# EDGAR Filing Document

**Accession Number:** 0001363526
**File Stem:** 0001145549-23-017648
**Filing Date:** 2023-3
**Character Count:** 198760
**Document Hash:** 5b6db5f117d692ff8ff9b5e9fbdfb3e1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-017648.hdr.sgml**: 20230323

**ACCESSION NUMBER**: 0001145549-23-017648

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230323

**DATE AS OF CHANGE**: 20230323

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Federated Hermes MDT Series
- **CENTRAL INDEX KEY:** 0001363526
- **IRS NUMBER:** 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:** 23755270

**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:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $210882225.00

**Total Liabilities:** $11166045.33

**Net Assets:** $199716179.67

**Delayed Delivery Securities:** $206369.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -59.406345000000 | **1-Year:** -1556.461899000000 | **5-Year:** -3621.260451000000 | **10-Year:** -4501.230240000000 | **30-Year:** -3430.780164000000

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

- **3-Month:** -0.173164000000 | **1-Year:** -14.519092000000 | **5-Year:** -42.431526000000 | **10-Year:** -10.279164000000 | **30-Year:** -3.826098000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000035055 | 5.54%                | -2.86%               | 6.10%                |
| Class ID C000035056 | 5.45%                | -2.93%               | 6.06%                |
| Class ID C000035057 | 5.56%                | -2.85%               | 6.13%                |
| Class ID C000043498 | 5.52%                | -2.81%               | 6.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $412903.66               | $9582355.72                                |
| Month 2  | $583808.15               | $-6500096.63                               |
| Month 3  | $997212.42               | $10206452.00                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Spotify Technology SA                                                    | Spotify Technology SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |     16362 | NS      | $1844324.64   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                                       | Albertsons Cos Inc                                                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     11638 | NS      | $246725.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                             | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      9409 | NS      | $929985.56    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                                             | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       171 | NS      | $417043.35    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Mortgage Trust                                                       | BMO 2023-C4 Mortgage Trust                                                      | CUSIP: 05610CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $206548.68    | 0.10%             | 2056-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                   | Boardwalk Pipelines LP                                                          | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108780.85    | 0.05%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                          | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      3178 | NS      | $801777.62    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                                              | Cerence Inc                                                                     | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      3677 | NS      | $90160.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimarex Energy Co                                                        | Cimarex Energy Co                                                               | CUSIP: 171798AD3<br>LEI: 11KYOFXPU1C4CQL1CL44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113733.79    | 0.06%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Enovis Corp                                                              | Enovis Corp                                                                     | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     10058 | NS      | $633151.10    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                                             | Comerica Inc                                                                    | CUSIP: 200340AQ0<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29072.02     | 0.01%             | 2026-07-22      | Fixed         | 3.80%                 | 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      | $117939.00    | 0.06%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer Partners LP                                                     | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74720.45     | 0.04%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                        | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20202 | NS      | $2309088.60   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAAA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21768 | PA      | $21621.88     | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 31359BRE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       123 | PA      | $123.49       | 0.00%             | 2023-07-25      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31376KMJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5616 | PA      | $5852.45      | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 31393BL86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       304 | PA      | $298.03       | 0.00%             | 2033-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8547 | PA      | $7892.82      | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140X3AJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8196 | PA      | $7804.33      | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31417EWV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38503 | PA      | $37155.34     | 0.02%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                               | Airbnb Inc                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      1757 | NS      | $195220.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                    | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAS1<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198429.45    | 0.10%             | 2023-06-06      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31418UV84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29086 | PA      | $29381.24     | 0.01%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| F5 Inc                                                                   | F5 Inc                                                                          | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      3650 | NS      | $538959.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION US HOLDING CO                                                   | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAD6<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193527.20    | 0.10%             | 2024-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                      | Ashtead Capital Inc                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205912.43    | 0.10%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Fulgent Genetics Inc                                                     | Fulgent Genetics Inc                                                            | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |       878 | NS      | $29658.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                              | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8444 | PA      | $8390.91      | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                              | Heineken NV                                                                     | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    270000 | PA      | $261323.20    | 0.13%             | 2028-01-29      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| KERRY GROUP FIN SERVICES                                                 | Kerry Group Financial Services                                                  | CUSIP: 49245PAA4<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $199085.31    | 0.10%             | 2023-04-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                     | Bank of America Corp                                                            | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196759.79    | 0.10%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Box Inc                                                                  | Box Inc                                                                         | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      2290 | NS      | $73257.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Institutional Prime Value Obligations Fund              | Federated Institutional Prime Value Obligations Fund                            | CUSIP: 60934N583<br>LEI: 254900OXLDDVEP8MMK94 | Long             | EC               | RF                | US        |  14707477 | NS      | $14707476.93  | 7.36%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                                                     | National Fuel Gas Co                                                            | CUSIP: 636180BL4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44941.74     | 0.02%             | 2023-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                               | Cigna Corp                                                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       500 | NS      | $158335.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                                         | Cirrus Logic Inc                                                                | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      4701 | NS      | $424923.39    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                     | National Fuel Gas Co                                                            | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    445000 | PA      | $447170.38    | 0.22%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PBF Energy Inc                                                           | PBF Energy Inc                                                                  | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      1150 | NS      | $48288.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                             | Comcast Corp                                                                    | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9805.64      | 0.00%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 31392VGQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1883 | PA      | $1954.78      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pure Storage Inc                                                         | Pure Storage Inc                                                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     30666 | NS      | $887474.04    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                                    | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       459 | NS      | $52821.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                                    | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      7352 | NS      | $1405114.24   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $611995.68    | 0.31%             | 2027-09-30      | Fixed         | 4.13%                 | 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        |   1975056 | NS      | $17024983.70  | 8.