# EDGAR Filing Document

**Accession Number:** 0000891944
**File Stem:** 0001145549-23-019452
**Filing Date:** 2023-3
**Character Count:** 95979
**Document Hash:** 5b5c6f2423a03305bc7a9f30e59de928
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-019452.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001145549-23-019452

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HENNESSY FUNDS TRUST
- **CENTRAL INDEX KEY:** 0000891944
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07168
- **FILM NUMBER:** 23773000

**BUSINESS ADDRESS:**
- **STREET 1:** 7250  REDWOOD BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** NOVATO
- **STATE:** CA
- **ZIP:** 94945
- **BUSINESS PHONE:** 8009664354

**MAIL ADDRESS:**
- **STREET 1:** C/O US BANCORP FUND SERVICES, LLC
- **STREET 2:** 615 E MICHIGAN ST MK-WI-LC-2
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENLOPEN FUND
- **DATE OF NAME CHANGE:** 19921217

## Series and Classes Contracts Data

### Hennessy Equity and Income Fund (Series ID: S000038534)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000118923 | Institutional Class | HEIFX           |
| C000118924 | Investor Class      | HEIIX           |

## Nport-Ex

---

| | | | |
|:---|:---|:---|:---|
| **Hennessy Equity and Income Fund** | | | |
| **Schedule of Investments** | | | |
| **January 31, 2023 (Unaudited)** | | | |
|  |<br><br>**Number of**<br>**Shares/Par**<br>**Amount** |<br><br><br>**Value** |<br><br> **% of**<br>**Net Assets** |
| **COMMON STOCKS - 64.00%** | | | |
| **Communication Services - 4.48%** | | | |
| Alphabet, Inc., Class C (a) | 28165 | $2812838 | 3.23% |
| Verizon Communications, Inc. | 26254 | 1091379 | 1.25% |
|  |  | 3904217 | 4.48% |
| **Consumer Discretionary - 11.23%** |  |  |  |
| CarMax, Inc. (a) | 14585 | 1027513 | 1.18% |
| Lowe's Companies, Inc. | 5949 | 1238879 | 1.42% |
| O'Reilly Automotive, Inc. (a) | 3702 | 2933280 | 3.37% |
| Starbucks Corp. | 21431 | 2338980 | 2.68% |
| The Home Depot, Inc. | 6943 | 2250712 | 2.58% |
|  |  | 9789364 | 11.23% |
| **Consumer Staples - 6.14%** |  |  |  |
| Altria Group, Inc. | 41759 | 1880825 | 2.16% |
| Church & Dwight Co., Inc. | 19368 | 1566097 | 1.80% |
| Nestlé S.A. - ADR (b) | 15565 | 1902276 | 2.18% |
|  |  | 5349198 | 6.14% |
| **Energy - 0.18%** |  |  |  |
| Enbridge, Inc. (b) | 925 | 37897 | 0.04% |
| Kinder Morgan, Inc. | 2200 | 40260 | 0.05% |
| Targa Resources Corp. | 550 | 41261 | 0.05% |
| The Williams Companies, Inc. | 1225 | 39494 | 0.04% |
|  |  | 158912 | 0.18% |
| **Financials - 13.41%** |  |  |  |
| Berkshire Hathaway, Inc., Class B (a) | 12734 | 3966896 | 4.55% |
| BlackRock, Inc. | 3848 | 2921440 | 3.35% |
| The Charles Schwab Corp. | 34145 | 2643506 | 3.04% |
| The Progressive Corp. | 15769 | 2150103 | 2.47% |
|  |  | 11681945 | 13.41% |
| **Health Care - 3.30%** |  |  |  |
| Johnson & Johnson | 9613 | 1570957 | 1.80% |
| Pfizer, Inc. | 29533 | 1304177 | 1.50% |
|  |  | 2875134 | 3.30% |
| **Industrials - 6.02%** |  |  |  |
| FedEx Corp. | 8245 | 1598376 | 1.83% |
| Norfolk Southern Corp. | 8242 | 2025966 | 2.33% |
| Old Dominion Freight Line, Inc. | 4871 | 1623212 | 1.86% |
|  |  | 5247554 | 6.02% |
| **Information Technology - 12.88%** |  |  |  |
| Apple, Inc. | 24351 | 3513606 | 4.03% |
| Cisco Systems, Inc. | 27257 | 1326598 | 1.52% |
| Fiserv, Inc. (a) | 16867 | 1799371 | 2.07% |
| Texas Instruments, Inc. | 12510 | 2216897 | 2.54% |
| Visa, Inc., Class A | 10303 | 2371854 | 2.72% |
|  |  | 11228326 | 12.88% |
| **Materials - 6.36%** |  |  |  |
| Air Products and Chemicals, Inc. | 6009 | 1925945 | 2.21% |
| Martin Marietta Materials, Inc. | 6038 | 2171506 | 2.49% |
| NewMarket Corp. | 4190 | 1443497 | 1.66% |
|  |  | 5540948 | 6.36% |
| **Total Common Stocks** (Cost $32,863,650) |  | 55775598 | 64.00% |
| **PREFERRED STOCKS - 2.04%** |  |  |  |
| **Communication Services - 0.07%** |  |  |  |
| AT&T, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 5.000%, Perpetual | 860 | 19066 | 0.02% |
| &nbsp;&nbsp;&nbsp; Series C, 4.750%, Perpetual | 1935 | 40596 | 0.05% |
|  |  | 59662 | 0.07% |
| **Consumer Discretionary - 0.03%** |  |  |  |
| Ford Motor Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.000%, 12/01/2059 | 515 | 12751 | 0.01% |
| &nbsp;&nbsp;&nbsp; 6.200%, 06/01/2059 | 613 | 15252 | 0.02% |
|  |  | 28003 | 0.03% |
| **Consumer Staples - 0.04%** |  |  |  |
| CHS, Inc., Series 3, 6.750% to 09/30/2024 then 3 Month LIBOR USD + 4.155%, Perpetual (c) | 355 | 8989 | 0.01% |
| CHS, Inc., Series 4, 7.500% Perpetual | 940 | 24233 | 0.03% |
|  |  | 33222 | 0.04% |
| **Financials - 1.90%** |  |  |  |
| AEGON Funding Co. LLC, 5.100%, 12/15/2049 | 1175 | 26614 | 0.03% |
| American International Group, Inc., Series A, 5.850%, Perpetual | 1635 | 41464 | 0.05% |
| Arch Capital Group Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; Series F, 5.450%, Perpetual (b) | 401 | 9668 | 0.01% |
| &nbsp;&nbsp;&nbsp; Series G, 4.550%, Perpetual (b) | 1010 | 20190 | 0.02% |
| Axis Capital Holdings Ltd., Series E, 5.500%, Perpetual (b) | 1005 | 23306 | 0.03% |
| Bank of America Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; Series KK, 5.375%, Perpetual | 815 | 19674 | 0.02% |
| &nbsp;&nbsp;&nbsp; Series LL, 5.000%, Perpetual | 1420 | 32490 | 0.04% |
| &nbsp;&nbsp;&nbsp; Series QQ, 4.250%, Perpetual | 1575 | 30476 | 0.03% |
| Bank of Hawaii Corp., Series A, 4.375%, Perpetual | 1160 | 21982 | 0.03% |
| Bank OZK, Series A, 4.625%, Perpetual | 1495 | 28031 | 0.03% |
| Cadence Bank, Series A, 5.500%, Perpetual | 715 | 16202 | 0.02% |
| Capital One Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; Series J, 4.800%, Perpetual | 2060 | 42848 | 0.05% |
| &nbsp;&nbsp;&nbsp; Series I, 5.000%, Perpetual | 1900 | 41591 | 0.05% |
| Carlyle Finance LLC, 4.625%, 05/15/2061 | 995 | 19184 | 0.02% |
| Citigroup, Inc., Series K, 6.875% to 11/15/2023 then 3 Month LIBOR USD + 4.130%, Perpetual (c) | 780 | 19890 | 0.02% |
| Citizens Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; Series E, 5.000%, Perpetual | 550 | 12182 | 0.01% |
| &nbsp;&nbsp;&nbsp; Series D, 6.350% to 04/06/2024 then 3 Month LIBOR USD + 3.642%, Perpetual (c) | 1180 | 30055 | 0.03% |
| ConnectOne Bancorp, Inc., Series A, 5.250% to 09/01/2026 then 5 Year CMT Rate + 4.420%, Perpetual (c) | 625 | 13500 | 0.02% |
| Cullen/Frost Bankers, Inc., Series B, 4.450%, Perpetual | 860 | 17234 | 0.02% |
