# EDGAR Filing Document

**Accession Number:** 0001340579
**File Stem:** 0001193125-25-247985
**Filing Date:** 2025-10
**Character Count:** 74227
**Document Hash:** ffade73b514ae3c5dc5f981c5d8dae8a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-247985.hdr.sgml**: 20251023

**ACCESSION NUMBER**: 0001193125-25-247985

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251023

**DATE AS OF CHANGE**: 20251023

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Federated Hermes Managed Pool Series
- **CENTRAL INDEX KEY:** 0001340579

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21822
- **FILM NUMBER:** 251411652

**BUSINESS ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561
- **BUSINESS PHONE:** 1-800-341-7400

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Federated Managed Pool Series
- **DATE OF NAME CHANGE:** 20051004

## Series and Classes Contracts Data

### Federated Hermes International Bond Strategy Portfolio (Series ID: S000010901)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000030210 | Federated Hermes International Bond Strategy Portfolio | FIBPX           |

## Nport-Ex

Federated Hermes International Bond Strategy Portfolio

Portfolio of Investments

August 31, 2025 (unaudited)

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount, Shares** <br>**or Contracts**<br>|  | **Value in** <br>**U.S. Dollars**<br>|
|  | BONDS—42.7% |  |
|  | AUSTRALIAN DOLLAR—1.2% |  |
|  | **Sovereign—1.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 760000 | Australia, Government of, Sr. Unsecd. Note, Series 148, 2.750%, 11/21/2027 | &nbsp;&nbsp; $491065 |
| &nbsp;&nbsp;&nbsp; 1320000 | Australia, Government of, Sr. Unsecd. Note, Series 160, 1.000%, 12/21/2030 | &nbsp;&nbsp; 754240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp; 1245305 |
|  | BRITISH POUND—7.0% |  |
|  | **Sovereign—7.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 970000 | United Kingdom, Government of, 3.250%, 1/22/2044 | &nbsp;&nbsp; 980799 |
| &nbsp;&nbsp;&nbsp; 1060000 | United Kingdom, Government of, 4.250%, 12/7/2027 | &nbsp;&nbsp; 1448005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 870000 | United Kingdom, Government of, Bond, 4.250%, 3/7/2036 | &nbsp;&nbsp; 1121250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 590000 | United Kingdom, Government of, Sr. Unsecd. Note, 0.375%, 10/22/2030 | &nbsp;&nbsp; 664124 |
| &nbsp;&nbsp;&nbsp; 1340000 | United Kingdom, Government of, Unsecd. Deb., 1.625%, 10/22/2028 | &nbsp;&nbsp; 1695017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 880000 | United Kingdom, Government of, Unsecd. Note, 1.500%, 7/22/2047 | &nbsp;&nbsp; 588425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 530000 | United Kingdom, Government of, Unsecd. Note, 4.250%, 6/7/2032 | &nbsp;&nbsp; 715291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp; 7212911 |
|  | CANADIAN DOLLAR—1.9% |  |
|  | **Sovereign—1.9%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | Canada, Government of, 4.000%, 6/1/2041 | &nbsp;&nbsp; 379787 |
| &nbsp;&nbsp;&nbsp; 1235000 | Canada, Government of, 5.750%, 6/1/2033 | &nbsp;&nbsp; 1052522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 615000 | Canada, Government of, Series WL43, 5.750%, 6/1/2029 | &nbsp;&nbsp; 494373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp; 1926682 |
|  | EGYPTIAN POUND—0.4% |  |
|  | **Sovereign—0.4%** |  |
| &nbsp;&nbsp; 21000000<br><sup>1</sup> <br>| Egypt Treasury Bill, Unsecd. Note, Series 364D, 0.000%, 10/14/2025 | &nbsp;&nbsp; 418584 |
|  | EURO—24.5% |  |
|  | **Sovereign—24.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800000 | Austria, Government of, Sr. Unsecd. Note, 2.900%, 2/20/2033 | &nbsp;&nbsp; 942083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | Belgium, Government of, Sr. Unsecd. Note, Series 75, 1.000%, 6/22/2031 | &nbsp;&nbsp; 212951 |
| &nbsp;&nbsp;&nbsp; 1118000 | Belgium, Government of, Sr. Unsecd. Note, Series 86, 1.250%, 4/22/2033 | &nbsp;&nbsp; 1158089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 640000 | France, Government of, 2.750%, 10/25/2027 | &nbsp;&nbsp; 758352 |
| &nbsp;&nbsp;&nbsp; 1340000 | France, Government of, 5.750%, 10/25/2032 | &nbsp;&nbsp; 1831983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 520000 | France, Government of, Bond, 4.500%, 4/25/2041 | &nbsp;&nbsp; 646348 |
| &nbsp;&nbsp;&nbsp; 1190000 | France, Government of, O.A.T., 5.500%, 4/25/2029 | &nbsp;&nbsp; 1538130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600000 | France, Government of, Unsecd. Note, 1.000%, 5/25/2027 | &nbsp;&nbsp; 689656 |
| &nbsp;&nbsp;&nbsp; 1000000 | France, Government of, Unsecd. Note, 1.250%, 5/25/2034 | &nbsp;&nbsp; 984475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | France, Government of, Unsecd. Note, 1.250%, 5/25/2038 | &nbsp;&nbsp; 261193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370000 | France, Government of, Unsecd. Note, 2.000%, 5/25/2048 | &nbsp;&nbsp; 293840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225000 | Germany, Government of, 2.500%, 7/4/2044 | &nbsp;&nbsp; 238787 |
| &nbsp;&nbsp;&nbsp; 1200000 | Germany, Government of, Bond, Series 03, 4.750%, 7/4/2034 | &nbsp;&nbsp; 1641536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 840000 | Germany, Government of, Unsecd. Deb., 0.500%, 2/15/2028 | &nbsp;&nbsp; 949593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 620000 | Germany, Government of, Unsecd. Note, 1.000%, 5/15/2038 | &nbsp;&nbsp; 576588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | Germany, Government of, Unsecd. Note, 2.100%, 11/15/2029 | &nbsp;&nbsp; 350164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | Germany, Government of, Unsecd. Note, 2.400%, 11/15/2030 | &nbsp;&nbsp; 471120 |
| &nbsp;&nbsp;&nbsp; 1690000 | Italy, Government of, Sr. Unsecd. Note, 1.650%, 3/1/2032 | &nbsp;&nbsp; 1821144 |
| &nbsp;&nbsp;&nbsp; 1410000 | Italy, Government of, Sr. Unsecd. Note, 4.750%, 9/1/2028 | &nbsp;&nbsp; 1764640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | Italy, Government of, Sr. Unsecd. Note, Series 10Y, 1.650%, 12/1/2030 | &nbsp;&nbsp; 552897 |

