# EDGAR Filing Document

**Accession Number:** 0001363526
**File Stem:** 0001363526-26-000030
**Filing Date:** 2026-3
**Character Count:** 223833
**Document Hash:** 69772281fe4e63d4adc8b33604e3d88d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001363526-26-000030.hdr.sgml**: 20260323

**ACCESSION NUMBER**: 0001363526-26-000030

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260323

**DATE AS OF CHANGE**: 20260323

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Federated Hermes MDT Series
- **CENTRAL INDEX KEY:** 0001363526

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21904
- **FILM NUMBER:** 26780268

**BUSINESS ADDRESS:**
- **STREET 1:** FEDERATED INVESTORS FUNDS
- **STREET 2:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561
- **BUSINESS PHONE:** 412-288-1900

**MAIL ADDRESS:**
- **STREET 1:** FEDERATED INVESTORS FUNDS
- **STREET 2:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Federated MDT Series
- **DATE OF NAME CHANGE:** 20060519

## Series and Classes Contracts Data

### Federated Hermes MDT Balanced Fund (Series ID: S000012971)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000035055 | Class A Shares       | QABGX           |
| C000035056 | Class C Shares       | QCBGX           |
| C000035057 | Institutional Shares | QIBGX           |
| C000043498 | Class R6 Shares      | QKBGX           |
| C000188307 | 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 MDT Series

- **b. Investment Company Act file number:** 811-21904

- **c. CIK number of Registrant:** 0001363526

- **d. LEI of Registrant:** 254900ZW3CXBDK3XPE89

- **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 MDT Balanced Fund

- **b. EDGAR series identifier (if any):** S000012971

- **c. LEI of Series:** 254900P9KFKAK2YQQ553

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $317451188.16

**Total Liabilities:** $290915.15

**Net Assets:** $317160273.01

**Cash Not Reported:** $109305.64

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -135.683664000000 | **1-Year:** -1895.793427000000 | **5-Year:** -5872.317358000000 | **10-Year:** -7338.410155000000 | **30-Year:** -3720.754662000000

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

- **3-Month:** -11.141363000000 | **1-Year:** -41.629683000000 | **5-Year:** -147.478469000000 | **10-Year:** -143.391241000000 | **30-Year:** -9.744653000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000035055 | 0.54%                | 0.62%                | 0.68%                |
| Class ID C000035056 | 0.48%                | 0.53%                | 0.65%                |
| Class ID C000035057 | 0.54%                | 0.61%                | 0.72%                |
| Class ID C000043498 | 0.54%                | 0.64%                | 0.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-65007.45               | $1286058.86                                |
| Month 2  | $1009535.13              | $168965.73                                 |
| Month 3  | $512316.39               | $1500395.45                                |

