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    245000 | PA      | $208897.34    | 0.14%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                   | Roper Technologies Inc                                                          | CUSIP: 776743AE6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247403.24    | 0.17%             | 2023-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                      | Charles Schwab Corp/The                                                         | CUSIP: 808513BV6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487180.29    | 0.33%             | 2025-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                     | Smithfield Foods Inc                                                            | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55338.20     | 0.04%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                    | Southwest Airlines Co                                                           | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215988.56    | 0.15%             | 2025-05-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                   | Synovus Financial Corp                                                          | CUSIP: 87161CAN5<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296250.13    | 0.20%             | 2025-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                            | Welltower Inc                                                                   | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    375000 | PA      | $300872.78    | 0.20%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                   | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    235000 | PA      | $221459.39    | 0.15%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                  | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $262959.00    | 0.18%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Textron Financial Corp                   | Textron Financial Corp                                                          | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |    460000 | PA      | $330050.00    | 0.22%             | 2042-02-15      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                        | Tractor Supply Co                                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    580000 | PA      | $446855.25    | 0.30%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                       | Valero Energy Corp                                                              | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    215000 | PA      | $242346.57    | 0.16%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | Verizon Communications Inc                                                      | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267865.45    | 0.18%             | 2025-11-20      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                               | VMware Inc                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    265000 | PA      | $231350.03    | 0.16%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                | WRKCo Inc                                                                       | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484001.04    | 0.33%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US LONG BOND(CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -12 | NC      | $5991.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                             | WP Carey Inc                                                                    | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    450000 | PA      | $445941.87    | 0.30%             | 2024-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                             | WP Carey Inc                                                                    | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    275000 | PA      | $219761.09    | 0.15%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC (THE)                     | Weir Group PLC/The                                                              | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $452887.48    | 0.31%             | 2026-05-13      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $830245.11    | 0.56%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                     | WEC Energy Group Inc                                                            | CUSIP: 976657AL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    108000 | PA      | $103616.08    | 0.07%             | 2025-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR NOTE (CBT)MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        25 | NC      | $-14509.37    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US ULTRA BOND CBT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $303.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR ULTRA FUT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        36 | NC      | $-6242.87     | -0.00%            |  |  |  | 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