# EDGAR Filing Document

**Accession Number:** 0001493580
**File Stem:** 0001752724-23-036450
**Filing Date:** 2023-2
**Character Count:** 103139
**Document Hash:** f741f68b092367a4539ce3a8bda9168e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-036450.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-036450

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY Mellon ETF Trust
- **CENTRAL INDEX KEY:** 0001493580
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23477
- **FILM NUMBER:** 23658099

**BUSINESS ADDRESS:**
- **STREET 1:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 212-922-6400

**MAIL ADDRESS:**
- **STREET 1:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Dreyfus ETF Trust
- **DATE OF NAME CHANGE:** 20100607

## Series and Classes Contracts Data

### BNY Mellon Responsible Horizons Corporate Bond ETF (Series ID: S000072693)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000229128 | BNY Mellon Responsible Horizons Corporate Bond ETF | RHCB            |

## 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 ETF Trust

- **b. Investment Company Act file number:** 811-23477

- **c. CIK number of Registrant:** 0001493580

- **d. LEI of Registrant:** 549300E2C8EQYJ7B0H81

- **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:** 212-922-6400

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

- **a. Name of Series:** BNY Mellon Responsible Horizons Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000072693

- **c. LEI of Series:** 549300XXWYC4HQW0V020

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-30

**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:** $22742703.57

**Total Liabilities:** $530758.11

**Net Assets:** $22211945.46

**Cash Not Reported:** $712.01

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8.38628000 | **1-Year:** 992.88487000 | **5-Year:** 4382.36477000 | **10-Year:** 7190.10163000 | **30-Year:** 1427.81007000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 213.01371000 | **10-Year:** 96.04522000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229128 | -1.01%               | 5.14%                | -0.41%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-52138.00               | $-221709.67                                |
| Month 2  | $-82582.50               | $1131673.32                                |
| Month 3  | $-103414.78              | $-128830.39                                |