**Designated Index Information**

- **Index Name:** 60% S&P 500, 40% BBG Barc US Aggregate Index

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

### Schedule of Portfolio Investments

| Name                                                                     | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aflac Inc                                                                | Aflac Inc                                                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       592 | NS      | $65682.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA GROUP LTD                                                            | AIA Group Ltd                                                                   | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $314006.12    | 0.10%             | 2040-09-16      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275431.82    | 0.09%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                               | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $412184.92    | 0.13%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                         | Alabama Power Co                                                                | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $129608.50    | 0.04%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                 | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    200000 | PA      | $203544.22    | 0.06%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                           | Amazon.com Inc                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195087.24    | 0.06%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                           | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      2524 | NS      | $302312.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                 | AmeriCredit Automobile Receivables Trust 2025-1                                 | CUSIP: 03067FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301419.48    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12888.56     | 0.00%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                 | APA Corp                                                                        | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51561.02     | 0.02%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     36337 | NS      | $9428724.76   | 2.97%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                                             | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       171 | NS      | $633433.59    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Mortgage Trust                                                       | BMO 2023-5C1 Mortgage Trust                                                     | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $209064.28    | 0.07%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                            | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299769.90    | 0.09%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                                     | BANK 2023-BNK46                                                                 | CUSIP: 06541DBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $159011.66    | 0.05%             | 2056-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                   | Boardwalk Pipelines LP                                                          | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116999.56    | 0.04%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                       | BMO 2025-5C11 Mortgage Trust                                                    | CUSIP: 096941AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $307267.59    | 0.10%             | 2058-07-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                     | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       246 | NS      | $1230452.64   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                         | Booz Allen Hamilton Holding Corp                                                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      1548 | NS      | $136874.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9039.71      | 0.00%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                             | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     13518 | NS      | $4478513.40   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215255.70    | 0.07%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                    | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52863.03     | 0.02%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                    | Camden Property Trust                                                           | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     60000 | PA      | $56642.71     | 0.02%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cargurus Inc                                                             | Cargurus Inc                                                                    | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     19336 | NS      | $626486.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                                             | Cars.com Inc                                                                    | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     21112 | NS      | $239832.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                                         | Cirrus Logic Inc                                                                | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      4701 | NS      | $612728.34    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                                        | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      4989 | NS      | $390738.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15100.06     | 0.00%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer Partners LP                                                     | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9948.75      | 0.00%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                 | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     70000 | PA      | $72323.60     | 0.02%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                   | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169849.76    | 0.05%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    165000 | PA      | $151121.04    | 0.05%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                                          | Citizens Auto Receivables Trust 2024-2                                          | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225792 | PA      | $227318.85    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                 | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78241.17     | 0.02%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                             | Comcast Corp                                                                    | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9512.12      | 0.00%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                             | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13023.00     | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Community Health Systems Inc                                             | Community Health Systems Inc                                                    | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28629 | NS      | $91899.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                   | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3643.99      | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CubeSmart                                                                | CubeSmart                                                                       | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |      4500 | NS      | $168885.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                                                        | DXC Technology Co                                                               | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     14042 | NS      | $202626.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                                               | DiamondRock Hospitality Co                                                      | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |     32500 | NS      | $298350.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                 | Electricite de France SA                                                        | CUSIP: 268317AE4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     70000 | PA      | $70000.18     | 0.02%             | 2040-01-27      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                 | Electricite de France SA                                                        | CUSIP: 268317AU8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $302388.50    | 0.10%             | 2028-09-21      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                     | ERAC USA Finance LLC                                                            | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15272.96     | 0.00%             | 2042-03-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                                     | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      9147 | NS      | $569675.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                 | Enterprise Products Operating LLC                                               | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170156.43    | 0.05%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                                                 | Essex Property Trust Inc                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |       450 | NS      | $113341.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                                              | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     20266 | NS      | $907511.48    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                              | Exelon Corp                                                                     | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199797.67    | 0.06%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                                                  | Extra Space Storage Inc                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |      2000 | NS      | $275940.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB CORP                                                                 | FNB Corp/PA                                                                     | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219955.65    | 0.07%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAAA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15872 | PA      | $15458.27     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 3136BVMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310949 | PA      | $313065.78    | 0.10%             | 2054-09-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FQXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $346894.17    | 0.11%             | 2026-10-25      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FRUS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186911 | PA      | $178829.25    | 0.06%             | 2029-10-25      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HB2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $257916.95    | 0.08%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HDEX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138625 | PA      | $139665.68    | 0.04%             | 2054-06-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HDZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    316312 | PA      | $319972.47    | 0.10%             | 2054-08-25      | Floating      | 4.85%                 | 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        |   2713594 | NS      | $23065551.01  | 7.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Core Trust - Federated Bank Loan Core Fund                     | FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND                                 | CUSIP: 31409N804<br>LEI: 549300FJK5JF0KIC2N83 | Long             | EC               | RF                | US        |    126971 | NS      | $1076716.17   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31417YW45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13324 | PA      | $13420.85     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31418ASU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17271 | PA      | $15913.91     | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Optimum Communications Inc                                               | Altice USA Inc                                                                  | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     83798 | NS      | $128210.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                                    | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1247 | NS      | $437809.23    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                   | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227203.29    | 0.07%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                          | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1216 | NS      | $189088.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First National Master Note Trust                                         | First National Master Note Trust                                                | CUSIP: 32113CBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $345861.22    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                               | Fiserv Inc                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     43684 | NS      | $2783981.32   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                                            | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     22641 | NS      | $314257.