---

**1**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value in**<br> **U.S. Dollars**<br>|
|  | BONDS—continued |  |
|  | EURO—continued |  |
|  | **Sovereign—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 820000 | Italy, Government of, Unsecd. Note, 1.600%, 6/1/2026 | &nbsp;&nbsp; $956675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900000 | Italy, Government of, Unsecd. Note, 3.250%, 9/1/2046 | &nbsp;&nbsp; 906844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1025000 | Netherlands, Government of, Unsecd. Note, 2.500%, 1/15/2033 | &nbsp;&nbsp; 1188315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | Romania, Government of, Sr. Unsecd. Note, REGS, 2.000%, 1/28/2032 | &nbsp;&nbsp; 483697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 420000 | Spain, Government of, 4.200%, 1/31/2037 | &nbsp;&nbsp; 525937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1040000 | Spain, Government of, Sr. Unsecd. Note, 1.200%, 10/31/2040 | &nbsp;&nbsp; 860123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 890000 | Spain, Government of, Sr. Unsecd. Note, 1.500%, 4/30/2027 | &nbsp;&nbsp; 1032952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1090000 | Spain, Government of, Sr. Unsecd. Note, 1.950%, 7/30/2030 | &nbsp;&nbsp; 1240032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310000 | Spain, Government of, Sr. Unsecd. Note, 2.350%, 7/30/2033 | &nbsp;&nbsp; 345738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp; 25223882 |
|  | JAPANESE YEN—6.4% |  |
|  | **Sovereign—6.4%** |  |
| &nbsp;&nbsp; 290000000 | Japan, Government of, Sr. Unsecd. Note, Series 12, 0.500%, 3/20/2059 | &nbsp;&nbsp; 897756 |
| &nbsp;&nbsp; 153000000 | Japan, Government of, Sr. Unsecd. Note, Series 44, 1.700%, 9/20/2044 | &nbsp;&nbsp; 908578 |
| &nbsp;&nbsp; 295000000 | Japan, Government of, Sr. Unsecd. Note, Series 58, 0.800%, 3/20/2048 | &nbsp;&nbsp; 1345291 |
| &nbsp;&nbsp; 190000000 | Japan, Government of, Sr. Unsecd. Note, Series 114, 2.100%, 12/20/2029 | &nbsp;&nbsp; 1346698 |
| &nbsp;&nbsp; 315000000 | Japan, Government of, Sr. Unsecd. Note, Series 153, 1.300%, 6/20/2035 | &nbsp;&nbsp; 2084309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp; 6582632 |
|  | MEXICAN PESO—0.2% |  |
|  | **Sovereign—0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3500000 | Mexico, Government of, Sr. Unsecd. Note, Series M, 5.750%, 3/5/2026 | &nbsp;&nbsp; 185461 |
|  | NEW ZEALAND DOLLAR—1.1% |  |
|  | **Sovereign—1.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900000 | New Zealand, Government of, Unsecd. Note, Series 0530, 4.500%, 5/15/2030 | &nbsp;&nbsp; 551487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | New Zealand, Government of, Unsecd. Note, Series 0534, 4.250%, 5/15/2034 | &nbsp;&nbsp; 589386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp; 1140873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL BONDS <br>(IDENTIFIED COST $44,188,496)<br>| &nbsp;&nbsp;&nbsp; 43936330 |
|  | REPURCHASE AGREEMENTS—7.1% |  |
| $7248000 | Interest in $100,000,000 joint repurchase agreement, 4.33% dated 8/29/2025 under which BNP Paribas S.A. will <br> repurchase the securities provided as collateral for $104,811,111 on 9/2/2025. The securities provided as collateral at the <br> end of the period held with BNY Mellon, tri-party agent, were U.S. Treasury Bond and U.S. Treasury Notes with various <br> maturities to 8/15/2053 and the market value of those underlying securities was $102,049,080. <br>(IDENTIFIED COST $7,248,000)<br>| &nbsp;&nbsp; 7248000 |
|  | PURCHASED PUT OPTIONS—0.0% |  |
|  | **Foreign Currency—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 570000 | EUR PUT/USD CALL, Morgan Stanley, Notional Amount $570,000, Exercise Price $1.143, Expiration Date 11/14/2025 <br>(IDENTIFIED COST $3,751)<br>| &nbsp;&nbsp; 2680 |
|  | INVESTMENT COMPANY—49.7% |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5705512 | Emerging Markets Core Fund <br>(IDENTIFIED COST $50,626,283)<br>| &nbsp;&nbsp; 51178443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT IN SECURITIES—99.5% <br>(IDENTIFIED COST $102,066,530)<br>| &nbsp;&nbsp; $102365453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OTHER ASSETS AND LIABILITIES - NET—0.5%<sup>2</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NET ASSETS—100% | &nbsp;&nbsp; $102925989 |