| Equitable Holdings, Inc., Series A, 5.250%, Perpetual | 1270 | 28727 | 0.03% |
| Federal Agricultural Mortgage Corp., Series F, 5.250%, Perpetual | 585 | 13262 | 0.02% |
| Fifth Third Bancorp, Series K, 4.950%, Perpetual | 1580 | 37430 | 0.04% |
| First Citizens BancShares, Inc., Series A, 5.375%, Perpetual | 1695 | 37120 | 0.04% |
| First Horizon Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; Series D, 6.100% to 05/01/2024 then 3 Month LIBOR USD + 3.859%, Perpetual (c) | 530 | 13065 | 0.01% |
| &nbsp;&nbsp;&nbsp; Series B, 6.625% to 08/01/2025 then 3 Month LIBOR USD + 4.262%, Perpetual (c) | 700 | 17535 | 0.02% |
| First Republic Bank, Series N, 4.500%, Perpetual | 1625 | 32256 | 0.04% |
| Hartford Financial Services Group, Inc., Series G, 6.000%, Perpetual | 1605 | 41329 | 0.05% |
| Huntington Bancshares, Inc., Series H, 4.500%, Perpetual | 2275 | 46592 | 0.05% |
| JPMorgan Chase & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; Series JJ, 4.550%, Perpetual | 1900 | 40280 | 0.05% |
| &nbsp;&nbsp;&nbsp; Series LL, 4.625%, Perpetual | 1875 | 40294 | 0.05% |
| KeyCorp |  |  |  |
| &nbsp;&nbsp;&nbsp; Series G, 5.625%, Perpetual | 535 | 13364 | 0.02% |
| &nbsp;&nbsp;&nbsp; Series F, 5.650%, Perpetual | 755 | 18694 | 0.02% |
| &nbsp;&nbsp;&nbsp; Series E, 6.125% to 12/15/2026 then 3 Month LIBOR USD + 3.892%, Perpetual (c) | 512 | 13327 | 0.02% |
| MetLife, Inc., Series F, 4.750%, Perpetual | 1725 | 39623 | 0.05% |
| Morgan Stanley |  |  |  |
| &nbsp;&nbsp;&nbsp; Series O, 4.250%, Perpetual | 2365 | 47158 | 0.05% |
| &nbsp;&nbsp;&nbsp; Series K, 5.850% to 04/15/2027 then 3 Month LIBOR USD + 3.491%, Perpetual (c) | 735 | 18485 | 0.02% |
| &nbsp;&nbsp;&nbsp; Series I, 6.375% to 10/15/2024 then 3 Month LIBOR USD + 3.708%, Perpetual (c) | 790 | 20192 | 0.02% |
| PacWest Bancorp, Series A, 7.750% to 09/01/2027 then 5 Year CMT Rate + 4.820%, Perpetual (c) | 350 | 9058 | 0.01% |
| Regions Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; Series E, 4.450%, Perpetual | 1960 | 39337 | 0.04% |
| &nbsp;&nbsp;&nbsp; Series C, 5.700% to 05/15/2029 then 3 Month LIBOR USD + 3.148%, Perpetual (c) | 1035 | 25741 | 0.03% |
| Signature Bank, Series A, 5.000%, Perpetual | 1660 | 31474 | 0.04% |
| State Street Corp., Series D, 5.900% to 03/15/2024 then 3 Month LIBOR USD + 3.108%, Perpetual (c) | 1975 | 50323 | 0.06% |
| SVB Financial Group, Series A, 5.250%, Perpetual | 1185 | 25478 | 0.03% |
| Synchrony Financial, Series A, 5.625%, Perpetual | 1815 | 35955 | 0.04% |
| Synovus Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; Series E, 5.875% to 07/01/2024 then 5 Year CMT Rate + 4.127%, Perpetual (c) | 860 | 21302 | 0.02% |
| &nbsp;&nbsp;&nbsp; Series D, 6.300% to 06/21/2023 then 3 Month LIBOR USD + 3.352%, Perpetual (c) | 740 | 18426 | 0.02% |
| Texas Capital Bancshares, Inc., Series B, 5.750%, Perpetual | 695 | 15777 | 0.02% |
| The Allstate Corp., Series H, 5.100%, Perpetual | 1120 | 26902 | 0.03% |
| The Charles Schwab Corp., Series J, 4.450%, Perpetual | 1495 | 32456 | 0.04% |
| The Goldman Sachs Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; Series J, 5.500% to 05/10/2023 then 3 Month LIBOR USD + 3.640%, Perpetual (c) | 955 | 23827 | 0.03% |
| &nbsp;&nbsp;&nbsp; Series K, 6.375% to 05/10/2024 then 3 Month LIBOR USD + 3.550%, Perpetual (c) | 895 | 23163 | 0.03% |
| Truist Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; Series R, 4.750%, Perpetual | 2190 | 48618 | 0.06% |
| &nbsp;&nbsp;&nbsp; Series O, 5.250%, Perpetual | 1625 | 39293 | 0.04% |
| US Bancorp |  |  |  |
| &nbsp;&nbsp;&nbsp; Series O, 4.500%, Perpetual | 1295 | 27894 | 0.03% |
| &nbsp;&nbsp;&nbsp; Series B, 5.392% to 03/02/2023 then 3 Month LIBOR USD + 0.600%, Perpetual (c) | 1970 | 40188 | 0.05% |
| Voya Financial, Inc., Series B, 5.350% to 09/15/2029 then 5 Year CMT Rate + 3.210%, Perpetual (c) | 1205 | 30366 | 0.03% |
| Washington Federal, Inc., Series A, 4.875%, Perpetual | 1395 | 28305 | 0.03% |
| Wells Fargo & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; Series Z, 4.750%, Perpetual | 1930 | 40974 | 0.05% |
| &nbsp;&nbsp;&nbsp; Series R, 6.625% to 03/15/2024 then 3 Month LIBOR USD + 3.690%, Perpetual (c) | 1505 | 38152 | 0.04% |
|  |  | 1658323 | 1.90% |
| **Total Preferred Stocks** (Cost $1,937,866) |  | 1779210 | 2.04% |
| **REITS - 2.61%** |  |  |  |
| **Financials - 0.20%** |  |  |  |
| Annaly Capital Management Inc, Series I, 6.750% to 06/30/2024 then 3 Month LIBOR USD + 4.989%, Perpetual (c) | 1195 | 27784 | 0.03% |
| Apollo Commercial Real Estate Finance, Inc. | 3130 | 38092 | 0.04% |
| Chimera Investment Corp. | 2930 | 21360 | 0.03% |
| Chimera Investment Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; Series C, 7.750% to 09/30/2025 then 3 Month LIBOR USD + 4.743%, Perpetual (c) | 1565 | 31957 | 0.04% |
| &nbsp;&nbsp;&nbsp; Series B, 8.000% to 03/30/2024 then 3 Month LIBOR USD + 5.791%, Perpetual (c) | 775 | 17337 | 0.02% |
| Starwood Property Trust, Inc. | 1805 | 37706 | 0.04% |
|  |  | 174236 | 0.20% |
| **Real Estate - 2.41%** |  |  |  |
| Kimco Realty Corp., Series M, 5.250%, Perpetual | 1105 | 26122 | 0.03% |
| Public Storage, Series P, 4.000%, Perpetual | 1185 | 22728 | 0.03% |
| STORE Capital Corp. | 63661 | 2050521 | 2.35% |
|  |  | 2099371 | 2.41% |
| **Total REITS** (Cost $1,791,333) |  | 2273607 | 2.61% |
| **CORPORATE BONDS - 16.30%** |  |  |  |
| **Communication Services - 1.28%** |  |  |  |
| AT&T, Inc., 4.250%, 03/01/2027 | 980000 | 973543 | 1.12% |
| T-Mobile USA, Inc., 3.875%, 04/15/2030 | 150000 | 140174 | 0.16% |
|  |  | 1113717 | 1.28% |
| **Consumer Discretionary - 0.76%** |  |  |  |
| Lowe's Companies, Inc., 2.625%, 04/01/2031 | 325000 | 278830 | 0.32% |
| Starbucks Corp., 3.500%, 03/01/2028 | 400000 | 382053 | 0.44% |
|  |  | 660883 | 0.76% |
| **Energy - 1.58%** |  |  |  |
| Canadian Natural Resources Ltd., 3.900%, 02/01/2025 (b) | 1000000 | 978214 | 1.12% |
| The Williams Companies, Inc., 2.600%, 03/15/2031 | 475000 | 401427 | 0.46% |
|  |  | 1379641 | 1.58% |
| **Financials - 7.57%** |  |  |  |
| Aflac, Inc., 3.600%, 04/01/2030 | 300000 | 284910 | 0.33% |
| Bank of America Corp., 2.299% to 07/21/2031 then SOFR + 1.220%, 07/21/2032 (c) | 575000 | 466922 | 0.54% |
| Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 322000 | 322404 | 0.37% |
| Fifth Third Bancorp, 3.650%, 01/25/2024 | 225000 | 222289 | 0.26% |