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                                      | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     11951 | NS      | $1003166.94   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $102057.86    | 0.05%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                               | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1626 | NS      | $525360.60    | 0.26%             |  |  |  | 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        |     64500 | NS      | $3281115.00   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                             | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24328.13     | 0.01%             | 2024-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virtu Financial Inc                                                      | Virtu Financial Inc                                                             | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     33023 | NS      | $637674.13    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                                 | Visa Inc                                                                        | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68013.67     | 0.03%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                 | Visa Inc                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14841.10     | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                                   | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      1034 | NS      | $185210.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                                               | Kellogg Co                                                                      | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       800 | NS      | $54864.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                                                 | Lamb Weston Holdings Inc                                                        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      1203 | NS      | $120167.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                           | ELI LILLY & CO                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2483 | NS      | $854524.45    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                              | MetLife Inc                                                                     | CUSIP: 59156RBH0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247269.60    | 0.12%             | 2024-04-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                           | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      8649 | NS      | $2143308.69   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                                           | Murphy USA Inc                                                                  | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       644 | NS      | $175187.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Capital Funding Inc                                                  | PPL Capital Funding Inc                                                         | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237335.46    | 0.12%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                     | Southern Copper Corp                                                            | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22828.44     | 0.01%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                        | State Street Corp                                                               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8788.32      | 0.00%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                                             | Teleflex Inc                                                                    | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      1138 | NS      | $277011.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                                  | University of Southern California                                               | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10388.49     | 0.01%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                     | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      3020 | NS      | $467284.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $231221.89    | 0.12%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     12000 | PA      | $8867.60      | 0.00%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alaska Air Group Inc                                                     | Alaska Air Group Inc                                                            | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      1315 | NS      | $67512.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc                                                           | Altice USA Inc                                                                  | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     83798 | NS      | $410610.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                                            | American Eagle Outfitters Inc                                                   | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      2494 | NS      | $40253.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                                         | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      4991 | NS      | $315531.02    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                                      | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |       700 | NS      | $156373.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2640 | NS      | $666336.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9104.73      | 0.00%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      2767 | NS      | $229245.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                                            | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      4830 | NS      | $1090662.30   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                          | BAE Systems PLC                                                                 | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $140914.11    | 0.07%             | 2050-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                     | Bank of America Corp                                                            | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14840.57     | 0.01%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                     | Bank of America Corp                                                            | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292039.94    | 0.15%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc                                               | Brixmor Property Group Inc                                                      | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |     14500 | NS      | $341185.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    220000 | PA      | $200940.10    | 0.10%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  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      | $251690.04    | 0.13%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                             | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1426 | NS      | $248152.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                                      | Coinbase Global Inc                                                             | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       792 | NS      | $46316.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DXC Technology Co                                                        | DXC Technology Co                                                               | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     14042 | NS      | $403426.66    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                                                    | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10355.85     | 0.01%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                 | Electricite de France SA                                                        | CUSIP: 268317AE4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     70000 | PA      | $67215.93     | 0.03%             | 2040-01-27      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                     | ERAC USA Finance LLC                                                            | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15333.49     | 0.01%             | 2042-03-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| AIA GROUP LTD                                                            | AIA Group Ltd                                                                   | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $305425.66    | 0.15%             | 2040-09-16      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8078.80      | 0.00%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EastGroup Properties Inc                                                 | EastGroup Properties Inc                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |      2200 | NS      | $370150.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                                 | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      5475 | NS      | $271012.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc                                     | Bright Horizons Family Solutions Inc                                            | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15854 | NS      | $1217270.12   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                          | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      3972 | NS      | $350409.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                                              | Exelon Corp                                                                     | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192249.45    | 0.10%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                                                 | FNB Corp/PA                                                                     | CUSIP: 302520AC5<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249180.49    | 0.12%             | 2025-08-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                   | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376063.27    | 0.19%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Community Health Systems Inc                                             | Community Health Systems Inc                                                    | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15524 | NS      | $81035.