# EDGAR Filing Document

**Accession Number:** 0001224568
**File Stem:** 0000940400-25-005533
**Filing Date:** 2025-10
**Character Count:** 243853
**Document Hash:** 42bab81e1ebea0d051a84e14b10f925c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-005533.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0000940400-25-005533

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY Mellon Investment Funds VI
- **CENTRAL INDEX KEY:** 0001224568

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21327
- **FILM NUMBER:** 251428713

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 212-922-6400

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS MANAGER FUNDS II
- **DATE OF NAME CHANGE:** 20081201

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS PREMIER MANAGER FUNDS II
- **DATE OF NAME CHANGE:** 20031016

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS PREMIER TP BALANCED FUND
- **DATE OF NAME CHANGE:** 20030326

## Series and Classes Contracts Data

### BNY Mellon Balanced Opportunity Fund (Series ID: S000000342)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000000867 | Class A      | DBOAX           |
| C000000869 | Class C      | DBOCX           |
| C000000870 | Class I      | DBORX           |
| C000000872 | Class J      | THPBX           |
| C000001397 | Class Z      | DBOZX           |
| C000174004 | Class Y      | DBOYX           |

## Nport-Ex

BNY Mellon Balanced Opportunity Fund

SCHEDULE OF INVESTMENTS

August 31, 2025 (Unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%)<br>| Maturity <br>Date<br>| Principal <br>Amount ($)<br>| Value ($) |
| **Bonds and Notes — 34.6%** | **Bonds and Notes — 34.6%** | **Bonds and Notes — 34.6%** | **Bonds and Notes — 34.6%** | **Bonds and Notes — 34.6%** |
| **Aerospace & Defense — .2%** | **Aerospace & Defense — .2%** | **Aerospace & Defense — .2%** | **Aerospace & Defense — .2%** | **Aerospace & Defense — .2%** |
| Lockheed Martin Corp., Sr. Unscd. Notes | 5.20 | 2/15/2055 | 320000 | 297764 |
| RTX Corp., Sr. Unscd. Notes | 4.13 | 11/16/2028 | 200000 | 200256 |
|  |  |  |  | **498020** |
| **Agriculture — .1%** | **Agriculture — .1%** | **Agriculture — .1%** | **Agriculture — .1%** | **Agriculture — .1%** |
| Philip Morris International, Inc., Sr. Unscd. Notes | 5.63 | 11/17/2029 | 320000 | **336944** |
| **Asset-Backed Certificates — .2%** | **Asset-Backed Certificates — .2%** | **Asset-Backed Certificates — .2%** | **Asset-Backed Certificates — .2%** | **Asset-Backed Certificates — .2%** |
| John Deere Owner Trust, Ser. 2023-B, Cl. A3 | 5.18 | 3/15/2028 | 170850 | 171929 |
| New Economy Assets Phase 1 Sponsor LLC, Ser. 2021-1, Cl. A1<sup>(a)</sup> <br>| 1.91 | 10/20/2061 | 495000 | 412761 |
|  |  |  |  | **584690** |
| **Asset-Backed Certificates/Auto Receivables — .4%** | **Asset-Backed Certificates/Auto Receivables — .4%** | **Asset-Backed Certificates/Auto Receivables — .4%** | **Asset-Backed Certificates/Auto Receivables — .4%** | **Asset-Backed Certificates/Auto Receivables — .4%** |