| General Motors Financial Co, Inc., 3.700%, 05/09/2023 | 1075000 | 1071061 | 1.23% |
| Huntington Bancshares, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.550%, 02/04/2030 | 525000 | 449883 | 0.52% |
| &nbsp;&nbsp;&nbsp; 4.000%, 05/15/2025 | 365000 | 358152 | 0.41% |
| JPMorgan Chase & Co., 2.069% to 06/01/2028 then SOFR + 1.015%, 06/01/2029 (c) | 325000 | 281272 | 0.32% |
| Marsh & McLennan Cos, Inc., 4.375%, 03/15/2029 | 275000 | 271273 | 0.31% |
| Morgan Stanley |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.593% to 05/04/2026 then SOFR + 0.879%, 05/04/2027 (c) | 295000 | 264867 | 0.30% |
| &nbsp;&nbsp;&nbsp; 2.239% to 07/21/2031 then SOFR + 1.178%, 07/21/2032 (c) | 330000 | 266692 | 0.31% |
| Prudential Financial, Inc., 3.878%, 03/27/2028 | 260000 | 254600 | 0.29% |
| Regions Financial Corp., 1.800%, 08/12/2028 | 325000 | 282561 | 0.32% |
| State Street Corp., 4.821% to 01/26/2033 then SOFR + 1.567, 01/26/2034 (c) | 175000 | 175646 | 0.20% |
| Synchrony Financial, 3.950%, 12/01/2027 | 650000 | 599904 | 0.69% |
| The Goldman Sachs Group, Inc., 4.223% to 05/01/2028 then 3 Month LIBOR USD + 1.301%, 05/01/2029 (c) | 300000 | 288990 | 0.33% |
| Willis North America, Inc., 3.600%, 05/15/2024 | 750000 | 734238 | 0.84% |
|  |  | 6595664 | 7.57% |
| **Health Care - 1.96%** |  |  |  |
| Edwards Lifesciences Corp., 4.300%, 06/15/2028 | 700000 | 687045 | 0.79% |
| Evernorth Health, Inc., 3.500%, 06/15/2024 | 700000 | 683272 | 0.78% |
| Regeneron Pharmaceuticals, Inc., 1.750%, 09/15/2030 | 425000 | 341459 | 0.39% |
|  |  | 1711776 | 1.96% |
| **Industrials - 0.77%** |  |  |  |
| Boeing Co., 2.196%, 02/04/2026 | 225000 | 207665 | 0.24% |
| General Electric Co., 3.625%, 05/01/2030 | 380000 | 344262 | 0.40% |
| Timken Co/The, 6.875%, 05/08/2028 | 110000 | 115845 | 0.13% |
|  |  | 667772 | 0.77% |
| **Information Technology - 2.38%** |  |  |  |
| Autodesk, Inc., 2.850%, 01/15/2030 | 675000 | 597079 | 0.69% |
| Broadcom, Inc., 4.110%, 09/15/2028 | 425000 | 409465 | 0.47% |
| International Business Machines Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.200%, 02/09/2027 | 125000 | 114697 | 0.13% |
| &nbsp;&nbsp;&nbsp; 2.720%, 02/09/2032 | 325000 | 281769 | 0.32% |
| PayPal Holdings, Inc., 2.850%, 10/01/2029 | 750000 | 674193 | 0.77% |
|  |  | 2077203 | 2.38% |
| **Total Corporate Bonds** (Cost $15,413,254) |  | 14206656 | 16.30% |
| **MORTGAGE BACKED SECURITIES - 2.54%** |  |  |  |
| Fannie Mae Pool |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.000%, 10/01/2043 | 821329 | 772368 | 0.89% |
| &nbsp;&nbsp;&nbsp; 3.500%, 01/01/2042 | 154472 | 149150 | 0.17% |
| &nbsp;&nbsp;&nbsp; 6.000%, 10/01/2037 | 75694 | 78389 | 0.09% |
| Fannie Mae REMICS |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2013-52, 1.250%, 06/25/2043 | 39356 | 33330 | 0.04% |
| &nbsp;&nbsp;&nbsp; Series 2012-16, 2.000%, 11/25/2041 | 37810 | 34081 | 0.04% |
| Freddie Mac Gold Pool |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.000%, 05/01/2042 | 436546 | 410926 | 0.47% |
| &nbsp;&nbsp;&nbsp; 3.000%, 09/01/2042 | 550334 | 518042 | 0.59% |
| &nbsp;&nbsp;&nbsp; 5.500%, 04/01/2037 | 30722 | 32301 | 0.04% |
| Freddie Mac REMICS |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 4146, 1.500%, 10/15/2042 | 13600 | 13003 | 0.01% |
| &nbsp;&nbsp;&nbsp; Series 4309, 2.000%, 10/15/2043 | 34490 | 31720 | 0.04% |
| &nbsp;&nbsp;&nbsp; Series 3870, 2.750%, 01/15/2041 | 11737 | 11318 | 0.01% |
| &nbsp;&nbsp;&nbsp; Series 4322, 3.000%, 05/15/2043 | 51157 | 49391 | 0.06% |
| Government National Mortgage Association, Series 2013-24, 1.750%, 02/16/2043 | 84551 | 74930 | 0.09% |
| **Total Mortgage Backed Securities** (Cost $2,346,356) |  | 2208949 | 2.54% |
| **U.S. TREASURY OBLIGATIONS - 9.82%** |  |  |  |
| **U.S. Treasury Notes - 9.82%** |  |  |  |
| &nbsp;&nbsp;&nbsp; 0.250%, 08/31/2025 | 1250000 | 1136182 | 1.30% |
| &nbsp;&nbsp;&nbsp; 0.625%, 03/31/2027 | 450000 | 397055 | 0.46% |
| &nbsp;&nbsp;&nbsp; 0.750%, 04/30/2026 | 1500000 | 1358965 | 1.56% |
| &nbsp;&nbsp;&nbsp; 1.000%, 07/31/2028 | 500000 | 434727 | 0.50% |
| &nbsp;&nbsp;&nbsp; 1.250%, 12/31/2026 | 625000 | 568335 | 0.65% |
| &nbsp;&nbsp;&nbsp; 1.250%, 04/30/2028 | 425000 | 376839 | 0.43% |
| &nbsp;&nbsp;&nbsp; 1.500%, 02/15/2025 | 200000 | 189484 | 0.22% |
| &nbsp;&nbsp;&nbsp; 1.500%, 11/30/2028 | 75000 | 66653 | 0.08% |
| &nbsp;&nbsp;&nbsp; 1.875%, 07/31/2026 | 1550000 | 1453064 | 1.67% |
| &nbsp;&nbsp;&nbsp; 2.500%, 03/31/2027 | 200000 | 190547 | 0.22% |
| &nbsp;&nbsp;&nbsp; 2.625%, 04/15/2025 | 300000 | 290496 | 0.33% |
| &nbsp;&nbsp;&nbsp; 2.750%, 08/15/2032 | 750000 | 703769 | 0.81% |
| &nbsp;&nbsp;&nbsp; 3.000%, 10/31/2025 | 450000 | 438618 | 0.50% |
| &nbsp;&nbsp;&nbsp; 4.125%, 09/30/2027 | 350000 | 356556 | 0.41% |
| &nbsp;&nbsp;&nbsp; 4.250%, 09/30/2024 | 600000 | 598465 | 0.68% |
| **Total U.S. Treasury Obligations** (Cost $9,172,235) |  | 8559755 | 9.82% |
| **INVESTMENT COMPANIES (EXCLUDING MONEY MARKET FUNDS) - 0.55%** |  |  |  |
| **Financials - 0.55%** |  |  |  |
| Ares Capital Corp. | 1995 | 38643 | 0.04% |
| Bain Capital Specialty Finance, Inc. | 2655 | 35471 | 0.04% |
| BlackRock TCP Capital Corp. | 3015 | 39888 | 0.05% |
| Carlyle Secured Lending, Inc. | 2935 | 44172 | 0.05% |
| FS KKR Capital Corp. | 1865 | 36666 | 0.04% |
| Golub Capital BDC, Inc. | 2775 | 38018 | 0.04% |
| Hercules Capital, Inc. | 2325 | 33038 | 0.04% |
| MidCap Financial Investment Corp. | 3225 | 40054 | 0.05% |
| Monroe Capital Corp. | 4000 | 33040 | 0.04% |
| New Mountain Finance Corp. | 3130 | 40440 | 0.05% |
| Oaktree Specialty Lending Corp. | 1910 | 38219 | 0.04% |
| Sixth Street Specialty Lending, Inc. | 1825 | 34949 | 0.04% |
| TriplePoint Venture Growth BDC Corp. | 2500 | 29375 | 0.03% |
| **Total Investment Companies (Excluding Money Market Funds)** (Cost $550,539) |  | 481973 | 0.55% |
| **SHORT-TERM INVESTMENTS - 2.01%** |  |  |  |
| **Money Market Funds - 2.01%** |  |  |  |
| First American Government Obligations Fund, Institutional Class, 4.14% (d) | 1752234 | 1752234 | 2.01% |
| **Total Short-Term Investments** (Cost $1,752,234) |  | 1752234 | 2.01% |
| **Total Investments** (Cost $65,827,467) - 99.87% |  | 87037982 | 99.87% |
| Other Assets in Excess of Liabilities - 0.13% |  | 117351 | 0.13% |
| **TOTAL NET ASSETS** - 100.00% |  | $87155333 | 100.00% |

