# EDGAR Filing Document

**Accession Number:** 0000789281
**File Stem:** 0001145549-23-002485
**Filing Date:** 2023-1
**Character Count:** 135896
**Document Hash:** 6abb12e4c25a2f77a932bffba5695c66
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-002485.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001145549-23-002485

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Federated Hermes Income Securities Trust
- **CENTRAL INDEX KEY:** 0000789281
- **IRS NUMBER:** 251412886
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04577
- **FILM NUMBER:** 23547875

**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 INCOME SECURITIES TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FEDERATED FLOATING RATE TRUST
- **DATE OF NAME CHANGE:** 19920205

## Series and Classes Contracts Data

### Federated Hermes Capital Income Fund (Series ID: S000009073)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000024648 | Class A Shares       | CAPAX           |
| C000024649 | Class B Shares       | CAPBX           |
| C000024650 | Class C Shares       | CAPCX           |
| C000024651 | Class F Shares       | CAPFX           |
| C000114947 | Institutional Shares | CAPSX           |
| C000130424 | Class R Shares       | CAPRX           |
| C000188217 | Class T 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 Income Securities Trust

- **b. Investment Company Act file number:** 811-04577

- **c. CIK number of Registrant:** 0000789281

- **d. LEI of Registrant:** 254900ZSL64R3SX7WJ45

- **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 Capital Income Fund

- **b. EDGAR series identifier (if any):** S000009073

- **c. LEI of Series:** I2RS71GYTS7ATN1SJD42

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

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**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:** $792143693.13

**Total Liabilities:** $1763244.06

**Net Assets:** $790380449.07

**Cash Not Reported:** $570872.83

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -30.875245000000 | **1-Year:** -1753.516186000000 | **5-Year:** -6155.897377000000 | **10-Year:** -5350.628424000000 | **30-Year:** -3347.967002000000

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

- **3-Month:** -5.529352000000 | **1-Year:** -112.898139000000 | **5-Year:** 15311.455095000000 | **10-Year:** 206.576340000000 | **30-Year:** -52.317928000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024648 | -6.13%               | 3.48%                | 4.07%                |
| Class ID C000024649 | -6.19%               | 3.26%                | 4.00%                |
| Class ID C000024650 | -6.20%               | 3.41%                | 4.00%                |
| Class ID C000024651 | -6.14%               | 3.48%                | 4.08%                |
| Class ID C000114947 | -6.11%               | 3.36%                | 4.22%                |
| Class ID C000130424 | -6.13%               | 3.47%                | 4.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1053090.23             | $-50440437.48                              |
| Month 2  | $-2605997.78             | $23643154.42                               |
| Month 3  | $-2036133.72             | $32990503.14                               |

**Designated Index Information**

- **Index Name:** 40% Russell 1000 Value, 20% Bloomberg EM Seasoned ex Aggregate/Eurodollar, 20% Barclays US HY 2pc Issuer Capped, 20% Barclays US MBS