| Honda Auto Receivables Owner Trust, Ser. 2023-1, Cl. A3 | 5.04 | 4/21/2027 | 78186 | 78399 |
| Hyundai Auto Receivables Trust, Ser. 2022-C, Cl. A4 | 5.52 | 10/16/2028 | 376000 | 380368 |
| Mercedes-Benz Auto Receivables Trust, Ser. 2023-1, Cl. A3 | 4.51 | 11/15/2027 | 101963 | 102093 |
| OSCAR US Funding XII LLC, Ser. 2021-1A, Cl. A4<sup>(a)</sup> <br>| 1.00 | 4/10/2028 | 57129 | 56799 |
| Toyota Auto Receivables Owner Trust, Ser. 2022-D, Cl. A3 | 5.30 | 9/15/2027 | 298363 | 299827 |
| Toyota Auto Receivables Owner Trust, Ser. 2023-A, Cl. A3 | 4.63 | 9/15/2027 | 106258 | 106439 |
|  |  |  |  | **1023925** |
| **Automobiles & Components — .3%** | **Automobiles & Components — .3%** | **Automobiles & Components — .3%** | **Automobiles & Components — .3%** | **Automobiles & Components — .3%** |
| Ford Motor Co., Sr. Unscd. Notes | 3.25 | 2/12/2032 | 320000 | 274438 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>| 2.40 | 4/10/2028 | 545000 | 519464 |
|  |  |  |  | **793902** |
| **Banks — 2.2%** | **Banks — 2.2%** | **Banks — 2.2%** | **Banks — 2.2%** | **Banks — 2.2%** |
| Bank of America Corp., Sr. Unscd. Notes | 1.20 | 10/24/2026 | 110000 | 109489 |
| Bank of America Corp., Sr. Unscd. Notes | 3.42 | 12/20/2028 | 105000 | 103194 |
| Bank of America Corp., Sr. Unscd. Notes | 5.29 | 4/25/2034 | 290000 | 297565 |
| Citigroup, Inc., Sr. Unscd. Notes | 4.65 | 7/30/2045 | 390000 | 341762 |
| Citizens Bank NA, Sr. Unscd. Notes | 3.75 | 2/18/2026 | 500000 | 497950 |
| Intesa Sanpaolo SpA, Sr. Notes | 7.20 | 11/28/2033 | 300000 | 339458 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 3.70 | 5/6/2030 | 400000 | 392234 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 3.96 | 1/29/2027 | 255000 | 254639 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.45 | 12/5/2029 | 185000 | 186491 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.35 | 6/1/2034 | 590000 | 609320 |
| Lloyds Banking Group PLC, Sr. Unscd. Notes | 1.63 | 5/11/2027 | 280000 | 274759 |
| Morgan Stanley, Sr. Unscd. Notes | 4.43 | 1/23/2030 | 300000 | 301376 |
| NatWest Group PLC, Sr. Unscd. Notes | 1.64 | 6/14/2027 | 200000 | 195803 |
| Royal Bank of Canada, Covered Bonds | 2.60 | 3/24/2027 | 330000 | 323626 |
| Royal Bank of Canada, Covered Bonds | 4.85 | 12/14/2026 | 250000 | 252861 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.81 | 4/23/2029 | 610000 | 603757 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.52 | 7/17/2028 | 360000 | 373757 |
| Wells Fargo & Co., Sr. Unscd. Notes | 4.15 | 1/24/2029 | 405000 | 404806 |
| Wells Fargo & Co., Sub. Notes | 4.30 | 7/22/2027 | 320000 | 321318 |
|  |  |  |  | **6184165** |
| **Building Materials — .3%** | **Building Materials — .3%** | **Building Materials — .3%** | **Building Materials — .3%** | **Building Materials — .3%** |
| Carrier Global Corp., Sr. Unscd. Notes | 2.49 | 2/15/2027 | 395000 | 386638 |
| Trane Technologies Financing Ltd., Gtd. Notes | 5.25 | 3/3/2033 | 310000 | 320937 |
|  |  |  |  | **707575** |