---

---

| | |
|:---|:---|
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |
| ADR — American Depository Receipt | ADR — American Depository Receipt |
| CMT — Constant Maturity Treasury | CMT — Constant Maturity Treasury |
| LIBOR — London Interbank Offered Rate | LIBOR — London Interbank Offered Rate |
| REIT — Real Estate Investment Trust | REIT — Real Estate Investment Trust |
| SOFR — Secured Overnight Financing Rate | SOFR — Secured Overnight Financing Rate |
| (a) | Non-income-producing security. |
| (b) | U.S.-traded security of a foreign corporation. |
| (c) | Variable rate security; rate disclosed is the current rate as of January 31, 2023. |
| (d) | The rate listed is the fund's seven-day yield as of January 31, 2023. |
| Note: For presentation purposes, the Fund has grouped some of the industry categories. For purposes of categorizing securities for compliance with Section 8(b)(1) of the Investment Company Act of 1940, as amended, the Fund uses more specific industry classifications. | Note: For presentation purposes, the Fund has grouped some of the industry categories. For purposes of categorizing securities for compliance with Section 8(b)(1) of the Investment Company Act of 1940, as amended, the Fund uses more specific industry classifications. |
| The Global Industry Classification Standard (GICS<sup>®</sup>) was developed by and is the exclusive property and a service mark of MSCI, Inc. and Standard & Poor's Financial Services LLC. It has been licensed for use by the Hennessy Funds. | The Global Industry Classification Standard (GICS<sup>®</sup>) was developed by and is the exclusive property and a service mark of MSCI, Inc. and Standard & Poor's Financial Services LLC. It has been licensed for use by the Hennessy Funds. |