- **Index Identifier:** 2277 Blend BM

### Schedule of Portfolio Investments

| Name                                                        | Title                                                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T Inc                                                    | AT&T Inc                                                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    279558 | NS      | $5389878.24   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                  | AbbVie Inc                                                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    235000 | PA      | $214779.81    | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                          | Advance Auto Parts Inc                                                                                           | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132383.34    | 0.02%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                              | Air Lease Corp                                                                                                   | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79498.43     | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                                | Allegion PLC                                                                                                     | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |     40000 | PA      | $34714.51     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                         | American Tower Corp                                                                                              | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    175000 | PA      | $174814.71    | 0.02%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                                 | American Water Works Co Inc                                                                                      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     11554 | NS      | $1753435.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                   | Apple Inc                                                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     43351 | NS      | $6417248.53   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                             | BAE Systems PLC                                                                                                  | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $178217.15    | 0.02%             | 2030-04-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                     | Becton Dickinson and Co                                                                                          | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |     50000 | NS      | $2469000.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORP                                            | Black Hills Corp                                                                                                 | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60629.51     | 0.01%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                                     | American Airlines Group Inc                                                                                      | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2258900.00   | 0.29%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Avantor Inc                                                 | Avantor Inc                                                                                                      | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64375 | NS      | $1434275.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                                        | Boston Properties LP                                                                                             | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    300000 | PA      | $279756.92    | 0.04%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                      | CenterPoint Energy Inc                                                                                           | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124078.71    | 0.02%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                               | Citigroup Inc                                                                                                    | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $747497.38    | 0.09%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                | Comcast Corp                                                                                                     | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372724.35    | 0.05%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                              | ConocoPhillips                                                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     36378 | NS      | $4493046.78   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                          | Walt Disney Co/The                                                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     16302 | NS      | $1595476.74   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                     | Bristol-Myers Squibb Co                                                                                          | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181229.88    | 0.02%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                | Broadcom Inc                                                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      5033 | NS      | $2773333.99   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                          | Energy Transfer Partners LP                                                                                      | CUSIP: 29273RBD0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150605.06    | 0.02%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                     | Exxon Mobil Corp                                                                                                 | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282715.55    | 0.04%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                | Broadcom Inc                                                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85419.22     | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                | Broadcom Inc                                                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3646.86      | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                | CD 2017-CD4 Mortgage Trust                                                                                       | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $371198.68    | 0.05%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                           | Cisco Systems Inc                                                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     64536 | NS      | $3208729.92   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS BANK NA/RI                                         | Citizens Bank NA/Providence RI                                                                                   | CUSIP: 17401QAU5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239789.83    | 0.03%             | 2026-02-18      | Fixed         | 3.75%                 | 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        |    150000 | PA      | $131100.00    | 0.02%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                    | Constellation Brands Inc                                                                                         | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34510.16     | 0.00%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                       | Costco Wholesale Corp                                                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      3724 | NS      | $2008167.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                                     | Daimler Trucks Finance North America LLC                                                                         | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125789.70    | 0.02%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORP                                                 | Exelon Corp                                                                                                      | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24540.07     | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Allstate Corp/The                                           | Allstate Corp/The                                                                                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     29148 | NS      | $3902917.20   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                          | Analog Devices Inc                                                                                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      6635 | NS      | $1140622.85   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.            | Freddie Mac Multifamily Structured Pass Through Certificates                                                     | CUSIP: 3137FTFY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $496089.30    | 0.06%             | 2030-04-25      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust - Federated Mortgage Core Portfolio    | FEDERATED CORE TR MTG CORE PORTFOLIO                                                                             | CUSIP: 31409N200<br>LEI: 254900WC9GWJKY8X3D48 | Long             | EC               | RF                | US        |  17060312 | NS      | $144159637.68 | 18.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                        | Bank of America Corp                                                                                             | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490436.68    | 0.06%             | 2025-01-22      | Fixed         | 4.00%                 | 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        |    150000 | PA      | $144203.59    | 0.02%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                    | FirstEnergy Transmission LLC                                                                                     | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65344.38     | 0.01%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                                  | Fiserv Inc                                                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135446.27    | 0.02%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                        | BANK 2022-BNK40                                                                                                  | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $250827.56    | 0.03%             | 2064-03-15      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                   | Boeing Co/The                                                                                                    | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $198501.95    | 0.03%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                             | CVS Health Corp                                                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116237.84    | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                | Comcast Corp. Class A                                                                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     70074 | NS      | $2567511.36   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                        | Freeport-McMoRan Inc                                                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     55892 | NS      | $2224501.