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                       | Meta Platforms Inc                                                              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437309.79    | 0.22%             | 2052-08-15      | Fixed         | 4.45%                 | 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      | $331710.93    | 0.17%             | 2026-10-25      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                   | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4323.27      | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3138WPLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16137 | PA      | $15074.04     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31412RMM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22095 | PA      | $21888.71     | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31418ASU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23039 | PA      | $21521.29     | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3138WVWX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10773 | PA      | $10496.29     | 0.01%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140X4LB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10184 | PA      | $9729.32      | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31418CDH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23232 | PA      | $22096.34     | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                               | FedEx Corp                                                                      | CUSIP: 31428XBA3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18044.29     | 0.01%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31417YW45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18809 | PA      | $19014.78     | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                            | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     22641 | NS      | $305879.91    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                              | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13185 | PA      | $12713.11     | 0.01%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gap Inc/The                                                              | Gap Inc/The                                                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     64047 | NS      | $869117.79    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                                             | Hain Celestial Group Inc/The                                                    | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     20502 | NS      | $420701.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                        | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      6423 | NS      | $1049646.66   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                 | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9874.28      | 0.00%             | 2024-04-13      | Fixed         | 3.95%                 | 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      | $145143.38    | 0.07%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Master Credit Card Trust                                                 | Master Credit Card Trust                                                        | CUSIP: 576339CS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    400000 | PA      | $360696.44    | 0.18%             |  |  |  | Yes           |                  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      | $102691.04    | 0.05%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                       | Grupo Televisa SAB                                                              | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $31455.53     | 0.02%             | 2046-01-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                         | HF Sinclair Corp                                                                | CUSIP: 403949AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15139.57     | 0.01%             | 2026-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                               | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      2999 | NS      | $1534588.30   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                               | JPMDB Commercial Mortgage Securities Trust 2016-C4                              | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $186677.98    | 0.09%             | 2049-12-15      | Fixed         | 3.14%                 | 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        |    227236 | PA      | $201614.91    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nevro Corp                                                               | Nevro Corp                                                                      | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |     16210 | NS      | $595231.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                        | Johnson & Johnson                                                               | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14043.34     | 0.01%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                        | Kimco Realty Corp                                                               | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               |  | US        |     14500 | NS      | $325670.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                  | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306033.32    | 0.15%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $543926.77    | 0.27%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pegasystems Inc                                                          | Pegasystems Inc                                                                 | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     18478 | NS      | $718424.64    | 0.36%             |  |  |  | No            |                  1 | 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        |    300000 | PA      | $300729.93    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                                  | Kite Realty Group Trust                                                         | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |      9000 | NS      | $195300.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS INC                                                               | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $242002.42    | 0.12%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                   | Lumen Technologies Inc                                                          | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      6754 | NS      | $35458.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                 | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49234.23     | 0.02%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                    | Southwest Airlines Co                                                           | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110775.98    | 0.06%             | 2025-05-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEXAS ST TRANSPRTN COMMISSIONST HIGHWAY FUND REVENUE                     | Texas Transportation Commission State Highway Fund                              | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31209.94     | 0.02%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                            | Mosaic Co/The                                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     12399 | NS      | $614246.46    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                                           | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     17433 | NS      | $596557.26    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $476088.70    | 0.24%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                   | Verizon Communications Inc                                                      | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81809.06     | 0.04%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                             | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      9190 | NS      | $486426.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                                      | NORTHERN TRUST CORP                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     11430 | NS      | $1108367.10   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                                     | WEC Energy Group Inc                                                            | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    300000 | PA      | $243331.98    | 0.12%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR ULTRA FUT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        23 | NC      | $305.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                                             | Omnicell Inc                                                                    | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      9022 | NS      | $500450.34    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com Inc                                                    | 1-800-Flowers.com Inc                                                           | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2679 | NS      | $26709.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                                      | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     28480 | NS      | $2320835.20   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                                  | Pebblebrook Hotel Trust                                                         | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |     20000 | NS      | $328000.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                                         | Pitney Bowes Inc                                                                | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     10000 | NS      | $43100.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                  | Principal Financial Group Inc                                                   | CUSIP: 74251VAH5<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9953.66      | 0.00%             | 2023-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PROG Holdings Inc                                                        | PROG Holdings Inc                                                               | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      1477 | NS      | $32922.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                                     | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      9522 | NS      | $1298324.70   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 2YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        24 | NC      | $10823.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                                                  | Cushman & Wakefield PLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4309 | NS      | $62178.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                   | Roper Technologies Inc                                                          | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    175000 | PA      | $145952.91    | 0.07%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                         | Ryder System Inc                                                                | CUSIP: 78355HKH1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199030.33    | 0.10%             | 2023-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SPX Technologies Inc                                                     | SPX Technologies Inc                                                            | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      7730 | NS      | $579827.30    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                                               | Signature Bank/New York NY                                                      | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      6277 | NS      | $809419.15    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                                              | SkyWest Inc                                                                     | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      2538 | NS      | $52688.