---

**3**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 34.6% (continued)** | **Bonds and Notes — 34.6% (continued)** | **Bonds and Notes — 34.6% (continued)** | **Bonds and Notes — 34.6% (continued)** | **Bonds and Notes — 34.6% (continued)** |
| **Commercial Mortgage Pass-Through Certificates — .2%** | **Commercial Mortgage Pass-Through Certificates — .2%** | **Commercial Mortgage Pass-Through Certificates — .2%** | **Commercial Mortgage Pass-Through Certificates — .2%** | **Commercial Mortgage Pass-Through Certificates — .2%** |
| Citigroup Commercial Mortgage Trust, Ser. 2020-GC46, Cl. A2 | 2.71 | 2/15/2053 | 48282 | 47444 |
| CSAIL Commercial Mortgage Trust, Ser. 2017-CX10, Cl. A4 | 3.19 | 11/15/2050 | 240000 | 234144 |
| GS Mortgage Securities Trust, Ser. 2019-GC39, Cl. A3 | 3.31 | 5/10/2052 | 201580 | 193032 |
| Wells Fargo Commercial Mortgage Trust, Ser. 2020-C56, Cl. A5 | 2.45 | 6/15/2053 | 135000 | 124351 |
|  |  |  |  | **598971** |
| **Consumer Discretionary — .2%** | **Consumer Discretionary — .2%** | **Consumer Discretionary — .2%** | **Consumer Discretionary — .2%** | **Consumer Discretionary — .2%** |
| Marriott International, Inc., Sr. Unscd. Notes, Ser. HH | 2.85 | 4/15/2031 | 465000 | **427071** |
| **Consumer Staples — .1%** | **Consumer Staples — .1%** | **Consumer Staples — .1%** | **Consumer Staples — .1%** | **Consumer Staples — .1%** |
| The Procter & Gamble Company, Sr. Unscd. Notes | 3.00 | 3/25/2030 | 350000 | **336167** |
| **Diversified Financials — .5%** | **Diversified Financials — .5%** | **Diversified Financials — .5%** | **Diversified Financials — .5%** | **Diversified Financials — .5%** |
| Air Lease Corp., Sr. Unscd. Notes | 1.88 | 8/15/2026 | 215000 | 210083 |
| Capital One Financial Corp., Sr. Unscd. Notes | 6.70 | 11/29/2032 | 342000 | 376558 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 4.35 | 6/15/2029 | 320000 | 322424 |
| MDGH GMTN RSC Ltd., Gtd. Notes | 5.50 | 4/28/2033 | 210000 | 222078 |
| Nasdaq, Inc., Sr. Unscd. Notes | 5.95 | 8/15/2053 | 410000 | 418358 |
|  |  |  |  | **1549501** |
| **Electronic Components — .3%** | **Electronic Components — .3%** | **Electronic Components — .3%** | **Electronic Components — .3%** | **Electronic Components — .3%** |
| Amphenol Corp., Sr. Unscd. Notes | 2.20 | 9/15/2031 | 390000 | 345272 |
| Trimble, Inc., Sr. Unscd. Notes | 6.10 | 3/15/2033 | 460000 | 489327 |
|  |  |  |  | **834599** |