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                              | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6142 | PA      | $5962.00      | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors                                                           | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $302992.98    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                   | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $113956.34    | 0.04%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                              | Gartner Inc                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       701 | NS      | $146936.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                 | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183995.94    | 0.06%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                      | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      2401 | NS      | $340821.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                                           | Globe Life Inc                                                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      1950 | NS      | $273429.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163149.41    | 0.05%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311516.42    | 0.10%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                              | Heineken NV                                                                     | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    270000 | PA      | $267746.72    | 0.08%             | 2028-01-29      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Humana Inc                                                               | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      2122 | NS      | $414214.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Auto Trust                                                    | Huntington Auto Trust 2024-1                                                    | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    203059 | PA      | $205148.93    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                                            | Interactive Brokers Group Inc                                                   | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      8918 | NS      | $667779.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                   | JW Trust 2024-BERY                                                              | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250701.20    | 0.08%             | 2039-11-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                      | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      4179 | NS      | $417858.21    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                                  | Kite Realty Group Trust                                                         | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |     10200 | NS      | $239598.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                     | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13647.49     | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                        | L3Harris Technologies Inc                                                       | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245775.01    | 0.08%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                 | Estee Lauder Cos Inc/The                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      6706 | NS      | $773067.68    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                           | ELI LILLY & CO                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1694 | NS      | $1756932.10   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                                     | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1491 | NS      | $945622.02    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                                     | M&T Bank Corp                                                                   | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101437.04    | 0.03%             | 2036-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                                          | M&T Bank Auto Receivables Trust 2024-1                                          | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140547 | PA      | $142039.45    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Macerich Co/The                                                          | Macerich Co/The                                                                 | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |     12500 | NS      | $236625.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                                                            | Maplebear Inc                                                                   | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21095 | NS      | $783890.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                                | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      9705 | NS      | $2845991.25   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                              | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       549 | NS      | $185594.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                                              | Ameren Corp                                                                     | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88076.79     | 0.03%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                   | Anglo American Capital PLC                                                      | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207284.95    | 0.07%             | 2033-05-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                      | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      4608 | NS      | $974684.16    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Master Credit Card Trust                                                 | Master Credit Card Trust                                                        | CUSIP: 576339CS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    400000 | PA      | $390101.18    | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| METLIFE INC                                                              | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15746.78     | 0.00%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                           | Microsoft Corp                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7249.71      | 0.00%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                           | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4564.17      | 0.00%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                 | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      2739 | NS      | $207944.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                                    | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1121 | NS      | $465080.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                                              | AmerisourceBergen Corp                                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      3840 | NS      | $1379404.80   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                                                           | AnaptysBio Inc                                                                  | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      7913 | NS      | $375155.33    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC                                                           | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $171577.06    | 0.05%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                         | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     16842 | NS      | $2019692.64   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                                    | Jackson Financial Inc                                                           | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     24198 | NS      | $2877626.16   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                              | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $226209.80    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Rubrik Inc                                                               | Rubrik Inc                                                                      | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |      1477 | NS      | $82638.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91170.79     | 0.03%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184736.13    | 0.06%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                   | BP Capital Markets America Inc                                                  | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172299.07    | 0.05%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                                | CH Robinson Worldwide Inc                                                       | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      2734 | NS      | $532993.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                                                      | Carrier Global Corp                                                             | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $92082.64     | 0.03%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $281846.76    | 0.09%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Commvault Systems Inc                                                    | CommVault Systems Inc                                                           | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      2931 | NS      | $251186.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                                     | Deckers Outdoor Corp                                                            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      6637 | NS      | $792059.58    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                                 | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      3646 | NS      | $332588.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                       | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183756.35    | 0.06%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     12000 | PA      | $8021.43      | 0.00%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7265.74      | 0.00%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 3136BTGP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302225 | PA      | $303808.13    | 0.10%             | 2054-11-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HKKW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    309266 | PA      | $310245.87    | 0.10%             | 2055-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                               | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     14292 | NS      | $3187258.92   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                                      | Acadia Realty Trust                                                             | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               |  | US        |      6000 | NS      | $120060.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111103.63    | 0.04%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Murphy USA Inc                                                           | Murphy USA Inc                                                                  | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       644 | NS      | $272096.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                                                        | National Grid PLC                                                               | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $129270.33    | 0.04%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                                                 | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43244.41     | 0.01%             | 2050-04-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                                                           | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226718.93    | 0.07%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Alcoa Corp                                                               | Alcoa Corp                                                                      | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      1484 | NS      | $84306.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140J82W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11003 | PA      | $10637.54     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140Q74T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11074 | PA      | $10341.76     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                               | NetApp Inc                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      4044 | NS      | $389639.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                                             | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     19455 | NS      | $2185769.25   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31418CDH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12154 | PA      | $11773.68     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284367.73    | 0.09%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                 | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      4958 | NS      | $2613808.02   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      5471 | NS      | $1870425.48   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                                            | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      9508 | NS      | $204612.