# EDGAR Filing Document

**Accession Number:** 0001363526
**File Stem:** 0001193125-25-212422
**Filing Date:** 2025-9
**Character Count:** 214856
**Document Hash:** 27d826e89bef4e917601ae9f0e0c2e9d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-212422.hdr.sgml**: 20250923

**ACCESSION NUMBER**: 0001193125-25-212422

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250923

**DATE AS OF CHANGE**: 20250923

**PERIOD START**: 20250731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21904
- **FILM NUMBER:** 251331884

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Federated Hermes MDT Series

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

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

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

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

  - **Street Address 1:** Federated Hermes Funds

  - **City:** Warrendale

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 15086-7561

  - **Telephone number:** 8003417400

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

- **a. Name of Series:** Federated Hermes MDT Balanced Fund

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

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

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $282021853.72

**Total Liabilities:** $318013.14

**Net Assets:** $281703840.58

**Cash Not Reported:** $43314.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -133.163749000000 | **1-Year:** -1819.036731000000 | **5-Year:** -4924.176538000000 | **10-Year:** -7057.273716000000 | **30-Year:** -3573.161378000000

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

- **3-Month:** -0.520956000000 | **1-Year:** -26.096233000000 | **5-Year:** -59.695520000000 | **10-Year:** -157.124209000000 | **30-Year:** -10.685644000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000035055 | 3.73%                | 3.23%                | 1.19%                |
| Class ID C000035056 | 3.68%                | 3.13%                | 1.13%                |
| Class ID C000035057 | 3.81%                | 3.21%                | 1.23%                |
| Class ID C000043498 | 3.77%                | 3.22%                | 1.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2879700.92              | $6675076.79                                |
| Month 2  | $583089.28               | $7229138.62                                |
| Month 3  | $1663931.52              | $1625237.46                                |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                     | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T INC                                                                 | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     12000 | PA      | $8090.49      | 0.00%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Acadia Realty Trust                                                      | Acadia Realty Trust                                                             | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               |  | US        |      6000 | NS      | $112320.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                                | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      7677 | NS      | $2745986.13   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                                       | Albertsons Cos Inc                                                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     11638 | NS      | $223682.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                                               | Alcoa Corp                                                                      | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      5618 | NS      | $168371.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                 | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    200000 | PA      | $201130.40    | 0.07%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                              | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       549 | NS      | $215339.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                                      | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      2400 | NS      | $500136.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      5790 | NS      | $1708629.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                   | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAB7<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     15000 | PA      | $15421.33     | 0.01%             | 2040-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                  | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29106.04     | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                             | Autodesk Inc                                                                    | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167250.00    | 0.06%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                             | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       171 | NS      | $644392.98    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356682.48    | 0.13%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank                                                                     | BANK 2023-BNK46                                                                 | CUSIP: 06541DBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $155959.47    | 0.06%             | 2056-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Securities Inc.                                    | Bear Stearns Mortgage Securities Inc                                            | CUSIP: 073914VW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         4 | PA      | $3.53         | 0.00%             | 2031-03-25      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                  | Cboe Global Markets Inc                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      1512 | NS      | $364452.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                                            | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       506 | NS      | $140809.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                                           | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226501.22    | 0.08%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                 | APA Corp                                                                        | CUSIP: 03743QAQ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49005.59     | 0.02%             | 2035-02-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                                                                | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     21392 | NS      | $4440337.44   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                              | BBCMS Mortgage Trust 2024-5C27                                                  | CUSIP: 05555FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249385 | PA      | $255980.55    | 0.09%             | 2057-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BellRing Brands Inc                                                      | BellRing Brands Inc                                                             | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      7686 | NS      | $419501.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8829.28      | 0.00%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Cirrus Logic Inc                                                         | Cirrus Logic Inc                                                                | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      4701 | NS      | $473437.71    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                                             | Cargurus Inc                                                                    | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     19336 | NS      | $634607.52    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                                                      | Carrier Global Corp                                                             | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $90900.52     | 0.03%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                             | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    145000 | PA      | $86049.07     | 0.03%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                             | Comerica Inc                                                                    | CUSIP: 200340AQ0<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29734.38     | 0.01%             | 2026-07-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                                | DLLAA 2025-1 LLC                                                                | CUSIP: 233249AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $305909.76    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Dell Technologies Inc                                                    | Dell Technologies Inc                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      4200 | NS      | $557298.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                                               | DiamondRock Hospitality Co                                                      | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |     34000 | NS      | $262480.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                                 | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      3646 | NS      | $334520.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                 | Enterprise Products Operating LLC                                               | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169041.58    | 0.06%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HJX36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179721 | PA      | $177753.07    | 0.06%             | 2055-02-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                              | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       487 | NS      | $352388.33    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECH INC                                                        | L3Harris Technologies Inc                                                       | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241412.56    | 0.09%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4416.36      | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                  | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10437.79     | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                               | NetApp Inc                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      4044 | NS      | $421101.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                                      | Northern Trust Corp                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     10570 | NS      | $1374100.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                                                      | Onto Innovation Inc                                                             | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      1995 | NS      | $189026.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                                      | Paycom Software Inc                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      4245 | NS      | $982887.30    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                 | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $215027.16    | 0.08%             | 2028-05-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Progressive Corp/The                                                     | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      7604 | NS      | $1840472.16   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                | SFS Auto Receivables Securitization Trust 2023-1                                | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $229486.22    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Salesforce Inc                                                           | salesforce.com Inc                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      4823 | NS      | $1245925.59   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                  | Securitized Term Auto Receivables Trust                                         | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    231882 | PA      | $232047.78    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                   | Skyworks Solutions Inc                                                          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     12135 | NS      | $831732.90    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                                             | Cars.com Inc                                                                    | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     21112 | NS      | $271711.