**Designated Index Information**

- **Index Name:** ICE BofA US Corporate Index

- **Index Identifier:** MLC0A0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MARRIOTT INTERNATIONAL                                       | Marriott International Inc/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37561.57     | 0.17%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                            | NEWELL BRANDS INC                                                               | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37719.81     | 0.17%             | 2026-04-01      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                          | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74903.88     | 0.34%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                            | Atmos Energy Corp                                                               | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54440.50     | 0.25%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                        | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     34000 | PA      | $25069.31     | 0.11%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225979.27    | 1.02%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                           | Analog Devices Inc                                                              | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169842.50    | 0.76%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                             | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277062.94    | 1.25%             | 2025-08-09      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $145069.77    | 0.65%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                  | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192295.12    | 0.87%             | 2025-02-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                      | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    175000 | PA      | $145845.12    | 0.66%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                      | Metropolitan Life Global Funding I                                              | CUSIP: 59217GGU7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116680.61    | 0.53%             | 2031-01-07      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                      | Walt Disney Co/The                                                              | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     68000 | PA      | $55021.75     | 0.25%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                                     | Enel Finance America LLC                                                        | CUSIP: 29280HAA0<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207154.43    | 0.93%             | 2027-10-14      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                       | Credit Suisse Group AG                                                          | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $200752.27    | 0.90%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                            | General Motors Co                                                               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122640.88    | 0.55%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52853.68     | 0.24%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                     | Rogers Communications Inc                                                       | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $65531.63     | 0.30%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65953.48     | 0.30%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                      | Walt Disney Co/The                                                              | CUSIP: 254687FN1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145416.22    | 0.65%             | 2025-03-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                            | Kinder Morgan Inc                                                               | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45138.77     | 0.20%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                     | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     73000 | PA      | $63806.68     | 0.29%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                      | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77972.93     | 0.35%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                        | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96404.05     | 0.43%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68428.47     | 0.31%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                        | Canadian National Railway Co                                                    | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $20559.95     | 0.09%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                            | General Motors Co                                                               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    142000 | PA      | $132321.89    | 0.60%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                          | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43537.08     | 0.20%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $125039.55    | 0.56%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                       | Marriott International Inc/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73097.26     | 0.33%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                       | Extra Space Storage LP                                                          | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14364.71     | 0.06%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                     | Mondelez International Holdings Netherlands BV                                  | CUSIP: 000000000<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $68125.54     | 0.31%             | 2041-09-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                         | Boston Properties LP                                                            | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90189.08     | 0.41%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                              | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    225000 | PA      | $203497.78    | 0.92%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                       | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    120000 | PA      | $84169.27     | 0.38%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74196.05     | 0.33%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                            | Newell Brands Inc                                                               | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33650.14     | 0.15%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                     | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142767.60    | 0.64%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                 | 7-Eleven Inc                                                                    | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66354.86     | 0.30%             | 2041-02-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HP INC                                                       | HP Inc                                                                          | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114036.58    | 0.51%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                     | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99424.23     | 0.45%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                       | Discover Financial Services                                                     | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90733.39     | 0.41%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A                               | California Health Facilities Financing Authority                                | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     10000 | PA      | $8863.65      | 0.04%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBV1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $189394.09    | 0.85%             | 2025-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $37266.98     | 0.17%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                     | Principal Life Global Funding II                                                | CUSIP: 74256LEK1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176359.17    | 0.79%             | 2026-01-12      | Fixed         | 0.88%                 | No            |                  2 | 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        |    100000 | PA      | $91411.57     | 0.41%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                 | Enbridge Inc                                                                    | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $53140.09     | 0.24%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $93448.42     | 0.42%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22359.90     | 0.10%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                | Parkland Corp/Alberta                                                           | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $41735.57     | 0.19%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                  | Equinix Inc                                                                     | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89524.21     | 0.40%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                       | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     65000 | PA      | $49349.00     | 0.22%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                        | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54112.30     | 0.24%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88036.23     | 0.40%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                       | Advanced Micro Devices Inc                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40668.88     | 0.18%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                                         | New England Power Co                                                            | CUSIP: 644188BH6<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73441.72     | 0.33%             | 2052-11-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                          | Ashtead Capital Inc                                                             | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179698.83    | 0.81%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                      | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     84000 | PA      | $71310.23     | 0.32%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                       | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62672.14     | 0.28%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                      | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7091.44     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                      | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43632.29     | 0.20%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $189215.56    | 0.85%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133771.52    | 0.60%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                           | Roche Holdings Inc                                                              | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163252.28    | 0.73%             | 2031-12-13      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                         | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26738.51     | 0.12%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                | J M Smucker Co/The                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44861.29     | 0.20%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                         | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24062.55     | 0.11%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    476000 | PA      | $381543.75    | 1.72%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                   | VMware Inc                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113492.47    | 0.51%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                             | Ryder System Inc                                                                | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35495.74     | 0.16%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                            | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216643.70    | 0.98%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                     | TotalEnergies Capital SA                                                        | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     60000 | PA      | $58077.15     | 0.26%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    203000 | PA      | $159493.43    | 0.72%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                   | Eaton Corp                                                                      | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11836.72     | 0.05%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                          | Carrier Global Corp                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126615.53    | 0.57%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                             | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50118.45     | 0.23%             | 2045-10-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     86000 | PA      | $71812.20     | 0.32%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                         | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43059.91     | 0.19%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                  | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242292.58    | 1.09%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                  | Nutrien Ltd                                                                     | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $192580.83    | 0.87%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                 | WP Carey Inc                                                                    | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144101.14    | 0.65%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $32171.90     | 0.14%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                     | Builders FirstSource Inc                                                        | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26336.69     | 0.12%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                                     | Shire Acquisitions Investments Ireland DAC                                      | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $93921.24     | 0.42%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76644.72     | 0.35%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                        | Prologis Euro Finance LLC                                                       | CUSIP: 74341EAD4<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61755.75     | 0.28%             | 2049-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     60000 | PA      | $41520.74     | 0.19%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                             | Simpar Europe SA                                                                | CUSIP: 82883PAA2<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $151766.00    | 0.68%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                  | CBOT 10 Year US Treasury Note                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -4 | NC      | $2643.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                     | Thermo Fisher Scientific Inc                                                    | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72935.48     | 0.33%             | 2039-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51015.07     | 0.23%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                        | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198712.09    | 0.89%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72149.26     | 0.32%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                             | Lenovo Group Ltd                                                                | CUSIP: 526250AE5<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $193918.05    | 0.87%             | 2032-07-27      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                      | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-29054.12    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                 | QUALCOMM Inc                                                                    | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38646.07     | 0.17%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                              | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     58000 | PA      | $55952.03     | 0.25%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $43107.98     | 0.19%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                       | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186076.75    | 0.84%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                     | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36700.86     | 0.17%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                        | Jackson Financial Inc                                                           | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240806.15    | 1.08%             | 2023-11-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                            | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    110000 | PA      | $85846.76     | 0.39%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $173085.94    | 0.78%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                      | Fidelity National Information Services Inc                                      | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114140.19    | 0.51%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     37000 | PA      | $28956.08     | 0.13%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4786.79      | 0.02%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                     | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $66409.83     | 0.30%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                | Allstate Corp/The                                                               | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38948.04     | 0.18%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                     | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     80000 | PA      | $48908.80     | 0.22%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                   | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118428.72    | 0.53%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $106579.50    | 0.48%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89091.22     | 0.40%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                         | Enel Finance International NV                                                   | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $180674.99    | 0.81%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                  | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -7 | NC      | $15660.21     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154288.06    | 0.69%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     84000 | PA      | $79755.70     | 0.36%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                           | Ford Motor Co                                                                   | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32384.89     | 0.15%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129019.06    | 0.58%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                          | Dollar General Corp                                                             | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43424.63     | 0.20%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                              | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97393.65     | 0.44%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                       | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    184932 | PA      | $157808.30    | 0.71%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                            | NatWest Group PLC                                                               | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208341.85    | 0.94%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    461000 | PA      | $412162.81    | 1.86%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                      | CURRENCY CONTRACT - USD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3179.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37777.34     | 0.17%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $54361.33     | 0.24%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                     | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     94000 | PA      | $92696.12     | 0.42%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                          | LSEGA Financing PLC                                                             | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $175483.14    | 0.79%             | 2026-04-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                 | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68967.79     | 0.31%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45259.67     | 0.20%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                 | Enbridge Inc                                                                    | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $145062.19    | 0.65%             | 2023-10-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53827.98     | 0.24%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19632.54     | 0.09%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                          | Synchrony Financial                                                             | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147370.98    | 0.66%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                            | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $130854.10    | 0.59%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                  | MetLife Inc                                                                     | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7663.48      | 0.03%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                         | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85270.49     | 0.38%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                  | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190379.48    | 0.86%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                 | Avangrid Inc                                                                    | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124344.42    | 0.56%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148381.94    | 0.67%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129858.66    | 0.58%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                  | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $164520.44    | 0.74%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172429.71    | 0.78%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                     | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $221089.72    | 1.00%             | 2026-09-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                             | Genuine Parts Co                                                                | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112134.50    | 0.50%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                             | Lamar Media Corp                                                                | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $41401.38     | 0.19%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74963.52     | 0.34%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                       | Credit Suisse Group AG                                                          | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $221160.86    | 1.00%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                         | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233851EC4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134342.09    | 0.60%             | 