| **Energy — 1.1%** | **Energy — 1.1%** | **Energy — 1.1%** | **Energy — 1.1%** | **Energy — 1.1%** |
| BP Capital Markets America, Inc., Gtd. Notes | 4.70 | 4/10/2029 | 540000 | 550264 |
| Cheniere Corpus Christi Holdings LLC, Sr. Scd. Notes | 3.70 | 11/15/2029 | 285000 | 276960 |
| Diamondback Energy, Inc., Gtd. Notes | 5.55 | 4/1/2035 | 830000 | 839698 |
| Enbridge, Inc., Gtd. Notes | 5.70 | 3/8/2033 | 188000 | 196194 |
| Energy Transfer LP, Gtd. Notes<sup>(a)</sup> <br>| 5.63 | 5/1/2027 | 420000 | 420039 |
| Kinder Morgan Energy Partners LP, Gtd. Notes | 5.00 | 3/1/2043 | 140000 | 125646 |
| Kinder Morgan Energy Partners LP, Gtd. Notes | 6.55 | 9/15/2040 | 330000 | 353455 |
| Shell Finance US, Inc., Gtd. Notes | 2.75 | 4/6/2030 | 500000 | 473340 |
|  |  |  |  | **3235596** |
| **Environmental Control — .4%** | **Environmental Control — .4%** | **Environmental Control — .4%** | **Environmental Control — .4%** | **Environmental Control — .4%** |
| Republic Services, Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>| 2.38 | 3/15/2033 | 525000 | 452957 |
| Waste Management, Inc., Gtd. Notes | 2.00 | 6/1/2029 | 365000 | 339618 |
| Waste Management, Inc., Gtd. Notes | 3.15 | 11/15/2027 | 310000 | 304926 |
|  |  |  |  | **1097501** |
| **Food Products — .2%** | **Food Products — .2%** | **Food Products — .2%** | **Food Products — .2%** | **Food Products — .2%** |
| Conagra Brands, Inc., Sr. Unscd. Notes | 1.38 | 11/1/2027 | 300000 | 281440 |
| Kraft Heinz Foods Co., Gtd. Notes | 4.38 | 6/1/2046 | 250000 | 199252 |
|  |  |  |  | **480692** |
| **Foreign Governmental — .6%** | **Foreign Governmental — .6%** | **Foreign Governmental — .6%** | **Foreign Governmental — .6%** | **Foreign Governmental — .6%** |
| British Columbia, Sr. Unscd. Bonds | 2.25 | 6/2/2026 | 520000 | 513365 |
| Colombia, Sr. Unscd. Notes | 7.50 | 2/2/2034 | 760000 | 789716 |
| Hungary, Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.25 | 6/16/2029 | 250000 | 255489 |
| Italy, Sr. Unscd. Notes, Ser. 10Y | 2.88 | 10/17/2029 | 225000 | 214408 |
| Uruguay, Sr. Unscd. Bonds | 4.38 | 1/23/2031 | 60000 | 60312 |
|  |  |  |  | **1833290** |
| **Health Care — .9%** | **Health Care — .9%** | **Health Care — .9%** | **Health Care — .9%** | **Health Care — .9%** |
| AbbVie, Inc., Sr. Unscd. Notes | 3.20 | 11/21/2029 | 220000 | 212048 |
| Amgen, Inc., Sr. Unscd. Notes | 5.65 | 3/2/2053 | 225000 | 217774 |
| Becton, Dickinson and Co., Gtd. Notes | 5.08 | 6/7/2029 | 630000 | 647844 |