---

**2**

------

At August 31, 2025, the Fund had the following outstanding futures contracts:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of** <br>**Contracts**<br>| &nbsp;&nbsp; **Notional** <br>**Value**<br>| &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp; **Value and** <br>**Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>|
| **Long Futures:** |  |  |  |  |
| Euro-Bobl Long Futures | &nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp; EUR 1,923,839 | September 2025 | &nbsp;&nbsp;&nbsp; $3475 |
| Euro-Bund Long Futures | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; EUR 909,367 | September 2025 | &nbsp;&nbsp;&nbsp; $3757 |
| Japan 10 Year Bond Long Futures | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp; JPY 5,615,597 | September 2025 | &nbsp;&nbsp;&nbsp; $(32765) |
| United Kingdom Gilt Long Futures | &nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp; GBP 244,695 | December 2025 | &nbsp;&nbsp;&nbsp; $(301) |
| United States Treasury Notes 5 Year Long Futures | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp; $656813 | December 2025 | &nbsp;&nbsp;&nbsp; $2154 |
| **Short Futures:** |  |  |  |  |
| Canada 10 Year Bond Short Futures | &nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp; CAD (87749) | December 2025 | &nbsp;&nbsp;&nbsp; $(344) |
| &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED DEPRECIATION ON FUTURES CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED DEPRECIATION ON FUTURES CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED DEPRECIATION ON FUTURES CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED DEPRECIATION ON FUTURES CONTRACTS | &nbsp;&nbsp;&nbsp; $(24024) |

---

At August 31, 2025, the Fund had the following outstanding written option contracts:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Description** | **Number of** <br>**Contracts**<br>| **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Exercise** <br>**Price**<br>| **Value** |
| **Call Options:** |  |  |  |  |  |  |
| Morgan Stanley | EUR CALL/USD PUT | &nbsp;&nbsp; (130000) | &nbsp;&nbsp; $130000 | 12/29/2025 | &nbsp;&nbsp; $1.190 | &nbsp;&nbsp; $(1915) |
| &nbsp;&nbsp;&nbsp;&nbsp; (PREMIUMS RECEIVED $2,357) | &nbsp;&nbsp;&nbsp;&nbsp; (PREMIUMS RECEIVED $2,357) | &nbsp;&nbsp;&nbsp;&nbsp; (PREMIUMS RECEIVED $2,357) | &nbsp;&nbsp;&nbsp;&nbsp; (PREMIUMS RECEIVED $2,357) | &nbsp;&nbsp;&nbsp;&nbsp; (PREMIUMS RECEIVED $2,357) | &nbsp;&nbsp;&nbsp;&nbsp; (PREMIUMS RECEIVED $2,357) | &nbsp;&nbsp; $(1915) |

---

At August 31, 2025, the Fund had the following open swap contracts:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Reference** <br>**Entity**<br>| **Buy/** <br>**Sell**<br>| **Pay/** <br>**Receive** <br>**Fixed** <br>**Rate**<br>| **Expiration** <br>**Date**<br>| **Implied** <br>**Credit** <br>**Spread at** <br>**8/31/2025**<sup>3</sup> <br>| **Notional** <br>**Amount**<br>| **Market** <br>**Value**<br>| **Upfront** <br>**Premiums** <br>**Paid/** <br>**(Received)**<br>| **Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>|
| **OTC Swaps:** | **OTC Swaps:** | **OTC Swaps:** | **OTC Swaps:** | **OTC Swaps:** | **OTC Swaps:** | **OTC Swaps:** | **OTC Swaps:** | **OTC Swaps:** | **OTC Swaps:** |
| Morgan Stanley | CDX Index EM Series 43 | Buy | 1.000% | 6/20/2030 | 1.45% | $5000000 | $98750 | $98750 | $0 |