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                                             | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      5211 | NS      | $135850.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SODEXO INC                                                               | Sodexo Inc                                                                      | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204732.39    | 0.07%             | 2035-08-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169827.08    | 0.06%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                    | United Parcel Service Inc                                                       | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280025.08    | 0.10%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $307886.36    | 0.11%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                                               | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      9100 | NS      | $611338.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                                 | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1879 | NS      | $649138.13    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                                                    | Waste Connections Inc                                                           | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $192845.87    | 0.07%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                                                  | Zoom Video Communications Inc                                                   | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      1319 | NS      | $97671.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int                                           | Charles River Laboratories International Inc                                    | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      1010 | NS      | $171336.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                                               | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      2710 | NS      | $302842.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                                     | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      7583 | NS      | $635834.55    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                             | Comcast Corp                                                                    | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9443.66      | 0.00%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Commvault Systems Inc                                                    | CommVault Systems Inc                                                           | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      2931 | NS      | $556743.45    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                   | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3593.35      | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                         | Crown Castle Inc                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    350000 | PA      | $348517.04    | 0.12%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                                                | DLLMT 2023-1 LLC                                                                | CUSIP: 232989AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202086.82    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Dexcom Inc                                                               | DexCom Inc                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     20319 | NS      | $1641165.63   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                                                 | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      3050 | NS      | $538142.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                                        | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      4706 | NS      | $564814.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                     | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     15675 | NS      | $816981.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108773.91    | 0.04%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                        | Eversource Energy                                                               | CUSIP: 30040WAB4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168421.88    | 0.06%             | 2026-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                              | Exelon Corp                                                                     | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198277.21    | 0.07%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                                                  | Extra Space Storage Inc                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $134360.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                                                 | FMC Corp                                                                        | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      3359 | NS      | $131135.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31376KMJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4013 | PA      | $4117.40      | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HB2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $254710.30    | 0.09%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HC3A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    288787 | PA      | $289056.81    | 0.10%             | 2054-04-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL QMA STRAT VAL-                                                | FEDERATED CORE TR MUTUAL FUND                                                   | CUSIP: 31409N887<br>LEI: 254900HYFNGKM5PJOV84 | Long             | EC               | RF                | US        |    367074 | NS      | $3266955.85   | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140X4DE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17987 | PA      | $15835.33     | 0.01%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140X4LB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8076 | PA      | $7335.99      | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31412RMM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16655 | PA      | $15991.48     | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31418ASU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18073 | PA      | $16271.95     | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31418UV84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21636 | PA      | $21307.81     | 0.01%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                 | Ford Credit Auto Owner Trust 2023-REV2                                          | CUSIP: 34535CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $307832.78    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                      | GS Mortgage-Backed Securities Trust 2023-PJ1                                    | CUSIP: 36267TAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340716 | PA      | $298752.13    | 0.11%             | 2053-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GE Vernova Inc                                                           | GE Vernova Inc                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      6763 | NS      | $4465541.27   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                 | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180061.96    | 0.06%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                 | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230761.51    | 0.08%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4703.21      | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                           | Globe Life Inc                                                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      1950 | NS      | $273916.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                                              | GoDaddy Inc                                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      9541 | NS      | $1541634.78   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Televisa SAB                                                       | Grupo Televisa SAB                                                              | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $24228.89     | 0.01%             | 2046-01-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                    | HPEFS Equipment Trust 2024-2                                                    | CUSIP: 40444MAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $405651.64    | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                   | Advance Auto Parts Inc                                                          | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     45584 | NS      | $2419142.88   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                                      | Arista Networks Inc                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      2048 | NS      | $252354.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275879.68    | 0.10%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247506.48    | 0.09%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                             | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      3465 | NS      | $508523.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $408910.00    | 0.15%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                     | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $9916.65      | 0.00%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                            | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     11792 | NS      | $243976.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                               | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      2122 | NS      | $530224.14    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                                       | Capri Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |      6656 | NS      | $121072.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                                             | Illumina Inc                                                                    | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      7715 | NS      | $792407.65    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                                              | Incyte Corp                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     11363 | NS      | $850975.07    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                                   | iShares Core MSCI Emerging Markets ETF                                          | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |     79200 | NS      | $4778136.00   | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                                  | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160379.37    | 0.06%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                 | Lennox International Inc                                                        | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      2095 | NS      | $1275855.