---

------

****

<br> **Summary of Fair Value Exposure as of January 31, 2023**<br> The Fund follows its valuation policies and procedures in determining its net asset value ("NAV") and, in preparing these financial statements, the fair value accounting standards that establish an authoritative definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value and a discussion of changes in valuation techniques and related inputs during the period. These inputs are summarized in the three broad levels listed below:<br>

---

| |
|:---|
| Level 1 – Unadjusted, quoted prices in active markets for identical instruments that the Fund has the ability to access at the date of measurement.<br>|
| Level 2 – Other significant observable inputs (including, but not limited to, quoted prices in active markets for similar instruments, quoted prices in markets that are not active for identical or similar instruments, and model-derived valuations in which all significant inputs and significant value drivers are observable in active markets, such as interest rates, prepayment speeds, credit risk curves, default rates, and similar data).<br>|
| Level 3 – Significant unobservable inputs (including the Fund's own assumptions about what market participants would use to price the asset or liability based on the best available information) when observable inputs are unavailable.<br>|

---

<br> The following is a description of the valuation techniques applied to the Fund's major categories of assets and liabilities on a recurring basis:<br>Equity Securities – Equity securities, including common stocks, preferred stocks, foreign-issued common stocks, exchange-traded funds, closed-end mutual funds, partnerships, rights, and real estate investment trusts, that are traded on a securities exchange for which a last-quoted sales price is readily available generally are valued at the last sales price as reported by the primary exchange on which the securities are listed. Securities listed on The Nasdaq Stock Market ("Nasdaq") generally are valued at the Nasdaq Official Closing Price, which may differ from the last sales price reported. Securities traded on a securities exchange for which a last-quoted sales price is not readily available generally are valued at the mean between the bid and ask prices. To the extent these securities are actively traded and valuation adjustments are not applied, they are classified in Level 1 of the fair value hierarchy. Securities traded on foreign exchanges generally are not valued at the same time the Fund calculates its NAV because most foreign markets close well before such time. The earlier close of most foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim. In certain circumstances, it may be determined that a foreign security needs to be fair valued because it appears that the value of the security might have been materially affected by events occurring after the close of the market in which the security is principally traded, but before the time the Fund calculates its NAV, such as by a development that affects an entire market or region (e.g., a weather-related event) or a potentially global development (e.g., a terrorist attack that may be expected to have an effect on investor expectations worldwide).<br>Registered Investment Companies – Investments in open-end registered investment companies, commonly referred to as mutual funds, generally are priced at the ending NAV provided by the applicable mutual fund's service agent and are classified in Level 1 of the fair value hierarchy.<br>Debt Securities – Debt securities, including corporate bonds, asset-backed securities, mortgage-backed securities, municipal bonds, U.S. Treasuries, and U.S. government agency issues, are generally valued at market on the basis of valuations furnished by an independent pricing service that utilizes both dealer-supplied valuations and formula-based techniques. The pricing service may consider recently executed transactions in securities of the issuer or comparable issuers, market price quotations (where observable), bond spreads, and fundamental data relating to the issuer. In addition, the model may incorporate observable market data, such as reported sales of similar securities, broker quotes, yields, bids, offers, and reference data. Certain securities are valued primarily using dealer quotations. These securities are generally classified in Level 2 of the fair value hierarchy.<br>Short-Term Securities – Short-term equity investments, including money market funds, are valued in the manner specified above for equity securities. Short-term debt investments with an original term to maturity of 60 days or less are valued at amortized cost, which approximates fair market value. If the original term to maturity of a short-term debt investment exceeds 60 days, then the values as of the 61st day prior to maturity are amortized. Amortized cost is not used if its use would be inappropriate due to credit or other impairments of the issuer, in which case the security's fair value would be determined as described below. Short-term securities are generally classified in Level 1 or Level 2 of the fair value hierarchy depending on the inputs used and market activity levels for specific securities.<br>

If market quotations are not readily available or if a significant event has occurred that indicates the closing price of a security no longer represents the true value of that security, any security or other asset will be valued at its fair value in accordance with Rule 2a-5 under the 1940 Act as determined under the fair value procedures of Hennessy Advisors, Inc., the Fund's investment advisor (the "Advisor"), subject to oversight by the Board of Trustees of the Fund (the "Board"). Fair value pricing determinations are made in good faith in accordance with these procedures. There are numerous criteria considered in determining a fair value of a security, such as the trading volume of a security and markets, the values of other similar securities, and news events with direct bearing on a security or markets. Fair value pricing results in an estimated price for a security that reflects the amount the Fund might reasonably expect to receive in a current sale. Depending on the relative significance of the valuation inputs, these securities may be classified in either Level 2 or Level 3 of the fair value hierarchy. The Advisor will regularly evaluate, with the assistance of the Valuation and Liquidity Committee, whether the Fund's fair value pricing procedures continue to be appropriate in light of the specific circumstances of the Fund and the quality of prices obtained through their application of such procedures.

The fair value of foreign securities may be determined with the assistance of a pricing service using correlations between the movement of prices of such securities and indices of domestic securities and other appropriate indicators, such as closing market prices of relevant American Depositary Receipts or futures contracts. Using fair value pricing means the Fund's NAV reflects the affected portfolio securities' values as determined by the Board or its designee, pursuant to the fair value pricing procedures adopted by the Board, instead of being determined by the market. Using a fair value pricing methodology to price a foreign security may result in a value that is different from such foreign security's most recent closing price and from the value used by other investment companies to calculate their NAVs. Such securities are generally classified in Level 2 of the fair value hierarchy. Because the Fund may invest in foreign securities, the value of the Fund's portfolio securities may change on days when a shareholder is unable to purchase or redeem Fund shares.<br>