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                         | GS Mortgage-Backed Securities Trust 2022-PJ3                                                                     | CUSIP: 362924AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1906049 | PA      | $1529455.51   | 0.19%             | 2052-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                | Comcast Corp                                                                                                     | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190365.55    | 0.02%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                | Comcast Corp                                                                                                     | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196750.45    | 0.02%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                           | General Motors Co                                                                                                | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76033.30     | 0.01%             | 2025-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                     | Goldman Sachs Group Inc/The                                                                                      | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242052.28    | 0.03%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dillard's Inc                                               | Dillard's Inc                                                                                                    | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      4450 | NS      | $1600665.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC                                                 | Equifax Inc                                                                                                      | CUSIP: 294429AQ8<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128732.95    | 0.02%             | 2024-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                 | Exelon Corp                                                                                                      | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    290000 | PA      | $277363.87    | 0.04%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                            | Exxon Mobil Corp                                                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     76542 | NS      | $8522186.28   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB CORP                                                    | FNB Corp/PA                                                                                                      | CUSIP: 302520AC5<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69447.90     | 0.01%             | 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        |     80000 | PA      | $79438.64     | 0.01%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                           | General Motors Co                                                                                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85016.39     | 0.01%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                        | Glencore Funding LLC                                                                                             | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66749.07     | 0.01%             | 2026-04-27      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                                     | JPMorgan Chase Bank NA                                                                                           | CUSIP: 48128Q595<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |     30913 | NS      | $3050494.84   | 0.39%             | 2023-04-10      | None          | 5.95%                 | Yes           |                  2 | On Loan: No      |
| EVERGY METRO                                                | Kansas City Power & Light Co                                                                                     | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    280000 | PA      | $229289.89    | 0.03%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                        | Glencore Funding LLC                                                                                             | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     35000 | PA      | $22902.28     | 0.00%             | 2051-09-23      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                     | Goldman Sachs Group Inc/The                                                                                      | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280753.23    | 0.04%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                        | Kraft Heinz Foods Co                                                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126613.01    | 0.02%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                                  | LPL Financial Holdings Inc                                                                                       | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     13922 | NS      | $3295476.62   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                         | JPMorgan Chase & Co                                                                                              | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $565767.29    | 0.07%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                         | JPMorgan Chase & Co                                                                                              | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232369.21    | 0.03%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                  | Leidos Inc                                                                                                       | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48229.95     | 0.01%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                  | Leidos Inc                                                                                                       | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118766.68    | 0.02%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                    | Magallanes Inc                                                                                                   | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80170.58     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                     | Massachusetts Mutual Life Insurance Co                                                                           | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167857.11    | 0.02%             | 2077-04-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                         | JPMorgan Chase & Co                                                                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82532.74     | 0.01%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                     | MPLX LP                                                                                                          | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104207.85    | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                             | McDonald's Corp                                                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     20036 | NS      | $5465620.44   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                 | Netflix Inc                                                                                                      | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145911.75    | 0.02%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                          | NextEra Energy Inc                                                                                               | CUSIP: 65339F713<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     82000 | NS      | $4011440.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                      | NextEra Energy Capital Holdings Inc                                                                              | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128742.19    | 0.02%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                           | Eversource Energy                                                                                                | CUSIP: 664397AM8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144204.07    | 0.02%             | 2025-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                 | Oracle Corp                                                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $277376.26    | 0.04%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                    | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                    | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $129522.40    | 0.02%             | 2025-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Prologis Inc                                                | Prologis Inc                                                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     17775 | NS      | $2093717.