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Financial Corp                                                   | Textron Financial Corp                                                          | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31050.00     | 0.02%             | 2042-02-15      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                      | Toyota Auto Receivables 2020-B Owner Trust                                      | CUSIP: 89239RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $388072.66    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                             | United Airlines Holdings Inc                                                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      8249 | NS      | $403871.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $848319.48    | 0.42%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $212466.02    | 0.11%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $558506.70    | 0.28%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1420000 | PA      | $1351750.82   | 0.68%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1078077.11   | 0.54%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $384852.40    | 0.19%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $377873.80    | 0.19%             | 2029-07-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    670000 | PA      | $629793.43    | 0.32%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $785472.00    | 0.39%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $303381.69    | 0.15%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                            | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |      2100 | NS      | $157584.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp                                                     | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $9614.23      | 0.00%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                                       | WillScot Mobile Mini Holdings Corp                                              | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      1443 | NS      | $69927.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                                          | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       779 | NS      | $53571.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                                                      | Xerox Holdings Corp                                                             | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      9197 | NS      | $150646.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                                         | W R Berkley Corp                                                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     19295 | NS      | $1353351.30   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                 | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     70000 | PA      | $67332.18     | 0.03%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13411.49     | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AnaptysBio Inc                                                           | AnaptysBio Inc                                                                  | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      7913 | NS      | $196954.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                                      | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       561 | NS      | $280494.39    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                                      | Arista Networks Inc                                                             | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      2939 | NS      | $370372.78    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC                                                           | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $159676.80    | 0.08%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                             | AutoZone Inc                                                                    | CUSIP: 053332AR3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241854.40    | 0.12%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Berry Global Group Inc                                                   | Berry Global Group Inc                                                          | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      4301 | NS      | $265500.73    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                               | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1306 | NS      | $379915.40    | 0.19%             |  |  |  | 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      | $294639.64    | 0.15%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9420.87      | 0.00%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                               | CF Industries Holdings Inc                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      4889 | NS      | $414098.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                    | Camden Property Trust                                                           | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     60000 | PA      | $53921.33     | 0.03%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                             | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      4593 | NS      | $350170.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                               | Charter Communications Inc                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       358 | NS      | $137582.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                                        | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     17337 | NS      | $843791.79    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                            | Citigroup Inc                                                                   | CUSIP: 172967JP7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242398.92    | 0.12%             | 2025-04-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                            | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14727.18     | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                            | Citigroup Inc                                                                   | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163825.77    | 0.08%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                               | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       271 | NS      | $137337.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                             | Comcast Corp. Class A                                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      2819 | NS      | $110927.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                                                    | CommVault Systems Inc                                                           | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      2931 | NS      | $182396.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                                    | Dell Technologies Inc                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     19153 | NS      | $777994.86    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                  | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $246932.43    | 0.12%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                      | Delta Air Lines Inc                                                             | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28646.40     | 0.01%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                      | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    180000 | PA      | $158407.73    | 0.08%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                   | Diamondback Energy Inc                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       591 | NS      | $86356.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                           | EPR Properties                                                                  | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |      7700 | NS      | $327096.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                                                 | Elanco Animal Health Inc                                                        | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     51357 | NS      | $705131.61    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer Partners LP                                                     | CUSIP: 29273RBD0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112776.40    | 0.06%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                              | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     11611 | NS      | $489868.09    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                  | Exxon Mobil Corp                                                                | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    270000 | PA      | $262618.97    | 0.13%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                       | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      8307 | NS      | $1237493.79   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BPVZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28266 | PA      | $27420.92     | 0.01%             | 2025-04-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140J82W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15929 | PA      | $15683.66     | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140J9ZL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11169 | PA      | $10649.05     | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | 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: 549300HEVNTSTCP23713 | Long             | EC               | RF                | US        |    431925 | NS      | $3770703.96   | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                      | Fifth Third Bancorp                                                             | CUSIP: 316773CX6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74096.29     | 0.04%             | 2024-01-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties Inc                                        | Gaming and Leisure Properties Inc                                               | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |      7700 | NS      | $412412.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                                        | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       705 | NS      | $27720.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39962.94     | 0.02%             | 2023-02-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                    | HPEFS Equipment Trust                                                           | CUSIP: 40438PAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280735 | PA      | $279745.78    | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       861 | NS      | $66822.