------

<br> The Fund has performed an analysis of all existing investments to determine the significance and character of all inputs to their fair value determinations. Various inputs are used to determine the value of the Fund's investments. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. Details related to the fair value hierarchy of the Fund's securities as of January 31, 2023, are as follows:<br>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Common Stocks** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Communication Services | $3904217 | $– | $– | $3904217 |
| Consumer Discretionary | 9789364 | – | – | 9789364 |
| Consumer Staples | 5349198 | – | – | 5349198 |
| Energy | 158912 | – | – | 158912 |
| Financials | 11681945 | – | – | 11681945 |
| Health Care | 2875134 | – | – | 2875134 |
| Industrials | 5247554 | – | – | 5247554 |
| Information Technology | 11228326 | – | – | 11228326 |
| Materials | 5540948 | – | – | 5540948 |
| **Total Common Stocks** | $55775598 | $– | $– | $55775598 |
| **Preferred Stocks** |  |  |  |  |
| Communication Services | $59662 | $– | $– | $59662 |
| Consumer Discretionary | 28003 | – | – | 28003 |
| Consumer Staples | 33222 | – | – | 33222 |
| Financials | 1658323 | – | – | 1658323 |
| **Total Preferred Stocks** | $1779210 | $– | $– | $1779210 |
| **REITS** |  |  |  |  |
| Financials | $174236 | $– | $– | $174236 |
| Real Estate | 2099371 | – | – | 2099371 |
| **Total REITS** | $2273607 | $– | $– | $2273607 |
| **Corporate Bonds** |  |  |  |  |
| Communication Services | $– | $1113717 | $– | $1113717 |
| Consumer Discretionary | – | 660883 | – | 660883 |
| Energy | – | 1379641 | – | 1379641 |
| Financials | – | 6595664 | – | 6595664 |
| Health Care | – | 1711776 | – | 1711776 |
| Industrials | – | 667772 | – | 667772 |
| Information Technology | – | 2077203 | – | 2077203 |
| **Total Corporate Bonds** | $– | $14206656 | $– | $14206656 |
| **Mortgage-Backed Securities** |  |  |  |  |
| Federal Agency Mortgage-Backed Obligations | $– | $2208949 | $– | $2208949 |
| **Total Mortgage-Backed Securities** | $– | $2208949 | $– | $2208949 |
| **U.S. Treasury Obligations** |  |  |  |  |
| U.S. Treasury Notes | $– | $8559755 | $– | $8559755 |
| **Total U.S. Treasury Obligations** | $– | $8559755 | $– | $8559755 |
| **Investment Companies (Excluding Money Market Funds)** |  |  |  |  |
| Financials | $481973 | $– | $– | $481973 |
| **Total Investment Companies (Excluding Money Market Funds)** | $481973 | $– | $– | $481973 |
| **Short-Term Investments** |  |  |  |  |
| Money Market Funds | $1752234 | $– | $– | $1752234 |
| **Total Short-Term Investments** | $1752234 | $– | $– | $1752234 |
| **Total Investments** | $62062622 | $24975360 | $– | $87037982 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Hennessy Funds Trust

- **b. Investment Company Act file number:** 811-07168

- **c. CIK number of Registrant:** 0000891944

- **d. LEI of Registrant:** 254900O0F8MQNN7UZ261

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 7250 Redwood Blvd.