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                     | Goldman Sachs Group Inc/The                                                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83128.00     | 0.01%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                           | HSBC Holdings PLC                                                                                                | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $237937.17    | 0.03%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                              | National Retail Properties Inc                                                                                   | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |     67651 | NS      | $3136300.36   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                                | NiSource Inc                                                                                                     | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109189.21    | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust                                           | RLJ Lodging Trust                                                                                                | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |     77387 | NS      | $937930.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers LP                                          | Regency Centers LP                                                                                               | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    160000 | PA      | $149217.08    | 0.02%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                           | Sysco Corp                                                                                                       | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139745.97    | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                 | Target Corp                                                                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      7856 | NS      | $1312501.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The                   | Hartford Financial Services Group Inc/The                                                                        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     54801 | NS      | $4185152.37   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Hercules Trust II                                           | HERCULES TR II WTS EXP 31MAR29                                                                                   | CUSIP: 427098116<br>LEI: N/A                  | N/A              | DE               |  | US        |      4803 | NS      | $727211.18    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                | Thermo Fisher Scientific Inc                                                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      5132 | NS      | $2875049.04   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                          | Union Pacific Corp                                                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      8008 | NS      | $1741179.44   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                          | Union Pacific Corp                                                                                               | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56107.28     | 0.01%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                | VeriSign Inc                                                                                                     | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32820.10     | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                      | Verizon Communications Inc                                                                                       | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    110000 | PA      | $81560.53     | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                    | Visa Inc                                                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     15284 | NS      | $3316628.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                    | Visa Inc                                                                                                         | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74910.75     | 0.01%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                  | VMware Inc                                                                                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26741.64     | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                | Vontier Corp                                                                                                     | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84500.00     | 0.01%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                        | Waste Management Inc                                                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     13430 | NS      | $2252479.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                                   | Hess Corp                                                                                                        | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140082.46    | 0.02%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                        | Jacobs Solutions Inc                                                                                             | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19175 | NS      | $2426404.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                            | Wells Fargo & Co                                                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    121435 | NS      | $5822808.25   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                      | Westinghouse Air Brake Technologies Corp                                                                         | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56363.22     | 0.01%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                 | NVIDIA Corp                                                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      7759 | NS      | $1313055.57   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                             | Philip Morris International Inc                                                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     34233 | NS      | $3412003.11   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| KANSAS CITY SOUTHERN                                        | Kansas City Southern                                                                                             | CUSIP: 485170BE3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    105000 | PA      | $76539.23     | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                   | L3Harris Technologies Inc                                                                                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     10336 | NS      | $2347098.88   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                             | Long: SPEK1C7T9 CDS USD R V 03MEVENT SPEK1C7T9_PRO CDX / Short: SPEK1C7T9 CDS USD P F  1.00000 SPEK1C7T9_FEE CDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  14000000 | OU      | $759500.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MP Materials Corp                                           | MP Materials Corp                                                                                                | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73599 | NS      | $2447166.75   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                              | Microsoft Corp                                                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     42335 | NS      | $10801351.90  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                              | Morgan Stanley                                                                                                   | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $367334.57    | 0.05%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                                    | Nationwide Mutual Insurance Co                                                                                   | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    250000 | PA      | $327904.21    | 0.04%             | 2039-08-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                    | Rogers Communications Inc                                                                                        | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $126655.01    | 0.02%             | 2042-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TJX Cos Inc/The                                             | TJX Cos Inc/The                                                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     17718 | NS      | $1418325.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                      | UnitedHealth Group Inc                                                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      9994 | NS      | $5474313.44   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                            | Paramount Global                                                                                                 | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124605.02    | 0.02%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                | WP Carey Inc                                                                                                     | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    115000 | PA      | $103420.35    | 0.01%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                       | Wells Fargo & Co                                                                                                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86112.53     | 0.01%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                       | Wells Fargo & Co                                                                                                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96435.80     | 0.01%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                      | US 10YR NOTE (CBT)MAR23                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       102 | NC      | $62239.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                         | PayPal Holdings Inc                                                                                              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     16188 | NS      | $1269301.