---

At August 31, 2025, the Fund had the following outstanding foreign exchange contracts:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Settlement Date** | **Counterparty** | &nbsp;&nbsp; **Foreign Currency** <br>**Units to** <br>**Receive/Deliver** | &nbsp;&nbsp; **In** <br>**Exchange** <br>**For**<br>| **Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>|
| **Contracts Purchased:** |  |  |  |  |
| 10/10/2025 | Bank of America | 800,000 AUD | 414,316 CHF | &nbsp;&nbsp; $3535 |
| 10/10/2025 | Bank of America | 400,000 EUR | $467444 | &nbsp;&nbsp; $1724 |
| 10/10/2025 | Bank of America | $400000 | 3,800,998 SEK | &nbsp;&nbsp; $(2646) |
| 10/10/2025 | Barclays | $2500000 | 368,934,825 JPY | &nbsp;&nbsp; $(21819) |
| 10/10/2025 | Citibank | 375,000 AUD | 194,904 CHF | &nbsp;&nbsp; $786 |
| 10/10/2025 | Citibank | 4,000,000 NOK | 312,483 CHF | &nbsp;&nbsp; $5538 |
| 10/10/2025 | Credit Agricole | 630,000 EUR | $733161 | &nbsp;&nbsp; $5779 |
| 10/10/2025 | JPMorgan | 700,000 EUR | $819205 | &nbsp;&nbsp; $1839 |
| 10/10/2025 | Morgan Stanley | 100,000 CHF | 1,269,489 NOK | &nbsp;&nbsp; $(719) |
| 10/10/2025 | Morgan Stanley | 650,000 EUR | 111,434,804 JPY | &nbsp;&nbsp; $696 |
| 10/10/2025 | Morgan Stanley | 400,000 EUR | 374,664 CHF | &nbsp;&nbsp; $(1413) |
| 10/10/2025 | Morgan Stanley | 650,000 NZD | $386660 | &nbsp;&nbsp; $(2630) |
| 10/10/2025 | Morgan Stanley | $150000 | 543,556 PLN | &nbsp;&nbsp; $917 |
| 10/10/2025 | Morgan Stanley | $200000 | 3,766,669 MXN | &nbsp;&nbsp; $(955) |
| 10/10/2025 | Morgan Stanley | $650000 | 94,633,870 JPY | &nbsp;&nbsp; $3139 |
| 10/10/2025 | State Street | 300,000 AUD | 157,622 CHF | &nbsp;&nbsp; $(1504) |
| 10/10/2025 | UBS | 350,000 EUR | $408689 | &nbsp;&nbsp; $1833 |
| 10/10/2025 | Wells Fargo | 1,700,000 EUR | $1989033 | &nbsp;&nbsp; $4932 |
| 10/17/2025 | Bank of America | 79,500,000 CLP | $82009 | &nbsp;&nbsp; $227 |
| 11/6/2025 | Morgan Stanley | 165,000 EUR | $192298 | &nbsp;&nbsp; $1564 |
| 11/6/2025 | Morgan Stanley | 408,330 EUR | $477461 | &nbsp;&nbsp; $2294 |
| 11/6/2025 | Morgan Stanley | 16,500,000 JPY | $113270 | &nbsp;&nbsp; $(150) |

---

**3**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Settlement Date** | **Counterparty** | &nbsp;&nbsp; **Foreign Currency**<br> **Units to**<br> **Receive/Deliver** | &nbsp;&nbsp; **In**<br> **Exchange**<br> **For**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| 11/19/2025 | Citibank | 2,100,000 EGP | $41758 | &nbsp;&nbsp; $1479 |
| 11/24/2025 | Citibank | 512,526,500 IDR | $31436 | &nbsp;&nbsp; $(414) |
| 11/24/2025 | Goldman Sachs | 2,708,642 INR | $30955 | &nbsp;&nbsp; $(382) |
| 11/24/2025 | Morgan Stanley | 225,665 CNY | $31760 | &nbsp;&nbsp; $65 |
| 11/24/2025 | Morgan Stanley | 40,395 SGD | $31656 | &nbsp;&nbsp; $39 |
| 11/24/2025 | State Street | 43,387,735 KRW | $31174 | &nbsp;&nbsp; $177 |
| 12/29/2025 | Citibank | 2,000,000 EGP | $37661 | &nbsp;&nbsp; $3517 |
| **Contracts Sold:** |  |  |  |  |
| 10/10/2025 | Bank of America | 650,000 EUR | 111,331,370 JPY | &nbsp;&nbsp; $(1404) |
| 10/10/2025 | Bank of America | 4,750,000 EUR | $5605624 | &nbsp;&nbsp; $34251 |
| 10/10/2025 | Bank of America | $300000 | 43,945,614 JPY | &nbsp;&nbsp; $386 |
| 10/10/2025 | Bank of America | $2500000 | 365,865,825 JPY | &nbsp;&nbsp; $841 |
| 10/10/2025 | Bank of America | $200000 | 1,932,813 SEK | &nbsp;&nbsp; $4746 |
| 10/10/2025 | Bank of America | $200000 | 1,934,230 SEK | &nbsp;&nbsp; $4896 |
| 10/10/2025 | Barclays | 1,900,000 NZD | $1146614 | &nbsp;&nbsp; $24064 |
| 10/10/2025 | Credit Agricole | $6650000 | 965,178,473 JPY | &nbsp;&nbsp; $(52615) |
| 10/10/2025 | Morgan Stanley | 500,000 AUD | $327671 | &nbsp;&nbsp; $221 |
| 10/10/2025 | Morgan Stanley | 650,000 EUR | 110,974,143 JPY | &nbsp;&nbsp; $(3845) |
| 10/10/2025 | Morgan Stanley | 600,000 GBP | $805598 | &nbsp;&nbsp; $(5640) |
| 10/10/2025 | Morgan Stanley | $650000 | 95,871,815 JPY | &nbsp;&nbsp; $5323 |
| 10/10/2025 | Morgan Stanley | $1500000 | 220,880,190 JPY | &nbsp;&nbsp; $9805 |
| 10/10/2025 | Morgan Stanley | $1000000 | 146,518,550 JPY | &nbsp;&nbsp; $1513 |
| 10/10/2025 | State Street | $600000 | 87,823,446 JPY | &nbsp;&nbsp; $309 |
| 10/17/2025 | BNP Paribas | 79,500,000 CLP | $82204 | &nbsp;&nbsp; $(32) |
| 10/17/2025 | Morgan Stanley | 290,000 PEN | $81078 | &nbsp;&nbsp; $(912) |
| 11/6/2025 | State Street | 52,000 CHF | $65055 | &nbsp;&nbsp; $(476) |
| &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FOREIGN EXCHANGE CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FOREIGN EXCHANGE CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FOREIGN EXCHANGE CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FOREIGN EXCHANGE CONTRACTS | &nbsp;&nbsp; $28879 |