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                                              | Incyte Corp                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     11363 | NS      | $1137095.41   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                                              | Nutanix Inc                                                                     | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      6952 | NS      | $273422.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                              | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     46649 | NS      | $8916023.37   | 2.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                                            | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      2558 | NS      | $368556.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                   | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAB7<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     15000 | PA      | $16125.79     | 0.01%             | 2040-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                  | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29596.67     | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Atmus Filtration Technologies                                            | Atmus Filtration Technologies Inc                                               | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12831 | NS      | $743813.07    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY OP LLC                                                      | Kimco Realty OP LLC                                                             | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    275000 | PA      | $281359.27    | 0.09%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                                | Kubota Credit Owner Trust 2023-2                                                | CUSIP: 500945AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $305327.33    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                               | MMAF Equipment Finance LLC 2023-A                                               | CUSIP: 55317WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $306004.13    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40038.70     | 0.01%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                    | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80631.66     | 0.03%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                               | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111820 | PA      | $103380.87    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                          | BAE Systems PLC                                                                 | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $133626.84    | 0.04%             | 2050-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                       | BMO 2023-C4 Mortgage Trust                                                      | CUSIP: 05610CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $204083.68    | 0.06%             | 2056-02-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Onto Innovation Inc                                                      | Onto Innovation Inc                                                             | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      1131 | NS      | $228518.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                                           | PBF Energy Inc                                                                  | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     11786 | NS      | $394359.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BMW Vehicle Lease Trust                                                  | BMW Vehicle Lease Trust                                                         | CUSIP: 05613MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $286482.26    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                            | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15010.64     | 0.00%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                              | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $227741.74    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Palantir Technologies Inc                                                | Palantir Technologies Inc                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     14382 | NS      | $2108257.38   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                                                | Park Hotels & Resorts Inc                                                       | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |      9000 | NS      | $98370.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                 | Prudential Financial Inc                                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     19050 | NS      | $2116645.50   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                                                   | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72175.43     | 0.02%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                   | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8288.36      | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                              | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      2473 | NS      | $139823.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                                  | Cboe Global Markets Inc                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      1512 | NS      | $400770.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                                  | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      5324 | NS      | $523934.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ORL TRUST                                                                | ORL Trust 2024-GLKS                                                             | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $225562.75    | 0.07%             | 2039-12-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                     | BANK 2024-BNK48                                                                 | CUSIP: 06541GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $301509.51    | 0.10%             | 2057-10-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                   | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257171.02    | 0.08%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                 | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255867.00    | 0.08%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                           | Omega Healthcare Investors Inc                                                  | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |      4200 | NS      | $184296.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                                               | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      2710 | NS      | $412082.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INC                                                              | Corning Inc                                                                     | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18493.12     | 0.01%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                   | Santander Drive Auto Receivables Trust 2023-1                                   | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250068 | PA      | $251127.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                  | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      3128 | NS      | $325061.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                                        | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3808 | NS      | $1008510.72   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3138WPLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12290 | PA      | $11338.26     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                   | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272770.19    | 0.09%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                               | Cadence Design Systems Inc                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       338 | NS      | $100169.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                              | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      2545 | NS      | $418856.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE SA                                                                | Orange SA                                                                       | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $198435.18    | 0.06%             | 2036-01-13      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                  | PPL Capital Funding Inc                                                         | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249420.48    | 0.08%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PVH Corp                                                                 | PVH Corp                                                                        | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      3827 | NS      | $238651.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                   | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A                   | CUSIP: 858928AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252052.01    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                          | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      4062 | NS      | $608528.22    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                 | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAB3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $224086.50    | 0.07%             | 2026-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                      | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      1694 | NS      | $364006.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust                                     | Toyota Auto Loan Extended Note Trust 2023-1                                     | CUSIP: 89231WAA1<br>LEI: 5493000KI9FC40RVHF71 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $255672.55    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $41546.88     | 0.01%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $308382.83    | 0.10%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $54553.13     | 0.02%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                                      | VICI Properties Inc                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |      7200 | NS      | $202176.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORP                                                     | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $9998.53      | 0.00%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                                   | Palo Alto Networks Inc                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      6929 | NS      | $1226225.13   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                                      | Paycom Software Inc                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      4245 | NS      | $572013.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                                      | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      4923 | NS      | $259392.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN MUTUAL LIFE INS CO                                                  | Penn Mutual Life Insurance Co/The                                               | CUSIP: 707567AC7<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |     15000 | PA      | $17435.31     | 0.01%             | 2040-06-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Weatherford International PLC                                            | Weatherford International PLC                                                   | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |     10462 | NS      | $984264.96    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QB4M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8000 | PA      | $7191.18      | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Five Below Inc                                                           | Five Below Inc                                                                  | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      9237 | NS      | $1770178.68   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                                                     | Align Technology Inc                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      3612 | NS      | $588864.