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                 | Lennox International Inc                                                        | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56783.10     | 0.02%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                                          | M&T Bank Auto Receivables Trust 2024-1                                          | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151451.47    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Maplebear Inc                                                            | Maplebear Inc                                                                   | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21095 | NS      | $1011927.15   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                               | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $408121.81    | 0.14%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                           | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1948 | NS      | $220396.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                                                           | AnaptysBio Inc                                                                  | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      7913 | NS      | $194264.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                   | Anglo American Capital PLC                                                      | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204317.23    | 0.07%             | 2033-05-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                  | BMW Vehicle Lease Trust                                                         | CUSIP: 05613MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $284545.15    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                              | BBCMS Mortgage Trust 2025-C35                                                   | CUSIP: 07337DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251313.95    | 0.09%             | 2058-07-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                               | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      2020 | NS      | $258560.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                    | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52400.02     | 0.02%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                            | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14960.82     | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    165000 | PA      | $147838.53    | 0.05%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                             | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12935.37     | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                    | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1590 | NS      | $1494027.60   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                                          | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      9408 | NS      | $1068278.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                 | Electricite de France SA                                                        | CUSIP: 268317AE4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     70000 | PA      | $68932.87     | 0.02%             | 2040-01-27      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                     | ERAC USA Finance LLC                                                            | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14892.38     | 0.01%             | 2042-03-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Expedia Group Inc                                                        | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3999 | NS      | $720699.78    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Core Trust - Federated Bank Loan Core Fund                     | FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND                                 | CUSIP: 31409N804<br>LEI: 549300FJK5JF0KIC2N83 | Long             | EC               | RF                | US        |    318736 | NS      | $2737938.95   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6900 | PA      | $6048.49      | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Master Credit Card Trust                                                 | Master Credit Card Trust                                                        | CUSIP: 576339CS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    400000 | PA      | $381410.50    | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Mastercard Inc                                                           | MasterCard, Inc. Class A                                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1921 | NS      | $1088188.87   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140Q74T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11271 | PA      | $10255.26     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                 | Fox Corp                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     23793 | NS      | $1326697.68   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                              | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10154 | PA      | $9389.69      | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                                  | Kite Realty Group Trust                                                         | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10200 | NS      | $224196.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                            | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      4235 | NS      | $296873.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                                   | Marvell Technology Inc                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1191 | NS      | $95720.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                           | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      4153 | NS      | $324432.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Government Obligations Fund                             | Federated Hermes Government Obligations Fund                                    | CUSIP: 608919718<br>LEI: 254900VAJ9169N7JRF45 | Long             | STIV             | RF                | US        |   8948486 | NS      | $8948486.24   | 3.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                                | Aflac Inc                                                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      3927 | NS      | $390186.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                               | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     13042 | NS      | $2465198.84   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       572 | NS      | $81487.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110104.57    | 0.04%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                               | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128337 | PA      | $117131.64    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Newmont Corp                                                             | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     19455 | NS      | $1208155.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                 | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     70000 | PA      | $69033.98     | 0.02%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Align Technology Inc                                                     | Align Technology Inc                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      3612 | NS      | $465984.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN MUTUAL LIFE INS CO                                                  | Penn Mutual Life Insurance Co/The                                               | CUSIP: 707567AC7<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |     15000 | PA      | $17082.96     | 0.01%             | 2040-06-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                            | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      2111 | NS      | $1151466.06   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                                        | State Street Corp                                                               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9227.65      | 0.00%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Textron Financial Corp                                                   | Textron Financial Corp                                                          | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36043.93     | 0.01%             | 2042-02-15      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                    | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      7686 | NS      | $2000204.64   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $533548.73    | 0.19%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                           | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4622.02      | 0.00%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communit                                           | Mid-America Apartment Communities Inc                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      1400 | NS      | $199402.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $53928.82     | 0.02%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $350541.38    | 0.12%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                   | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230095.47    | 0.08%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings                                            | Allison Transmission Holdings Inc                                               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      8207 | NS      | $739204.49    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $842428.88    | 0.30%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1320000 | PA      | $1315259.09   | 0.47%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        18 | NC      | $3755.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                                              | Moderna Inc                                                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     33169 | NS      | $980475.64    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89387.20     | 0.03%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182974.71    | 0.06%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Murphy USA Inc                                                           | Murphy USA Inc                                                                  | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       644 | NS      | $233437.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc                                                           | Altice USA Inc                                                                  | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     83798 | NS      | $217874.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                           | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     15401 | NS      | $3605528.11   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                                              | Ameren Corp                                                                     | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86491.96     | 0.03%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                 | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      4958 | NS      | $2569186.02   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                                      | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       285 | NS      | $80677.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                                    | Applied Materials Inc                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       492 | NS      | $88589.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                                              | Nutanix Inc                                                                     | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     27671 | NS      | $2080029.07   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                              | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       975 | NS      | $247425.