---

Net Unrealized Appreciation (Depreciation) on Futures Contracts, Foreign Exchange Contracts, the value of Written Option Contracts and the value of Swap Contracts are included in "Other Assets and Liabilities—Net."

Transactions with affiliated investment companies, which are funds managed by the Adviser or an affiliate of the Adviser, during the period ended August 31, 2025, were as follows:

---

| | |
|:---|:---|
|  | **Emerging Markets** <br>**Core Fund**<br>|
| Value as of 11/30/2024 | &nbsp;&nbsp; $52303865 |
| Purchases at Cost | &nbsp;&nbsp; $14451229 |
| Proceeds from Sales | &nbsp;&nbsp; $(16000000) |
| Change in Unrealized Appreciation/Depreciation | &nbsp;&nbsp; $(675938) |
| Net Realized Gain/(Loss) | &nbsp;&nbsp; $1099287 |
| Value as of 8/31/2025 | &nbsp;&nbsp; $51178443 |
| Shares Held as of 8/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 5705512 |
| Dividend Income | &nbsp;&nbsp; $2551335 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 1 | *Zero coupon bond.* |
| 2 | *Assets, other than investments in securities, less liabilities.* |
| 3 | *Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements serve as an indicator of the* <br> *current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular* <br> *referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit* <br> *spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined* <br> *under the terms of the agreement. A credit spread identified as "Defaulted" indicates a credit event has occurred for the referenced entity or obligation.*<br>|

---

Note: The categories of investments are shown as a percentage of total net assets at August 31, 2025.

**4**

------

**Investment Valuation** 

In calculating its net asset value (NAV), the Fund generally values investments as follows:

■ Shares of other mutual funds or non-exchange-traded investment companies are valued based upon their reported NAVs, or NAV per share practical expedient, as applicable.

■ Fixed-income securities are fair valued using price evaluations provided by a pricing service approved by the Federated Investment Management Company (the "Adviser").

■ Derivative contracts listed on exchanges are valued at their reported settlement or closing price, except that options are valued at the mean of closing bid and ask quotations.

■ Over-the-counter (OTC) derivative contracts are fair valued using price evaluations provided by a pricing service approved by the Adviser.

■ For securities that are fair valued in accordance with procedures established by and under the general supervision of the Adviser, certain factors may be considered, such as: the last traded or purchase price of the security, information obtained by contacting the issuer or dealers, analysis of the issuer's financial statements or other available documents, fundamental analytical data, the nature and duration of restrictions on disposition, the movement of the market in which the security is normally traded, public trading in similar securities or derivative contracts of the issuer or comparable issuers, movement of a relevant index, or other factors including but not limited to industry changes and relevant government actions.

If any price, quotation, price evaluation or other pricing source is not readily available when the NAV is calculated, if the Fund cannot obtain price evaluations from a pricing service or from more than one dealer for an investment within a reasonable period of time as set forth in the Adviser's valuation policies and procedures for the Fund, or if information furnished by a pricing service, in the opinion of the Adviser's valuation committee ("Valuation Committee"), is deemed not representative of the fair value of such security, the Fund uses the fair value of the investment determined in accordance with the procedures described below. There can be no assurance that the Fund could obtain the fair value assigned to an investment if it sold the investment at approximately the time at which the Fund determines its NAV per share, and the actual value obtained could be materially different.

**Fair Valuation and Significant Events Procedures** 

Pursuant to Rule 2a-5 under the Investment Company Act of 1940, the Fund's Board of Trustees (the "Trustees") has designated the Adviser as the Fund's valuation designee to perform any fair value determinations for securities and other assets held by the Fund. The Adviser is subject to the Trustees' oversight and certain reporting and other requirements intended to provide the Trustees the information needed to oversee the Adviser's fair value determinations.

The Adviser, acting through its Valuation Committee, is responsible for determining the fair value of investments for which market quotations are not readily available. The Valuation Committee is comprised of officers of the Adviser and certain of the Adviser's affiliated companies and determines fair value and oversees the calculation of the NAV. The Valuation Committee is also authorized to use pricing services to provide fair value evaluations of the current value of certain investments for purposes of calculating the NAV. The Valuation Committee employs various methods for reviewing third-party pricing-service evaluations including periodic reviews of third-party pricing services' policies, procedures and valuation methods (including key inputs, methods, models and assumptions), transactional back-testing, comparisons of evaluations of different pricing services and review of price challenges by the Adviser based on recent market activity. In the event that market quotations and price evaluations are not available for an investment, the Valuation Committee determines the fair value of the investment in accordance with procedures adopted by the Adviser. The Trustees periodically review the fair valuations made by the Valuation Committee. The Trustees have also approved the Adviser's fair valuation and significant events procedures as part of the Fund's compliance program and will review any changes made to the procedures.