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION US HOLDING CO                                                   | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235283.13    | 0.07%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                             | Autodesk Inc                                                                    | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168435.75    | 0.05%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                              | BBCMS Mortgage Trust 2025-C35                                                   | CUSIP: 07337DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $256033.53    | 0.08%             | 2058-07-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                               | Pfizer Inc                                                                      | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260713.63    | 0.08%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $480669.70    | 0.15%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                       | BMO 2025-5C12 Mortgage Trust                                                    | CUSIP: 09663VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $352362.92    | 0.11%             | 2058-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Celanese Corp                                                            | Celanese Corp                                                                   | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     34581 | NS      | $1536779.64   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                         | Crown Castle International Corp                                                 | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    150000 | PA      | $149771.73    | 0.05%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                  | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $34099.61     | 0.01%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                       | Cenovus Energy Inc                                                              | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149872.93    | 0.05%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                             | Charles River Laboratories International Inc                                    | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      1010 | NS      | $212584.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                                  | Pricoa Global Funding I                                                         | CUSIP: 74153WCZ0<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350569.38    | 0.11%             | 2030-11-25      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Public Storage                                                           | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |      1200 | NS      | $331428.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                            | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     15297 | NS      | $143944.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                        | CUSIP: 38384K7P0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    501043 | PA      | $501362.02    | 0.16%             | 2054-04-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                             | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      2854 | NS      | $432637.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                   | Regions Financial Corp                                                          | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172407.03    | 0.05%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                   | Roper Technologies Inc                                                          | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158392.01    | 0.05%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SPX Technologies Inc                                                     | SPX Technologies Inc                                                            | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      6476 | NS      | $1349663.16   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                                           | salesforce.com Inc                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      9174 | NS      | $1947548.46   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS FUNDING BV                                                       | Siemens Funding BV                                                              | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $206543.76    | 0.07%             | 2035-05-28      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                   | Skyworks Solutions Inc                                                          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     12135 | NS      | $676647.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                                        | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     22861 | NS      | $2991590.46   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                                        | State Street Corp                                                               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9496.93      | 0.00%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Sunstone Hotel Investors Inc                                             | Sunstone Hotel Investors Inc                                                    | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |     16000 | NS      | $140320.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                                               | DexCom Inc                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       859 | NS      | $62741.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                                                 | EastGroup Properties Inc                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |      1650 | NS      | $299706.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                                                 | Elanco Animal Health Inc                                                        | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     51357 | NS      | $1236676.56   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31376KMJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3719 | PA      | $3857.19      | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HBC51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $206879.16    | 0.07%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                      | GS Mortgage-Backed Securities Trust 2023-PJ1                                    | CUSIP: 36267TAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327014 | PA      | $297812.62    | 0.09%             | 2053-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13431.11     | 0.00%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                               | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270444.50    | 0.09%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                      | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      8446 | NS      | $2591148.34   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                 | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    225000 | PA      | $238164.05    | 0.08%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                        | CUSIP: 38384APX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    383564 | PA      | $385228.47    | 0.12%             | 2053-05-20      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                     | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       324 | NS      | $99370.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                           | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     25417 | NS      | $10936680.93  | 3.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      2977 | NS      | $544195.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                                     | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66986.43     | 0.02%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                     | Targa Resources Corp                                                            | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333914.51    | 0.11%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                   | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201325.33    | 0.06%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                    | Southern California Gas Co                                                      | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311539.86    | 0.10%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                      | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      6068 | NS      | $440718.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                                      | Terreno Realty Corp                                                             | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |      3700 | NS      | $227698.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI EAFE ETF                                                    | iShares MSCI EAFE ETF                                                           | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |    163800 | NS      | $16501212.00  | 5.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                                  | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162583.13    | 0.05%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                | Dllad 2024-1 LLC                                                                | CUSIP: 23346MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $310289.18    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                     | Truist Bank Auto Credit-Linked Notes Series 2025-1                              | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323647 | PA      | $325401.85    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $100976.56    | 0.03%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                   | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255141.21    | 0.08%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                             | Allegion PLC                                                                    | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      1571 | NS      | $259827.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                                             | Teleflex Inc                                                                    | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       724 | NS      | $75563.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      3476 | NS      | $1496105.16   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                             | Enbridge Inc                                                                    | CUSIP: 29250NCP8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $401579.80    | 0.13%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1610010.40   | 0.51%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $454500.00    | 0.14%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                               | LAD Auto Receivables Trust 2025-2                                               | CUSIP: 505912AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151339.49    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                  | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10699.44     | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                  | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350210.09    | 0.11%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522102.09    | 0.16%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                                             | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      6500 | NS      | $848640.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                           | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      5709 | NS      | $668010.09    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                                 | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      3000 | NS      | $573930.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                                          | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       711 | NS      | $460272.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding                                           | Credo Technology Group Holding Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1676 | NS      | $209969.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                                        | Allison Transmission Holdings Inc                                               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      8207 | NS      | $892100.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                 | Constellation Brands Inc                                                        | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301514.56    | 0.10%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                                                | DLLMT 2023-1 LLC                                                                | CUSIP: 232989AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202140.42    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                      | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221414.32    | 0.07%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $358859.38    | 0.11%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                                | Danone SA                                                                       | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $297698.26    | 0.09%             | 2026-11-02      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                             | Dell Equipment Finance Trust 2023-2                                             | CUSIP: 24703GAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200347.40    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| APPLE INC                                                                | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8427.68      | 0.00%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                              | BBCMS Mortgage Trust 2024-5C27                                                  | CUSIP: 05555FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    248769 | PA      | $257186.18    | 0.08%             | 2057-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1675000 | PA      | $1699863.37   | 0.54%             | 2029-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $298101.57    | 0.09%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1299406.94   | 0.41%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                       | Valero Energy Corp                                                              | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15090.30     | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                   | Advance Auto Parts Inc                                                          | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     42659 | NS      | $2048058.59   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                             | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     31852 | NS      | $10765976.00  | 3.