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                                              | Ovintiv Inc                                                                     | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129779.47    | 0.05%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                              | CUSIP: 69335PFP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $302638.02    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279000.63    | 0.10%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                         | Alabama Power Co                                                                | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $129216.85    | 0.05%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                              | AmerisourceBergen Corp                                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      3840 | NS      | $1098547.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                                   | Palo Alto Networks Inc                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      4653 | NS      | $807760.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $472524.34    | 0.17%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12689.83     | 0.00%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8326.03      | 0.00%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                           | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $168579.37    | 0.06%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                    | AvalonBay Communities Inc                                                       | CUSIP: 053484AG6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    250000 | PA      | $246958.64    | 0.09%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                       | BMO 2023-5C1 Mortgage Trust                                                     | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $209092.86    | 0.07%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211516.04    | 0.08%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                 | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAB3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $221893.51    | 0.08%             | 2026-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                   | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370460.36    | 0.13%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Community Health Systems Inc                                             | Community Health Systems Inc                                                    | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28629 | NS      | $74435.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 3136BVMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375083 | PA      | $374494.06    | 0.13%             | 2054-09-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HHKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182756 | PA      | $182412.09    | 0.06%             | 2054-12-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3138WPLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12885 | PA      | $11615.83     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31418CDH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13747 | PA      | $13167.77     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                    | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       614 | NS      | $191328.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                            | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     15297 | NS      | $157253.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                                                | Host Hotels & Resorts Inc                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      8000 | NS      | $125760.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                 | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     70000 | PA      | $70336.31     | 0.02%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                      | Invesco Finance PLC                                                             | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $79679.85     | 0.03%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                               | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262771.51    | 0.09%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Life360 Inc                                                              | Life360 Inc                                                                     | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |      5350 | NS      | $409756.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                                     | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1393 | NS      | $586425.14    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39727.96     | 0.01%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                          | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1258 | NS      | $377488.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                           | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     17648 | NS      | $9415208.00   | 3.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                          | BAE Systems PLC                                                                 | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $130655.39    | 0.05%             | 2050-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                       | BMO 2023-C4 Mortgage Trust                                                      | CUSIP: 05610CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200042.24    | 0.07%             | 2056-02-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                 | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      2739 | NS      | $185129.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                 | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     25000 | PA      | $29539.87     | 0.01%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                 | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245393.25    | 0.09%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PBF Energy Inc                                                           | PBF Energy Inc                                                                  | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     11786 | NS      | $266363.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                                                 | PVH Corp                                                                        | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      3827 | NS      | $280978.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                      | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      6068 | NS      | $422757.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS TRANSPRTN COMMISSION ST HIGHWAY FUND REVENUE                       | Texas Transportation Commission State Highway Fund                              | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30483.44     | 0.01%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust                                     | Toyota Auto Loan Extended Note Trust 2023-1                                     | CUSIP: 89231WAA1<br>LEI: 5493000KI9FC40RVHF71 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $254198.94    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $40880.52     | 0.01%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $473915.20    | 0.17%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $508751.30    | 0.18%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                 | University of Southern California                                               | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9097.15      | 0.00%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                                      | VICI Properties Inc                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     17200 | NS      | $560720.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                                                      | Virtu Financial Inc                                                             | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     10476 | NS      | $462410.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                                            | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      5400 | NS      | $891378.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR NOTE (CBT)SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        10 | NC      | $790.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding                                           | Credo Technology Group Holding Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2416 | NS      | $269504.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                                    | Spotify Technology SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      2331 | NS      | $1460464.74   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                     | Bank of America Corp                                                            | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14986.35     | 0.01%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                     | Bank of America Corp                                                            | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297987.62    | 0.11%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc                                                         | Pitney Bowes Inc                                                                | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     17484 | NS      | $198618.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                                                | Qorvo Inc                                                                       | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      1875 | NS      | $156750.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                                                     | SL Green Realty Corp                                                            | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      3300 | NS      | $188925.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                   | Santander Drive Auto Receivables Trust 2023-3                                   | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $254296.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                   | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71365.08     | 0.03%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Bank                                                                     | BANK 2024-BNK48                                                                 | CUSIP: 06541GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $293531.61    | 0.10%             | 2057-10-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                   | Boardwalk Pipelines LP                                                          | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113576.61    | 0.04%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                       | BMO 2025-5C11 Mortgage Trust                                                    | CUSIP: 096941AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $303902.19    | 0.11%             | 2058-07-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/T                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     18490 | NS      | $1875810.50   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                   | BP Capital Markets America Inc                                                  | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133805.47    | 0.05%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7321.96      | 0.00%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Atmus Filtration Technologies                                            | Atmus Filtration Technologies Inc                                               | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12831 | NS      | $499254.21    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                                    | Camden Property Trust                                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      3500 | NS      | $382200.