  - **City:** Novato

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94945

  - **Telephone number:** 1-800-966-4354

**Item A.2. Information about the Series.**

- **a. Name of Series:** Hennessy Equity and Income Fund

- **b. EDGAR series identifier (if any):** S000038534

- **c. LEI of Series:** 254900PPC2J5XYZK0M30

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

- **a. Date of fiscal year-end:** 2023-10-31

- **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:** $87712610.69

**Total Liabilities:** $503102.47

**Net Assets:** $87209508.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 96.840000000000 | **1-Year:** 1434.680000000000 | **5-Year:** 5135.640000000000 | **10-Year:** 2839.240000000000 | **30-Year:** 418.790000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000118923 | 5.37%                | -2.74%               | 3.50%                |
| Class ID C000118924 | 5.48%                | -2.78%               | 3.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $305158.07               | $4306802.99                                |
| Month 2  | $662924.41               | $-3207165.20                               |
| Month 3  | $405408.77               | $2473550.27                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ares Capital Corp              | Ares Capital Corp                          | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | EC               | CORP              | US        |      1995 | NS      | $38643.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS CAPITAL HLDGS LTD         | Axis Capital Holdings Ltd                  | CUSIP: 05461T305<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      1005 | NS      | $23305.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                       | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    575000 | PA      | $466921.99    | 0.54%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                | CUSIP: 38145G308<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |       955 | NS      | $23827.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Golub Capital BDC Inc          | Golub Capital BDC Inc                      | CUSIP: 38173M102<br>LEI: 2549005WE0QLGK9APF78 | Long             | EC               | CORP              | US        |      2775 | NS      | $38017.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association   | CUSIP: 38378FM72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84551 | PA      | $74929.72     | 0.09%             | 2043-02-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP         | Hartford Financial Services Group Inc/The  | CUSIP: 416518603<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EP               | CORP              | US        |      1605 | NS      | $41328.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hercules Capital Inc           | Hercules Capital Inc                       | CUSIP: 427096508<br>LEI: 549300UJ5OC256GR2B73 | Long             | EC               | CORP              | US        |      2325 | NS      | $33038.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                             | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    295000 | PA      | $264866.98    | 0.30%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                 | Starbucks Corp                             | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     21431 | NS      | $2338979.34   | 2.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc    | Starwood Property Trust Inc                | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      1805 | NS      | $37706.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Secured Lending Inc    | Carlyle Secured Lending Inc                | CUSIP: 872280102<br>LEI: 5493003POT0JT6WD1D83 | Long             | EC               | CORP              | US        |      2935 | NS      | $44171.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond           | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1136181.64   | 1.30%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                   | Enbridge Inc                               | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |       925 | NS      | $37897.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR Capital Corp            | FS KKR Capital Corp                        | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               | CORP              | US        |      1865 | NS      | $36665.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                      | CUSIP: 3128M4SK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30722 | PA      | $32300.50     | 0.04%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FARMER MAC                     | Federal Agricultural Mortgage Corp         | CUSIP: 313148843<br>LEI: 549300MS654K78GYF580 | Long             | EP               | USGSE             | US        |       585 | NS      | $13261.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                      | CUSIP: 3132GTPX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    436546 | PA      | $410925.83    | 0.47%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                      | CUSIP: 3132HMHE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    550334 | PA      | $518042.26    | 0.59%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                          | CUSIP: 3136A4RW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37810 | PA      | $34080.56     | 0.04%             | 2041-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                          | CUSIP: 3136AEJ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39356 | PA      | $33330.55     | 0.04%             | 2043-06-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                         | CUSIP: 3137ABXJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11737 | PA      | $11318.52     | 0.01%             | 2041-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                         | CUSIP: 3137AXGC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13600 | PA      | $13003.00     | 0.01%             | 2042-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                         | CUSIP: 3137B7US6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34490 | PA      | $31719.52     | 0.04%             | 2043-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                         | CUSIP: 3137B8MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51157 | PA      | $49390.85     | 0.06%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                            | CUSIP: 3138X33P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    821329 | PA      | $772368.29    | 0.89%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                       | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      1575 | NS      | $30476.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF HAWAII CORP            | Bank of Hawaii Corp                        | CUSIP: 062545207<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |      1160 | NS      | $21982.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK                       | Bank OZK                                   | CUSIP: 06417N202<br>LEI: 549300VYK2WBD7SST478 | Long             | EP               | CORP              | US        |      1495 | NS      | $28031.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc         | Berkshire Hathaway Inc                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     12734 | NS      | $3966895.68   | 4.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                  | BlackRock Inc                              | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      3848 | NS      | $2921440.08   | 3.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                              | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $207664.93    | 0.24%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CHIMERA INVESTMENT CORP        | Chimera Investment Corp                    | CUSIP: 16934Q505<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |      1565 | NS      | $31957.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH               | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      2275 | NS      | $46592.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH               | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    525000 | PA      | $449882.87    | 0.52%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| IBM CORP                       | International Business Machines Corp       | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    325000 | PA      | $281768.67    | 0.32%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                        | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    325000 | PA      | $281272.08    | 0.32%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson              | Johnson & Johnson                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      9613 | NS      | $1570956.46   | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                        | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      1875 | NS      | $40293.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                        | CUSIP: 48128B580<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      1900 | NS      | $40280.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                        | KeyCorp                                    | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       512 | NS      | $13327.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                        | KeyCorp                                    | CUSIP: 493267868<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       535 | NS      | $13364.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                    | MetLife Inc                                | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |      1725 | NS      | $39623.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                      | Nestle SA                                  | CUSIP: 641069406<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     15565 | NS      | $1902276.48   | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| New Mountain Finance Corp      | New Mountain Finance Corp                  | CUSIP: 647551100<br>LEI: 549300L1MPTT1H7SES77 | Long             | EC               | CORP              | US        |      3130 | NS      | $40439.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                 | NewMarket Corp                             | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      4190 | NS      | $1443496.90   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp          | Norfolk Southern Corp                      | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      8242 | NS      | $2025966.02   | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc        | O'Reilly Automotive Inc                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      3702 | NS      | $2933279.70   | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Oaktree Specialty Lending Corp | Oaktree Specialty Lending Corp             | CUSIP: 67401P405<br>LEI: 549300J6MGCEU5928620 | Long             | EC               | CORP              | US        |      1910 | NS      | $38219.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc  | Old Dominion Freight Line Inc              | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      4871 | NS      | $1623212.04   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| PACWEST BANCORP                | PacWest Bancorp                            | CUSIP: 695263202<br>LEI: 549300YI8VMFO7G36V04 | Long             | EP               | CORP              | US        |       350 | NS      | $9058.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC            | PayPal Holdings Inc                        | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    750000 | PA      | $674192.55    | 0.77%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                     | Pfizer Inc                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     29533 | NS      | $1304177.28   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC       | Prudential Financial Inc                   | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254600.13    | 0.29%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP         | Regions Financial Corp                     | CUSIP: 7591EP886<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      1960 | NS      | $39337.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP         | Regions Financial Corp                     | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    325000 | PA      | $282560.46    | 0.32%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending | Sixth Street Specialty Lending Inc         | CUSIP: 83012A109<br>LEI: 549300TX61566GJWCN05 | Long             | EC               | CORP              | US        |      1825 | NS      | $34948.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP              | State Street Corp                          | CUSIP: 857477608<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |      1975 | NS      | $50323.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP              | State Street Corp                          | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175645.48    | 0.20%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES       | Texas Capital Bancshares Inc               | CUSIP: 88224Q305<br>LEI: 549300466Q2SXRX0YM48 | Long             | EP               | CORP              | US        |       695 | NS      | $15776.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc          | Texas Instruments Inc                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     12510 | NS      | $2216897.10   | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMKEN CO                      | Timken Co/The                              | CUSIP: 88738TAA8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115845.53    | 0.13%             | 2028-05-08      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TriplePoint Venture Growth BDC | TriplePoint Venture Growth BDC Corp        | CUSIP: 89677Y100<br>LEI: 549300ATPBY6JIFH9Z88 | Long             | EC               | CORP              | US        |      2500 | NS      | $29375.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                      | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      2190 | NS      | $48618.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                      | CUSIP: 89832Q745<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      1625 | NS      | $39292.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                     | US Bancorp                                 | CUSIP: 902973155<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      1970 | NS      | $40188.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                     | US Bancorp                                 | CUSIP: 902973668<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      1295 | NS      | $27894.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond           | CUSIP: 9128285J5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $438618.16    | 0.50%             | 2025-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond           | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1453064.46   | 1.67%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond           | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $397054.69    | 0.46%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                       | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    475000 | PA      | $401426.67    | 0.46%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                   | CUSIP: 970648AF8<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    750000 | PA      | $734238.39    | 0.84%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                      | Aflac Inc                                  | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284910.14    | 0.33%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                   | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      1935 | NS      | $40596.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate  | Apollo Commercial Real Estate Finance Inc  | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |      3130 | NS      | $38092.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                      | Apple Inc                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     24351 | NS      | $3513605.79   | 4.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD         | Arch Capital Group Ltd                     | CUSIP: 03939A107<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |       401 | NS      | $9668.11      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD         | Arch Capital Group Ltd                     | CUSIP: 03939A404<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |      1010 | NS      | $20189.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital Specialty Finance | Bain Capital Specialty Finance Inc         | CUSIP: 05684B107<br>LEI: 549300V2JL72R0EYBK64 | Long             | EC               | CORP              | US        |      2655 | NS      | $35470.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                       | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       815 | NS      | $19674.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                       | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      1420 | NS      | $32489.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS INC                        | CHS Inc                                    | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |       355 | NS      | $8988.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS INC                        | CHS Inc                                    | CUSIP: 12542R803<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |       940 | NS      | $24233.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE BANK                   | Cadence Bank                               | CUSIP: 12740C202<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EP               | CORP              | US        |       715 | NS      | $16201.