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HCY63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106464 | PA      | $107094.33    | 0.03%             | 2054-06-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HHKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154755 | PA      | $155744.26    | 0.05%             | 2054-12-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                        | Eversource Energy                                                               | CUSIP: 30040WAB4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169864.64    | 0.05%             | 2026-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3138WVWX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2508 | PA      | $2484.34      | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                                    | Dell Technologies Inc                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      3506 | NS      | $401226.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Equipment Finance Trust                                             | Dell Equipment Finance Trust 2025-1                                             | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $187073.93    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Waystar Holding Corp                                                     | Waystar Holding Corp                                                            | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4663 | NS      | $123849.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207557.47    | 0.07%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXAS TRANSPRTN COMMISSION ST HIGHWAY FUND REVENUE                       | Texas Transportation Commission State Highway Fund                              | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30618.77     | 0.01%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Trade Desk Inc/The                                                       | Trade Desk Inc/The                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      8749 | NS      | $265357.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCANADA PIPELINES                                                    | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5342.38      | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                    | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     10378 | NS      | $2952644.78   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                                                  | UDR Inc                                                                         | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     70000 | PA      | $69620.13     | 0.02%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                    | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     23707 | NS      | $1897745.35   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140J9ZL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8516 | PA      | $7947.35      | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | Global Payments Inc                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203357.31    | 0.06%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                           | GE Vernova Inc                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      3777 | NS      | $2743499.49   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                           | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      4153 | NS      | $457951.31    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304926.70    | 0.10%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                         | Welltower OP LLC                                                                | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    275000 | PA      | $279340.17    | 0.09%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                     | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      6979 | NS      | $469407.54    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                                             | United Airlines Holdings Inc                                                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      6303 | NS      | $644922.96    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE                                                    | United Parcel Service Inc                                                       | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284246.77    | 0.09%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                                 | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |      1850 | NS      | $307007.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                                          | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      9408 | NS      | $1106286.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                         | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     10586 | NS      | $1284611.10   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                                        | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      5092 | NS      | $570965.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                                 | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14950.43     | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                      | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $119802.77    | 0.04%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    340000 | PA      | $205487.50    | 0.06%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $189597.67    | 0.06%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                         | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1347 | NS      | $181925.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                        | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2688 | NS      | $610848.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                                              | Moderna Inc                                                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     16256 | NS      | $716401.92    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SODEXO INC                                                               | Sodexo Inc                                                                      | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208210.28    | 0.07%             | 2035-08-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169673.76    | 0.05%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                       | Vodafone Group PLC                                                              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $243207.09    | 0.08%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4791.44      | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp                                                        | Agree Realty Corp                                                               | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |      3200 | NS      | $231136.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                                     | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      1277 | NS      | $141325.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                                                | ZoomInfo Technologies Inc                                                       | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |     12922 | NS      | $104022.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                             | Enbridge Inc                                                                    | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $278270.40    | 0.09%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109736.89    | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc                                                       | Albertsons Cos Inc                                                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     11638 | NS      | $193772.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                 | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     70000 | PA      | $69868.18     | 0.02%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer Operating LP                                                    | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20308.75     | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                              | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       240 | NS      | $197023.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                           | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     17450 | NS      | $4175785.00   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                    | AvalonBay Communities Inc                                                       | CUSIP: 053484AG6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    250000 | PA      | $252183.30    | 0.08%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                        | Expedia Group Inc                                                               | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14406.71     | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                 | FMC Corp                                                                        | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      3359 | NS      | $53072.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                   | BP Capital Markets America Inc                                                  | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300415.83    | 0.09%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                         | Crown Castle Inc                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    350000 | PA      | $353775.81    | 0.11%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                       | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      4846 | NS      | $3472159.00   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HC3A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    233304 | PA      | $235177.04    | 0.07%             | 2054-04-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                               | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106924.08    | 0.03%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                        | CUSIP: 38384BQM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    335889 | PA      | $337863.79    | 0.11%             | 2053-06-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                             | Illumina Inc                                                                    | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      7715 | NS      | $1117209.15   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                                   | iShares Core MSCI Emerging Markets ETF                                          | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |    102000 | NS      | $7401120.00   | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    485000 | PA      | $455142.19    | 0.14%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $220113.29    | 0.07%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                              | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      8972 | NS      | $749072.28    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                                              | Ovintiv Inc                                                                     | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135431.38    | 0.04%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                              | CUSIP: 69335PFP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $304015.32    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Pegasystems Inc                                                          | Pegasystems Inc                                                                 | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      5556 | NS      | $242741.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US LONG BOND(CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $-1772.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                                          | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     11387 | NS      | $2043283.28   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                                         | Pitney Bowes Inc                                                                | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     17484 | NS      | $182358.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $479062.50    | 0.15%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $481404.55    | 0.15%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Tanger Inc                                                               | Tanger Factory Outlet Centers Inc                                               | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      3100 | NS      | $101432.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                                             | Teradyne Inc                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      9513 | NS      | $2293108.65   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $427351.56    | 0.13%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                               | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      2654 | NS      | $118156.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                                   | Arch Capital Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      1157 | NS      | $111118.