Factors considered by pricing services in evaluating an investment include the yields or prices of investments of comparable quality, coupon, maturity, call rights and other potential prepayments, terms and type, reported transactions, indications as to values from dealers and general market conditions. Some pricing services provide a single price evaluation reflecting the bid-side of the market for an investment (a "bid" evaluation). Other pricing services offer both bid evaluations and price evaluations indicative of a price between the prices bid and ask for the investment (a "mid" evaluation). The Fund normally uses bid evaluations for any U.S. Treasury and Agency securities, mortgage-backed securities and municipal securities. The Fund normally uses mid evaluations for any other types of fixed-income securities and any OTC derivative contracts. In the event that market quotations and price evaluations are not available for an investment, the fair value of the investment is determined in accordance with procedures adopted by the Adviser.

The Adviser has also adopted procedures requiring an investment to be priced at its fair value whenever the Valuation Committee determines that a significant event affecting the value of the investment has occurred between the time as of which the price of the investment would otherwise be determined and the time as of which the NAV is computed. An event is considered significant if there is both an affirmative expectation that the investment's value will change in response to the event and a reasonable basis for quantifying the resulting change in value. Examples of significant events that may occur after the close of the principal market on which a security is traded, or after the time of a price evaluation provided by a pricing service or a dealer, include:

■ With respect to securities traded principally in foreign markets, significant trends in U.S. equity markets or in the trading of foreign securities index futures contracts;

■ Political or other developments affecting the economy or markets in which an issuer conducts its operations or its securities are traded;

■ Announcements concerning matters such as acquisitions, recapitalizations, litigation developments, or a natural disaster affecting the issuer's operations or regulatory changes or market developments affecting the issuer's industry.

The Adviser has adopted procedures whereby the Valuation Committee uses a pricing service to provide factors to update the fair value of equity securities traded principally in foreign markets from the time of the close of their respective foreign stock exchanges to the pricing time of the Fund. For other significant events, the Fund may seek to obtain more current quotations or price evaluations from alternative pricing sources. If a reliable alternative pricing source is not available, the Valuation Committee will determine the fair value of the investment in accordance with the fair valuation procedures approved by the Adviser. The Trustees periodically review fair valuations made in response to significant events.

**5**

------

Various inputs are used in determining the value of the Fund's investments. These inputs are summarized in the three broad levels listed below:

Level 1—quoted prices in active markets for identical securities.

Level 2—other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.). Also includes securities valued at amortized cost.

Level 3—significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used, as of August 31, 2025, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs** | **Valuation Inputs** | **Valuation Inputs** | **Valuation Inputs** | **Valuation Inputs** |
|  | **Level 1—** <br>**Quoted** <br>**Prices**<br>| **Level 2—** <br>**Other** <br>**Significant** <br>**Observable** <br>**Inputs**<br>| **Level 3—** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Debt Securities:** |  |  |  |  |
| Bonds | &nbsp;&nbsp; $— | &nbsp;&nbsp; $43936330 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $43936330 |
| **Repurchase Agreements** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7248000 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7248000 |
| **Purchased Put Options** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2680 |
| **Investment Company** | &nbsp;&nbsp; 51178443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 51178443 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SECURITIES | &nbsp;&nbsp; $51181123 | &nbsp;&nbsp; $51184330 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $102365453 |
| **Other Financial Instruments:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp; Futures Contracts | &nbsp;&nbsp; $9386 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $9386 |
| &nbsp;&nbsp; Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98750 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98750 |
| &nbsp;&nbsp; Foreign Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126435 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126435 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp; Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33410) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33410) |
| &nbsp;&nbsp; Written Call Options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1915) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1915) |
| &nbsp;&nbsp; Foreign Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97556) | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97556) |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL OTHER FINANCIAL INSTRUMENTS | &nbsp;&nbsp; $(25939) | &nbsp;&nbsp; $127629 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $101690 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The following acronym(s) are used throughout this portfolio: | The following acronym(s) are used throughout this portfolio: |
| AUD | —Australian Dollar |
| BOBL | —Bundesobligation |
| CHF | —Swiss Franc |
| CLP | —Chilean Peso |
| CNY | —Chinese Yuan Renminbi |
| EGP | —Egyptian Pound |
| EUR | —Euro |
| GBP | —Great British Pound |
| IDR | —Indonesian Rupiah |
| INR | —Indian Rupee |
| JPY | —Japanese Yen |
| KRW | —South Korean Won |
| MXN | —Mexican Peso |
| NOK | —Norwegian Krone |
| NZD | —New Zealand Dollar |
| OTC | —Over-the-Counter |
| PEN | —Peruvian Nuevo Sol |
| PLN | —Polish Zloty |
| SEK | —Swedish Krona |
| SGD | —Singapore Dollar |

---

**6**

------

## 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 Managed Pool Series

- **b. Investment Company Act file number:** 811-21822

- **c. CIK number of Registrant:** 0001340579

- **d. LEI of Registrant:** 254900GHHEGEQGAY8A11

- **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 International Bond Strategy Portfolio

- **b. EDGAR series identifier (if any):** S000010901

- **c. LEI of Series:** QFFYLQUZB2CFH3G6SD56

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

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $103139234.42

**Total Liabilities:** $213245.30

**Net Assets:** $102925989.12

**Cash Not Reported:** $46098.69

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -0.382388000000 | **1-Year:** -5.059142100000 | **5-Year:** -208.829361000000 | **10-Year:** -78.282623300000 | **30-Year:** 0.000000000000