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATL RESOURCES        | Canadian Natural Resources Ltd             | CUSIP: 136385AV3<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $978214.53    | 1.12%             | 2025-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                 | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      2060 | NS      | $42848.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                 | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      1900 | NS      | $41591.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                     | CarMax Inc                                 | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14585 | NS      | $1027513.25   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE FINANCE LLC            | Carlyle Finance LLC                        | CUSIP: 14314C105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       995 | NS      | $19183.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp        | Chimera Investment Corp                    | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |      2930 | NS      | $21359.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIMERA INVESTMENT CORP        | Chimera Investment Corp                    | CUSIP: 16934Q406<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |       775 | NS      | $17336.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc         | Church & Dwight Co Inc                     | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     19368 | NS      | $1566096.48   | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc              | Cisco Systems Inc                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     27257 | NS      | $1326598.19   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                       | International Business Machines Corp       | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114697.52    | 0.13%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Cos Inc                             | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    325000 | PA      | $278830.33    | 0.32%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                   | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271273.17    | 0.31%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc  | Martin Marietta Materials Inc              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      6038 | NS      | $2171506.32   | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Monroe Capital Corp            | Monroe Capital Corp                        | CUSIP: 610335101<br>LEI: 549300RZ898DGFGWKV04 | Long             | EC               | CORP              | US        |      4000 | NS      | $33040.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                             | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $266691.90    | 0.31%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                             | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       790 | NS      | $20192.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                             | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       735 | NS      | $18485.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                             | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      2365 | NS      | $47158.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL GROUP            | SVB Financial Group                        | CUSIP: 78486Q200<br>LEI: 549300D2KJ20JMXE7542 | Long             | EP               | CORP              | US        |      1185 | NS      | $25477.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP            | Charles Schwab Corp/The                    | CUSIP: 808513865<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |      1495 | NS      | $32456.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNATURE BANK NEW YORK        | Signature Bank/New York NY                 | CUSIP: 82669G203<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EP               | CORP              | US        |      1660 | NS      | $31473.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                 | Starbucks Corp                             | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382053.02    | 0.44%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond           | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1358964.84   | 1.56%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond           | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    425000 | PA      | $376838.87    | 0.43%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond           | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $434726.56    | 0.50%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond           | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $66653.32     | 0.08%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond           | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    625000 | PA      | $568334.96    | 0.65%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     28165 | NS      | $2812838.55   | 3.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                              | CUSIP: 172967341<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |       780 | NS      | $19890.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc               | CUSIP: 174610204<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |      1180 | NS      | $30054.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc               | CUSIP: 174610402<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |       550 | NS      | $12182.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTONE BANCORP INC         | ConnectOne Bancorp Inc                     | CUSIP: 20786W503<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EP               | CORP              | US        |       625 | NS      | $13500.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS INC       | Cullen/Frost Bankers Inc                   | CUSIP: 229899307<br>LEI: 529900V2E9G9AY665O34 | Long             | EP               | CORP              | US        |       860 | NS      | $17234.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp          | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    322000 | PA      | $322403.67    | 0.37%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR       | Edwards Lifesciences Corp                  | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    700000 | PA      | $687044.93    | 0.79%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC         | Equitable Holdings Inc                     | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |      1270 | NS      | $28727.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERNORTH HEALTH INC           | Evernorth Health Inc                       | CUSIP: 30219GAK4<br>LEI: 5493003UA6VMND084504 | Long             | DBT              | CORP              | US        |    700000 | PA      | $683272.21    | 0.78%             | 2024-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                            | CUSIP: 31412L4Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75694 | PA      | $78388.59     | 0.09%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                            | CUSIP: 31417AX61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154472 | PA      | $149150.57    | 0.17%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                     | FedEx Corp                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      8245 | NS      | $1598375.70   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                        | CUSIP: 316773860<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      1580 | NS      | $37430.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                        | CUSIP: 316773CX6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222288.91    | 0.25%             | 2024-01-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |   1752234 | NS      | $1752234.33   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARE       | First Citizens BancShares Inc/NC           | CUSIP: 319626305<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |      1695 | NS      | $37120.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP             | First Horizon Corp                         | CUSIP: 320517501<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |       700 | NS      | $17535.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP             | First Horizon Corp                         | CUSIP: 320517808<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |       530 | NS      | $13064.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK            | First Republic Bank/CA                     | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |      1625 | NS      | $32256.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                     | Fiserv Inc                                 | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     16867 | NS      | $1799371.56   | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY             | Ford Motor Co                              | CUSIP: 345370837<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |       515 | NS      | $12751.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY             | Ford Motor Co                              | CUSIP: 345370845<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |       613 | NS      | $15251.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO            | General Electric Co                        | CUSIP: 369604BW2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    380000 | PA      | $344261.90    | 0.39%             | 2030-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc            | CUSIP: 37045XBK1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1071061.29   | 1.23%             | 2023-05-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288989.82    | 0.33%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                | CUSIP: 38148B108<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |       895 | NS      | $23162.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The             | Home Depot Inc/The                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      6943 | NS      | $2250712.31   | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                        | KeyCorp                                    | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       755 | NS      | $18693.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP              | Kimco Realty Corp                          | CUSIP: 49446R711<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1105 | NS      | $26122.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc              | Kinder Morgan Inc                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      2200 | NS      | $40260.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                 | Lowe's Cos Inc                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      5949 | NS      | $1238879.25   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The           | Progressive Corp/The                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     15769 | NS      | $2150103.15   | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                 | Public Storage                             | CUSIP: 74460W461<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |      1185 | NS      | $22728.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICAL       | Regeneron Pharmaceuticals Inc              | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    425000 | PA      | $341458.26    | 0.39%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP         | Regions Financial Corp                     | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      1035 | NS      | $25740.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The        | Charles Schwab Corp/The                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     34145 | NS      | $2643505.90   | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond           | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $189484.38    | 0.22%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond           | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $190546.88    | 0.22%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond           | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $290496.09    | 0.33%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond           | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $703769.54    | 0.81%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond           | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $356555.66    | 0.41%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond           | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $598464.85    | 0.69%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc     | Verizon Communications Inc                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     26254 | NS      | $1091378.78   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                       | Visa Inc                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     10303 | NS      | $2371853.63   | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC             | Voya Financial Inc                         | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |      1205 | NS      | $30366.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL INC         | Washington Federal Inc                     | CUSIP: 938824307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1395 | NS      | $28304.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                           | CUSIP: 949746465<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      1505 | NS      | $38151.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                           | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      1930 | NS      | $40973.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The           | Williams Cos Inc/The                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      1225 | NS      | $39494.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                   | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |       860 | NS      | $19066.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                   | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    980000 | PA      | $973542.61    | 1.12%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC           | AEGON Funding Co LLC                       | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |      1175 | NS      | $26613.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc | Air Products and Chemicals Inc             | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      6009 | NS      | $1925944.59   | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                  | Allstate Corp/The                          | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      1120 | NS      | $26902.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc               | Altria Group Inc                           | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     41759 | NS      | $1880825.36   | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTL GROUP            | American International Group Inc           | CUSIP: 026874768<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EP               | CORP              | US        |      1635 | NS      | $41463.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MGMT            | Annaly Capital Management Inc              | CUSIP: 035710847<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EP               | CORP              | US        |      1195 | NS      | $27783.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MidCap Financial Investment Co | MidCap Financial Investment Corp           | CUSIP: 03761U502<br>LEI: 5493005P14I7WFB3FW47 | Long             | EC               | CORP              | US        |      3225 | NS      | $40054.49     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                   | Autodesk Inc                               | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    675000 | PA      | $597079.53    | 0.68%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BlackRock TCP Capital Corp     | BlackRock TCP Capital Corp                 | CUSIP: 09259E108<br>LEI: 549300JU1XG1HF56J989 | Long             | EC               | CORP              | US        |      3015 | NS      | $39888.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                               | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    425000 | PA      | $409465.02    | 0.47%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH               | CUSIP: 446150AM6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    365000 | PA      | $358152.57    | 0.41%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp             | STORE Capital Corp                         | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     63661 | NS      | $2050520.81   | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP         | Synovus Financial Corp                     | CUSIP: 87161C600<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |       740 | NS      | $18426.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP         | Synovus Financial Corp                     | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |       860 | NS      | $21302.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                        | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |      1815 | NS      | $35955.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                        | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    650000 | PA      | $599903.99    | 0.69%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                           | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140173.96    | 0.16%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp           | Targa Resources Corp                       | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       550 | NS      | $41261.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Hennessy Funds Trust

**Signature:** /s/ Teresa M. Nilsen

**Name of Signer:** Teresa M. Nilsen

**Title:** Treasurer