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                  | Pfizer Inc                                                                                                       | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    133226 | NS      | $6678619.38   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds American Inc                                       | Reynolds American Inc                                                                                            | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    320000 | PA      | $297454.68    | 0.04%             | 2041-08-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                      | Skyworks Solutions Inc                                                                                           | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17471.85     | 0.00%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                             | Southern Co/The                                                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     68671 | NS      | $4644906.44   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                                 | Southern Co/The                                                                                                  | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $154715.26    | 0.02%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                     | SPDR S+P 500 ETF TRUST                                                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      3100 | NC      | $13950.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                                     | MP MATERIALS CORP                                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      -735 | NC      | $-9187.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                            | T-Mobile USA Inc                                                                                                 | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110496.51    | 0.01%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                       | Tenet Healthcare Corp                                                                                            | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     31077 | NS      | $1435135.86   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                       | Truist Financial Corp                                                                                            | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126665.75    | 0.02%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                          | United Rentals Inc                                                                                               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      6287 | NS      | $2219499.61   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                      | United States Treasury Note/Bond                                                                                 | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18400000 | PA      | $17966593.52  | 2.27%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | United States Treasury Note/Bond                                                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $13912500.00  | 1.76%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | United States Treasury Note/Bond                                                                                 | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2425827.50   | 0.31%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                          | Valero Energy Corp                                                                                               | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132978.20    | 0.02%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                   | Aptiv PLC                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | JE        |     26800 | NS      | $3203404.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                                      | Valmont Industries Inc                                                                                           | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78694.98     | 0.01%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                      | Valmont Industries Inc                                                                                           | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21866.70     | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                  | VMware Inc                                                                                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35197.06     | 0.00%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                         | Vulcan Materials Co                                                                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     12572 | NS      | $2304824.76   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                        | WEC Energy Group Inc                                                                                             | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38204.38     | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                 | Walmart Inc                                                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     34022 | NS      | $5185633.24   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                  | Zimmer Biomet Holdings Inc                                                                                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     22562 | NS      | $2709696.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                             | Long: SPEK0B6S5 CDS USD R V 03MEVENT SPEK0B6S5_PRO CDX / Short: SPEK0B6S5 CDS USD P F  1.00000 SPEK0B6S5_FEE CDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   9000000 | OU      | $488250.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                      | US 2YR NOTE (CBT) MAR23                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       203 | NC      | $97310.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                                     | HORIZON THERAPEUTICS PLC                                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | IE        |      -270 | NC      | $-419850.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                   | Chubb Ltd                                                                                                        | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     15317 | NS      | $3363460.03   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                          | Vodafone Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |   1400000 | NS      | $1555573.74   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Horizon Therapeutics Plc                                    | HORIZON THERAPEUTICS PLC                                                                                         | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |     27083 | NS      | $2716154.07   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                          | Johnson Controls International plc                                                                               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     22341 | NS      | $1484336.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                   | Linde PLC                                                                                                        | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      7964 | NS      | $2679726.72   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                                                | AES Corp/The                                                                                                     | CUSIP: 00130H204<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EP               | CORP              | US        |     45336 | NS      | $4654647.12   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                    | AT&T Inc                                                                                                         | CUSIP: 00206RFS6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    190000 | PA      | $174664.69    | 0.02%             | 2058-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                    | AT&T Inc                                                                                                         | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189909.22    | 0.02%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                    | AT&T Inc                                                                                                         | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180371.92    | 0.02%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                        | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    175000 | PA      | $135813.69    | 0.02%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                | Alphabet Inc                                                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     42628 | NS      | $4324610.60   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                              | Amazon.com Inc                                                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     30343 | NS      | $2929313.22   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                            | American International Group Inc                                                                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     51643 | NS      | $3259189.73   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                         | American Tower Corp                                                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |     11241 | NS      | $2487071.25   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                      | Anglo American Capital PLC                                                                                       | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $164022.68    | 0.02%             | 2031-03-17      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                             | AstraZeneca PLC                                                                                                  | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $48050.84     | 0.01%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                              | AutoNation Inc                                                                                                   | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $66041.51     | 0.01%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                       | AvalonBay Communities Inc                                                                                        | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    195000 | PA      | $181499.49    | 0.02%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bank                                                        | BANK 2018-BNK15                                                                                                  | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1225000 | PA      | $1176935.78   | 0.15%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                        | Bank of America Corp                                                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    202233 | NS      | $7654519.05   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                        | Bank of America Corp                                                                                             | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170900.05    | 0.02%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank                                                        | BANK 2018-BNK12                                                                                                  | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875000 | PA      | $835278.85    | 0.11%             | 2061-05-15      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                    | BENCHMARK MORTGAGE TRUST BMARK 2018 B4 A5                                                                        | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1893079.00   | 0.24%             | 2051-07-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                      | Boardwalk Pipelines LP                                                                                           | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99191.93     | 0.01%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                         | CDW LLC / CDW Finance Corp                                                                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $137668.61    | 0.02%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                           | CNH Industrial NV                                                                                                | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    220000 | PA      | $206229.43    | 0.03%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                    | Capital One Financial Corp                                                                                       | CUSIP: 14040HCA1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123252.21    | 0.02%             | 2024-01-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                          | Cenovus Energy Inc                                                                                               | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47942.44     | 0.01%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                      | CenterPoint Energy Inc                                                                                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    152005 | NS      | $4728875.55   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                    | Charter Communications Operating LLC / Charter Communications Operating Capital                                  | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $90447.36     | 0.01%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                    | Cintas Corp No 2                                                                                                 | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193843.40    | 0.02%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                            | Coca-Cola Co/The                                                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     54993 | NS      | $3498104.73   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                                    | Constellation Brands Inc                                                                                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      5446 | NS      | $1401528.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                               | DR HORTON INC                                                                                                    | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      9888 | NS      | $850368.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                     | Walt Disney Co/The                                                                                               | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31548.98     | 0.00%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                         | Dominion Energy Inc                                                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     26443 | NS      | $1615931.73   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                    | Elanco Animal Health Inc                                                                                         | CUSIP: 28414H202<br>LEI: 549300SHPNDCE059M934 | Long             | EP               | CORP              | US        |     96347 | NS      | $1998236.78   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL FINANCE INTL NV                                        | Enel Finance International NV                                                                                    | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $275036.21    | 0.03%             | 2039-10-07      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Equinix Inc                                                 | Equinix Inc                                                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      4186 | NS      | $2891060.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.            | Freddie Mac Multifamily Structured Pass Through Certificates                                                     | CUSIP: 3137BNGT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1025000 | PA      | $972886.44    | 0.12%             | 2026-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.            | Freddie Mac Multifamily Structured Pass Through Certificates                                                     | CUSIP: 3137FRUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    981152 | PA      | $869802.70    | 0.11%             | 2029-09-25      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust - High Yield Bond Portfolio            | FED HIGH YLD BOND PORT                                                                                           | CUSIP: 000000000<br>LEI: 549300FJ1PZWFDNRP685 | Long             | EC               | RF                | US        |  15890638 | NS      | $84061476.70  | 10.64%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED CORE TR                                           | FEDERATED CORE TR MUTUAL FUND                                                                                    | CUSIP: 31409N887<br>LEI: 254900HYFNGKM5PJOV84 | Long             | EC               | RF                | US        |  10290791 | NS      | $81091429.36  | 10.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc                  | Fidelity National Information Services Inc                                                                       | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     12434 | NS      | $902459.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                         | Fifth Third Bancorp                                                                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     41141 | NS      | $1495886.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                           | General Motors Co                                                                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    141592 | NS      | $5742971.52   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                         | Gilead Sciences Inc                                                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     30402 | NS      | $2670207.66   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                 | Goldman Sachs Group Inc/The                                                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      4163 | NS      | $1607542.45   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                     | HCA Inc                                                                                                          | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $84681.90     | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                              | Home Depot Inc/The                                                                                               | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185697.46    | 0.02%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                    | Huntington Ingalls Industries Inc                                                                                | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    320000 | PA      | $293466.51    | 0.04%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                  | Intel Corp                                                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     62707 | NS      | $1885599.49   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                         | JPMorgan Chase & Co                                                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     49697 | NS      | $6867131.46   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                  | JPMDB Commercial Mortgage Securities Trust 2016-C4                                                               | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1837145.00   | 0.23%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                           | Johnson & Johnson                                                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     56622 | NS      | $10078716.00  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                          | Kraft Heinz Co/The                                                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     34900 | NS      | $1373315.