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                 | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106737.65    | 0.05%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                       | Husky Energy Inc                                                                | CUSIP: 448055AP8<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $225470.91    | 0.11%             | 2029-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                      | JPMorgan Chase & Co                                                             | CUSIP: 46625HJJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398640.03    | 0.20%             | 2023-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                      | JPMorgan Chase & Co                                                             | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9981.25      | 0.00%             | 2024-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                     | Kansas City Southern                                                            | CUSIP: 485170BA1<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214318.75    | 0.11%             | 2026-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                                               | LPL Financial Holdings Inc                                                      | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       281 | NS      | $66630.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS INC                                                               | Leidos Inc                                                                      | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165000.99    | 0.08%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                 | Lennox International Inc                                                        | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      2523 | NS      | $657544.26    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4548.74      | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                           | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5360.08      | 0.00%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                           | National Retail Properties Inc                                                  | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |      3400 | NS      | $160990.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                                       | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       367 | NS      | $27389.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen LLC                                                               | Nuveen LLC                                                                      | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $67508.34     | 0.03%             | 2028-11-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ONE GAS INC                                                              | ONE Gas Inc                                                                     | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224962.58    | 0.11%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                              | Paychex Inc                                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      9954 | NS      | $1153270.44   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                              | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       647 | NS      | $64874.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                                            | Rexford Industrial Realty Inc                                                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |      6500 | NS      | $412555.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                  | Santander Bank Auto Credit-Linked Notes Series 2022-B                           | CUSIP: 80290CAZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405138 | PA      | $403550.17    | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                   | Spirit AeroSystems Inc                                                          | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12630.42     | 0.01%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                              | Textron Inc                                                                     | CUSIP: 883203BU4<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49612.46     | 0.02%             | 2024-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TriNet Group Inc                                                         | TriNet Group Inc                                                                | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      1458 | NS      | $110006.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    610000 | PA      | $417489.43    | 0.21%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $46322.86     | 0.02%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $728367.20    | 0.36%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2090000 | PA      | $1832959.89   | 0.92%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond - When Issued                                  | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $24215.71     | 0.01%             | 2025-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    345000 | PA      | $330527.15    | 0.17%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $998833.71    | 0.50%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $305297.19    | 0.15%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp                                                 | United States Steel Corp                                                        | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      5688 | NS      | $162051.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                   | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1159 | NS      | $578561.21    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                                             | WP Carey Inc                                                                    | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     75000 | PA      | $74237.71     | 0.04%             | 2024-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                     | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     10778 | NS      | $1013024.22   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                                                     | Western Union Co/The                                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     31056 | NS      | $440063.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                                                  | XPO Logistics Inc                                                               | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     11425 | NS      | $455400.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US LONG BOND(CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $8230.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                                | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2946 | NS      | $670185.54    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                                             | Allegion PLC                                                                    | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      2231 | NS      | $262254.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                                              | Pentair PLC                                                                     | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      7425 | NS      | $411196.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                                                | AGCO CORP                                                                       | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      1710 | NS      | $236202.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                               | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      2241 | NS      | $331107.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                               | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448278.02    | 0.22%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149180.51    | 0.07%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                 | Agilent Technologies Inc                                                        | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119970.68    | 0.06%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                         | Alabama Power Co                                                                | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $142952.46    | 0.07%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                           | Amazon.com Inc                                                                  | CUSIP: 023135AN6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124160.49    | 0.06%             | 2024-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                 | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       373 | NS      | $130594.76    | 0.07%             |  |  |  | No            |                  1 | 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      | $29761.88     | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | 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        |     21707 | NS      | $1097722.99   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Bear Stearns Mortgage Securities Inc.                                    | Bear Stearns Mortgage Securities Inc                                            | CUSIP: 073914VW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        41 | PA      | $40.03        | 0.00%             | 2031-03-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                         | Booz Allen Hamilton Holding Corp                                                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      4120 | NS      | $389916.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                   | BP Capital Markets America Inc                                                  | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129821.59    | 0.07%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                  | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      4372 | NS      | $317625.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                             | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2173 | NS      | $1271226.73   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                    | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52116.46     | 0.03%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                  | Cboe Global Markets Inc                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      1512 | NS      | $185794.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                                      | COMM 2013-CCRE8 Mortgage Trust                                                  | CUSIP: 12625KAM7<br>LEI: 549300NGGFIEJ2ER3D22 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $191706.02    | 0.10%             | 2046-06-10      | Variable      | 3.89%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                    | Carlyle Group Inc/The                                                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      1225 | NS      | $44063.