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

- **3-Month:** -0.000000600000 | **1-Year:** -0.000000600000 | **5-Year:** -0.000000600000 | **10-Year:** -0.000000600000 | **30-Year:** -0.000000600000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030210 | 2.26%                | -1.22%               | 1.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4168.67                 | $1648561.91                                |
| Month 2  | $39362.92                | $-1118012.02                               |
| Month 3  | $-0.01                   | $994444.31                                 |

**Designated Index Information**

- **Index Name:** 50% Bloomberg EM Seasoned ex Aggregate/Eurodollar, 50% JPM GBI-EM Global Diversified Comp

- **Index Identifier:** 557218 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY CAPITAL SERVICES LLC           | CURRENCY CONTRACT - USD                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3139.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | CURRENCY CONTRACT - USD                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5640.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | CURRENCY CONTRACT - USD                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-911.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT             | EURO-BUND                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         6 | NC      | $3756.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT             | EURO-BOBL                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        14 | NC      | $3475.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                            | JAPAN 10Y BOND(OSE)                      | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |         6 | NC      | $-32765.29    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                            | LONG GILT                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         2 | NC      | $-300.89      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | US 5YR NOTE (CBT)                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         6 | NC      | $2153.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                        | CAN 10YR BOND                            | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |        -1 | NC      | $-343.87      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | USD CALL VERSUS EUR PUT                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    570000 | NC      | $2679.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association         | CURRENCY CONTRACT - USD                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2645.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | CURRENCY CONTRACT - USD                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-955.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association         | CURRENCY CONTRACT - USD                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $34250.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | CURRENCY CONTRACT - USD                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $916.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CURRENCY CONTRACT - USD                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $24064.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | CURRENCY CONTRACT - USD                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $221.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | CURRENCY CONTRACT - SGD                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $39.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association         | CURRENCY CONTRACT - SEK                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4896.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association         | CURRENCY CONTRACT - SEK                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4745.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | CURRENCY CONTRACT - NZD                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2630.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                | CURRENCY CONTRACT - NOK                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5538.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company           | CURRENCY CONTRACT - KRW                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $177.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association         | CURRENCY CONTRACT - JPY                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $840.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association         | CURRENCY CONTRACT - JPY                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $386.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | CURRENCY CONTRACT - JPY                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1513.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | CURRENCY CONTRACT - JPY                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9805.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | CURRENCY CONTRACT - JPY                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-149.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company           | CURRENCY CONTRACT - JPY                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $308.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | CURRENCY CONTRACT - JPY                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5322.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | CURRENCY CONTRACT - JPY                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3845.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association         | CURRENCY CONTRACT - JPY                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1403.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK | CURRENCY CONTRACT - JPY                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-52615.20    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                        | CURRENCY CONTRACT - INR                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-382.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                | CURRENCY CONTRACT - IDR                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-413.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association        | CURRENCY CONTRACT - EUR                  | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4932.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association         | CURRENCY CONTRACT - EUR                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1723.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | CURRENCY CONTRACT - EUR                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1413.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | CURRENCY CONTRACT - EUR                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2293.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | CURRENCY CONTRACT - EUR                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1563.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association     | CURRENCY CONTRACT - EUR                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1839.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK | CURRENCY CONTRACT - EUR                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5779.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                            | CURRENCY CONTRACT - EUR                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1833.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association         | CURRENCY CONTRACT - CLP                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $226.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | CURRENCY CONTRACT - CHF                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-719.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association         | CURRENCY CONTRACT - AUD                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3535.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company           | CURRENCY CONTRACT - AUD                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1504.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                               | Kingdom of Belgium Government Bond       | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1118000 | PA      | $1158088.80   | 1.13%             | 2033-04-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Citibank, National Association                | CURRENCY CONTRACT - AUD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $785.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                   | BNP                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | RA               | CORP              | US        |   7248000 | PA      | $7248000.00   | 7.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                              | French Republic Government Bond OAT      | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1000000 | PA      | $984475.36    | 0.96%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                        | New Zealand Government Bond              | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    900000 | PA      | $551486.67    | 0.54%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                         | Australia Government Bond                | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    760000 | PA      | $491065.45    | 0.48%             | 2027-11-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                      | Spain Government Bond                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    310000 | PA      | $345737.57    | 0.34%             | 2033-07-30      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                              | French Republic Government Bond OAT      | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    640000 | PA      | $758351.74    | 0.74%             | 2027-10-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                      | Spain Government Bond                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1090000 | PA      | $1240032.01   | 1.20%             | 2030-07-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                      | Italy Buoni Poliennali Del Tesoro        | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    500000 | PA      | $552897.27    | 0.54%             | 2030-12-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                           | Republic of Austria Government Bond      | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    800000 | PA      | $942082.67    | 0.92%             | 2033-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                      | Spain Government Bond                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    420000 | PA      | $525937.27    | 