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $539902.33    | 0.17%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1442875.00   | 0.45%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HC4Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167382 | PA      | $168209.56    | 0.05%             | 2054-04-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HJX36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134349 | PA      | $134358.80    | 0.04%             | 2055-02-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HKMB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610411 | PA      | $613912.15    | 0.19%             | 2055-03-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3138MGBP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10402 | PA      | $9595.97      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 31392VGQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1003 | PA      | $1039.77      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31402GR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       375 | PA      | $387.92       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | 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        |    520367 | NS      | $2976498.16   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL QMA STRAT VAL-                                                | FEDERATED CORE TR MUTUAL FUND                                                   | CUSIP: 31409N887<br>LEI: 254900HYFNGKM5PJOV84 | Long             | EC               | RF                | US        |    342715 | NS      | $3125561.07   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    525000 | PA      | $530332.06    | 0.17%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Inflation-Indexed Notes                                           | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    611010 | PA      | $620368.41    | 0.20%             | 2030-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Inflation-Indexed Notes                                           | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1009570 | PA      | $1012980.02   | 0.32%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1092781.25   | 0.34%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                                      | Arista Networks Inc                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      4913 | NS      | $696368.62    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                             | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    145000 | PA      | $84563.87     | 0.03%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                             | Dell Equipment Finance Trust 2025-2                                             | CUSIP: 24703VAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $376144.50    | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $297937.50    | 0.09%             | 2030-10-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $295406.25    | 0.09%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 31393BL86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        44 | PA      | $43.52        | 0.00%             | 2033-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                                              | GoDaddy Inc                                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      8913 | NS      | $895934.76    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                                 | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       106 | NS      | $64577.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                  | Marathon Petroleum Corp                                                         | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12082.29     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                              | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $13337.85     | 0.00%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                     | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2628 | NS      | $546624.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140X3AJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5318 | PA      | $4981.18      | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140X4DE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17164 | PA      | $15626.84     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $979531.30    | 0.31%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $598360.62    | 0.19%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $495703.15    | 0.16%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                   | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1603 | NS      | $459948.79    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140X4LB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7943 | PA      | $7442.92      | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31412RMM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16059 | PA      | $15743.71     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                 | University of Southern California                                               | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9375.28      | 0.00%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                                        | Veeva Systems Inc                                                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      1309 | NS      | $266931.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31417EWV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28246 | PA      | $26880.83     | 0.01%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31418UV84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20446 | PA      | $20605.37     | 0.01%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                                               | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |      5800 | NS      | $450486.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                   | Verizon Communications Inc                                                      | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86312.58     | 0.03%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                               | FedEx Corp                                                                      | CUSIP: 31428XDK9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18674.30     | 0.01%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                 | Ford Credit Auto Owner Trust 2023-REV2                                          | CUSIP: 34535CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $310699.31    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fox Corp                                                                 | Fox Corp                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     19091 | NS      | $1389442.98   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                              | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9640 | PA      | $9147.89      | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160341.13    | 0.05%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4780.90      | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                               | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       708 | NS      | $332689.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                                                      | Virtu Financial Inc                                                             | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     10476 | NS      | $434858.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                              | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       487 | NS      | $455544.67    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                        | GreatAmerica Leasing Receivables Funding LLC                                    | CUSIP: 39154GAK2<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $284199.85    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Vishay Intertechnology Inc                                               | VISHAY INTERTECHNOLOGY INC                                                      | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      7238 | NS      | $145845.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                                     | WEC Energy Group Inc                                                            | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173173.48    | 0.05%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                       | Grupo Televisa SAB                                                              | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $23634.13     | 0.01%             | 2046-01-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                    | HPEFS Equipment Trust 2024-2                                                    | CUSIP: 40444MAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $406356.44    | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                                | Host Hotels & Resorts Inc                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     10000 | NS      | $185300.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | Hyundai Capital America                                                         | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233884.76    | 0.07%             | 2032-06-23      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Walmart Inc                                                              | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      7290 | NS      | $868530.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                                                    | Waste Connections Inc                                                           | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $196239.84    | 0.06%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                       | Ingersoll Rand Inc                                                              | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65253.30     | 0.02%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                        | Johnson & Johnson                                                               | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13774.56     | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10006.15     | 0.00%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                            | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |      4100 | NS      | $772276.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                 | Western Gas Partners LP                                                         | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10128.88     | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                                      | Xerox Holdings Corp                                                             | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     15452 | NS      | $33839.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY OP CO                                                     | Cimarex Energy Co                                                               | CUSIP: 171798AD3<br>LEI: 11KYOFXPU1C4CQL1CL44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122854.24    | 0.04%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                             | Comerica Inc                                                                    | CUSIP: 200340AQ0<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29878.05     | 0.01%             | 2026-07-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                                                  | Zoom Communications Inc                                                         | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      1319 | NS      | $121479.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US ULTRA BOND CBT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        31 | NC      | $-28585.61    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                            | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      4410 | NS      | $277168.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                                                 | Lennox International Inc                                                        | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      2095 | NS      | $1037192.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        39 | NC      | $-8868.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                                            | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      3455 | NS      | $910876.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                 | Lennox International Inc                                                        | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58055.82     | 0.02%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Life360 Inc                                                              | Life360 Inc                                                                     | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |      5350 | NS      | $306501.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359649.54    | 0.11%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                                   | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       806 | NS      | $338987.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                                       | Johnson Controls International plc                                              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      4060 | NS      | $484195.