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                             | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    145000 | PA      | $100771.37    | 0.05%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                              | Corning Inc                                                                     | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18999.93     | 0.01%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                | Danone SA                                                                       | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $283922.37    | 0.14%             | 2026-11-02      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                                                      | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      6143 | NS      | $226246.69    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer Partners LP                                                     | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10015.05     | 0.01%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                        | Eversource Energy                                                               | CUSIP: 30040WAB4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162311.17    | 0.08%             | 2026-03-15      | Fixed         | 3.35%                 | 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        |    387132 | PA      | $346299.10    | 0.17%             | 2029-10-25      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31402GR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       599 | PA      | $619.96       | 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        |    382227 | NS      | $2067846.61   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED CORE TR                                                        | FEDERATED CORE TR MUTUAL FUND                                                   | CUSIP: 31409N887<br>LEI: 254900HYFNGKM5PJOV84 | Long             | EC               | RF                | US        |    367468 | NS      | $3031607.17   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                                                   | First Republic Bank/CA                                                          | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |       679 | NS      | $95657.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                               | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102527.80    | 0.05%             | 2029-07-01      | Fixed         | 3.50%                 | 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        |    400000 | PA      | $358511.60    | 0.18%             | 2053-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                    | HPEFS Equipment Trust                                                           | CUSIP: 40441RAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $469951.35    | 0.24%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hershey Co/The                                                           | Hershey Co/The                                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      8796 | NS      | $1975581.60   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Finance PLC                                                      | Invesco Finance PLC                                                             | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $77869.71     | 0.04%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19927.09     | 0.01%             | 2024-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                     | Kansas City Southern                                                            | CUSIP: 485170AV6<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29856.13     | 0.01%             | 2023-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LiveRamp Holdings Inc                                                    | LiveRamp Holdings Inc                                                           | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      1416 | NS      | $37892.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38806.58     | 0.02%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                  | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     16634 | NS      | $2137801.68   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                                  | Marathon Petroleum Corp                                                         | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12781.96     | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                                                 | MarketAxess Holdings Inc                                                        | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       904 | NS      | $328920.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                                            | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       843 | NS      | $319227.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                           | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6430 | NS      | $690646.30    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley                                                                  | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14769.20     | 0.01%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Myriad Genetics Inc                                                      | Myriad Genetics Inc                                                             | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      6587 | NS      | $129895.64    | 0.07%             |  |  |  | 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      | $30505.99     | 0.02%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                                                 | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44950.95     | 0.02%             | 2050-04-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                  | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       280 | NS      | $221858.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                                | Occidental Petroleum Corp                                                       | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      7151 | NS      | $463313.29    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                              | CUSIP: 69335PDX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $430684.16    | 0.22%             |  |  |  | Yes           |                  2 | 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      | $17004.38     | 0.01%             | 2040-06-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $473630.74    | 0.24%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                             | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       261 | NS      | $34767.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                                                         | Ryder System Inc                                                                | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       984 | NS      | $92899.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                                      | SVB Financial Group                                                             | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       256 | NS      | $77424.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                                             | Semtech Corp                                                                    | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     61443 | NS      | $2029462.29   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                                       | Steel Dynamics Inc                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      2688 | NS      | $324280.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                                                       | Teladoc Health Inc                                                              | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      1825 | NS      | $53655.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                                        | Tractor Supply Co                                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       358 | NS      | $81620.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                                  | UDR Inc                                                                         | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     70000 | PA      | $65654.82     | 0.03%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                          | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       736 | NS      | $378274.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                                         | Under Armour Inc                                                                | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     12680 | NS      | $157105.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    880000 | PA      | $659352.32    | 0.33%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $110316.91    | 0.06%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $763090.80    | 0.38%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond - When Issued                                  | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $815422.00    | 0.41%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $1021688.64   | 0.51%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1153610.43   | 0.58%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                   | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297514.35    | 0.15%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VF Corp                                                                  | VF Corp                                                                         | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     29270 | NS      | $905613.80    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                                       | Valero Energy Corp                                                              | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14816.25     | 0.01%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                                      | VICI Properties Inc                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     12900 | NS      | $440922.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                                               | VISHAY INTERTECHNOLOGY INC                                                      | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      8203 | NS      | $187766.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                                | Adobe Systems Inc                                                               | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      3377 | NS      | $1250638.18   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                                             | Alliance Data Systems Corp                                                      | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      2935 | NS      | $120423.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                                           | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      2819 | NS      | $264873.