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                                                 | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14800.30     | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                              | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     12848 | NS      | $577389.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First National Master Note Trust                                         | First National Master Note Trust                                                | CUSIP: 32113CBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $346524.80    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                                | CH Robinson Worldwide Inc                                                       | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      2734 | NS      | $315284.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                                      | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      1694 | NS      | $262942.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                            | Citigroup Inc                                                                   | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168619.15    | 0.06%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                                          | Citizens Auto Receivables Trust 2024-2                                          | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $302422.64    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                 | Corebridge Financial Inc                                                        | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      7457 | NS      | $265170.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                       | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      4729 | NS      | $3657597.76   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FRUS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    206877 | PA      | $194889.43    | 0.07%             | 2029-10-25      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HKMB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    747822 | PA      | $745604.89    | 0.26%             | 2055-03-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                     | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13303.52     | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                               | Nuveen LLC                                                                      | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69202.86     | 0.02%             | 2028-11-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CO                                                              | Southern Co/The                                                                 | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173122.44    | 0.06%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                   | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A                   | CUSIP: 858928AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250299.93    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Visa Inc                                                                 | Visa Inc                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14194.03     | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9959.86      | 0.00%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 31393BL86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        78 | PA      | $77.82        | 0.00%             | 2033-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31417YW45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14514 | PA      | $14283.34     | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                   | JW Trust 2024-BERY                                                              | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250234.68    | 0.09%             | 2039-11-15      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Jackson Financial Inc                                                    | Jackson Financial Inc                                                           | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     24198 | NS      | $2118776.88   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY OP LLC                                                      | Kimco Realty OP LLC                                                             | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    275000 | PA      | $275654.52    | 0.10%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                  | Marathon Petroleum Corp                                                         | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11656.32     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                   | BP Capital Markets America Inc                                                  | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169778.36    | 0.06%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                             | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     13601 | NS      | $3994613.70   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                              | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $13316.75     | 0.00%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Public Storage                                                           | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       400 | NS      | $108776.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                                       | Steel Dynamics Inc                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       481 | NS      | $61356.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                                             | Allegion PLC                                                                    | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      1571 | NS      | $260660.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS FUNDING BV                                                       | Siemens Funding BV                                                              | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $204897.64    | 0.07%             | 2035-05-28      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                          | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      3427 | NS      | $426764.31    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                                          | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       957 | NS      | $228158.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300563.30    | 0.11%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                    | Camden Property Trust                                                           | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     60000 | PA      | $55752.68     | 0.02%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Celanese Corp                                                            | Celanese Corp                                                                   | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     34581 | NS      | $1806165.63   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimarex Energy Co                                                        | Cimarex Energy Co                                                               | CUSIP: 171798AD3<br>LEI: 11KYOFXPU1C4CQL1CL44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119256.77    | 0.04%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                 | Constellation Brands Inc                                                        | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297480.13    | 0.11%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Tanger Inc                                                               | Tanger Factory Outlet Centers Inc                                               | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      5500 | NS      | $165110.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                                     | Targa Resources Corp                                                            | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327253.73    | 0.12%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                                             | Teleflex Inc                                                                    | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       724 | NS      | $86518.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Auto Lease Trust                                                   | Tesla Auto Lease Trust 2023-A                                                   | CUSIP: 88167PAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250240.00    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Textron Inc                                                              | Textron Inc                                                                     | CUSIP: 883203BW0<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49804.07     | 0.02%             | 2026-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                    | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5225.60      | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                              | Corning Inc                                                                     | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17959.74     | 0.01%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                         | Crown Castle International Corp                                                 | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    150000 | PA      | $148795.92    | 0.05%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                        | DXC Technology Co                                                               | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     14042 | NS      | $191111.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                                | Danone SA                                                                       | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $294246.37    | 0.10%             | 2026-11-02      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                             | Dell Equipment Finance Trust 2023-2                                             | CUSIP: 24703GAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200479.00    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                  | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $172499.45    | 0.06%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                             | DoorDash Inc                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      2781 | NS      | $695945.25    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                                                    | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6159.09      | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                         | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      3127 | NS      | $380368.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                 | Electricite de France SA                                                        | CUSIP: 268317AU8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $299211.22    | 0.11%             | 2028-09-21      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                                 | Elanco Animal Health Inc                                                        | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     51357 | NS      | $702563.76    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                                      | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1105 | NS      | $168501.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                                          | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       711 | NS      | $366172.11    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                                             | United Airlines Holdings Inc                                                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      6303 | NS      | $556617.93    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                      | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215773.21    | 0.08%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                      | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314742.24    | 0.11%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $426883.31    | 0.15%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1875000 | PA      | $1795393.13   | 0.64%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $479427.75    | 0.17%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    295000 | PA      | $296964.38    | 0.11%             | 2028-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $356264.23    | 0.13%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Inflation-Indexed Notes                                           | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280932 | PA      | $284502.36    | 0.10%             | 2029-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                      | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $115824.10    | 0.04%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer Partners LP                                                     | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9859.70      | 0.00%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                              | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       620 | NS      | $486805.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB CORP                                                                 | FNB Corp/PA                                                                     | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216568.82    | 0.08%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $326903.68    | 0.12%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                       | Valero Energy Corp                                                              | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14982.67     | 0.01%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAAA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16744 | PA      | $15914.03     | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FQXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $342607.16    | 0.12%             | 2026-10-25      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                             | Veralto Corp                                                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |     22723 | NS      | $2382052.09   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                   | Verizon Communications Inc                                                      | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84938.93     | 0.03%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                               | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       708 | NS      | $323463.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                 | Virginia Electric and Power Co                                                  | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238708.45    | 0.08%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Vishay Intertechnology Inc                                               | VISHAY INTERTECHNOLOGY INC                                                      | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      7238 | NS      | $118630.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                                     | WEC Energy Group Inc                                                            | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    103000 | PA      | $89639.42     | 0.03%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205036.40    | 0.07%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                         | Welltower OP LLC                                                                | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    275000 | PA      | $274201.57    | 0.10%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                          | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       870 | NS      | $125410.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                                                | ZoomInfo Technologies Inc                                                       | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |     12922 | NS      | $139945.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                                              | Zscaler Inc                                                                     | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      2580 | NS      | $736744.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       165 | NC      | $-87279.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                                   | Arch Capital Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      1671 | NS      | $143806.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd                                                      | Viking Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     20375 | NS      | $1196420.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                                  | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      2537 | NS      | $242156.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                                   | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       806 | NS      | $353092.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                                            | Weatherford International PLC                                                   | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |     10462 | NS      | $591626.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC                                                | Flutter Entertainment PLC                                                       | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |      1178 | NS      | $356062.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HC4Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    226344 | PA      | $225820.47    | 0.08%             | 2054-04-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HDZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    360902 | PA      | $361350.25    | 0.13%             | 2054-08-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3138MGBP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10662 | PA      | $9612.05      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3138WVWX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3494 | PA      | $3429.69      | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 31392VGQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1096 | PA      | $1126.93      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust - High Yield Bond Portfolio                         | FED HIGH YLD BOND PORT                                                          | CUSIP: 000000000<br>LEI: 549300FJ1PZWFDNRP685 | Long             | EC               | RF                | US        |    461775 | NS      | $2627499.95   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140J82W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12058 | PA      | $11324.99     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140J9ZL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9010 | PA      | $8186.47      | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QB4M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8311 | PA      | $7223.25      | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust III - Federated Project and Trade Finance Core Fund | FEDERATED CORE TR III FEDERATED PROJ+TRADE FIN CORE                             | CUSIP: 31415N103<br>LEI: 549300K79QCJYF3J1472 | Long             | EC               | RF                | US        |    869277 | NS      | $7753949.85   | 2.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31417YRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11730 | PA      | $11786.55     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                            | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     22641 | NS      | $250635.87    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                                             | Fortinet Inc                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     26341 | NS      | $2631465.90   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                              | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6505 | PA      | $6188.39      | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors                                                           | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300181.56    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                   | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $112949.66    | 0.04%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                      | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      2941 | NS      | $330244.89    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160491.00    | 0.06%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                        | GreatAmerica Leasing Receivables Funding LLC                                    | CUSIP: 39154GAK2<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $279390.43    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Grindr Inc                                                               | Grindr Inc                                                                      | CUSIP: 39854F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15531 | NS      | $271481.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/T                                           | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1347 | NS      | $167553.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                                              | Heineken NV                                                                     | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    270000 | PA      | $264488.20    | 0.09%             | 2028-01-29      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | Hyundai Capital America                                                         | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228539.50    | 0.08%             | 2032-06-23      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                       | Ingersoll Rand Inc                                                              | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64363.22     | 0.02%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                            | AIA Group Ltd                                                                   | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $306661.79    | 0.11%             | 2040-09-16      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                 | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4746.08      | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp                                                        | Agree Realty Corp                                                               | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3200 | NS      | $229440.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                             | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     24093 | NS      | $4623446.70   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                   | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8307.32      | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Co                                           | Booz Allen Hamilton Holding Corp                                                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      1910 | NS      | $205000.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                   | BP Capital Markets America Inc                                                  | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296482.83    | 0.11%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                   | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255476.84    | 0.09%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $275779.64    | 0.10%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                      | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      4608 | NS      | $1086935.04   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                 | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77462.57     | 0.03%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Cousins Properties Inc                                                   | Cousins Properties Inc                                                          | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      9000 | NS      | $243900.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DLLAD LLC                                                                | Dllad 2024-1 LLC                                                                | CUSIP: 23346MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $309608.93    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                     | Daimler Finance North America LLC                                               | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11856.98     | 0.00%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                             | Dell Equipment Finance Trust 2025-1                                             | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $186122.98    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| EastGroup Properties Inc                                                 | EastGroup Properties Inc                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1650 | NS      | $269346.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                             | Enbridge Inc                                                                    | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $272610.54    | 0.10%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer Operating LP                                                    | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20290.89     | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                                                       | Enphase Energy Inc                                                              | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     12186 | NS      | $394338.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                                                 | Essex Property Trust Inc                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |       950 | NS      | $247171.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                                            | Interactive Brokers Group Inc                                                   | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     12492 | NS      | $818975.52    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                            | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      5893 | NS      | $1089203.19   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                                                                      | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       329 | NS      | $83286.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI EAFE ETF                                                    | iShares MSCI EAFE ETF                                                           | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |    145200 | NS      | $12707904.00  | 4.51%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13191.14     | 0.00%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                        | Johnson & Johnson                                                               | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13418.42     | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                      | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      5628 | NS      | $701361.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN ENER PART                                                  | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22025.12     | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                            | Live Nation Entertainment Inc                                                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       751 | NS      | $110922.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                                     | M&T Bank Corp                                                                   | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99673.43     | 0.04%             | 2036-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                        | Expedia Group Inc                                                               | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14144.82     | 0.01%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194187.11    | 0.07%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 3136BTGP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349929 | PA      | $349299.85    | 0.12%             | 2054-11-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HBC51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $204483.68    | 0.07%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HCY63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153650 | PA      | $153483.94    | 0.05%             | 2054-06-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HDEX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178320 | PA      | $178098.21    | 0.06%             | 2054-06-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                               | MMAF Equipment Finance LLC 2023-A                                               | CUSIP: 55317WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $305602.82    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MSCI Inc                                                                 | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       289 | NS      | $162233.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                              | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15640.35     | 0.01%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                           | Microsoft Corp                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7145.68      | 0.00%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                 | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109730.02    | 0.04%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                              | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       578 | NS      | $670133.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                   | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199635.63    | 0.07%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                  | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      6690 | NS      | $657760.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ORL TRUST                                                                | ORL Trust 2024-GLKS                                                             | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $225000.38    | 0.08%             | 2039-12-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Omnicell Inc                                                             | Omnicell Inc                                                                    | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      5672 | NS      | $175888.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $538382.01    | 0.19%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                     | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196636.41    | 0.07%             | 2065-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HKKW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    375228 | PA      | $374029.42    | 0.13%             | 2055-03-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31402GR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       402 | PA      | $410.75       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust - Federated Mortgage Core Portfolio                 | FEDERATED CORE TR MTG CORE PORTFOLIO                                            | CUSIP: 31409N200<br>LEI: 254900WC9GWJKY8X3D48 | Long             | EC               | RF                | US        |   2535318 | NS      | $20916375.76  | 7.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140X3AJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5594 | PA      | $5076.30      | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31417EWV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30467 | PA      | $28348.33     | 0.01%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                               | FedEx Corp                                                                      | CUSIP: 31428XCM6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17872.33     | 0.01%             | 2035-02-01      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                                               | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105589.88    | 0.04%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Five Below Inc                                                           | Five Below Inc                                                                  | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      9237 | NS      | $1261035.24   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                                      | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      1088 | NS      | $294935.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    175000 | PA      | $154598.31    | 0.05%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306356.71    | 0.11%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                                                    | Huntington Auto Trust 2024-1                                                    | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251627.53    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Knife River Corp                                                         | Knife River Corp                                                                | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4793 | NS      | $395326.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Credit Owner Trust                                                | Kubota Credit Owner Trust 2023-2                                                | CUSIP: 500945AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $304458.21    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                 | Estee Lauder Cos Inc/The                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      9281 | NS      | $866288.54    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                    | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78098.59     | 0.03%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                        | National Grid PLC                                                               | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $128609.46    | 0.05%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                                                 | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42222.81     | 0.01%             | 2050-04-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust                              | Navistar Financial Dealer Note Master Owner Trust II                            | CUSIP: 63938PBU2<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100032.00    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NVIDIA Corp                                                              | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     41126 | NS      | $7315081.62   | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                                        | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     23277 | NS      | $2601204.75   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                                  | UDR Inc                                                                         | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     70000 | PA      | $68836.69     | 0.02%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $88797.15     | 0.03%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1102937.99   | 0.39%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $308944.74    | 0.11%             | 2031-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $173543.07    | 0.06%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                   | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252376.90    | 0.09%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                   | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250859.96    | 0.09%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                               | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      2654 | NS      | $113485.