0.51%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                       | Romanian Government International Bond   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    500000 | PA      | $483696.80    | 0.47%             | 2032-01-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                      | Spain Government Bond                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1040000 | PA      | $860122.84    | 0.84%             | 2040-10-31      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                              | French Republic Government Bond OAT      | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    370000 | PA      | $293839.57    | 0.29%             | 2048-05-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                           | Canadian Government Bond                 | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $379786.65    | 0.37%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                         | Japan Government Twenty Year Bond        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 315000000 | PA      | $2084309.48   | 2.03%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                        | Netherlands Government Bond              | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1025000 | PA      | $1188315.04   | 1.15%             | 2033-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                         | Japan Government Twenty Year Bond        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 190000000 | PA      | $1346697.97   | 1.31%             | 2029-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                        | New Zealand Government Bond              | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   1000000 | PA      | $589386.38    | 0.57%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                              | French Republic Government Bond OAT      | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    520000 | PA      | $646348.37    | 0.63%             | 2041-04-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                              | French Republic Government Bond OAT      | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1340000 | PA      | $1831982.87   | 1.78%             | 2032-10-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                       | Mexican Bonos                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3500000 | PA      | $185460.90    | 0.18%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                         | Japan Government Forty Year Bond         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 290000000 | PA      | $897755.78    | 0.87%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                           | United Kingdom Gilt                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1340000 | PA      | $1695017.23   | 1.65%             | 2028-10-22      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                      | Bundesrepublik Deutschland Bundesanleihe | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1200000 | PA      | $1641536.32   | 1.59%             | 2034-07-04      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                           | United Kingdom Gilt                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    590000 | PA      | $664124.05    | 0.65%             | 2030-10-22      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM                               | Kingdom of Belgium Government Bond       | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    200000 | PA      | $212950.78    | 0.21%             | 2031-06-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                      | Italy Buoni Poliennali Del Tesoro        | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1410000 | PA      | $1764640.31   | 1.71%             | 2028-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                           | United Kingdom Gilt                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    530000 | PA      | $715291.03    | 0.69%             | 2032-06-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                           | United Kingdom Gilt                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    970000 | PA      | $980799.41    | 0.95%             | 2044-01-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                      | Bundesrepublik Deutschland Bundesanleihe | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    300000 | PA      | $350164.37    | 0.34%             | 2029-11-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                           | United Kingdom Gilt                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    880000 | PA      | $588425.01    | 0.57%             | 2047-07-22      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                           | Egypt Treasury Bills                     | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  21000000 | PA      | $418584.04    | 0.41%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                      | Bundesrepublik Deutschland Bundesanleihe | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    620000 | PA      | $576588.32    | 0.56%             | 2038-05-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                           | United Kingdom Gilt                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1060000 | PA      | $1448004.41   | 1.41%             | 2027-12-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                           | CANADIAN GOVERNMENT                      | CUSIP: 135087WL4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    615000 | PA      | $494373.39    | 0.48%             | 2029-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                      | Italy Buoni Poliennali Del Tesoro        | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    820000 | PA      | $956674.66    | 0.93%             | 2026-06-01      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                   | CURRENCY CONTRACT - USD                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-32.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | EUR CALL VERSUS USD PUT                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |   -130000 | NC      | $-1915.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                             | CURRENCY CONTRACT - USD                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-21818.58    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company           | CURRENCY CONTRACT - USD                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-476.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | CURRENCY CONTRACT - EUR                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $696.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                | CURRENCY CONTRACT - EGP                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1478.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                | CURRENCY CONTRACT - EGP                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3516.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | CURRENCY CONTRACT - CNY                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $64.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                         | Japan Government Thirty Year Bond        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 153000000 | PA      | $908577.73    | 0.88%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                           | Canadian Government Bond                 | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1235000 | PA      | $1052521.97   | 1.02%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL QMA STRAT VAL-                     | FEDERATED CORE TR MUTUAL FUND            | CUSIP: 31409N887<br>LEI: 254900HYFNGKM5PJOV84 | Long             | EC               | RF                | US        |   5675238 | NS      | $50906888.98  | 49.46%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                              | French Republic Government Bond OAT      | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $261193.07    | 0.25%             | 2038-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                      | Italy Buoni Poliennali Del Tesoro        | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    900000 | PA      | $906843.95    | 0.88%             | 2046-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                      | Italy Buoni Poliennali Del Tesoro        | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1690000 | PA      | $1821143.70   | 1.77%             | 2032-03-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                         | Japan Government Thirty Year Bond        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 295000000 | PA      | $1345290.74   | 1.31%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                      | Spain Government Bond                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    890000 | PA      | $1032951.64   | 1.00%             | 2027-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                      | Bundesrepublik Deutschland Bundesanleihe | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    225000 | PA      | $238787.39    | 0.23%             | 2044-07-04      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                         | Australia Government Bond                | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1320000 | PA      | $754240.05    | 0.73%             | 2030-12-21      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                              | French Republic Government Bond OAT      | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $689656.40    | 0.67%             | 2027-05-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                           | United Kingdom Gilt                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    870000 | PA      | $1121249.66   | 1.09%             | 2036-03-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                      | Bundesrepublik Deutschland Bundesanleihe | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    400000 | PA      | $471119.70    | 0.46%             | 2030-11-15      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                              | French Republic Government Bond OAT      | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1190000 | PA      | $1538130.37   | 1.49%             | 2029-04-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                      | Bundesrepublik Deutschland Bundesanleihe | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    840000 | PA      | $949592.99    | 0.92%             | 2028-02-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-23

**Name of Applicant:** Federated Hermes Managed Pool Series

**Signature:** Stephen Van Meter

**Name of Signer:** Federated Hermes Managed Pool Series

**Title:** Chief Compliance Officer