2026-03-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86566.80     | 0.39%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     42000 | PA      | $45877.95     | 0.21%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    220000 | PA      | $190932.38    | 0.86%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                         | ERAC USA Finance LLC                                                            | CUSIP: 26884TAP7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119658.04    | 0.54%             | 2025-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                          | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    100000 | PA      | $84118.15     | 0.38%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                  | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75016.82     | 0.34%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Dreyfus Institutional Preferred Government Money Market Fund | Dreyfus Institutional Preferred Government Money Market Fund                    | CUSIP: 000000000<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |    501201 | NS      | $501200.58    | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                           | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56379.13     | 0.25%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    165000 | PA      | $154200.28    | 0.69%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21387.15     | 0.10%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                        | Stellantis Finance US Inc                                                       | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153074.07    | 0.69%             | 2031-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     65000 | PA      | $43647.08     | 0.20%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                    | Ball Corp                                                                       | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44011.28     | 0.20%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                  | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96836.50     | 0.44%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                   | Cigna Corp                                                                      | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96646.17     | 0.44%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35860.02     | 0.16%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                 | AutoZone Inc                                                                    | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38890.25     | 0.18%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                      | Schlumberger Holdings Corp                                                      | CUSIP: 806851AH4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188226.55    | 0.85%             | 2029-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95697.39     | 0.43%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     33000 | PA      | $27633.26     | 0.12%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                      | CURRENCY CONTRACT - EUR                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4201.98      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                                    | Prosus NV                                                                       | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $166072.29    | 0.75%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                   | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    119000 | PA      | $111000.95    | 0.50%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                          | Dow Chemical Co/The                                                             | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34822.83     | 0.16%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95220.20     | 0.43%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63963.93     | 0.29%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                               | PulteGroup Inc                                                                  | CUSIP: 745867AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50235.85     | 0.23%             | 2026-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132384.23    | 0.60%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                   | Pfizer Inc                                                                      | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $211389.39    | 0.95%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $49962.51     | 0.22%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                     | Rogers Communications Inc                                                       | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     62000 | PA      | $48354.92     | 0.22%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                 | QUALCOMM Inc                                                                    | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36477.78     | 0.16%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                               | Public Storage                                                                  | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106867.68    | 0.48%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                           | Alcon Finance Corp                                                              | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201644.24    | 0.91%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| CITIZENS FINANCIAL GROUP                                     | Citizens Financial Group Inc                                                    | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74618.54     | 0.34%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                            | Eurex 30 Year Euro BUXL                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -2 | NC      | $55152.32     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103506.76    | 0.47%             | 2031-11-01      | Fixed         | 8.00%                 | 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        |     80000 | PA      | $53858.28     | 0.24%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33651.50     | 0.15%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                          | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $170542.72    | 0.77%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                            | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $173327.88    | 0.78%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                          | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27329.64     | 0.12%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                              | Nordea Bank Abp                                                                 | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $201268.91    | 0.91%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                       | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     90000 | PA      | $63993.75     | 0.29%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                  | CBOT US Long Bond                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         7 | NC      | $-7338.30     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                     | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $44625.77     | 0.20%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                     | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     67000 | PA      | $48965.43     | 0.22%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                        | American Homes 4 Rent LP                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77393.53     | 0.35%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76328.21     | 0.34%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                        | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72208.72     | 0.33%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                 | Newmont Corp                                                                    | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51135.40     | 0.23%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    127000 | PA      | $109883.45    | 0.49%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                            | Eurex 10 Year Euro BUND                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -1 | NC      | $9439.01      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                        | Micron Technology Inc                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112525.96    | 0.51%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                  | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127897.11    | 0.58%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                     | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    167000 | PA      | $124631.30    | 0.56%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $172317.39    | 0.78%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                    | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $92109.30     | 0.41%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133084.54    | 0.60%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76601.14     | 0.34%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                             | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBJ7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119351.33    | 0.54%             | 2024-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81785.61     | 0.37%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                      | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125158.61    | 0.56%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                  | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42088.37     | 0.19%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    170000 | PA      | $141724.08    | 0.64%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                          | Sherwin-Williams Co/The                                                         | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187902.19    | 0.85%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                              | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112553.57    | 0.51%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                                      | Iron Mountain Information Management Services Inc                               | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $41607.27     | 0.19%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                       | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86675.18     | 0.39%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27158.56     | 0.12%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                      | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239344.84    | 1.08%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36643.22     | 0.16%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XLIT LTD                                                     | XLIT Ltd                                                                        | CUSIP: 98420EAD7<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |     60000 | PA      | $56980.63     | 0.26%             | 2045-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                      | KB Home                                                                         | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40256.25     | 0.18%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                       | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102130.61    | 0.46%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                      | Macy's Retail Holdings LLC                                                      | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $58236.40     | 0.26%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                             | Societe Generale SA                                                             | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $187600.69    | 0.84%             | 2033-06-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** BNY Mellon ETF Trust

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer