# EDGAR Filing Document

**Accession Number:** 0001111565
**File Stem:** 0001775697-23-000032
**Filing Date:** 2023-1
**Character Count:** 263381
**Document Hash:** 7b3950c842ba46b65faa0851c638291d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000032.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001775697-23-000032

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY MELLON FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001111565
- **IRS NUMBER:** 134121547

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09903
- **FILM NUMBER:** 23560980

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 2129226400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MELLON FUNDS TRUST
- **DATE OF NAME CHANGE:** 20030429

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MPAM FUNDS TRUST
- **DATE OF NAME CHANGE:** 20000410

## Series and Classes Contracts Data

### BNY Mellon Asset Allocation Fund (Series ID: S000000374)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000000965 | Class M Shares  | MPBLX           |
| C000000966 | Investor Shares | MIBLX           |

## Nport-Ex

STATEMENT OF INVESTMENTS<br>BNY Mellon Asset Allocation Fund

November 30, 2022 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) |  | Value ($) |
| **Bonds and Notes - 11.5%**  | **Bonds and Notes - 11.5%**  | **Bonds and Notes - 11.5%**  |  |  |  |
| **Aerospace & Defense - .1%**  | **Aerospace & Defense - .1%**  | **Aerospace & Defense - .1%**  |  |  |  |
| The Boeing Company, Sr. Unscd. Notes | 3.63 | 2/1/2031 | 100000 |  | 88223 |
| The Boeing Company, Sr. Unscd. Notes | 4.88 | 5/1/2025 | 150000 |  | 148695 |
|  |  |  |  | **236918** | **236918** |
| **Airlines - .1%**  | **Airlines - .1%**  | **Airlines - .1%**  |  |  |  |
| American Airlines Pass Through Trust, Ser. 2015-1, Cl. A | 3.38 | 5/1/2027 | 240933 |  | 201259 |
| Delta Air Lines Pass Through Trust, Ser. 2019-1, Cl. AA | 3.20 | 4/25/2024 | 250000 |  | 241209 |
|  |  |  |  | **442468** | **442468** |
| **Automobiles & Components - .0%**  | **Automobiles & Components - .0%**  | **Automobiles & Components - .0%**  |  |  |  |
| General Motors Financial Co., Sr. Unscd. Notes | 3.10 | 1/12/2032 | 150000 | <sup>a</sup>  | **120469** |
| **Banks - .8%**  | **Banks - .8%**  | **Banks - .8%**  |  |  |  |
| Bank of America Corp., Jr. Sub. Notes, Ser. TT | 6.13 | 4/27/2027 | 350000 | <sup>a,b</sup>  | 339500 |
| Barclays PLC, Sr. Unscd. Notes | 7.33 | 11/2/2026 | 325000 |  | 334300 |
| Citigroup Inc., Sub. Notes | 4.45 | 9/29/2027 | 340000 |  | 327683 |
| Credit Suisse Group AG, Sr. Unscd. Notes | 2.59 | 9/11/2025 | 175000 | <sup>c</sup>  | 155119 |
| Deutsche Bank AG, Sr. Unscd. Notes | 2.55 | 1/7/2028 | 365000 |  | 306615 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 4.76 | 6/9/2028 | 175000 |  | 166063 |
| JPMorgan Chase & Co., Jr. Sub. Bonds, Ser. II | 4.00 | 4/1/2025 | 290000 | <sup>a,b</sup>  | 241666 |
| Morgan Stanley, Sr. Unscd. Notes | 1.59 | 5/4/2027 | 390000 |  | 343778 |
| NatWest Group PLC, Sr. Unscd. Notes | 5.08 | 1/27/2030 | 260000 |  | 243642 |
| Nordea Bank Abp, Jr. Sub. Notes | 6.63 | 3/26/2026 | 255000 | <sup>b,c</sup>  | 251931 |
| Societe Generale SA, Sub. Notes | 6.22 | 6/15/2033 | 350000 | <sup>c</sup>  | 326082 |
| The Goldman Sachs Group Inc., Sub. Notes | 6.75 | 10/1/2037 | 395000 |  | 423821 |
|  |  |  |  | **3460200** | **3460200** |
| **Beverage Products - .1%**  | **Beverage Products - .1%**  | **Beverage Products - .1%**  |  |  |  |
| Anheuser-Busch InBev Worldwide Inc., Gtd. Notes | 4.90 | 2/1/2046 | 300000 |  | **281127** |
| **Chemicals - .0%**  | **Chemicals - .0%**  | **Chemicals - .0%**  |  |  |  |
| Celanese US Holdings LLC, Gtd. Notes | 5.90 | 7/5/2024 | 215000 |  | **213761** |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 11.5% (continued)** | **Bonds and Notes - 11.5% (continued)** | **Bonds and Notes - 11.5% (continued)** |  |  |
| **Commercial & Professional Services - .0%**  | **Commercial & Professional Services - .0%**  | **Commercial & Professional Services - .0%**  |  |  |
| The George Washington University, Unscd. Bonds, Ser. 2018 | 4.13 | 9/15/2048 | 135000 | **112995** |
| **Commercial Mortgage Pass-Through Certificates - .1%**  | **Commercial Mortgage Pass-Through Certificates - .1%**  | **Commercial Mortgage Pass-Through Certificates - .1%**  |  |  |
| WFRBS Commercial Mortgage Trust, Ser. 2013-C13, Cl. A4 | 3.00 | 5/15/2045 | 540000 | **534037** |
| **Consumer Discretionary - .1%**  | **Consumer Discretionary - .1%**  | **Consumer Discretionary - .1%**  |  |  |
| WarnerMedia Holdings Inc., Gtd. Notes | 3.76 | 3/15/2027 | 325000<br> <sup>c</sup>  | 296341 |
| WarnerMedia Holdings Inc., Gtd. Notes | 4.28 | 3/15/2032 | 275000<br> <sup>c</sup>  | 233761 |
|  |  |  |  | **530102** |
| **Diversified Financials - .4%**  | **Diversified Financials - .4%**  | **Diversified Financials - .4%**  |  |  |
| AerCap Global Aviation Trust, Gtd. Notes | 1.75 | 1/30/2026 | 150000 | 132397 |
| AerCap Global Aviation Trust, Gtd. Notes | 2.45 | 10/29/2026 | 300000 | 263932 |
| Aircastle Ltd., Sr. Unscd. Notes | 2.85 | 1/26/2028 | 500000<br> <sup>c</sup>  | 407558 |
| Ares Capital Corp., Sr. Unscd. Notes | 2.88 | 6/15/2028 | 275000 | 226074 |
| BlackRock TCP Capital Corp., Sr. Unscd. Notes | 2.85 | 2/9/2026 | 200000 | 180127 |
| Blackstone Secured Lending Fund, Sr. Unscd. Notes | 2.85 | 9/30/2028 | 310000 | 246353 |
| Blue Owl Finance LLC, Gtd. Notes | 4.13 | 10/7/2051 | 350000<br> <sup>c</sup>  | 210777 |
|  |  |  |  | **1667218** |
| **Electronic Components - .1%**  | **Electronic Components - .1%**  | **Electronic Components - .1%**  |  |  |
| Jabil Inc., Sr. Unscd. Notes | 3.60 | 1/15/2030 | 275000<br> <sup>a</sup>  | **244750** |
| **Energy - .3%**  | **Energy - .3%**  | **Energy - .3%**  |  |  |
| Boardwalk Pipelines LP, Gtd. Notes | 3.60 | 9/1/2032 | 175000 | 146932 |
| BP Capital Markets America Inc., Gtd. Notes | 2.72 | 1/12/2032 | 295000 | 250214 |
| Diamondback Energy Inc., Gtd. Notes | 3.13 | 3/24/2031 | 200000<br> <sup>a</sup>  | 168493 |
| Diamondback Energy Inc., Gtd. Notes | 3.50 | 12/1/2029 | 100000 | 89108 |
| Marathon Petroleum Corp., Sr. Unscd. Notes | 3.80 | 4/1/2028 | 175000 | 162711 |
| Sabine Pass Liquefaction LLC, Sr. Scd. Notes | 4.50 | 5/15/2030 | 200000 | 189177 |
| TransCanada PipeLines Ltd., Sr. Unscd. Notes | 2.50 | 10/12/2031 | 225000 | 182470 |
|  |  |  |  | **1189105** |
| **Food Products - .1%**  | **Food Products - .1%**  | **Food Products - .1%**  |  |  |
| The Kroger Company, Sr. Unscd. Notes | 1.70 | 1/15/2031 | 300000<br> <sup>a</sup>  | **233303** |
| **Health Care - .2%**  | **Health Care - .2%**  | **Health Care - .2%**  |  |  |
| AbbVie Inc., Sr. Unscd. Notes | 3.20 | 11/21/2029 | 285000 | 260478 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) |  | Value ($) |
| **Bonds and Notes - 11.5% (continued)** | **Bonds and Notes - 11.5% (continued)** | **Bonds and Notes - 11.5% (continued)** |  |  |  |
| **Health Care - .2% (continued)** | **Health Care - .2% (continued)** | **Health Care - .2% (continued)** |  |  |  |
| Amgen Inc., Sr. Unscd. Notes | 5.65 | 6/15/2042 | 230000 |  | 233623 |
| Astrazeneca Finance LLC, Gtd. Notes | 1.20 | 5/28/2026 | 225000 |  | 201054 |
| CVS Health Corp., Sr. Unscd. Notes | 4.78 | 3/25/2038 | 360000 |  | 333188 |
|  |  |  |  | **1028343** | **1028343** |
| **Information Technology - .0%**  | **Information Technology - .0%**  | **Information Technology - .0%**  |  |  |  |
| Oracle Corp., Sr. Unscd. Notes | 3.90 | 5/15/2035 | 275000 |  | **230167** |
| **Insurance - .1%**  | **Insurance - .1%**  | **Insurance - .1%**  |  |  |  |
| MetLife Inc., Jr. Sub. Notes, Ser. G | 3.85 | 9/15/2025 | 100000 | <sup>a,b</sup>  | 91063 |
| Prudential Financial Inc., Sr. Unscd. Notes | 4.35 | 2/25/2050 | 275000 |  | 236854 |
|  |  |  |  | **327917** | **327917** |
| **Internet Software & Services - .2%**  | **Internet Software & Services - .2%**  | **Internet Software & Services - .2%**  |  |  |  |
| Amazon.com Inc., Sr. Unscd. Notes | 1.65 | 5/12/2028 | 350000 |  | 304541 |
| eBay Inc., Sr. Unscd. Notes | 1.90 | 3/11/2025 | 300000 |  | 281721 |
| Meta Platforms Inc., Sr. Unscd. Notes | 4.45 | 8/15/2052 | 225000 | <sup>c</sup>  | 185219 |
|  |  |  |  | **771481** | **771481** |
| **Media - .0%**  | **Media - .0%**  | **Media - .0%**  |  |  |  |
| Comcast Corp., Gtd. Notes | 5.35 | 11/15/2027 | 215000 |  | **221643** |
| **Metals & Mining - .1%**  | **Metals & Mining - .1%**  | **Metals & Mining - .1%**  |  |  |  |
| Glencore Funding LLC, Gtd. Notes | 2.63 | 9/23/2031 | 225000 | <sup>c</sup>  | 179322 |
| Nucor Corp., Sr. Unscd. Notes | 4.30 | 5/23/2027 | 125000 |  | 122220 |
|  |  |  |  | **301542** | **301542** |
| **Municipal Securities - .3%**  | **Municipal Securities - .3%**  | **Municipal Securities - .3%**  |  |  |  |
| Massachusetts, GO (Build America Bonds) | 4.91 | 5/1/2029 | 325000 |  | 325563 |
| New Jersey Transportation Trust Fund Authority, Revenue Bonds, Refunding | 4.13 | 6/15/2042 | 310000 |  | 250812 |
| New Jersey Turnpike Authority, Revenue Bonds, Refunding, Ser. B | 1.48 | 1/1/2028 | 200000 |  | 170911 |
| New York City, GO, Refunding, Ser. D | 1.92 | 8/1/2031 | 175000 |  | 138346 |
| Port Authority of New York & New Jersey, Revenue Bonds, Ser. AAA | 1.09 | 7/1/2023 | 255000 |  | 249353 |
|  |  |  |  | **1134985** | **1134985** |
| **Real Estate - .3%**  | **Real Estate - .3%**  | **Real Estate - .3%**  |  |  |  |
| Alexandria Real Estate Equities Inc., Gtd. Notes | 2.95 | 3/15/2034 | 225000 |  | 182827 |
| American Homes 4 Rent LP, Sr. Unscd. Notes | 4.90 | 2/15/2029 | 275000 |  | 262128 |
| Goodman US Finance Five LLC, Gtd. Notes | 4.63 | 5/4/2032 | 125000 | <sup>c</sup>  | 115100 |
| Hudson Pacific Properties LP, Gtd. Notes | 3.25 | 1/15/2030 | 165000 |  | 129383 |
| Kimco Realty Corp., Sr. Unscd. Notes | 3.20 | 4/1/2032 | 200000 |  | 167636 |
| Prologis LP, Sr. Unscd. Notes | 2.25 | 1/15/2032 | 175000 |  | 140367 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 11.5% (continued)** | **Bonds and Notes - 11.5% (continued)** | **Bonds and Notes - 11.5% (continued)** |  |  |
| **Real Estate - .3% (continued)** | **Real Estate - .3% (continued)** | **Real Estate - .3% (continued)** |  |  |
| Prologis LP, Sr. Unscd. Notes | 4.63 | 1/15/2033 | 100000 | 97910 |
| Simon Property Group LP, Sr. Unscd. Notes | 2.65 | 2/1/2032 | 200000 | 160670 |
|  |  |  |  | **1256021** |
| **Retailing - .1%**  | **Retailing - .1%**  | **Retailing - .1%**  |  |  |
| McDonald's Corp., Sr. Unscd. Notes | 4.60 | 9/9/2032 | 200000 | 199043 |
| The Home Depot Inc., Sr. Unscd. Notes | 1.38 | 3/15/2031 | 280000 | 219915 |
|  |  |  |  | **418958** |
| **Semiconductors & Semiconductor Equipment - .2%**  | **Semiconductors & Semiconductor Equipment - .2%**  | **Semiconductors & Semiconductor Equipment - .2%**  |  |  |
| Broadcom Inc., Gtd. Notes | 2.45 | 2/15/2031 | 175000<br> <sup>c</sup>  | 138256 |
| Broadcom Inc., Sr. Unscd. Notes | 3.19 | 11/15/2036 | 300000<br> <sup>c</sup>  | 218812 |
| KLA Corp., Sr. Unscd. Notes | 4.10 | 3/15/2029 | 225000 | 219395 |
| Microchip Technology Inc., Sr. Unscd. Notes | 0.97 | 2/15/2024 | 125000 | 118304 |
| Microchip Technology Inc., Sr. Unscd. Notes | 0.98 | 9/1/2024 | 100000 | 92510 |
| NXP BV, Gtd. Notes | 5.35 | 3/1/2026 | 100000 | 99617 |
|  |  |  |  | **886894** |
| **Technology Hardware & Equipment - .0%**  | **Technology Hardware & Equipment - .0%**  | **Technology Hardware & Equipment - .0%**  |  |  |
| Dell International LLC, Gtd. Notes | 3.38 | 12/15/2041 | 200000<br> <sup>c</sup>  | **138083** |
| **Telecommunication Services - .1%**  | **Telecommunication Services - .1%**  | **Telecommunication Services - .1%**  |  |  |
| AT&T Inc., Sr. Unscd. Notes | 4.55 | 3/9/2049 | 345000 | 291420 |
| T-Mobile USA Inc., Sr. Unscd. Notes | 3.00 | 2/15/2041 | 325000 | 236749 |
| Verizon Communications Inc., Sr. Unscd. Notes | 3.40 | 3/22/2041 | 140000 | 107637 |
|  |  |  |  | **635806** |
| **Transportation - .1%**  | **Transportation - .1%**  | **Transportation - .1%**  |  |  |
| J.B. Hunt Transport Services Inc., Gtd. Notes | 3.88 | 3/1/2026 | 250000 | **243210** |
| **U.S. Government Agencies Collateralized Municipal-Backed Securities - .0%**  | **U.S. Government Agencies Collateralized Municipal-Backed Securities - .0%**  | **U.S. Government Agencies Collateralized Municipal-Backed Securities - .0%**  |  |  |
| Government National Mortgage Association, Ser. 2012-135, Cl. AE | 1.83 | 12/16/2052 | 261644 | **226890** |
| **U.S. Government Agencies Mortgage-Backed - 2.9%**  | **U.S. Government Agencies Mortgage-Backed - 2.9%**  | **U.S. Government Agencies Mortgage-Backed - 2.9%**  |  |  |
| Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 10/1/2050 |  |  | 277392 <br> <sup>d</sup>  | 209101 |
| &nbsp;&nbsp;&nbsp;2.00%, 8/1/2041-5/1/2051 |  |  | 883309 <br> <sup>d</sup>  | 727070 |
| &nbsp;&nbsp;&nbsp;2.50%, 3/1/2042 |  |  | 393906 <br> <sup>d</sup>  | 347496 |
| &nbsp;&nbsp;&nbsp;3.00%, 1/1/2052 |  |  | 700222 <br> <sup>d</sup>  | 621410 |
| &nbsp;&nbsp;&nbsp;3.50%, 1/1/2052 |  |  | 620310 <br> <sup>d</sup>  | 568844 |
| &nbsp;&nbsp;&nbsp;4.00%, 1/1/2052 |  |  | 444091 <br> <sup>d</sup>  | 421005 |
| &nbsp;&nbsp;&nbsp;5.00%, 8/1/2049-11/1/2052 |  |  | 420806 <br> <sup>d</sup>  | 421124 |
| Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 1/1/2042 |  |  | 269143 <br> <sup>d</sup>  | 220358 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 11.5% (continued)** | **Bonds and Notes - 11.5% (continued)** | **Bonds and Notes - 11.5% (continued)** |  |  |
| **U.S. Government Agencies Mortgage-Backed - 2.9% (continued)** | **U.S. Government Agencies Mortgage-Backed - 2.9% (continued)** | **U.S. Government Agencies Mortgage-Backed - 2.9% (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 11/1/2046-1/1/2052 |  |  | 1795156 <br> <sup>d</sup>  | 1486717 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/1/2036-11/1/2051 |  |  | 2281242 <br> <sup>d</sup>  | 2005427 |
| &nbsp;&nbsp;&nbsp;3.00%, 1/1/2035-2/1/2052 |  |  | 759318 <br> <sup>d</sup>  | 699563 |
| &nbsp;&nbsp;&nbsp;3.50%, 3/1/2052 |  |  | 603624 <br> <sup>d</sup>  | 554089 |
| &nbsp;&nbsp;&nbsp;4.00%, 4/1/2052-6/1/2052 |  |  | 1075486 <br> <sup>d</sup>  | 1018785 |
| &nbsp;&nbsp;&nbsp;4.50%, 3/1/2050-6/1/2052 |  |  | 784467 <br> <sup>d</sup>  | 765877 |
| &nbsp;&nbsp;&nbsp;5.00%, 6/1/2052 |  |  | 244299 <br> <sup>d</sup>  | 243548 |
| Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 8/20/2051-9/20/2051 |  |  | 420605  | 343770 |
| &nbsp;&nbsp;&nbsp;2.50%, 5/20/2051 |  |  | 533269  | 460949 |
| &nbsp;&nbsp;&nbsp;3.00%, 6/20/2050-11/20/2051 |  |  | 684946  | 621194 |
| &nbsp;&nbsp;&nbsp;3.50%, 1/20/2052 |  |  | 274265  | 256193 |
| &nbsp;&nbsp;&nbsp;4.00%, 2/20/2051-5/20/2051 |  |  | 308676  | 290528 |
| &nbsp;&nbsp;&nbsp;4.50%, 7/20/2052 |  |  | 425484  | 417380 |
|  |  |  |  | **12700428** |
| **U.S. Treasury Securities - 4.7%**  | **U.S. Treasury Securities - 4.7%**  | **U.S. Treasury Securities - 4.7%**  |  |  |
| U.S. Treasury Bonds | 1.88 | 11/15/2051 | 705000 | 463840 |
| U.S. Treasury Bonds | 1.88 | 2/15/2041 | 740000 | 535214 |
| U.S. Treasury Bonds | 2.25 | 2/15/2052 | 150000 | 108369 |
| U.S. Treasury Bonds | 3.00 | 8/15/2052 | 700000<br> <sup>a</sup>  | 599594 |
| U.S. Treasury Bonds | 3.25 | 5/15/2042 | 665000 | 597617 |
| U.S. Treasury Floating Rate Notes, 3 Month U.S. T-BILL -0.08% | 4.26 | 4/30/2024 | 980000<br> <sup>e</sup>  | 978348 |
| U.S. Treasury Inflation Indexed Notes, US CPI Urban Consumers Not Seasonally Adjusted | 0.38 | 1/15/2027 | 344042<br> <sup>f</sup>  | 328276 |
| U.S. Treasury Inflation Indexed Notes, US CPI Urban Consumers Not Seasonally Adjusted | 0.38 | 7/15/2025 | 707154<br> <sup>f</sup>  | 683142 |
| U.S. Treasury Inflation Indexed Notes, US CPI Urban Consumers Not Seasonally Adjusted | 0.50 | 1/15/2028 | 643755<br> <sup>f</sup>  | 614147 |
| U.S. Treasury Notes | 0.13 | 12/15/2023 | 180000<br> <sup>a</sup>  | 171620 |
| U.S. Treasury Notes | 0.13 | 7/31/2023 | 195000 | 189133 |
| U.S. Treasury Notes | 0.13 | 5/31/2023 | 600000 | 586842 |
| U.S. Treasury Notes | 0.25 | 9/30/2023 | 880000 | 847928 |
| U.S. Treasury Notes | 0.25 | 6/15/2024 | 250000 | 234102 |
| U.S. Treasury Notes | 0.50 | 8/31/2027 | 515000<br> <sup>a</sup>  | 440566 |
| U.S. Treasury Notes | 0.63 | 5/15/2030 | 375000 | 301494 |
| U.S. Treasury Notes | 0.63 | 7/31/2026 | 70000 | 62029 |
| U.S. Treasury Notes | 0.75 | 12/31/2023 | 325000 | 311530 |
| U.S. Treasury Notes | 0.75 | 4/30/2026 | 100000 | 89645 |
| U.S. Treasury Notes | 0.88 | 1/31/2024 | 870000 | 833025 |
| U.S. Treasury Notes | 1.13 | 2/15/2031 | 145000 | 120135 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 11.5% (continued)** | **Bonds and Notes - 11.5% (continued)** | **Bonds and Notes - 11.5% (continued)** |  |  |
| **U.S. Treasury Securities - 4.7% (continued)** | **U.S. Treasury Securities - 4.7% (continued)** | **U.S. Treasury Securities - 4.7% (continued)** |  |  |
| U.S. Treasury Notes | 1.25 | 11/30/2026 | 370000 | 333528 |
| U.S. Treasury Notes | 1.38 | 11/15/2031 | 940000 | 777740 |
| U.S. Treasury Notes | 1.50 | 2/15/2030 | 150000 | 129627 |
| U.S. Treasury Notes | 1.63 | 4/30/2023 | 215000<br> <sup>a</sup>  | 212359 |
| U.S. Treasury Notes | 1.63 | 8/15/2029 | 865000 | 759747 |
| U.S. Treasury Notes | 1.75 | 12/31/2026 | 55000 | 50552 |
| U.S. Treasury Notes | 1.88 | 2/15/2032 | 150000 | 129199 |
| U.S. Treasury Notes | 2.00 | 11/15/2026 | 395000<br> <sup>a</sup>  | 366933 |
| U.S. Treasury Notes | 2.25 | 11/15/2027 | 10000 | 9283 |
| U.S. Treasury Notes | 2.38 | 5/15/2027 | 1280000 | 1201250 |
| U.S. Treasury Notes | 2.50 | 5/31/2024 | 815000 | 790566 |
| U.S. Treasury Notes | 2.50 | 1/31/2024 | 210000 | 204939 |
| U.S. Treasury Notes | 2.50 | 3/31/2027 | 980000 | 925641 |
| U.S. Treasury Notes | 2.63 | 7/31/2029 | 865000 | 807153 |
| U.S. Treasury Notes | 2.63 | 1/31/2026 | 165000<br> <sup>a</sup>  | 158078 |
| U.S. Treasury Notes | 2.75 | 7/31/2027 | 145000 | 138180 |
| U.S. Treasury Notes | 2.75 | 8/15/2032 | 530000<br> <sup>a</sup>  | 490995 |
| U.S. Treasury Notes | 2.88 | 4/30/2029 | 1100000 | 1042594 |
| U.S. Treasury Notes | 2.88 | 5/15/2032 | 1590000 | 1490625 |
| U.S. Treasury Notes | 3.00 | 7/31/2024 | 200000<br> <sup>a</sup>  | 195293 |
| U.S. Treasury Notes | 3.13 | 8/31/2029 | 185000 | 177983 |
| U.S. Treasury Notes | 3.13 | 8/31/2027 | 25000 | 24239 |
| U.S. Treasury Notes | 3.25 | 6/30/2029 | 940000 | 910919 |
|  |  |  |  | **20424019** |
| **Total Bonds and Notes**<br> (cost $55,685,745) | **Total Bonds and Notes**<br> (cost $55,685,745) | **Total Bonds and Notes**<br> (cost $55,685,745) | **50212840** | **50212840** |
| Description |  |  | Shares | Value ($) |
| **Common Stocks - 36.6%** | **Common Stocks - 36.6%** | **Common Stocks - 36.6%** |  |  |
| **Advertising - .1%**  | **Advertising - .1%**  | **Advertising - .1%**  |  |  |
| Omnicom Group Inc. |  |  | 2085 | 166300 |
| The Interpublic Group of Companies |  |  | 4490 | 154276 |
|  |  |  |  | **320576** |
| **Aerospace & Defense - .6%**  | **Aerospace & Defense - .6%**  | **Aerospace & Defense - .6%**  |  |  |
| Howmet Aerospace Inc. |  |  | 2805 | 105664 |
| L3Harris Technologies Inc. |  |  | 1184 | 268863 |
| Lockheed Martin Corp. |  |  | 1379 | 669077 |
| Northrop Grumman Corp. |  |  | 687 | 366370 |
| Raytheon Technologies Corp. |  |  | 5029 | 496463 |
| The Boeing Company |  |  | 2943<br> <sup>g</sup>  | 526444 |
| TransDigm Group Inc. |  |  | 301<br> <sup>g</sup>  | 189179 |
|  |  |  |  | **2622060** |
| **Agriculture - .3%**  | **Agriculture - .3%**  | **Agriculture - .3%**  |  |  |
| Altria Group Inc. |  |  | 7361 | 342875 |

---

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 36.6% (continued)** |  |  |
| **Agriculture - .3% (continued)** |  |  |
| Archer-Daniels-Midland Co. | 2550 | 248625 |
| Philip Morris International Inc. | 6760 | 673769 |
|  |  | **1265269** |
| **Airlines - .1%**  |  |  |
| Delta Air Lines Inc. | 7200<br> <sup>g</sup>  | 254664 |
| Southwest Airlines Co. | 3990<br> <sup>g</sup>  | 159241 |
|  |  | **413905** |
| **Automobiles & Components - .7%**  |  |  |
| BorgWarner Inc. | 4815 | 204686 |
| Ford Motor Co. | 21775 | 302672 |
| General Motors Co. | 7205 | 292235 |
| Tesla Inc. | 11667<br> <sup>g</sup>  | 2271565 |
|  |  | **3071158** |
| **Banks - 1.5%**  |  |  |
| Bank of America Corp. | 34993 | 1324485 |
| Citigroup Inc. | 7121 | 344728 |
| Citizens Financial Group Inc. | 4435 | 187955 |
| Comerica Inc. | 2895 | 207687 |
| Huntington Bancshares Inc. | 9900 | 153252 |
| JPMorgan Chase & Co. | 13848 | 1913517 |
| M&T Bank Corp. | 1317 | 223916 |
| Regions Financial Corp. | 11540 | 267843 |
| The PNC Financial Services Group Inc. | 2230 | 375220 |
| Truist Financial Corp. | 6253 | 292703 |
| U.S. Bancorp | 8125 | 368794 |
| Wells Fargo & Co. | 16684 | 799998 |
| Zions Bancorp NA | 2290 | 118668 |
|  |  | **6578766** |
| **Beverage Products - .8%**  |  |  |
| Constellation Brands Inc., Cl. A | 831 | 213858 |
| CVS Health Corp. | 6160 | 627581 |
| Molson Coors Beverage Co., Cl. B | 1840 | 101402 |
| Monster Beverage Corp. | 3998<br> <sup>g</sup>  | 411234 |
| PepsiCo Inc. | 6527 | 1210824 |
| The Coca-Cola Company | 18163 | 1155348 |
|  |  | **3720247** |
| **Building Materials - ..1%**  |  |  |
| Carrier Global Corp. | 4445 | 197002 |
| Johnson Controls International PLC | 4137 | 274862 |
|  |  | **471864** |
| **Chemicals - .7%**  |  |  |
| Air Products & Chemicals Inc. | 1092 | 338695 |
| Albemarle Corp. | 805 | 223782 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 36.6% (continued)** |  |  |
| **Chemicals - .7% (continued)** |  |  |
| Celanese Corp. | 911 | 97750 |
| CF Industries Holdings Inc. | 831 | 89906 |
| Dow Inc. | 4485 | 228600 |
| DuPont de Nemours Inc. | 3360 | 236914 |
| Eastman Chemical Co. | 1785 | 154617 |
| Ecolab Inc. | 1275 | 191033 |
| FMC Corp. | 695 | 90795 |
| Linde PLC | 1998 | 672287 |
| LyondellBasell Industries NV, Cl. A | 1650 | 140267 |
| PPG Industries Inc. | 1119 | 151311 |
| The Sherwin-Williams Company | 1174 | 292537 |
| Vulcan Materials Co. | 655 | 120081 |
|  |  | **3028575** |
| **Commercial & Professional Services - .4%**  |  |  |
| Automatic Data Processing Inc. | 2154 | 568958 |
| Cintas Corp. | 543 | 250747 |
| Equifax Inc. | 996 | 196581 |
| S&P Global Inc. | 2142 | 755698 |
|  |  | **1771984** |
| **Consumer Discretionary - .5%**  |  |  |
| Chipotle Mexican Grill Inc. | 156<br> <sup>g</sup>  | 253806 |
| D.R. Horton Inc. | 2655 | 228330 |
| Darden Restaurants Inc. | 1037 | 152429 |
| Hilton Worldwide Holdings Inc. | 1112 | 158593 |
| Lennar Corp., Cl. A | 2230 | 195861 |
| Marriott International Inc., Cl. A | 1377 | 227687 |
| MGM Resorts International | 3600 | 132696 |
| Starbucks Corp. | 5817 | 594497 |
| Whirlpool Corp. | 745 | 109165 |
| Yum! Brands Inc. | 1381 | 177679 |
|  |  | **2230743** |
| **Consumer Durables & Apparel - .2%**  |  |  |
| NIKE Inc., Cl. B | 6011 | 659347 |
| Tapestry Inc. | 4150 | 156746 |
|  |  | **816093** |
| **Consumer Staples - .6%**  |  |  |
| Church & Dwight Co. | 1695 | 138770 |
| Colgate-Palmolive Co. | 4990 | 386625 |
| The Estee Lauder Companies, Cl. A | 1249 | 294502 |
| The Procter & Gamble Company | 11189 | 1668951 |
|  |  | **2488848** |
| **Diversified Financials - 1.9%**  |  |  |
| American Express Co. | 4317 | 680316 |
| BlackRock Inc. | 795 | 569220 |

---

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 36.6% (continued)** |  |  |
| **Diversified Financials - 1.9% (continued)** |  |  |
| Capital One Financial Corp. | 2155 | 222482 |
| CME Group Inc. | 1703 | 300579 |
| Discover Financial Services | 1739 | 188438 |
| Intercontinental Exchange Inc. | 2798 | 303051 |
| Invesco Ltd. | 8985 | 171703 |
| Mastercard Inc., Cl. A | 4045 | 1441638 |
| Moody's Corp. | 879 | 262179 |
| Morgan Stanley | 6710 | 624500 |
| Northern Trust Corp. | 1381 | 128585 |
| State Street Corp. | 2205 | 175672 |
| T. Rowe Price Group Inc. | 1510 | 188614 |
| The Charles Schwab Corp. | 6960 | 574478 |
| The Goldman Sachs Group Inc. | 1639 | 632900 |
| Visa Inc., Cl. A | 7833 | 1699761 |
|  |  | **8164116** |
| **Electronic Components - .7%**  |  |  |
| AMETEK Inc. | 1235 | 175889 |
| Amphenol Corp., Cl. A | 2746 | 220861 |
| Emerson Electric Co. | 2850 | 272944 |
| Fastenal Co. | 3550 | 182861 |
| Fortive Corp. | 2040 | 137802 |
| Garmin Ltd. | 1168 | 108612 |
| Honeywell International Inc. | 3785 | 830997 |
| PACCAR Inc. | 2645 | 280132 |
| Quanta Services Inc. | 2165 | 324490 |
| TE Connectivity Ltd. | 1739 | 219323 |
| United Rentals Inc. | 611<br> <sup>g</sup>  | 215701 |
|  |  | **2969612** |
| **Energy - 1.9%**  |  |  |
| Baker Hughes Co. | 4640 | 134653 |
| Chevron Corp. | 7382 | 1353194 |
| ConocoPhillips | 7062 | 872228 |
| Coterra Energy Inc. | 7250 | 202348 |
| Devon Energy Corp. | 1470 | 100724 |
| Diamondback Energy Inc. | 1550 | 229431 |
| Enphase Energy Inc. | 708<br> <sup>g</sup>  | 226978 |
| EOG Resources Inc. | 4635 | 657846 |
| Exxon Mobil Corp. | 18946 | 2109448 |
| Halliburton Co. | 4010 | 151939 |
| Hess Corp. | 1685 | 242488 |
| Kinder Morgan Inc. | 10812 | 206725 |
| Marathon Oil Corp. | 11755 | 360056 |
| Marathon Petroleum Corp. | 1585 | 193069 |
| Occidental Petroleum Corp. | 3475 | 241478 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 36.6% (continued)** |  |  |
| **Energy - 1.9% (continued)** |  |  |
| ONEOK Inc. | 2140 | 143209 |
| Phillips 66 | 1481 | 160600 |
| Pioneer Natural Resources Co. | 471 | 111151 |
| Schlumberger Ltd. | 7885 | 406472 |
| SolarEdge Technologies Inc. | 299<br> <sup>g</sup>  | 89359 |
| The Williams Companies | 5470 | 189809 |
| Valero Energy Corp. | 1086 | 145111 |
|  |  | **8528316** |
| **Environmental Control - .1%**  |  |  |
| Waste Management Inc. | 1810 | **303573** |
| **Food & Staples Retailing - .6%**  |  |  |
| Costco Wholesale Corp. | 1961 | 1057469 |
| Sysco Corp. | 2195 | 189889 |
| The Kroger Company | 3510 | 172657 |
| Walmart Inc. | 7242 | 1103826 |
|  |  | **2523841** |
| **Food Products - .4%**  |  |  |
| General Mills Inc. | 3390 | 289167 |
| Lamb Weston Holdings Inc. | 1970 | 171193 |
| Mondelez International Inc., Cl. A | 7390 | 499638 |
| The Hershey Company | 709 | 166736 |
| The J.M. Smucker Company | 978 | 150622 |
| The Kraft Heinz Company | 5680 | 223508 |
| Tyson Foods Inc., Cl. A | 1210 | 80199 |
|  |  | **1581063** |
| **Forest Products & Paper - .0%**  |  |  |
| International Paper Co. | 2340 | **86861** |
| **Health Care - 5.5%**  |  |  |
| Abbott Laboratories | 8524 | 917012 |
| AbbVie Inc. | 7999 | 1289279 |
| ABIOMED Inc. | 390<br> <sup>g</sup>  | 147338 |
| Agilent Technologies Inc. | 3667 | 568312 |
| Align Technology Inc. | 466<br> <sup>g</sup>  | 91644 |
| Amgen Inc. | 3439 | 984930 |
| Becton Dickinson and Co. | 1445 | 360296 |
| Biogen Inc. | 823<br> <sup>g</sup>  | 251155 |
| Boston Scientific Corp. | 7585<br> <sup>g</sup>  | 343373 |
| Bristol-Myers Squibb Co. | 9933 | 797421 |
| Cardinal Health Inc. | 2875 | 230489 |
| Centene Corp. | 2930<br> <sup>g</sup>  | 255056 |
| Cigna Corp. | 1589 | 522606 |
| Corteva Inc. | 2538 | 170452 |
| Danaher Corp. | 3675 | 1004782 |
| Edwards Lifesciences Corp. | 3306<br> <sup>g</sup>  | 255388 |

---

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 36.6% (continued)** |  |  |
| **Health Care - 5.5% (continued)** |  |  |
| Elevance Health Inc. | 1120 | 596870 |
| Eli Lilly & Co. | 3589 | 1331806 |
| Gilead Sciences Inc. | 5815 | 510731 |
| HCA Healthcare Inc. | 1394 | 334867 |
| Hologic Inc. | 1310<br> <sup>g</sup>  | 99770 |
| Humana Inc. | 680 | 373932 |
| IDEXX Laboratories Inc. | 678<br> <sup>g</sup>  | 288740 |
| Illumina Inc. | 688<br> <sup>g</sup>  | 150039 |
| Intuitive Surgical Inc. | 1908<br> <sup>g</sup>  | 515904 |
| IQVIA Holdings Inc. | 1197<br> <sup>g</sup>  | 260970 |
| Johnson & Johnson | 12466 | 2218948 |
| Laboratory Corp. of America Holdings | 630 | 151641 |
| McKesson Corp. | 524 | 200000 |
| Medtronic PLC | 5068 | 400575 |
| Merck & Co. | 11745 | 1293359 |
| Moderna Inc. | 1662<br> <sup>g</sup>  | 292362 |
| Pfizer Inc. | 27871 | 1397173 |
| Quest Diagnostics Inc. | 882 | 133914 |
| Regeneron Pharmaceuticals Inc. | 475<br> <sup>g</sup>  | 357057 |
| ResMed Inc. | 838 | 192908 |
| Steris PLC | 560 | 104014 |
| Stryker Corp. | 1746 | 408372 |
| The Cooper Companies | 379<br> <sup>g</sup>  | 119897 |
| Thermo Fisher Scientific Inc. | 2119 | 1187106 |
| UnitedHealth Group Inc. | 4377 | 2397546 |
| Vertex Pharmaceuticals Inc. | 1049<br> <sup>g</sup>  | 331904 |
| Zoetis Inc. | 2677 | 412633 |
|  |  | **24252571** |
| **Household & Personal Products - .1%**  |  |  |
| Kimberly-Clark Corp. | 2227 | 302048 |
| The Clorox Company | 873 | 129771 |
|  |  | **431819** |
| **Industrial - 1.0%**  |  |  |
| Caterpillar Inc. | 1778 | 420337 |
| Copart Inc. | 3488<br> <sup>g</sup>  | 232161 |
| Deere & Co. | 1345 | 593145 |
| Dover Corp. | 1264 | 179425 |
| Eaton Corp. PLC | 1820 | 297479 |
| General Electric Co. | 5801 | 498712 |
| Huntington Ingalls Industries Inc. | 459 | 106470 |
| Illinois Tool Works Inc. | 1324 | 301170 |
| Ingersoll Rand Inc. | 2380 | 128449 |
| Otis Worldwide Corp. | 2109 | 164692 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 36.6% (continued)** |  |  |
| **Industrial - 1.0% (continued)** |  |  |
| Parker-Hannifin Corp. | 661 | 197599 |
| Rockwell Automation Inc. | 700 | 184954 |
| Snap-on Inc. | 691 | 166255 |
| Stanley Black & Decker Inc. | 1265 | 103376 |
| Teledyne Technologies Inc. | 290<br> <sup>g</sup>  | 121829 |
| Textron Inc. | 1495 | 106713 |
| Trane Technologies PLC | 1630 | 290825 |
| Westinghouse Air Brake Technologies Corp. | 990 | 100079 |
|  |  | **4193670** |
| **Information Technology - 3.6%**  |  |  |
| Activision Blizzard Inc. | 4030<br> <sup>g</sup>  | 298018 |
| Adobe Inc. | 2257<br> <sup>g</sup>  | 778507 |
| Autodesk Inc. | 1267<br> <sup>g</sup>  | 255871 |
| Cadence Design Systems Inc. | 3250<br> <sup>g</sup>  | 559130 |
| Cognizant Technology Solutions Corp., Cl. A | 2265 | 140906 |
| eBay Inc. | 3827 | 173899 |
| Electronic Arts Inc. | 1472 | 192508 |
| Fiserv Inc. | 3262<br> <sup>g</sup>  | 340422 |
| Global Payments Inc. | 1523 | 158057 |
| International Business Machines Corp. | 2912 | 433597 |
| Intuit Inc. | 1412 | 575517 |
| Microsoft Corp. | 34845 | 8890353 |
| MSCI Inc. | 512 | 260009 |
| Oracle Corp. | 7313 | 607198 |
| Paychex Inc. | 1884 | 233673 |
| PayPal Holdings Inc. | 5796<br> <sup>g</sup>  | 454464 |
| Roper Technologies Inc. | 529 | 232173 |
| Salesforce Inc. | 3625<br> <sup>g</sup>  | 580906 |
| ServiceNow Inc. | 1025<br> <sup>g</sup>  | 426707 |
| Synopsys Inc. | 726<br> <sup>g</sup>  | 246506 |
| Take-Two Interactive Software Inc. | 952<br> <sup>g</sup>  | 100617 |
|  |  | **15939038** |
| **Insurance - 1.4%**  |  |  |
| Aflac Inc. | 3275 | 235571 |
| American International Group Inc. | 4250 | 268217 |
| Aon PLC, Cl. A | 1095 | 337567 |
| Berkshire Hathaway Inc., Cl. B | 8322<br> <sup>g</sup>  | 2651389 |
| Chubb Ltd. | 1085 | 238255 |
| Cincinnati Financial Corp. | 1455 | 161447 |
| Lincoln National Corp. | 2530 | 98518 |
| Marsh & McLennan Cos. | 2452 | 424637 |

---

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 36.6% (continued)** |  |  |
| **Insurance - 1.4% (continued)** |  |  |
| Prudential Financial Inc. | 2724 | 294274 |
| The Allstate Corp. | 1955 | 261774 |
| The Progressive Corp. | 4774 | 630884 |
| The Travelers Companies | 1597 | 303127 |
| Willis Towers Watson PLC | 898 | 221052 |
|  |  | **6126712** |
| **Internet Software & Services - 2.6%**  |  |  |
| Alphabet Inc., Cl. A | 25922<br> <sup>g</sup>  | 2617863 |
| Alphabet Inc., Cl. C | 28772<br> <sup>g</sup>  | 2918919 |
| Amazon.com Inc. | 40190<br> <sup>g</sup>  | 3879943 |
| Booking Holdings Inc. | 188<br> <sup>g</sup>  | 390937 |
| Etsy Inc. | 1150<br> <sup>g</sup>  | 151904 |
| Match Group Inc. | 1790<br> <sup>g</sup>  | 90502 |
| Meta Platforms Inc., Cl. A | 11103<br> <sup>g</sup>  | 1311264 |
| Verisign Inc. | 834<br> <sup>g</sup>  | 166642 |
|  |  | **11527974** |
| **Materials - .0%**  |  |  |
| Amcor PLC | 9705 | 119857 |
| WestRock Co. | 3225 | 122292 |
|  |  | **242149** |
| **Media - .6%**  |  |  |
| Charter Communications Inc., Cl. A | 890<br> <sup>g</sup>  | 348248 |
| Comcast Corp., Cl. A | 11911 | 436419 |
| Fox Corp., Cl. A | 4130<br> <sup>g</sup>  | 134019 |
| Live Nation Entertainment Inc. | 1055<br> <sup>g</sup>  | 76762 |
| Netflix Inc. | 2244<br> <sup>g</sup>  | 685609 |
| News Corporation, Cl. A | 9265 | 177425 |
| Paramount Global, Cl. B | 5125 | 102910 |
| The Walt Disney Company | 6268<br> <sup>g</sup>  | 613449 |
| Warner Bros Discovery Inc. | 12465<br> <sup>g</sup>  | 142101 |
|  |  | **2716942** |
| **Metals & Mining - .1%**  |  |  |
| Freeport-McMoRan Inc. | 4920 | 195816 |
| Newmont Corp. | 4860 | 230704 |
| Nucor Corp. | 1090 | 163446 |
|  |  | **589966** |
| **Real Estate - 1.0%**  |  |  |
| American Tower Corp. | 2262<br> <sup>h</sup>  | 500467 |
| AvalonBay Communities Inc. | 1026<br> <sup>h</sup>  | 179447 |
| CBRE Group Inc., Cl. A | 2190<br> <sup>g</sup>  | 174324 |
| Crown Castle Inc. | 2232<br> <sup>h</sup>  | 315672 |
| Digital Realty Trust Inc. | 906<br> <sup>h</sup>  | 101889 |
| Equinix Inc. | 479<br> <sup>h</sup>  | 330821 |
| Equity Residential | 2160<br> <sup>h</sup>  | 140098 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 36.6% (continued)** |  |  |
| **Real Estate - 1.0% (continued)** |  |  |
| Essex Property Trust Inc. | 642<br> <sup>h</sup>  | 141484 |
| Extra Space Storage Inc. | 783<br> <sup>h</sup>  | 125820 |
| Federal Realty Investment Trust | 1170<br> <sup>h</sup>  | 129987 |
| Iron Mountain Inc. | 2760<br> <sup>h</sup>  | 149951 |
| Prologis Inc. | 3572<br> <sup>h</sup>  | 420746 |
| Public Storage | 1223<br> <sup>h</sup>  | 364405 |
| Regency Centers Corp. | 1970<br> <sup>h</sup>  | 130867 |
| SBA Communications Corp. | 349<br> <sup>h</sup>  | 104456 |
| Simon Property Group Inc. | 2092<br> <sup>h</sup>  | 249868 |
| UDR Inc. | 3605<br> <sup>h</sup>  | 149499 |
| Ventas Inc. | 2255<br> <sup>h</sup>  | 104925 |
| VICI Properties Inc. | 6850<br> <sup>h</sup>  | 234270 |
| Welltower Inc. | 2025<br> <sup>h</sup>  | 143836 |
| Weyerhaeuser Co. | 3370<br> <sup>h</sup>  | 110233 |
|  |  | **4303065** |
| **Retailing - 1.3%**  |  |  |
| AutoZone Inc. | 128<br> <sup>g</sup>  | 330112 |
| Best Buy Co. | 1688 | 143986 |
| Dollar General Corp. | 1083 | 276901 |
| Dollar Tree Inc. | 1315<br> <sup>g</sup>  | 197631 |
| Expedia Group Inc. | 1010<br> <sup>g</sup>  | 107908 |
| Lowe's Cos. | 3252 | 691213 |
| McDonald's Corp. | 3268 | 891478 |
| O'Reilly Automotive Inc. | 327<br> <sup>g</sup>  | 282705 |
| Target Corp. | 2456 | 410324 |
| The Home Depot Inc. | 4936 | 1599215 |
| The TJX Companies | 5897 | 472055 |
| Tractor Supply Co. | 841 | 190327 |
| Ulta Beauty Inc. | 291<br> <sup>g</sup>  | 135268 |
|  |  | **5729123** |
| **Semiconductors & Semiconductor Equipment - 1.7%**  |  |  |
| Advanced Micro Devices Inc. | 6651<br> <sup>g</sup>  | 516317 |
| Analog Devices Inc. | 2955 | 507994 |
| Applied Materials Inc. | 4836 | 530026 |
| Broadcom Inc. | 1969 | 1084978 |
| Intel Corp. | 8963 | 269517 |
| KLA Corp. | 781 | 307050 |
| Lam Research Corp. | 558 | 263588 |
| Microchip Technology Inc. | 3566 | 282392 |
| Micron Technology Inc. | 6015 | 346765 |
| NVIDIA Corp. | 9896 | 1674700 |
| NXP Semiconductors NV | 1329 | 233691 |
| ON Semiconductor Corp. | 1735<br> <sup>g</sup>  | 130472 |
| Qorvo Inc. | 1430<br> <sup>g</sup>  | 141928 |

---

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 36.6% (continued)** |  |  |
| **Semiconductors & Semiconductor Equipment - 1.7% (continued)** |  |  |
| Skyworks Solutions Inc. | 1930 | 184547 |
| Texas Instruments Inc. | 5002 | 902661 |
|  |  | **7376626** |
| **Technology Hardware & Equipment - 3.2%**  |  |  |
| Accenture PLC, Cl. A | 3479 | 1046935 |
| Apple Inc. | 71544 | 10590658 |
| Corning Inc. | 4660 | 159046 |
| DXC Technology Co. | 2550<br> <sup>g</sup>  | 75659 |
| EPAM Systems Inc. | 272<br> <sup>g</sup>  | 100254 |
| F5 Inc. | 686<br> <sup>g</sup>  | 106062 |
| Fortinet Inc. | 5225<br> <sup>g</sup>  | 277761 |
| HP Inc. | 5166 | 155187 |
| Juniper Networks Inc. | 5270 | 175175 |
| Keysight Technologies Inc. | 1201<br> <sup>g</sup>  | 217249 |
| Motorola Solutions Inc. | 703 | 191357 |
| Qualcomm Inc. | 5355 | 677354 |
| Seagate Technology Holdings PLC | 2080 | 110178 |
| Zebra Technologies Corp., Cl. A | 486<br> <sup>g</sup>  | 131356 |
|  |  | **14014231** |
| **Telecommunication Services - .6%**  |  |  |
| Arista Networks Inc. | 1360<br> <sup>g</sup>  | 189448 |
| AT&T Inc. | 44325 | 854586 |
| Cisco Systems Inc. | 14875 | 739585 |
| T-Mobile US Inc. | 3027<br> <sup>g</sup>  | 458469 |
| Verizon Communications Inc. | 11993 | 467487 |
|  |  | **2709575** |
| **Transportation - .6%**  |  |  |
| CSX Corp. | 7658 | 250340 |
| Expeditors International of Washington Inc. | 1313 | 152387 |
| FedEx Corp. | 795 | 144865 |
| Norfolk Southern Corp. | 2160 | 554040 |
| Union Pacific Corp. | 3845<br> <sup>g</sup>  | 836018 |
| United Parcel Service Inc., Cl. B | 3529 | 669557 |
|  |  | **2607207** |
| **Utilities - 1.1%**  |  |  |
| Ameren Corp. | 1925 | 171941 |
| American Electric Power Co. | 2458 | 237934 |
| American Water Works Co. | 1384 | 210036 |
| CenterPoint Energy Inc. | 5220 | 162394 |
| CMS Energy Corp. | 2985 | 182294 |
| Consolidated Edison Inc. | 3670 | 359807 |
| Constellation Energy Corp. | 2008 | 193009 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description |  | Shares |  | Value ($) |
| **Common Stocks - 36.6% (continued)** | **Common Stocks - 36.6% (continued)** |  |  |  |
| **Utilities - 1.1% (continued)** | **Utilities - 1.1% (continued)** |  |  |  |
| DTE Energy Co. |  | 1370 |  | 158934 |
| Duke Energy Corp. |  | 3661 |  | 365844 |
| Edison International |  | 3500 |  | 233310 |
| Entergy Corp. |  | 1403 |  | 163127 |
| Evergy Inc. |  | 3065 |  | 181479 |
| Exelon Corp. |  | 6025 |  | 249254 |
| FirstEnergy Corp. |  | 4190 |  | 172796 |
| NextEra Energy Inc. |  | 9812 |  | 831076 |
| NiSource Inc. |  | 5780 |  | 161493 |
| NRG Energy Inc. |  | 2295 |  | 97423 |
| Public Service Enterprise Group Inc. |  | 3580 |  | 216769 |
| The AES Corp. |  | 4255 |  | 123055 |
| The Southern Company |  | 5050 |  | 341582 |
|  |  |  | **4813557** | **4813557** |
| **Total Common Stocks**<br> (cost $96,387,099) | **Total Common Stocks**<br> (cost $96,387,099) | **160531695** | **160531695** | **160531695** |
| **Preferred Stocks - .1%** | **Preferred Stocks - .1%** |  |  |  |
| **Telecommunication Services - .1%**  | **Telecommunication Services - .1%**  |  |  |  |
| AT&T Inc., Ser. A<br>(cost $375,000) | 5.00 | 15000 |  | **296250** |
| Description | 1-Day<br>Yield (%) | Shares |  | Value ($) |
| **Investment Companies - 51.8%** | **Investment Companies - 51.8%** |  |  |  |
| **Registered Investment Companies - 51.8%**  | **Registered Investment Companies - 51.8%**  |  |  |  |
| BNY Mellon Corporate Bond Fund, Cl. M |  | 1551614 | <sup>i</sup>  | 17874593 |
| BNY Mellon Emerging Markets Fund, Cl. M |  | 1408460 | <sup>g,i</sup>  | 15211370 |
| BNY Mellon Floating Rate Income Fund, Cl. Y |  | 1106619 | <sup>i</sup>  | 11918284 |
| BNY Mellon Global Real Estate Securities Fund, CI. Y |  | 1157218 | <sup>g,i</sup>  | 9350323 |
| BNY Mellon High Yield Fund, Cl. I |  | 2147531 | <sup>i</sup>  | 11124213 |
| BNY Mellon Income Stock Fund, Cl. M |  | 1945313 | <sup>i</sup>  | 18811179 |
| BNY Mellon Intermediate Bond Fund, Cl. M |  | 2144302 | <sup>i</sup>  | 24895340 |
| BNY Mellon International Equity Fund, Cl. Y |  | 857001 | <sup>g,i</sup>  | 17517093 |
| BNY Mellon International Fund, Cl. M |  | 19300 | <sup>g,i</sup>  | 249738 |
| BNY Mellon Mid Cap Multi-Strategy Fund, Cl. M |  | 1344091 | <sup>g,i</sup>  | 25295793 |
| BNY Mellon Research Growth Fund Inc, Cl. Y |  | 475267 | <sup>g,i</sup>  | 6321057 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | 1-Day<br>Yield (%) | Shares |  | Value ($) |
| **Investment Companies - 51.8% (continued)** | **Investment Companies - 51.8% (continued)** |  |  |  |
| **Registered Investment Companies - 51.8% (continued)** | **Registered Investment Companies - 51.8% (continued)** |  |  |  |
| BNY Mellon Select Managers Small Cap Growth Fund, Cl. Y |  | 221563 | <sup>g,i</sup>  | 5188994 |
| BNY Mellon Select Managers Small Cap Value Fund, Cl. Y |  | 429277 | <sup>g,i</sup>  | 9976404 |
| BNY Mellon Short-Term U.S. Government Securities Fund, Cl. M |  | 1910681 |  | 20673571 |
| BNY Mellon Small Cap Multi-Strategy Fund, Cl. M |  | 684397 | <sup>g,i</sup>  | 13804295 |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares | 3.94 | 18979499 | <sup>i</sup>  | 18979499 |
| **Total Investment Companies**<br> (cost $214,816,340) | **Total Investment Companies**<br> (cost $214,816,340) | **227191746** | **227191746** | **227191746** |
| **Investment of Cash Collateral for Securities Loaned - .3%** | **Investment of Cash Collateral for Securities Loaned - .3%** |  |  |  |
| **Registered Investment Companies - .3%**  | **Registered Investment Companies - .3%**  |  |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, SL Shares<br>(cost $1,496,950) | 3.94 | 1496950 | <sup>i</sup>  | **1496950** |
| **Total Investments** (cost $368,761,134) | **Total Investments** (cost $368,761,134) | **100.3%** | **439729481** | **439729481** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(0.3%)** | **(1289730)** | **(1289730)** |
| **Net Assets** | **Net Assets** | **100.0%** | **438439751** | **438439751** |

---

*GO—General Obligation* 

*U.S. T-BILL—U.S. Treasury Bill Money Market Yield* 

*<sup>a</sup> Security, or portion thereof, on loan. At November 30, 2022, the value of the fund's securities on loan was $3,633,777 and the value of the collateral was $3,763,905, consisting of cash collateral of $1,496,950 and U.S. Government & Agency securities valued at $2,266,955. In addition, the value of collateral may include pending sales that are also on loan.*

*<sup>b</sup> Security is a perpetual bond with no specified maturity date. Maturity date shown is next reset date of the bond.*

*<sup>c</sup> Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At November 30, 2022, these securities were valued at $2,856,361 or .65% of net assets.*

*<sup>d</sup> The Federal Housing Finance Agency ("FHFA") placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies.*

*<sup>e</sup> Variable rate security—interest rate resets periodically and rate shown is the interest rate in effect at period end. Security description also includes the reference rate and spread if published and available.*

*<sup>f</sup> Principal amount for accrual purposes is periodically adjusted based on changes in the Consumer Price Index.*

*<sup>g</sup> Non-income producing security.*

*<sup>h</sup> Investment in real estate investment trust within the United States.*

*<sup>i</sup> Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company's prospectus.*

------

STATEMENT OF INVESTMENTS<br>BNY Mellon Asset Allocation Fund

November 30, 2022 (Unaudited)

The following is a summary of the inputs used as of November 30, 2022 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
| | Level 1-Unadjusted Quoted Prices | Level 2- Other Significant Observable Inputs | Level 3-Significant Unobservable Inputs | **Total** |
| **Assets ($)** | **Assets ($)** | **Assets ($)** | **Assets ($)** |  |
| Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> |  |
| Commercial Mortgage-Backed | - | 534037 | - | **534037** |
| Corporate Bonds | - | 15192481 | - | **15192481** |
| Equity Securities - Common Stocks | 160531695 | - | - | **160531695** |
| Equity Securities - Preferred Stocks | 296250 | - | - | **296250** |
| Investment Companies | 228688696 | - | - | **228688696** |
| Municipal Securities | - | 1134985 | - | **1134985** |
| U.S. Government Agencies Collateralized Municipal-Backed Securities | - | 226890 | - | **226890** |
| U.S. Government Agencies Mortgage-Backed | - | 12700428 | - | **12700428** |
| U.S. Treasury Securities | - | 20424019 | - | **20424019** |

---

*<sup>†</sup> See Statement of Investments for additional detailed categorizations, if any.*

------

The Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") is the exclusive reference of authoritative U.S. generally accepted accounting principles ("GAAP") recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the SEC under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund's financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).

Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.

Various inputs are used in determining the value of the fund's investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:

**Level 1**—unadjusted quoted prices in active markets for identical investments.

**Level 2**—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).

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

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

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund's investments are as follows:

The Trust's Board of Trustees (the "Board") has designated the Adviser as the fund's valuation designee, effective September 8, 2022, to make all fair value determinations with respect to the fund's portfolio investments, subject to the Board's oversight and pursuant to Rule 2a-5 under the Act.

------

Investments in debt securities excluding short-term investments (other than U.S. Treasury Bills), are valued each business day by one or more independent pricing services (each, a "Service") approved by the Board. Investments for which quoted bid prices are readily available and are representative of the bid side of the market in the judgment of a Service are valued at the mean between the quoted bid prices (as obtained by a Service from dealers in such securities) and asked prices (as calculated by a Service based upon its evaluation of the market for such securities). Securities are valued as determined by a Service, based on methods which include consideration of the following: yields or prices of securities of comparable quality, coupon, maturity and type; indications as to values from dealers; and general market conditions. The Services are engaged under the general supervision of the Board. These securities are generally categorized within Level 2 of the fair value hierarchy.

Investments in equity securities are valued at the last sales price on the securities exchange or national securities market on which such securities are primarily traded. Securities listed on the National Market System for which market quotations are available are valued at the official closing price or, if there is no official closing price that day, at the last sales price. For open short positions, asked prices are used for valuation purposes. Bid price is used when no asked price is available. Registered investment companies that are not traded on an exchange are valued at their net asset value. All of the preceding securities are generally categorized within Level 1 of the fair value hierarchy.

Securities not listed on an exchange or the national securities market, or securities for which there were no transactions, are valued at the average of the most recent bid and asked prices. U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by an independent pricing service (the "Service") approved by the Board. These securities are generally categorized within Level 2 of the fair value hierarchy.

Fair valuing of securities may be determined with the assistance of a Service using calculations based on indices of domestic securities and other appropriate indicators, such as prices of relevant American Depository Receipts and futures. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.

When market quotations or official closing prices are not readily available, or are determined not to accurately reflect fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are

------

either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

For securities where observable inputs are limited, assumptions about market activity and risk are used and such securities are generally categorized within Level 3 of the fair value hierarchy.

Pursuant to a securities lending agreement with The Bank of New York Mellon, a subsidiary of BNY Mellon and an affiliate of BNY Mellon Investment Adviser, Inc., the fund may lend securities to qualified institutions. It is the fund's policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by BNY Mellon Investment Adviser Inc., or U.S. Government and Agency securities. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, The Bank of New York Mellon is required to replace the securities for the benefit of the fund or credit the fund with the market value of the unreturned securities and is subrogated to the fund's rights against the borrower and the collateral. Additionally, the contractual maturity of security lending transactions are on an overnight and continuous basis.

At November 30, 2022, accumulated net unrealized appreciation on investments was $70,968,347, consisting of $86,903,677 gross unrealized appreciation and $15,935,330 gross unrealized depreciation

At November 30, 2022, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement of Investments).

Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC on Form N-CSR.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY Mellon Funds Trust

- **b. Investment Company Act file number:** 811-09903

- **c. CIK number of Registrant:** 0001111565

- **d. LEI of Registrant:** 549300HDJ28GEP2W5P96

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

  - **Street Address 1:** 240 Greenwich Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212 495 1784

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

- **a. Name of Series:** BNY Mellon Asset Allocation Fund

- **b. EDGAR series identifier (if any):** S000000374

- **c. LEI of Series:** 549300HQALQ7FZNRMM83

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $439108367.82

**Total Liabilities:** $668616.57

**Net Assets:** $438439751.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -52.88344719 | **1-Year:** -1296.8507179 | **5-Year:** -5319.05604915 | **10-Year:** -7789.14185055 | **30-Year:** -2651.40432882

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

- **3-Month:** -8.63610125 | **1-Year:** -181.35245373 | **5-Year:** -466.49794889 | **10-Year:** -789.3003157 | **30-Year:** -343.81583618

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000965 | -7.15%               | 4.82%                | 4.70%                |
| Class ID C000000966 | -7.10%               | 4.65%                | 4.79%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7614251.53             | $-24288222.40                              |
| Month 2  | $-218972.71              | $18916025.96                               |
| Month 3  | $-110636.34              | $19383009.03                               |

**Designated Index Information**

- **Index Name:** 0

- **Index Identifier:** 0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TAPESTRY INC                                          | TAPESTRY INC                                                      | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      4150 | NS      | $156745.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                               | ZEBRA TECHNOLOGIES CORP                                           | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       486 | NS      | $131356.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORP NA                                      | ZIONS BANCORP NA                                                  | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      2290 | NS      | $118667.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES INC                                | IDEXX LABORATORIES INC                                            | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       678 | NS      | $288739.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                           | TEXTRON INC                                                       | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1495 | NS      | $106713.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JB HUNT TRANSPORT SERVICES INC                        | JB HUNT TRANSPORT SERVICES INC                                    | CUSIP: 445658CF2<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243210.47    | 0.06%             | 2026-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                              | PRUDENTIAL FINANCIAL INC                                          | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    275000 | PA      | $236853.59    | 0.05%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $114965.63    | 0.03%             | 2026-01-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| KLA CORP                                              | KLA CORP                                                          | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219395.00    | 0.05%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                          | VERISIGN INC                                                      | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       834 | NS      | $166641.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP                                 | MONSTER BEVERAGE CORP                                             | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      3998 | NS      | $411234.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                        | STARBUCKS CORP                                                    | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      5817 | NS      | $594497.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                              | AT&T INC                                                          | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    345000 | PA      | $291419.65    | 0.07%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES CO                                       | BAKER HUGHES CO                                                   | CUSIP: 05722G100<br>LEI: 549300XU3XH6F05YEQ93 | Long             | EC               | CORP              | US        |      4640 | NS      | $134652.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP                                     | DEVON ENERGY CORP                                                 | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      1470 | NS      | $100724.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                      | PARAMOUNT GLOBAL                                                  | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      5125 | NS      | $102910.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                                     | EOG RESOURCES INC                                                 | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      4635 | NS      | $657845.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                         | REGENERON PHARMACEUTICALS INC                                     | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       475 | NS      | $357057.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC                                   | VICI PROPERTIES INC                                               | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      6850 | NS      | $234270.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS INC                            | CHARTER COMMUNICATIONS INC                                        | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       890 | NS      | $348248.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                                    | IQVIA HOLDINGS INC                                                | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      1197 | NS      | $260969.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO/THE                                      | COCA-COLA CO/THE                                                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     18163 | NS      | $1155348.43   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES 2019-1AA                              | DELTA AIR LINES 2019-1 CLASS AA PASS THROUGH TRUST                | CUSIP: 24737BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $241209.45    | 0.06%             | 2024-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                        | SALESFORCE INC                                                    | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3625 | NS      | $580906.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                          | COMCAST CORP                                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     11911 | NS      | $436419.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                          | AUTOZONE INC                                                      | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       128 | NS      | $330112.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                               | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC       | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $281127.27    | 0.06%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/THE                                  | WILLIAMS COS INC/THE                                              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      5470 | NS      | $189809.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                          | BROADCOM INC                                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1969 | NS      | $1084978.07   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                   | AMERICAN TOWER CORP                                               | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      2262 | NS      | $500467.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GARMIN LTD                                            | GARMIN LTD                                                        | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      1168 | NS      | $108612.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                 | AMERICAN HOMES 4 RENT LP                                          | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285957.33    | 0.07%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                   | PAYPAL HOLDINGS INC                                               | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      5796 | NS      | $454464.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                     | CISCO SYSTEMS INC                                                 | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |     14875 | NS      | $739585.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                    | JOHNSON CONTROLS INTERNATIONAL PLC                                | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |      4137 | NS      | $274862.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                               | MARATHON PETROLEUM CORP                                           | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162710.68    | 0.04%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                       | NORDEA BANK ABP                                                   | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    255000 | PA      | $251931.17    | 0.06%             | 2171-09-26      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AUTODESK INC                                          | AUTODESK INC                                                      | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1267 | NS      | $255870.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                             | UNITED PARCEL SERVICE INC                                         | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      3529 | NS      | $669557.17    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                           | ORACLE CORP                                                       | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      7313 | NS      | $607198.39    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                                     | KINDER MORGAN INC                                                 | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     10812 | NS      | $206725.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                        | WHIRLPOOL CORP                                                    | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       745 | NS      | $109164.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                           | ORACLE CORP                                                       | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    275000 | PA      | $230166.68    | 0.05%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSPRTN TRUST                         | NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY                    | CUSIP: 6461366S5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    310000 | PA      | $250812.04    | 0.06%             | 2042-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                     | GENERAL MILLS INC                                                 | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      3390 | NS      | $289167.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                         | CITIGROUP INC                                                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      7121 | NS      | $344727.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    680000 | PA      | $597257.81    | 0.14%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                             | EDWARDS LIFESCIENCES CORP                                         | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      3306 | NS      | $255388.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP                                         | CELANESE CORP                                                     | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       911 | NS      | $97750.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP                                         | AMPHENOL CORP                                                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      2746 | NS      | $220860.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                          | QUALCOMM INC                                                      | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5355 | NS      | $677353.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 9128285Z9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $204938.67    | 0.05%             | 2024-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                              | MICROCHIP TECHNOLOGY INC                                          | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      3566 | NS      | $282391.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                              | EBAY INC                                                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      3827 | NS      | $173898.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                              | INTERCONTINENTAL EXCHANGE INC                                     | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2798 | NS      | $303051.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                           | EQUINIX INC                                                       | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       479 | NS      | $330821.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                           | HOLOGIC INC                                                       | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      1310 | NS      | $99769.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                                           | FREDDIE MAC POOL                                                  | CUSIP: 3133KGK64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     66247 | OU      | $66980.39     | 0.02%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR INC                                            | PACCAR INC                                                        | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      2645 | NS      | $280131.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC/THE                  | PNC FINANCIAL SERVICES GROUP INC/THE                              | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      2230 | NS      | $375219.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                              | HUDSON PACIFIC PROPERTIES LP                                      | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    165000 | PA      | $129382.66    | 0.03%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                        | LOWE'S COS INC                                                    | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      3252 | NS      | $691212.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION INC                               | ROCKWELL AUTOMATION INC                                           | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       700 | NS      | $184954.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                                          | AES CORP/THE                                                      | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      4255 | NS      | $123054.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                | BOSTON SCIENTIFIC CORP                                            | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      7585 | NS      | $343372.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                                     | TRACTOR SUPPLY CO                                                 | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       841 | NS      | $190326.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP              | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                          | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       990 | NS      | $100079.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                           | TARGET CORP                                                       | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      2456 | NS      | $410323.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL CO                                   | EASTMAN CHEMICAL CO                                               | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1785 | NS      | $154616.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                                          | STRYKER CORP                                                      | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1746 | NS      | $408371.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORP                                   | DOLLAR GENERAL CORP                                               | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1083 | NS      | $276901.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                            | HUMANA INC                                                        | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       680 | NS      | $373932.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                                 | DUPONT DE NEMOURS INC                                             | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      3360 | NS      | $236913.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $50551.66     | 0.01%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                          | PIONEER NATURAL RESOURCES CO                                      | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       471 | NS      | $111151.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                                    | UNITED RENTALS INC                                                | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       611 | NS      | $215701.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                                          | FORTIVE CORP                                                      | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      2040 | NS      | $137802.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC                                   | ARISTA NETWORKS INC                                               | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      1360 | NS      | $189448.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY                                                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      6710 | NS      | $624499.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                             | ONEOK INC                                                         | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      2140 | NS      | $143208.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                                         | DR HORTON INC                                                     | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      2655 | NS      | $228330.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                | CHURCH & DWIGHT CO INC                                            | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      1695 | NS      | $138769.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORP                                       | MCDONALD'S CORP                                                   | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      3268 | NS      | $891477.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                      | CROWN CASTLE INTERNATIONAL CORP                                   | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      2232 | NS      | $315671.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                            | US BANCORP                                                        | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      8125 | NS      | $368793.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                      | DUKE ENERGY CORP                                                  | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      3661 | NS      | $365843.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                         | LIVE NATION ENTERTAINMENT INC                                     | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      1055 | NS      | $76761.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COS INC/THE                                       | TJX COS INC/THE                                                   | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      5897 | NS      | $472054.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                | CENTERPOINT ENERGY INC                                            | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      5220 | NS      | $162394.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW INC                                        | SERVICENOW INC                                                    | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1025 | NS      | $426707.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORP                                     | MARATHON OIL CORP                                                 | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     11755 | NS      | $360055.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                             | KEYSIGHT TECHNOLOGIES INC                                         | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      1201 | NS      | $217248.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO/THE                                         | KROGER CO/THE                                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      3510 | NS      | $172656.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                              | MOLSON COORS BEVERAGE CO                                          | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      1840 | NS      | $101402.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                                     | LAM RESEARCH CORP                                                 | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       558 | NS      | $263588.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                              | ESSEX PROPERTY TRUST INC                                          | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       642 | NS      | $141483.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP                                | REGIONS FINANCIAL CORP                                            | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     11540 | NS      | $267843.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                              | CITIZENS FINANCIAL GROUP INC                                      | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      4435 | NS      | $187955.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                                       | DOLLAR TREE INC                                                   | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1315 | NS      | $197631.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | GOLDMAN SACHS GROUP INC/THE                                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1639 | NS      | $632899.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                                | INTERNATIONAL PAPER CO                                            | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      2340 | NS      | $86860.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                                           | CINTAS CORP                                                       | CUSIP: 172908105<br>LEI: 549300QVUQTTKMTE0G41 | Long             | EC               | CORP              | US        |       543 | NS      | $250746.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                   | ELEVANCE HEALTH INC                                               | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1120 | NS      | $596870.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                           | AMEREN CORP                                                       | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      1925 | NS      | $171941.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                                           | LENNAR CORP                                                       | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      2230 | NS      | $195860.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                     | GENERAL MOTORS CO                                                 | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      7205 | NS      | $292234.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                            | EVERGY INC                                                        | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      3065 | NS      | $181478.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD                                   | ACTIVISION BLIZZARD INC                                           | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      4030 | NS      | $298018.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                              | CONSTELLATION BRANDS INC                                          | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       831 | NS      | $213857.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY LTD                                   | TE CONNECTIVITY LTD                                               | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |      1739 | NS      | $219322.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                              | AT&T INC                                                          | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     15000 | NS      | $296250.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                   | LABORATORY CORP OF AMERICA HOLDINGS                               | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       630 | NS      | $151641.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER LTD                                      | SCHLUMBERGER LTD                                                  | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      7885 | NS      | $406471.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                    | NEXTERA ENERGY INC                                                | CUSIP: 65339F101<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |      9812 | NS      | $831076.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON AND CO                               | BECTON DICKINSON AND CO                                           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      1445 | NS      | $360296.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                      | AMERICAN INTERNATIONAL GROUP INC                                  | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      4250 | NS      | $268217.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                             | MGM RESORTS INTERNATIONAL                                         | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      3600 | NS      | $132696.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                 | TRUIST FINANCIAL CORP                                             | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      6253 | NS      | $292702.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER CO                                       | WEYERHAEUSER CO                                                   | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      3370 | NS      | $110232.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO/THE                               | SHERWIN-WILLIAMS CO/THE                                           | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1174 | NS      | $292537.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                               | O'REILLY AUTOMOTIVE INC                                           | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       327 | NS      | $282704.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                   | PUBLIC SERVICE ENTERPRISE GROUP INC                               | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      3580 | NS      | $216769.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY INC                                  | ALIGN TECHNOLOGY INC                                              | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       466 | NS      | $91643.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                | MOTOROLA SOLUTIONS INC                                            | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       703 | NS      | $191356.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND CO                             | ARCHER-DANIELS-MIDLAND CO                                         | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      2550 | NS      | $248625.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC                                | INTUITIVE SURGICAL INC                                            | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1908 | NS      | $515904.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                               | EXTRA SPACE STORAGE INC                                           | CUSIP: 30225T102<br>LEI: 549300YNKSKNZFR8UC42 | Long             | EC               | CORP              | US        |       783 | NS      | $125820.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                                   | EMERSON ELECTRIC CO                                               | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      2850 | NS      | $272944.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                             | HESS CORP                                                         | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      1685 | NS      | $242488.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORP                                         | M&T BANK CORP                                                     | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1317 | NS      | $223916.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                           | CORTEVA INC                                                       | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      2538 | NS      | $170452.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                                      | FIRSTENERGY CORP                                                  | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      4190 | NS      | $172795.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                         | HILTON WORLDWIDE HOLDINGS INC                                     | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      1112 | NS      | $158593.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                | DIAMONDBACK ENERGY INC                                            | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      1550 | NS      | $229431.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                                            | VENTAS INC                                                        | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      2255 | NS      | $104925.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                         | MEDTRONIC PLC                                                     | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      5068 | NS      | $400574.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INC                                           | CORNING INC                                                       | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      4660 | NS      | $159045.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                            | NUCOR CORP                                                        | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1090 | NS      | $163445.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                            | FEDEX CORP                                                        | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       795 | NS      | $144864.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                            | CHIPOTLE MEXICAN GRILL INC                                        | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       156 | NS      | $253805.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC                              | SIMON PROPERTY GROUP INC                                          | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      2092 | NS      | $249868.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                            | MONDELEZ INTERNATIONAL INC                                        | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      7390 | NS      | $499637.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                             | LINDE PLC                                                         | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |      1998 | NS      | $672287.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED INC                                           | ABIOMED INC                                                       | CUSIP: 003654100<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |       390 | NS      | $147338.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & CO                                            | DEERE & CO                                                        | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1345 | NS      | $593145.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                                          | NEWMONT CORP                                                      | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      4860 | NS      | $230704.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP                                 | LINCOLN NATIONAL CORP                                             | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      2530 | NS      | $98518.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESTEE LAUDER COS INC/THE                              | ESTEE LAUDER COS INC/THE                                          | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      1249 | NS      | $294501.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                                    | HCA HEALTHCARE INC                                                | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1394 | NS      | $334866.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                                         | MCKESSON CORP                                                     | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       524 | NS      | $200000.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                              | KLA CORP                                                          | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       781 | NS      | $307050.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                  | COLGATE-PALMOLIVE CO                                              | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      4990 | NS      | $386625.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                                    | ANALOG DEVICES INC                                                | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2955 | NS      | $507994.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                                               | DOW INC                                                           | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      4485 | NS      | $228600.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                         | BLACKROCK INC                                                     | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       795 | NS      | $569220.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                            | ECOLAB INC                                                        | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1275 | NS      | $191033.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST INC                              | DIGITAL REALTY TRUST INC                                          | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       906 | NS      | $101888.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                  | EDISON INTERNATIONAL                                              | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      3500 | NS      | $233310.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INC                                   | TRANSDIGM GROUP INC                                               | CUSIP: 893641100<br>LEI: 549300JTYP71LZZSE903 | Long             | EC               | CORP              | US        |       301 | NS      | $189178.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                                   | CARDINAL HEALTH INC                                               | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2875 | NS      | $230488.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS INC                        | AIR PRODUCTS AND CHEMICALS INC                                    | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      1092 | NS      | $338694.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                             | L3HARRIS TECHNOLOGIES INC                                         | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1184 | NS      | $268862.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                              | FMC CORP                                                          | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       695 | NS      | $90794.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                   | ABBOTT LABORATORIES                                               | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      8524 | NS      | $917011.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                                       | YUM! BRANDS INC                                                   | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1381 | NS      | $177679.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                                       | TYSON FOODS INC                                                   | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      1210 | NS      | $80198.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                     | EXPEDIA GROUP INC                                                 | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      1010 | NS      | $107908.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                                  | WASTE MANAGEMENT INC                                              | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1810 | NS      | $303573.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                              | FOX CORP                                                          | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      4130 | NS      | $134018.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                            | ADVANCED MICRO DEVICES INC                                        | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      6651 | NS      | $516317.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                          | HUNTINGTON BANCSHARES INC/OH                                      | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      9900 | NS      | $153252.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO/THE                                    | KRAFT HEINZ CO/THE                                                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      5680 | NS      | $223508.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                             | CHUBB LTD                                                         | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      1085 | NS      | $238255.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS CO                                   | VULCAN MATERIALS CO                                               | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       655 | NS      | $120081.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC                                    | PPG INDUSTRIES INC                                                | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      1119 | NS      | $151311.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                         | MARRIOTT INTERNATIONAL INC/MD                                     | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1377 | NS      | $227686.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                         | CME GROUP INC                                                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1703 | NS      | $300579.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                           | NVIDIA CORP                                                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      9896 | NS      | $1674700.08   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                                         | FORD MOTOR CO                                                     | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     21775 | NS      | $302672.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                                  | BOOKING HOLDINGS INC                                              | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       188 | NS      | $390936.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J M SMUCKER CO/THE                                    | J M SMUCKER CO/THE                                                | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       978 | NS      | $150621.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC                                           | EQUIFAX INC                                                       | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       996 | NS      | $196580.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                 | NORTHROP GRUMMAN CORP                                             | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       687 | NS      | $366370.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                | ROPER TECHNOLOGIES INC                                            | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       529 | NS      | $232172.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                                       | ULTA BEAUTY INC                                                   | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       291 | NS      | $135268.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                               | UDR INC                                                           | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      3605 | NS      | $149499.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                | TRANE TECHNOLOGIES PLC                                            | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |      1630 | NS      | $290824.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                                  | PARKER-HANNIFIN CORP                                              | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       661 | NS      | $197599.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK & DECKER INC                            | STANLEY BLACK & DECKER INC                                        | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      1265 | NS      | $103375.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC                                            | AMETEK INC                                                        | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1235 | NS      | $175888.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOROX CO/THE                                         | CLOROX CO/THE                                                     | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       873 | NS      | $129771.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                                     | TRAVELERS COS INC/THE                                             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1597 | NS      | $303126.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                            | VERTEX PHARMACEUTICALS INC                                        | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1049 | NS      | $331903.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                                   | CARRIER GLOBAL CORP                                               | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      4445 | NS      | $197002.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                                        | ALBEMARLE CORP                                                    | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       805 | NS      | $223781.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                   | GILEAD SCIENCES INC                                               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      5815 | NS      | $510731.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                                   | NORTHERN TRUST CORP                                               | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      1381 | NS      | $128584.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                                   | OTIS WORLDWIDE CORP                                               | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      2109 | NS      | $164691.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK CO                                           | WESTROCK CO                                                       | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      3225 | NS      | $122292.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INC                                           | SNAP-ON INC                                                       | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       691 | NS      | $166254.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                                           | INVESCO LTD                                                       | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |      8985 | NS      | $171703.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                            | RAYTHEON TECHNOLOGIES CORP                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      5029 | NS      | $496462.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                 | QUEST DIAGNOSTICS INC                                             | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       882 | NS      | $133914.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                                            | DOVER CORP                                                        | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      1264 | NS      | $179424.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORP                                          | MOODY'S CORP                                                      | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       879 | NS      | $262179.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                              | WILLIS TOWERS WATSON PLC                                          | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |       898 | NS      | $221051.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                     | IRON MOUNTAIN INC                                                 | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      2760 | NS      | $149950.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                               | SBA COMMUNICATIONS CORP                                           | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       349 | NS      | $104455.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO INC                                             | QORVO INC                                                         | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      1430 | NS      | $141927.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                               | CHARLES SCHWAB CORP/THE                                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      6960 | NS      | $574478.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $129626.95    | 0.03%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                   | QUANTA SERVICES INC                                               | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      2165 | NS      | $324490.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL CO                                           | FASTENAL CO                                                       | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      3550 | NS      | $182860.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                               | AON PLC                                                           | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      1095 | NS      | $337566.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                         | DTE ENERGY CO                                                     | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1370 | NS      | $158933.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                                    | INGERSOLL RAND INC                                                | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      2380 | NS      | $128448.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                               | ILLINOIS TOOL WORKS INC                                           | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      1324 | NS      | $301170.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC                               | CONSOLIDATED EDISON INC                                           | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      3670 | NS      | $359806.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORP                                  | REGENCY CENTERS CORP                                              | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      1970 | NS      | $130867.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                          | NISOURCE INC                                                      | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      5780 | NS      | $161493.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                             | AVALONBAY COMMUNITIES INC                                         | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      1026 | NS      | $179447.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART INC                                            | COPART INC                                                        | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      3488 | NS      | $232161.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                                        | BORGWARNER INC                                                    | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      4815 | NS      | $204685.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                                    | EQUITY RESIDENTIAL                                                | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      2160 | NS      | $140097.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC                                            | RESMED INC                                                        | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       838 | NS      | $192907.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T ROWE PRICE GROUP INC                                | T ROWE PRICE GROUP INC                                            | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      1510 | NS      | $188614.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                             | AMCOR PLC                                                         | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      9705 | NS      | $119856.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                        | PORT AUTHORITY OF NEW YORK & NEW JERSEY                           | CUSIP: 73358W4V3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    255000 | PA      | $249353.18    | 0.06%             | 2023-07-01      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| CBRE GROUP INC                                        | CBRE GROUP INC                                                    | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      2190 | NS      | $174324.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                        | AMERICAN ELECTRIC POWER CO INC                                    | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      2458 | NS      | $237934.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                           | SOUTHERN CO/THE                                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      5050 | NS      | $341582.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                                  | HOWMET AEROSPACE INC                                              | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      2805 | NS      | $105664.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                            | CAPITAL ONE FINANCIAL CORP                                        | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      2155 | NS      | $222482.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                   | GLOBAL PAYMENTS INC                                               | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      1523 | NS      | $158056.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                                     | OMNICOM GROUP INC                                                 | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      2085 | NS      | $166299.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CINCINNATI FINANCIAL CORP                             | CINCINNATI FINANCIAL CORP                                         | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      1455 | NS      | $161446.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| YARA INTERNATIONAL ASA                                | YARA INTERNATIONAL ASA                                            | CUSIP: 984851AG0<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $162353.66    | 0.04%             | 2030-06-04      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMORGAN CHASE & CO                                               | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    290000 | PA      | $241665.70    | 0.06%             | 2169-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: —       |
| COOPER COS INC/THE                                    | COOPER COS INC/THE                                                | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       379 | NS      | $119896.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY CO/THE                                        | HERSHEY CO/THE                                                    | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       709 | NS      | $166735.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                          | ENTERGY CORP                                                      | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1403 | NS      | $163126.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                                     | DXC TECHNOLOGY CO                                                 | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      2550 | NS      | $75658.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                             | TELEDYNE TECHNOLOGIES INC                                         | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       290 | NS      | $121829.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE II POOL                                                | CUSIP: 36179VNR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64712 | OU      | $57755.30     | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISA INC                                              | VISA INC                                                          | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      7833 | NS      | $1699761.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                             | JABIL INC                                                         | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267000.54    | 0.06%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                                    | META PLATFORMS INC                                                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     11103 | NS      | $1311264.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                            | STERIS PLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       560 | NS      | $104014.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                          | ALPHABET INC                                                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     28772 | NS      | $2918919.40   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 3140QC6X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    135210 | OU      | $133015.58    | 0.03%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                      | ALTRIA GROUP INC                                                  | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      7361 | NS      | $342875.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                             | APPLE INC                                                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     71544 | NS      | $10590658.32  | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    375000 | PA      | $301494.14    | 0.07%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                        | MICROSOFT CORP                                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     34845 | NS      | $8890353.30   | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                | BERKSHIRE HATHAWAY INC                                            | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      8322 | NS      | $2651389.20   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                | VERIZON COMMUNICATIONS INC                                        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     11993 | NS      | $467487.14    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                          | CENTENE CORP                                                      | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      2930 | NS      | $255056.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                           | METLIFE INC                                                       | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91063.00     | 0.02%             | 2170-03-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: —       |
| BIOGEN INC                                            | BIOGEN INC                                                        | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       823 | NS      | $251154.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                         | BOEING CO/THE                                                     | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2943 | NS      | $526443.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                                   | ELECTRONIC ARTS INC                                               | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1472 | NS      | $192508.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                                             | AFLAC INC                                                         | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      3275 | NS      | $235570.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE                                                    | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      1223 | NS      | $364405.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                              | AT&T INC                                                          | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     44325 | NS      | $854586.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                                       | BEST BUY CO INC                                                   | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1688 | NS      | $143986.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS INC                                  | JUNIPER NETWORKS INC                                              | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      5270 | NS      | $175174.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                            | PFIZER INC                                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     27871 | NS      | $1397173.23   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                      | EXXON MOBIL CORP                                                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     18946 | NS      | $2109447.64   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                              | AGILENT TECHNOLOGIES INC                                          | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      3667 | NS      | $568311.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                                           | FREDDIE MAC POOL                                                  | CUSIP: 3133N2TB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    277392 | OU      | $209100.86    | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                     | JOHNSON & JOHNSON                                                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     12466 | NS      | $2218948.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                               | PROCTER & GAMBLE CO/THE                                           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     11189 | NS      | $1668951.24   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                          | DANAHER CORP                                                      | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      3675 | NS      | $1004781.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY MELLON SELECT MANAGERS SMALL CAP GROWTH FUND      | BNY MELLON SELECT MANAGERS SMALL CAP GROWTH FUND                  | CUSIP: 05587K865<br>LEI: 5493008RS5G14T8OQF18 | Long             | EC               | RF                | US        |    221563 | NS      | $5188993.82   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                          | ALPHABET INC                                                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     25922 | NS      | $2617862.78   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY MELLON SELECT MANAGERS SMALL CAP VALUE FUND       | BNY MELLON SELECT MANAGERS SMALL CAP VALUE FUND                   | CUSIP: 05587K824<br>LEI: 549300TBXW4TZ0M6JD51 | Long             | EC               | RF                | US        |    429277 | NS      | $9976403.92   | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                             | AMGEN INC                                                         | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233623.19    | 0.05%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                              | INTERNATIONAL BUSINESS MACHINES CORP                              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2912 | NS      | $433596.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                         | CITIGROUP INC                                                     | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    340000 | PA      | $327683.39    | 0.07%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                              | GEORGE WASHINGTON UNIVERSITY/THE                                  | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    135000 | PA      | $112994.50    | 0.03%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE                                    | HOME DEPOT INC/THE                                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      4936 | NS      | $1599214.64   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MASSACHUSETTS ST                                      | COMMONWEALTH OF MASSACHUSETTS                                     | CUSIP: 57582PUT5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    325000 | PA      | $325562.87    | 0.07%             | 2029-05-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9283.20      | 0.00%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                        | NRG ENERGY INC                                                    | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      2295 | NS      | $97422.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                        | AMAZON.COM INC                                                    | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     40190 | NS      | $3879942.60   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                           | WALMART INC                                                       | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      7242 | NS      | $1103825.64   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                       | CVS HEALTH CORP                                                   | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    360000 | PA      | $333187.97    | 0.08%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                           | DISCOVER FINANCIAL SERVICES                                       | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      1739 | NS      | $188438.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP                   | COGNIZANT TECHNOLOGY SOLUTIONS CORP                               | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      2265 | NS      | $140905.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    395000 | PA      | $366933.40    | 0.08%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                  | BANK OF AMERICA CORP                                              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     34993 | NS      | $1324485.05   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                        | WFRBS COMMERCIAL MORTGAGE TRUST 2013-C13                          | CUSIP: 92937UAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | OU      | $534036.73    | 0.12%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS                    | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    707154 | PA      | $683142.20    | 0.16%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                              | MARSH & MCLENNAN COS INC                                          | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2452 | NS      | $424637.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                     | STATE STREET CORP                                                 | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      2205 | NS      | $175672.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                       | T-MOBILE US INC                                                   | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      3027 | NS      | $458469.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                             | ADOBE INC                                                         | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      2257 | NS      | $778507.01    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                           | HONEYWELL INTERNATIONAL INC                                       | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      3785 | NS      | $830996.75    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY MELLON INTERNATIONAL EQUITY FUND                  | BNY MELLON INTERNATIONAL EQUITY FUND                              | CUSIP: 05588D753<br>LEI: 549300WQE56OLIWHGM40 | Long             | EC               | RF                | US        |    857001 | NS      | $17517093.02  | 4.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                                  | FREEPORT-MCMORAN INC                                              | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      4920 | NS      | $195816.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | GOLDMAN SACHS GROUP INC/THE                                       | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    395000 | PA      | $423821.20    | 0.10%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                 | AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST               | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240933 | PA      | $201259.39    | 0.05%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                    | WALT DISNEY CO/THE                                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      6268 | NS      | $613449.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS                    | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    344042 | PA      | $328276.49    | 0.07%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1280000 | PA      | $1201250.00   | 0.27%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                  | LOCKHEED MARTIN CORP                                              | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1379 | NS      | $669077.01    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                           | EXELON CORP                                                       | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      6025 | NS      | $249254.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY MELLON GLOBAL REAL ESTATE SECURITIES FUND         | BNY MELLON GLOBAL REAL ESTATE SECURITIES FUND                     | CUSIP: 05588F709<br>LEI: 549300ZNDDIWU1ZNWJ83 | Long             | EC               | RF                | US        |   1157218 | NS      | $9350323.35   | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                            | ABBVIE INC                                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      7999 | NS      | $1289278.82   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                                 | COSTCO WHOLESALE CORP                                             | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1961 | NS      | $1057469.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                          | COMERICA INC                                                      | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      2895 | NS      | $207687.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                 | NORFOLK SOUTHERN CORP                                             | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2160 | NS      | $554040.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                           | PAYCHEX INC                                                       | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      1884 | NS      | $233672.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY MELLON FLOATING RATE INCOME FUND                  | BNY MELLON FLOATING RATE INCOME FUND                              | CUSIP: 05589K400<br>LEI: 5493006EE56XEFEOYO53 | Long             | EC               | RF                | US        |   1106619 | NS      | $11918283.86  | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY MELLON SMALL CAP MULTI-STRATEGY FUND              | BNY MELLON SMALL CAP MULTI-STRATEGY FUND                          | CUSIP: 05569M806<br>LEI: 5493008JEH5T1FDYR278 | Long             | EC               | RF                | US        |    684397 | NS      | $13804295.07  | 3.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                          | THERMO FISHER SCIENTIFIC INC                                      | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2119 | NS      | $1187106.18   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 INC                                                | F5 INC                                                            | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       686 | NS      | $106062.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                            | ZOETIS INC                                                        | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      2677 | NS      | $412632.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC                                                | HP INC                                                            | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      5166 | NS      | $155186.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                       | CVS HEALTH CORP                                                   | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      6160 | NS      | $627580.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                        | MASTERCARD INC                                                    | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      4045 | NS      | $1441638.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                         | ACCENTURE PLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      3479 | NS      | $1046935.47   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                          | PROLOGIS INC                                                      | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      3572 | NS      | $420745.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                   | AMERICAN EXPRESS CO                                               | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      4317 | NS      | $680316.03    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                               | BRISTOL-MYERS SQUIBB CO                                           | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      9933 | NS      | $797421.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                    | UNION PACIFIC CORP                                                | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      3845 | NS      | $836018.35    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO                                      | WELLS FARGO & CO                                                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     16684 | NS      | $799997.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY MELLON INTERNATIONAL FUND                         | BNY MELLON INTERNATIONAL FUND                                     | CUSIP: 05569M871<br>LEI: 549300O06LCKXJLWYY67 | Long             | EC               | RF                | US        |     19300 | NS      | $249738.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                        | ELI LILLY & CO                                                    | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      3589 | NS      | $1331806.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY MELLON MID CAP MULTI-STRATEGY FUND                | BNY MELLON MID CAP MULTI-STRATEGY FUND                            | CUSIP: 05569M509<br>LEI: 549300CL2S588YZWVM79 | Long             | EC               | RF                | US        |   1344091 | NS      | $25295792.62  | 5.77%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                            | FISERV INC                                                        | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      3262 | NS      | $340422.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                        | CONOCOPHILLIPS                                                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      7062 | NS      | $872227.62    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY MELLON EMERGING MARKETS FUND                      | BNY MELLON EMERGING MARKETS FUND                                  | CUSIP: 05569M855<br>LEI: 549300TLHQ2KJ28FP979 | Long             | EC               | RF                | US        |   1408460 | NS      | $15211370.28  | 3.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                                | DARDEN RESTAURANTS INC                                            | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1037 | NS      | $152428.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                                    | VALERO ENERGY CORP                                                | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1086 | NS      | $145111.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                 | MICRON TECHNOLOGY INC                                             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      6015 | NS      | $346764.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                                   | KIMBERLY-CLARK CORP                                               | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      2227 | NS      | $302048.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMORGAN CHASE & CO                                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     13848 | NS      | $1913516.64   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP/THE                                     | ALLSTATE CORP/THE                                                 | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1955 | NS      | $261774.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                | SKYWORKS SOLUTIONS INC                                            | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      1930 | NS      | $184546.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDUSTRIES NV                          | LYONDELLBASELL INDUSTRIES NV                                      | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |      1650 | NS      | $140266.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                           | PHILLIPS 66                                                       | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      1481 | NS      | $160599.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                       | PHILIP MORRIS INTERNATIONAL INC                                   | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6760 | NS      | $673769.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                                   | DELTA AIR LINES INC                                               | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      7200 | NS      | $254664.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP/THE                                  | PROGRESSIVE CORP/THE                                              | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      4774 | NS      | $630884.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                              | PRUDENTIAL FINANCIAL INC                                          | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      2724 | NS      | $294273.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY MELLON RESEARCH GROWTH FUND INC                   | BNY MELLON RESEARCH GROWTH FUND INC.                              | CUSIP: 05588Q507<br>LEI: 549300FY88RGTLBBN315 | Long             | EC               | RF                | US        |    475267 | NS      | $6321057.48   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                                        | HALLIBURTON CO                                                    | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      4010 | NS      | $151938.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                                 | APPLIED MATERIALS INC                                             | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      4836 | NS      | $530025.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                 | SOUTHWEST AIRLINES CO                                             | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      3990 | NS      | $159240.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                          | CHEVRON CORP                                                      | CUSIP: 166764100<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | EC               | CORP              | US        |      7382 | NS      | $1353194.42   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                        | S&P GLOBAL INC                                                    | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      2142 | NS      | $755697.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                 | TEXAS INSTRUMENTS INC                                             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      5002 | NS      | $902660.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                               | MARATHON PETROLEUM CORP                                           | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1585 | NS      | $193068.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                       | CATERPILLAR INC                                                   | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1778 | NS      | $420336.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                             | AMGEN INC                                                         | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      3439 | NS      | $984929.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                             | OCCIDENTAL PETROLEUM CORP                                         | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      3475 | NS      | $241477.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                            | SYSCO CORP                                                        | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      2195 | NS      | $189889.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                            | CADENCE DESIGN SYSTEMS INC                                        | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      3250 | NS      | $559130.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                           | NETFLIX INC                                                       | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      2244 | NS      | $685609.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                         | AUTOMATIC DATA PROCESSING INC                                     | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2154 | NS      | $568957.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                     | NATWEST GROUP PLC                                                 | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $243641.57    | 0.06%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                           | PEPSICO INC                                                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      6527 | NS      | $1210823.77   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                            | INTUIT INC                                                        | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1412 | NS      | $575517.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET INC                                          | FORTINET INC                                                      | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      5225 | NS      | $277761.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                              | CSX CORP                                                          | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      7658 | NS      | $250340.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                            | INTEL CORP                                                        | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      8963 | NS      | $269517.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                        | MERCK & CO INC                                                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     11745 | NS      | $1293359.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                     | HUNTINGTON INGALLS INDUSTRIES INC                                 | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       459 | NS      | $106469.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                            | CIGNA CORP                                                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1589 | NS      | $522606.21    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                | UNITEDHEALTH GROUP INC                                            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4377 | NS      | $2397545.52   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                          | ILLUMINA INC                                                      | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       688 | NS      | $150039.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO/THE                                         | KROGER CO/THE                                                     | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    300000 | PA      | $233303.29    | 0.05%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| NIKE INC                                              | NIKE INC                                                          | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      6011 | NS      | $659346.59    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CBA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $171620.42    | 0.04%             | 2023-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP LTD/A                              | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST         | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $176529.45    | 0.04%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    515000 | PA      | $440566.41    | 0.10%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| TESLA INC                                             | TESLA INC                                                         | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     11667 | NS      | $2271564.90   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK NY                                           | CITY OF NEW YORK NY                                               | CUSIP: 64966QRQ5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    175000 | PA      | $138346.32    | 0.03%             | 2031-08-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                | DIAMONDBACK ENERGY INC                                            | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168492.68    | 0.04%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| NEW JERSEY ST TURNPIKE AUTH TU                        | NEW JERSEY TURNPIKE AUTHORITY                                     | CUSIP: 646140DR1<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    200000 | PA      | $170910.76    | 0.04%             | 2028-01-01      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                            | ABBVIE INC                                                        | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    285000 | PA      | $260477.64    | 0.06%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                | VERIZON COMMUNICATIONS INC                                        | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $107637.13    | 0.02%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                         | AIRCASTLE LTD                                                     | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $407558.08    | 0.09%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                              | SABINE PASS LIQUEFACTION LLC                                      | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189177.48    | 0.04%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC            | FIDELITY NATIONAL INFORMATION SERVICES INC                        | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    225000 | PA      | $158299.54    | 0.04%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                              | EBAY INC                                                          | CUSIP: 278642AV5<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281720.91    | 0.06%             | 2025-03-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                | DIAMONDBACK ENERGY INC                                            | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89107.93     | 0.02%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE                                    | HOME DEPOT INC/THE                                                | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    280000 | PA      | $219915.23    | 0.05%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC                       | SEAGATE TECHNOLOGY HOLDINGS PLC                                   | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |      2080 | NS      | $110177.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $120134.76    | 0.03%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY                                                    | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    390000 | PA      | $343777.71    | 0.08%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    740000 | PA      | $535213.67    | 0.12%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                               | ASTRAZENECA FINANCE LLC                                           | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $201053.97    | 0.05%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31418D2D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    167263 | OU      | $140315.95    | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $234101.56    | 0.05%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                      | T-MOBILE USA INC                                                  | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    325000 | PA      | $236748.74    | 0.05%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                              | ETSY INC                                                          | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      1150 | NS      | $151903.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE II POOL                                                | CUSIP: 36179V6Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104271 | OU      | $98188.90     | 0.02%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                         | BOEING CO/THE                                                     | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148695.20    | 0.03%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                  | GLENCORE FUNDING LLC                                              | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $179321.84    | 0.04%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                   | GENERAL ELECTRIC CO                                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      5801 | NS      | $498711.97    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORP                                     | ARES CAPITAL CORP                                                 | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    275000 | PA      | $226073.93    | 0.05%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                           | FREDDIE MAC POOL                                                  | CUSIP: 3133KYVN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    360078 | OU      | $308098.99    | 0.07%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                    | ENPHASE ENERGY INC                                                | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       708 | NS      | $226977.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 3140X5TE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    134462 | OU      | $126996.95    | 0.03%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE II POOL                                                | CUSIP: 36179WDL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80988 | OU      | $76207.43     | 0.02%             | 2051-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNY MELLON HIGH YIELD FUND                            | BNYM HIGH YIELD-I                                                 | CUSIP: 05588E850<br>LEI: 549300U20XX0ZDIYNO84 | Long             | EC               | CORP              | US        |   2147531 | NS      | $11124213.02  | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $62029.30     | 0.01%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                          | BROADCOM INC                                                      | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $218811.58    | 0.05%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CDA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    880000 | PA      | $847928.09    | 0.19%             | 2023-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE II POOL                                                | CUSIP: 36179WE87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    533269 | OU      | $460949.07    | 0.11%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 3140XCRX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    394813 | OU      | $339438.31    | 0.08%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 3140XCUH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    346123 | OU      | $297566.42    | 0.07%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE II POOL                                                | CUSIP: 36179WFB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123417 | OU      | $116131.69    | 0.03%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD/A                              | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST         | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $263932.31    | 0.06%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                              | LAMB WESTON HOLDINGS INC                                          | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      1970 | NS      | $171193.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL FINANCE LLC                                  | BLUE OWL FINANCE LLC                                              | CUSIP: 09581JAC0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $210776.99    | 0.05%             | 2051-10-07      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 3140LYY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    417661 | OU      | $345242.56    | 0.08%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CCN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    195000 | PA      | $189133.30    | 0.04%             | 2023-07-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MODERNA INC                                           | MODERNA INC                                                       | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      1662 | NS      | $292362.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE II POOL                                                | CUSIP: 36179WM39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277459 | OU      | $226773.76    | 0.05%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                          | BROADCOM INC                                                      | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    175000 | PA      | $138255.81    | 0.03%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 3140XC6S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    293086 | OU      | $251825.59    | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK TCP CAP CORP                                | BLACKROCK TCP CAPITAL CORP                                        | CUSIP: 09259EAB4<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180127.41    | 0.04%             | 2026-02-09      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31418D7L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    271251 | OU      | $251703.28    | 0.06%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE II POOL                                                | CUSIP: 36179WLC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143146 | OU      | $116996.37    | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    206116 | OU      | $170364.75    | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                        | AMAZON.COM INC                                                    | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    350000 | PA      | $304540.93    | 0.07%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                               | DELL INTERNATIONAL LLC / EMC CORP                                 | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $138083.13    | 0.03%             | 2041-12-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TRUST                       | FEDERAL REALTY INVESTMENT TRUST                                   | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |      1170 | NS      | $129987.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCANADA PIPELINES                                 | TRANSCANADA PIPELINES LTD                                         | CUSIP: 89352HBC2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $182470.46    | 0.04%             | 2031-10-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE II POOL                                                | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    620234 | OU      | $563439.05    | 0.13%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                | BOARDWALK PIPELINES LP                                            | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    175000 | PA      | $146931.84    | 0.03%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                         | BOEING CO/THE                                                     | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88223.09     | 0.02%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 3140QMLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    436114 | OU      | $362026.54    | 0.08%             | 2046-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                | BP CAPITAL MARKETS AMERICA INC                                    | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    295000 | PA      | $250213.89    | 0.06%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY CORP                             | CONSTELLATION ENERGY CORP                                         | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      2008 | NS      | $193008.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                                           | FREDDIE MAC POOL                                                  | CUSIP: 3133B3ES2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    366853 | OU      | $325596.24    | 0.07%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                | GENERAL MOTORS FINANCIAL CO INC                                   | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120468.52    | 0.03%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    378420 | OU      | $325322.31    | 0.07%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                           | FREDDIE MAC POOL                                                  | CUSIP: 3132DWC35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    333369 | OU      | $295813.93    | 0.07%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                              | MICROCHIP TECHNOLOGY INC                                          | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118304.22    | 0.03%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    705000 | PA      | $463840.43    | 0.11%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325000 | PA      | $311530.27    | 0.07%             | 2023-12-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 3140XD3X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    410565 | OU      | $339311.45    | 0.08%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31418ECE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    430286 | OU      | $399255.93    | 0.09%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 3140MBDG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    324700 | OU      | $269770.70    | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                               | SIMON PROPERTY GROUP LP                                           | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160670.39    | 0.04%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                           | FREDDIE MAC POOL                                                  | CUSIP: 3133KNNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    444090 | OU      | $421004.93    | 0.10%             | 2052-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                           | FREDDIE MAC POOL                                                  | CUSIP: 3133KYWJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    393906 | OU      | $347496.07    | 0.08%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                      | DEUTSCHE BANK AG/NEW YORK NY                                      | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    365000 | PA      | $306615.29    | 0.07%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    940000 | PA      | $777739.84    | 0.18%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                   | ALEXANDRIA REAL ESTATE EQUITIES INC                               | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $182827.02    | 0.04%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                           | FREDDIE MAC POOL                                                  | CUSIP: 3132DWC43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    620310 | OU      | $568843.59    | 0.13%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                              | WARNERMEDIA HOLDINGS INC                                          | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    325000 | PA      | $296340.97    | 0.07%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $833025.00    | 0.19%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                     | KIMCO REALTY CORP                                                 | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167635.62    | 0.04%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $108369.14    | 0.02%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 3140XFXD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    309021 | OU      | $274266.38    | 0.06%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912828R28<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $212358.82    | 0.05%             | 2023-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| EPAM SYSTEMS INC                                      | EPAM SYSTEMS INC                                                  | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       272 | NS      | $100253.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                             | WARNER BROS DISCOVERY INC                                         | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     12465 | NS      | $142101.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP INC                                       | MATCH GROUP INC                                                   | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      1790 | NS      | $90502.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 3140XGNE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    315835 | OU      | $298299.94    | 0.07%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS                    | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    643755 | PA      | $614147.31    | 0.14%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE II POOL                                                | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    274265 | OU      | $256193.11    | 0.06%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    314393 | OU      | $297825.32    | 0.07%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP SEMICONDUCTORS NV                                 | NXP SEMICONDUCTORS NV                                             | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      1329 | NS      | $233691.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                              | WARNERMEDIA HOLDINGS INC                                          | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    275000 | PA      | $233761.28    | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| NUCOR CORP                                            | NUCOR CORP                                                        | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122219.58    | 0.03%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    980000 | PA      | $925640.63    | 0.21%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER WORKS CO INC                           | AMERICAN WATER WORKS CO INC                                       | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      1384 | NS      | $210035.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC                     | TAKE-TWO INTERACTIVE SOFTWARE INC                                 | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       952 | NS      | $100616.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                  | BANK OF AMERICA CORP                                              | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339500.00    | 0.08%             | 2171-07-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: —       |
| SOLAREDGE TECHNOLOGIES INC                            | SOLAREDGE TECHNOLOGIES INC                                        | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       299 | NS      | $89359.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP                                             | NEWS CORP                                                         | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      9265 | NS      | $177424.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                          | SYNOPSYS INC                                                      | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       726 | NS      | $246506.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1055000 | PA      | $999942.19    | 0.23%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                              | MICROCHIP TECHNOLOGY INC                                          | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92510.22     | 0.02%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38378BT82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    261644 | OU      | $226890.02    | 0.05%             | 2052-12-01      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                      | SOCIETE GENERALE SA                                               | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $326082.03    | 0.07%             | 2033-06-15      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| GOODMAN US FIN FIVE LLC                               | GOODMAN US FINANCE FIVE LLC                                       | CUSIP: 38239PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $115099.87    | 0.03%             | 2032-05-04      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1590000 | PA      | $1490625.00   | 0.34%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $129199.22    | 0.03%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                | NXP BV / NXP FUNDING LLC                                          | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99617.12     | 0.02%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 3140XHEX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    391689 | OU      | $371035.45    | 0.08%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 3140XG3K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    369404 | OU      | $349925.37    | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    490000 | PA      | $440349.22    | 0.10%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    244299 | OU      | $243547.83    | 0.06%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $89644.53     | 0.02%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                     | HSBC HOLDINGS PLC                                                 | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $166063.39    | 0.04%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    246442 | OU      | $240203.43    | 0.05%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    940000 | PA      | $910918.75    | 0.21%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $138180.47    | 0.03%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    530000 | PA      | $490995.31    | 0.11%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    269143 | OU      | $220358.04    | 0.05%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                              | CELANESE US HOLDINGS LLC                                          | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213760.75    | 0.05%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                               | BLACKSTONE SECURED LENDING FUND                                   | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    310000 | PA      | $246352.51    | 0.06%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY FRN                                       | UNITED STATES TREASURY FLOATING RATE NOTE                         | CUSIP: 91282CEL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    980000 | PA      | $978347.92    | 0.22%             | 2024-04-30      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                       | MCDONALD'S CORP                                                   | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199043.24    | 0.05%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                           | PROLOGIS LP                                                       | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97910.46     | 0.02%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    865000 | PA      | $807153.13    | 0.18%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 3140MSUC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    402815 | OU      | $392658.16    | 0.09%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC            | EXPEDITORS INTERNATIONAL OF WASHINGTON INC                        | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1313 | NS      | $152386.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $177983.01    | 0.04%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE II POOL                                                | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    425484 | OU      | $417380.38    | 0.10%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC/THE                      | INTERPUBLIC GROUP OF COS INC/THE                                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      4490 | NS      | $154276.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $195292.97    | 0.04%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                          | COMCAST CORP                                                      | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221643.19    | 0.05%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                 | ON SEMICONDUCTOR CORP                                             | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      1735 | NS      | $130472.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                | CREDIT SUISSE GROUP AG                                            | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    175000 | PA      | $155118.93    | 0.04%             | 2025-09-11      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS INC                                    | META PLATFORMS INC                                                | CUSIP: 30303M8E5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    225000 | PA      | $185218.88    | 0.04%             | 2052-08-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $24239.26     | 0.01%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $599593.75    | 0.14%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC                                           | FREDDIE MAC POOL                                                  | CUSIP: 3133SKB26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    523231 | OU      | $418970.80    | 0.10%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | BARCLAYS PLC                                                      | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $334299.63    | 0.08%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                           | FREDDIE MAC POOL                                                  | CUSIP: 3132DN4L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    354559 | OU      | $354144.35    | 0.08%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                           | PROLOGIS LP                                                       | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    175000 | PA      | $140367.00    | 0.03%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 3140XGPS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    603624 | OU      | $554089.04    | 0.13%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                       | CMS ENERGY CORP                                                   | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      2985 | NS      | $182293.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                              | MSCI INC                                                          | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       512 | NS      | $260008.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                                         | WELLTOWER INC                                                     | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      2025 | NS      | $143835.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    815000 | PA      | $790565.92    | 0.18%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                    | COTERRA ENERGY INC                                                | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      7250 | NS      | $202347.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                            | CF INDUSTRIES HOLDINGS INC                                        | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       831 | NS      | $89905.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC                                        | EATON CORP PLC                                                    | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      1820 | NS      | $297479.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CCD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $586842.38    | 0.13%             | 2023-05-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $333527.54    | 0.08%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNY MELLON INCOME STOCK FUND                          | BNY MELLON INCOME STOCK FUND                                      | CUSIP: 05569M301<br>LEI: 549300CM067TFUVPLM16 | Long             | EC               | RF                | US        |   1945313 | NS      | $18811178.99  | 4.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY MELLON CORPORATE BOND FUND                        | BNY MELLON CORPORATE BOND FUND                                    | CUSIP: 05569M368<br>LEI: 549300VTEMMMR676OI33 | Long             | EC               | RF                | US        |   1551614 | NS      | $17874592.52  | 4.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY MELLON INTERMEDIATE BOND FUND                     | BNY MELLON INTERMEDIATE BOND FUND                                 | CUSIP: 05569M814<br>LEI: 549300EFHDSWMQ4VXS91 | Long             | EC               | RF                | US        |   2144302 | NS      | $24895340.45  | 5.68%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY MELLON SHORT-TERM U.S. GOVERNMENT SECURITIES FUND | BNY MELLON SHORT-TERM U.S. GOVERNMENT SECURITIES FUND             | CUSIP: 05569M780<br>LEI: 549300PWBQY9Z51EWK57 | Long             | EC               | RF                | US        |   1910681 | NS      | $20673570.89  | 4.72%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE                        | Dreyfus Institutional Preferred Government Plus Money Market Fund | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |  18979499 | OU      | $18979499.16  | 4.33%             | 2099-12-01      | Variable      | 3.93%                 | No            |                  1 | On Loan: No      |
| 99VVB9HH4                                             | DREYFUS INST PREF GOVT PLUS-SL #4134                              | CUSIP: 99VVB9HH4<br>LEI: N/A                  | Long             |  | RF                | US        |   1496950 | OU      | $1496950.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

**Name of Applicant:** BNY Mellon Advantage Funds, Inc.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Fund Treasurer