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                                     | WEC Energy Group Inc                                                            | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173877.63    | 0.09%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9833.87      | 0.00%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                   | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HCV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19680.89     | 0.01%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                   | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9376.03      | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                         | Welltower Inc                                                                   | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    185000 | PA      | $169774.97    | 0.09%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                 | Western Gas Partners LP                                                         | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9435.30      | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                                      | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       854 | NS      | $57004.50     | 0.03%             |  |  |  | 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      | $12779.37     | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                        | World Omni Auto Receivables Trust 2021-A                                        | CUSIP: 98164EAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $82755.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                         | Zions Bancorp NA                                                                | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      5580 | NS      | $296632.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                 | Electricite de France SA                                                        | CUSIP: 268317AU8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $293544.83    | 0.15%             | 2028-09-21      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp                                                                 | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18996.50     | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Weatherford International PLC                                            | Weatherford International PLC                                                   | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |      6734 | NS      | $383029.92    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer Operating LP                                                    | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20313.41     | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                 | Enterprise Products Operating LLC                                               | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166705.67    | 0.08%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Equity Residential                                                       | Equity Residential                                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |      1600 | NS      | $101840.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                                         | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      4683 | NS      | $543274.83    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                                               | Federal National Mortgage Association                                           | CUSIP: 3135G03U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $231867.58    | 0.12%             | 2025-04-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3138MGBP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13169 | PA      | $12292.49     | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust - Federated Bank Loan Core Fund                     | FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND                                 | CUSIP: 31409N804<br>LEI: 549300FJK5JF0KIC2N83 | Long             | EC               | RF                | US        |     20166 | NS      | $177465.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140X4DE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22253 | PA      | $20599.96     | 0.01%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31417YRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16236 | PA      | $16670.96     | 0.01%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                        | Flowers Foods Inc                                                               | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133690.27    | 0.07%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $170243.76    | 0.09%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                            | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     14151 | NS      | $228255.63    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                                                       | IPG Photonics Corp                                                              | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      1266 | NS      | $141918.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                               | Intel Corp                                                                      | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    265000 | PA      | $258900.68    | 0.13%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                                            | Interactive Brokers Group Inc                                                   | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      9784 | NS      | $782132.96    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                                                     | INVITATION HOMES INC                                                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |      3100 | NS      | $100750.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13231.20     | 0.01%             | 2038-07-24      | Fixed         | 3.88%                 | 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      | $22655.49     | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                     | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14692.19     | 0.01%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                            | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     36347 | NS      | $1622166.61   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                 | Lennox International Inc                                                        | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52577.31     | 0.03%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                  | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10969.82     | 0.01%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                           | Microsoft Corp                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7415.09      | 0.00%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley                                                                  | CUSIP: 61747YDU6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14963.54     | 0.01%             | 2023-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                               | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1950 | NS      | $329589.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                                | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    190000 | PA      | $199981.38    | 0.10%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                 | Prudential Financial Inc                                                        | CUSIP: 74432QBQ7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54203.47     | 0.03%             | 2040-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Robert Half International Inc                                            | Robert Half International Inc                                                   | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      6929 | NS      | $581758.84    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                                         | Ryman Hospitality Properties Inc                                                | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |      2900 | NS      | $269381.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                                                   | Skyworks Solutions Inc                                                          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      8508 | NS      | $933072.36    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                                            | Synaptics Inc                                                                   | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       354 | NS      | $44260.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                                                        | Syneos Health Inc                                                               | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      9481 | NS      | $340557.52    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                                     | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63498.03     | 0.03%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                    | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5470.59      | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Trex Co Inc                                                              | Trex Co Inc                                                                     | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11566 | NS      | $609759.52    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE                                                    | United Parcel Service Inc                                                       | CUSIP: 911312BX3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123849.13    | 0.06%             | 2025-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    645000 | PA      | $687690.10    | 0.34%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1025000 | PA      | $955731.83    | 0.48%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $489064.40    | 0.24%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $698306.70    | 0.35%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Zoom Video Communications Inc                                            | Zoom Video Communications Inc                                                   | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     17576 | NS      | $1318200.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 5YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        16 | NC      | $14575.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                                             | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     15952 | NS      | $241991.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                 | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4757.55      | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                    | American Homes 4 Rent                                                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |      6600 | NS      | $226314.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                     | Bank of America Corp                                                            | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14871.62     | 0.01%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                          | CVS Health Corp                                                                 | CUSIP: 126650CW8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14882.27     | 0.01%             | 2025-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                  | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AV3<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $244658.57    | 0.12%             | 2025-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Cars.com Inc                                                             | Cars.com Inc                                                                    | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     21112 | NS      | $361015.