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                                       | Vodafone Group PLC                                                              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $238936.30    | 0.08%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                     | WEC Energy Group Inc                                                            | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172492.57    | 0.06%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Waystar Holding Corp                                                     | Waystar Holding Corp                                                            | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4663 | NS      | $172437.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                 | Western Gas Partners LP                                                         | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9969.72      | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                   | Williams Cos Inc/The                                                            | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249047.87    | 0.09%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                              | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $226540.19    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                              | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $225432.18    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                                  | PPL Capital Funding Inc                                                         | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247076.65    | 0.09%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                                | Palantir Technologies Inc                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      5126 | NS      | $811702.10    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                                                          | Pegasystems Inc                                                                 | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      5556 | NS      | $326192.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In                                           | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      8851 | NS      | $1452006.55   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                             | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      4200 | NS      | $448476.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                 | Prudential Financial Inc                                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     19050 | NS      | $1973199.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                 | Prudential Financial Inc                                                        | CUSIP: 74432QBQ7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53036.76     | 0.02%             | 2040-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                   | Regions Financial Corp                                                          | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170561.90    | 0.06%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                                              | ROBLOX Corp                                                                     | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13489 | NS      | $1858649.31   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                   | Roper Technologies Inc                                                          | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    175000 | PA      | $155115.41    | 0.06%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                         | Ryder System Inc                                                                | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       732 | NS      | $130083.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                                                     | SPX Technologies Inc                                                            | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      6476 | NS      | $1181157.64   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                   | Santander Drive Auto Receivables Trust 2023-1                                   | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301362.39    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                                 | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      2200 | NS      | $360338.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                    | Southern California Gas Co                                                      | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306035.63    | 0.11%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                   | Spirit AeroSystems Inc                                                          | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14769.67     | 0.01%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sprouts Farmers Market Inc                                               | Sprouts Farmers Market Inc                                                      | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      4572 | NS      | $692840.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                                             | Sunstone Hotel Investors Inc                                                    | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |     30000 | NS      | $262500.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                                   | Synovus Financial Corp                                                          | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164592.74    | 0.06%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                           | SYNNEX Corp                                                                     | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      2028 | NS      | $292822.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                                     | Targa Resources Corp                                                            | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      3317 | NS      | $551981.97    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                                     | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65468.24     | 0.02%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                 | Telefonica Emisiones SA                                                         | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $137240.27    | 0.05%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                                             | Teradyne Inc                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     21017 | NS      | $2257856.31   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                                                  | UDR Inc                                                                         | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    200000 | PA      | $166656.41    | 0.06%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                    | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      2765 | NS      | $242628.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    340000 | PA      | $204405.01    | 0.07%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $186625.17    | 0.07%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $632920.50    | 0.22%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1930000 | PA      | $1886804.86   | 0.67%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $100122.93    | 0.04%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $75448.57     | 0.03%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1675000 | PA      | $1687558.15   | 0.60%             | 2029-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1760000 | PA      | $1749033.26   | 0.62%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $900533.52    | 0.32%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1425000 | PA      | $1428185.45   | 0.51%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $946283.70    | 0.34%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $349951.98    | 0.12%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $672478.27    | 0.24%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                     | Verisk Analytics Inc                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      2822 | NS      | $786519.62    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                                 | Visa Inc                                                                        | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69666.51     | 0.02%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                     | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      1277 | NS      | $139295.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                                                     | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       643 | NS      | $147349.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                    | Wells Fargo Commercial Mortgage Trust 2024-5C2                                  | CUSIP: 95003UAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $229701.47    | 0.08%             | 2057-11-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                         | Welltower Inc                                                                   | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    185000 | PA      | $180534.34    | 0.06%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                     | Western Union Co/The                                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     31056 | NS      | $250000.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                                                      | Xerox Holdings Corp                                                             | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     15452 | NS      | $62580.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        45 | NC      | $13860.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US ULTRA BOND CBT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -7 | NC      | $9827.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US LONG BOND(CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $2897.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                                               | Axalta Coating Systems Ltd                                                      | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |      3051 | NS      | $86404.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SharkNinja Inc                                                           | SharkNinja Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3634 | NS      | $421907.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                              | Royal Caribbean Cruises Ltd                                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      1112 | NS      | $353471.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-23

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

**Signature:** Stephen Van Meter

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

**Title:** Chief Compliance Officer