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DLLAA LLC                                                                | DLLAA 2025-1 LLC                                                                | CUSIP: 233249AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $308525.51    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Viking Holdings Ltd                                                      | Viking Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     30877 | NS      | $2227775.55   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                                                    | Lumentum Holdings Inc                                                           | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       293 | NS      | $114809.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4557.36      | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                           | MasterCard, Inc. Class A                                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1258 | NS      | $677797.82    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc                                    | Mid-America Apartment Communities Inc                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      1400 | NS      | $188020.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Government Obligations Fund                             | Federated Hermes Government Obligations Fund                                    | CUSIP: 608919718<br>LEI: 254900VAJ9169N7JRF45 | Long             | STIV             | RF                | US        |   4814147 | NS      | $4814146.56   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                                              | MongoDB Inc                                                                     | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       622 | NS      | $230967.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                               | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1712 | NS      | $307971.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                                                 | Crowdstrike Holdings Inc                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       431 | NS      | $190245.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                 | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     25000 | PA      | $29755.18     | 0.01%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                 | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110474.01    | 0.03%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SharkNinja Inc                                                           | SharkNinja Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3176 | NS      | $375403.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                     | Daimler Finance North America LLC                                               | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11816.15     | 0.00%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                                                       | Enphase Energy Inc                                                              | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      9485 | NS      | $350755.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6607 | PA      | $5982.00      | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust III - Federated Project and Trade Finance Core Fund | FEDERATED CORE TR III FEDERATED PROJ+TRADE FIN CORE                             | CUSIP: 31415N103<br>LEI: 549300K79QCJYF3J1472 | Long             | EC               | RF                | US        |   1040598 | NS      | $9292539.68   | 2.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                                      | Northern Trust Corp                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     10570 | NS      | $1579475.10   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVEEN LLC                                                               | Nuveen LLC                                                                      | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70077.19     | 0.02%             | 2028-11-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Omnicell Inc                                                             | Omnicell Inc                                                                    | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      5672 | NS      | $275092.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 180 MEDICAL INC                                                          | 180 Medical Inc                                                                 | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198670.12    | 0.06%             | 2035-10-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                              | CUSIP: 69335PGC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202209.82    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248483.68    | 0.08%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31417YRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10922 | PA      | $11178.40     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                        | CUSIP: 38385HKJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    695120 | PA      | $700090.28    | 0.22%             | 2055-10-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                  | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22703.16     | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                                  | Lululemon Athletica Inc                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      1844 | NS      | $321778.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    190000 | PA      | $152780.19    | 0.05%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                     | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174665.32    | 0.06%             | 2065-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                  | UDR Inc                                                                         | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    200000 | PA      | $171566.73    | 0.05%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $718710.98    | 0.23%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                    | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1258 | NS      | $1182834.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                                            | Live Nation Entertainment Inc                                                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       451 | NS      | $65597.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $76230.47     | 0.02%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR ULTRA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        34 | NC      | $-50987.68    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                 | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $215894.14    | 0.07%             | 2028-05-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                 | Prudential Financial Inc                                                        | CUSIP: 74432QBQ7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52874.34     | 0.02%             | 2040-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Reddit Inc                                                               | Reddit Inc                                                                      | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3126 | NS      | $563524.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                            | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1834 | NS      | $1359819.30   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                                                         | Ryder System Inc                                                                | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       732 | NS      | $140016.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                | SFS Auto Receivables Securitization Trust 2023-1                                | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $230367.86    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    295000 | PA      | $298894.91    | 0.09%             | 2028-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $151066.41    | 0.05%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                   | Santander Drive Auto Receivables Trust 2023-3                                   | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $254532.43    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                  | Securitized Term Auto Receivables Trust                                         | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    178706 | PA      | $180798.16    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SOUTHERN CO                                                              | Southern Co/The                                                                 | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174669.10    | 0.06%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                   | Spirit AeroSystems Inc                                                          | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15106.51     | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCL PARTNRS                                                 | Synovus Financial Corp                                                          | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166827.61    | 0.05%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                           | SYNNEX Corp                                                                     | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      2028 | NS      | $321782.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                                     | Targa Resources Corp                                                            | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      2760 | NS      | $554704.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                 | Telefonica Emisiones SA                                                         | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $137941.01    | 0.04%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TEXTRON FINANCIAL CORP                                                   | Textron Financial Corp                                                          | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36170.86     | 0.01%             | 2042-02-15      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | Truist Financial Corp                                                           | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205567.94    | 0.06%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $799520.48    | 0.25%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                     | Western Union Co/The                                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     31056 | NS      | $290994.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                      | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318024.75    | 0.10%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $89121.10     | 0.03%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $486054.70    | 0.15%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $202062.50    | 0.06%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $175287.11    | 0.06%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1320000 | PA      | $1326393.82   | 0.42%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $50062.50     | 0.02%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $200285.58    | 0.06%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1240429.75   | 0.39%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                   | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257918.20    | 0.08%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                             | Veralto Corp                                                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |     22723 | NS      | $2249122.54   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                 | Virginia Electric and Power Co                                                  | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238886.60    | 0.08%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                 | Visa Inc                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14484.48     | 0.00%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                     | WEC Energy Group Inc                                                            | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    103000 | PA      | $91799.33     | 0.03%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                    | Wells Fargo Commercial Mortgage Trust 2024-5C2                                  | CUSIP: 95003UAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $231794.96    | 0.07%             | 2057-11-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                         | Welltower Inc                                                                   | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    185000 | PA      | $182926.87    | 0.06%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                   | Williams Cos Inc/The                                                            | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253707.54    | 0.08%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Zscaler Inc                                                              | Zscaler Inc                                                                     | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      2071 | NS      | $414220.71    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        20 | NC      | $-11135.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                                       | Capri Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |      6656 | NS      | $150225.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-23

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

**Signature:** Stephen Van Meter

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

**Title:** Chief Compliance Officer