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                                      | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       803 | NS      | $122690.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    165000 | PA      | $141464.63    | 0.07%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Emergent BioSolutions Inc                                                | Emergent BioSolutions Inc                                                       | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      2176 | NS      | $28701.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140Q74T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13464 | PA      | $12845.76     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                   | GE Healthcare Holding LLC                                                       | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $121426.71    | 0.06%             | 2052-11-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                        | General Mills Inc                                                               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     80000 | PA      | $60348.05     | 0.03%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4445.12      | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Groupon Inc                                                              | Groupon Inc                                                                     | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |      3815 | NS      | $31511.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ManpowerGroup Inc                                                        | ManpowerGroup Inc                                                               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      1342 | NS      | $116968.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                                        | Marathon Oil Corp                                                               | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     21158 | NS      | $581210.26    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                              | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $13760.00     | 0.01%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PVH Corp                                                                 | PVH Corp                                                                        | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     16006 | NS      | $1438939.40   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                               | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      2759 | NS      | $121837.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                                          | T-MOBILE US INC                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2758 | NS      | $411796.98    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                                     | Targa Resources Corp                                                            | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      4870 | NS      | $365347.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                                              | Textron Inc                                                                     | CUSIP: 883203BW0<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48705.73     | 0.02%             | 2026-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                  | UDR Inc                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |      2500 | NS      | $106475.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                      | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202861.02    | 0.10%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                           | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224667.57    | 0.11%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                              | Ameren Corp                                                                     | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81035.86     | 0.04%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                   | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAB7<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     15000 | PA      | $14826.21     | 0.01%             | 2040-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     16251 | NS      | $2344856.79   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                | Apple Inc                                                                       | CUSIP: 037833AK6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29833.18     | 0.01%             | 2023-05-03      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bank                                                                     | BANK 2017-BNK8                                                                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $178980.53    | 0.09%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                | Boeing Co/The                                                                   | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275134.87    | 0.14%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIRCOR International Inc                                                 | CIRCOR International Inc                                                        | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |      7124 | NS      | $196978.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272031.58    | 0.14%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                             | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13728.92     | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                         | Crown Castle International Corp                                                 | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    150000 | PA      | $144799.92    | 0.07%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                   | DIAMONDBACK ENERGY                                                              | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $419043.90    | 0.21%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                        | Expedia Group Inc                                                               | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13199.37     | 0.01%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QB4M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10334 | PA      | $9414.40      | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                            | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     15297 | NS      | $172091.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                                           | Green Dot Corp                                                                  | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9581 | NS      | $173224.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI EAFE ETF                                                    | iShares MSCI EAFE ETF                                                           | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |    241500 | NS      | $17279325.00  | 8.65%             |  |  |  | No            |                  1 | On Loan: —       |
| LendingTree Inc                                                          | LendingTree Inc                                                                 | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      1061 | NS      | $42079.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                              | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15298.20     | 0.01%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                    | Molina Healthcare Inc                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       407 | NS      | $126914.81    | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85475.71     | 0.04%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                              | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      8001 | NS      | $1368331.02   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                           | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |      1250 | NS      | $380425.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                                              | Southern Co/The                                                                 | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166535.99    | 0.08%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                               | Stanley Black & Decker Inc                                                      | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      6859 | NS      | $612577.29    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                 | Telefonica Emisiones SA                                                         | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $137851.70    | 0.07%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Triumph Financial Inc                                                    | Triumph Bancorp Inc                                                             | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       669 | NS      | $37283.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                                                  | UDR Inc                                                                         | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    200000 | PA      | $157270.25    | 0.08%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                                       | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       195 | NS      | $85985.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    425000 | PA      | $365356.44    | 0.18%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    725000 | PA      | $698159.85    | 0.35%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $391417.24    | 0.20%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                       | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1228 | NS      | $171956.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                                         | ViacomCBS Inc                                                                   | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    178000 | PA      | $176697.18    | 0.09%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US ULTRA BOND CBT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3 | NC      | $648.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR NOTE (CBT)MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -11 | NC      | $-9978.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES INC                                                     | Federated Government Obligations Fund                                           | CUSIP: 60934N104<br>LEI: 254900VAJ9169N7JRF45 | Long             | EC               | RF                | US        |  10169520 | PA      | $10169520.00  | 5.09%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-23

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

**Signature:** Stephen Van Meter

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

**Title:** Chief Compliance Officer