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                    | Estee Lauder Cos Inc/The                                                                                         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     13103 | NS      | $3089556.37   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                              | ELI LILLY & CO                                                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     10252 | NS      | $3804312.16   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                              | Merck & Co Inc                                                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     54295 | NS      | $5978965.40   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                    | Microchip Technology Inc                                                                                         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     25446 | NS      | $2015068.74   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENTS                                      | Mid-America Apartments LP                                                                                        | CUSIP: 59523UAL1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    250000 | PA      | $244451.71    | 0.03%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federated Hermes Institutional Prime Value Obligations Fund | Federated Institutional Prime Value Obligations Fund                                                             | CUSIP: 60934N583<br>LEI: 254900OXLDDVEP8MMK94 | Long             | EC               | RF                | US        |  43102401 | NS      | $43085159.88  | 5.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                              | Morgan Stanley                                                                                                   | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94683.93     | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | Morgan Stanley                                                                                                   | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76376.62     | 0.01%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                      | Motorola Solutions Inc                                                                                           | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     11596 | NS      | $3156431.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                    | National Rural Utilities Cooperative Finance Corp                                                                | CUSIP: 637432NL5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224787.89    | 0.03%             | 2024-02-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                 | Netflix Inc                                                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      2477 | NS      | $756797.81    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                          | NextEra Energy Inc                                                                                               | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37046 | NS      | $3137796.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                    | NIKE Inc                                                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     11278 | NS      | $1237083.82   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                                         | Northern Trust Corp                                                                                              | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105479.15    | 0.01%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                   | ONEOK Inc                                                                                                        | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190335.88    | 0.02%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE C                                    | Pacific Life Insurance Co                                                                                        | CUSIP: 69448FAA9<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    340000 | PA      | $267151.60    | 0.03%             | 2067-10-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                      | Philip Morris International Inc                                                                                  | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154581.52    | 0.02%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                | Pioneer Natural Resources Co                                                                                     | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      6777 | NS      | $1599304.23   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                     | Procter & Gamble Co/The                                                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     16137 | NS      | $2406994.92   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                     | Procter & Gamble Co/The                                                                                          | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91946.22     | 0.01%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                            | Puget Energy Inc                                                                                                 | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38540.42     | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                              | salesforce.com Inc                                                                                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     10260 | NS      | $1644165.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                    | Simon Property Group Inc                                                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      8609 | NS      | $1028258.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITHFIELD FOODS INC                                        | Smithfield Foods Inc                                                                                             | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    130000 | PA      | $100206.93    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                  | Stanley Black & Decker Inc                                                                                       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     14801 | NS      | $1209537.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                              | Starbucks Corp                                                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     11955 | NS      | $1221801.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                            | T-Mobile USA Inc                                                                                                 | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82160.69     | 0.01%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                    | Thermo Fisher Scientific Inc                                                                                     | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140409.62    | 0.02%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | United States Treasury Note/Bond                                                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40100000 | PA      | $34398209.07  | 4.35%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                  | Verizon Communications Inc                                                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    113163 | NS      | $4411093.74   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                    | Virginia Electric & Power Co                                                                                     | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    280000 | PA      | $266464.54    | 0.03%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                       | Wells Fargo & Co                                                                                                 | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    275000 | PA      | $256976.92    | 0.03%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                       | Wells Fargo & Co                                                                                                 | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    210000 | PA      | $195686.22    | 0.02%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                               | Welltower Inc                                                                                                    | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    110000 | PA      | $89331.66     | 0.01%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                             | Long: SPHW1DUK1 CDS USD R V 03MEVENT SPHW1DUK1_PRO CDX / Short: SPHW1DUK1 CDS USD P F  5.00000 SPHW1DUK1_FEE CDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  15000000 | OU      | $-281259.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                      | US ULTRA BOND CBT MAR23                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -336 | NC      | $-559634.21   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                      | US 10YR ULTRA FUT MAR23                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       189 | NC      | $227099.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                      | US 5YR NOTE (CBT) MAR23                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       352 | NC      | $191743.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                                     | TENET HEALTHCARE CORP                                                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      -310 | NC      | $-20150.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                                     | FREEPORT-MCMORAN INC                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      -550 | NC      | $-15675.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                              | Eaton Corp PLC                                                                                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      9735 | NS      | $1591185.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                    | AT&T Inc                                                                                                         | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     85000 | PA      | $62189.54     | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                         | Abbott Laboratories                                                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     17943 | NS      | $1930307.94   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                    | Agilent Technologies Inc                                                                                         | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44934.00     | 0.01%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                    | Alexandria Real Estate Equities Inc                                                                              | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    130000 | PA      | $96809.26     | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                    | Alimentation Couche-Tard Inc                                                                                     | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $107791.33    | 0.01%             | 2050-01-25      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                      | Allegion US Holding Co Inc                                                                                       | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    180000 | PA      | $163421.37    | 0.02%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                | Alphabet Inc                                                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     42883 | NS      | $4330754.17   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                | Alphabet Inc                                                                                                     | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34466.52     | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                            | Altria Group Inc                                                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    110000 | PA      | $83544.38     | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                            | Altria Group Inc                                                                                                 | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     85000 | PA      | $55219.27     | 0.01%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $234272.73    | 0.03%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                              | AutoNation Inc                                                                                                   | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22549.33     | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                        | Bank of America Corp                                                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $330577.70    | 0.04%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                               | Boeing Co/The                                                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      8604 | NS      | $1539083.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                   | Boeing Co/The                                                                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20743.46     | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                | Chevron Corp                                                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34458 | NS      | $6316495.98   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                      | Church & Dwight Co Inc                                                                                           | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52860.83     | 0.01%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                            | Crown Castle International Corp                                                                                  | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    150000 | PA      | $137851.75    | 0.02%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                          | Crown Holdings Inc                                                                                               | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     15356 | NS      | $1262416.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                                 | Cummins Inc                                                                                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      4691 | NS      | $1178191.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                                | Danaher Corp                                                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      8344 | NS      | $2281333.04   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                          | Meta Platforms Inc                                                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     19219 | NS      | $2269763.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO LOGISTICS INC                                           | GXO Logistics Inc                                                                                                | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $89521.92     | 0.01%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo SAB de CV                                       | Grupo Bimbo SAB de CV                                                                                            | CUSIP: 40052VAC8<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $196295.98    | 0.02%             | 2024-06-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                          | Home Depot Inc/The                                                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      4798 | NS      | $1554504.02   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                              | Home Depot Inc/The                                                                                               | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137052.01    | 0.02%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                              | Home Partners of America 2022-1 Trust                                                                            | CUSIP: 43730NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    738566 | PA      | $686127.08    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Honeywell International Inc                                 | Honeywell International Inc                                                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     27754 | NS      | $6093390.70   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                     | Hyundai Capital America                                                                                          | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59637.98     | 0.01%             | 2023-02-10      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                     | Jefferies Group LLC                                                                                              | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37111.42     | 0.00%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                    | Magallanes Inc                                                                                                   | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85004.10     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corp                                               | McKesson Corp                                                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      7110 | NS      | $2713744.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO                                        | National Fuel Gas Co                                                                                             | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150406.74    | 0.02%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                       | Northrop Grumman Corp                                                                                            | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157803.89    | 0.02%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                 | Oracle Corp                                                                                                      | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105617.52    | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                     | PPL Capital Funding Inc                                                                                          | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280366.13    | 0.04%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Physicians Realty LP                                        | Physicians Realty LP                                                                                             | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    200000 | PA      | $189753.54    | 0.02%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                    | Piedmont Operating Partnership LP                                                                                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     40000 | PA      | $28605.61     | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                 | Raymond James Financial Inc                                                                                      | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     39074 | NS      | $4567750.60   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN NATURAL GAS                                        | Southern Natural Gas Co LLC                                                                                      | CUSIP: 84346LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $207851.99    | 0.03%             | 2047-03-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Sun Communities Inc                                         | Sun Communities Inc                                                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |      8048 | NS      | $1182251.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                        | Targa Resources Corp                                                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26265.98     | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                          | Valero Energy Corp                                                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     17743 | NS      | $2370819.66   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                            | Schlumberger Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     30807 | NS      | $1588100.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                               | Medtronic PLC                                                                                                    | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      9825 | NS      | $776568.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIVATE PLC                                               | Clarivate PLC                                                                                                    | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EP               | CORP              | JE        |     25000 | NS      | $1078250.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-24

**Name of Applicant:** Federated Hermes Income Securities Trust

**Signature:** Stephen Van Meter

**Name of Signer:** Federated Hermes Income Securities Trust

**Title:** Chief Compliance Officer