---

**4**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 34.6% (continued)** | **Bonds and Notes — 34.6% (continued)** | **Bonds and Notes — 34.6% (continued)** | **Bonds and Notes — 34.6% (continued)** | **Bonds and Notes — 34.6% (continued)** |
| **Health Care — .9% (continued)** | **Health Care — .9% (continued)** | **Health Care — .9% (continued)** | **Health Care — .9% (continued)** | **Health Care — .9% (continued)** |
| Biogen, Inc., Sr. Unscd. Notes | 2.25 | 5/1/2030 | 235000 | 214025 |
| DH Europe Finance II SARL, Gtd. Notes | 2.60 | 11/15/2029 | 180000 | 169488 |
| Eli Lilly & Co., Sr. Unscd. Notes | 4.60 | 8/14/2034 | 550000 | 547068 |
| Merck & Co., Inc., Sr. Unscd. Notes | 3.40 | 3/7/2029 | 220000 | 215946 |
| Pfizer, Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>| 3.45 | 3/15/2029 | 285000 | 280639 |
|  |  |  |  | **2504832** |
| **Insurance — 1.0%** | **Insurance — 1.0%** | **Insurance — 1.0%** | **Insurance — 1.0%** | **Insurance — 1.0%** |
| Five Corners Funding Trust II, Sr. Unscd. Notes<sup>(a)</sup> <br>| 2.85 | 5/15/2030 | 260000 | 243218 |
| Jackson Financial, Inc., Sr. Unscd. Notes | 3.13 | 11/23/2031 | 195000 | 176395 |
| Massachusetts Mutual Life Insurance Co., Sub. Notes<sup>(a)</sup> <br>| 3.38 | 4/15/2050 | 225000 | 152135 |
| Metropolitan Life Global Funding I, Sr. Scd. Notes<sup>(a)</sup> <br>| 3.00 | 9/19/2027 | 545000 | 533642 |
| New York Life Global Funding, Scd. Notes<sup>(a)</sup> <br>| 4.15 | 7/25/2028 | 1050000 | 1053875 |
| New York Life Insurance Co., Sub. Notes<sup>(a)</sup> <br>| 3.75 | 5/15/2050 | 699000 | 512536 |
| Pacific Life Global Funding II, Scd. Notes<sup>(a)</sup> <br>| 1.38 | 4/14/2026 | 270000 | 265228 |
|  |  |  |  | **2937029** |
| **Internet Software & Services — .1%** | **Internet Software & Services — .1%** | **Internet Software & Services — .1%** | **Internet Software & Services — .1%** | **Internet Software & Services — .1%** |
| Meta Platforms, Inc., Sr. Unscd. Notes | 5.60 | 5/15/2053 | 335000 | **331433** |
| **Materials — .2%** | **Materials — .2%** | **Materials — .2%** | **Materials — .2%** | **Materials — .2%** |
| Smurfit Westrock Financing DAC, Gtd. Notes | 5.42 | 1/15/2035 | 430000 | **438075** |
| **Media — .1%** | **Media — .1%** | **Media — .1%** | **Media — .1%** | **Media — .1%** |
| Comcast Corp., Gtd. Notes | 2.65 | 2/1/2030 | 335000 | **314102** |
| **Metals & Mining — .1%** | **Metals & Mining — .1%** | **Metals & Mining — .1%** | **Metals & Mining — .1%** | **Metals & Mining — .1%** |
| Anglo American Capital PLC, Gtd. Notes<sup>(a)</sup> <br>| 2.63 | 9/10/2030 | 400000 | **366133** |
| **Municipal Securities — .4%** | **Municipal Securities — .4%** | **Municipal Securities — .4%** | **Municipal Securities — .4%** | **Municipal Securities — .4%** |
| California, GO | 2.38 | 10/1/2026 | 230000 | 226735 |
| Central Florida Tourism Oversight District, GO, Refunding, Ser. A | 2.40 | 6/1/2032 | 65000 | 57914 |
| Central Florida Tourism Oversight District, GO, Refunding, Ser. A | 2.45 | 6/1/2033 | 65000 | 56720 |
| Central Florida Tourism Oversight District, GO, Refunding, Ser. A | 2.50 | 6/1/2034 | 50000 | 42737 |
| Dallas Fort Worth International Airport, Revenue Bonds, Refunding, Ser. C | 2.92 | 11/1/2050 | 160000 | 109680 |
| Honolulu City & County Wastewater System, Revenue Bonds, Refunding, Ser. B | 2.50 | 7/1/2027 | 25000 | 24414 |
| Massachusetts School Building Authority, Revenue Bonds, Refunding, Ser. B | 2.44 | 10/15/2027 | 115000 | 111911 |
| &nbsp;&nbsp;&nbsp; Metropolitan Transportation Authority, Revenue Bonds (Build America Bonds) <br> Ser B-1<br>| 6.55 | 11/15/2031 | 225000 | 238141 |
| New York City, GO (Build America Bonds) Ser. D | 5.99 | 12/1/2036 | 135000 | 140349 |
| Wisconsin, Revenue Bonds, Refunding, Ser. A | 2.20 | 5/1/2027 | 135000 | 131309 |
|  |  |  |  | **1139910** |
| **Real Estate — .5%** | **Real Estate — .5%** | **Real Estate — .5%** | **Real Estate — .5%** | **Real Estate — .5%** |
| American Homes 4 Rent LP, Sr. Unscd. Notes | 2.38 | 7/15/2031 | 258000 | 228022 |
| American Tower Corp., Sr. Unscd. Notes | 5.55 | 7/15/2033 | 240000 | 249362 |
| Crown Castle, Inc., Sr. Unscd. Notes | 2.25 | 1/15/2031 | 410000 | 363328 |
| Healthcare Realty Holdings LP, Gtd. Notes<sup>(b)</sup> <br>| 3.10 | 2/15/2030 | 235000 | 221128 |
| Simon Property Group LP, Sr. Unscd. Notes | 3.50 | 9/1/2025 | 230000 | 230000 |
| WP Carey, Inc., Sr. Unscd. Notes | 2.25 | 4/1/2033 | 295000 | 244492 |
|  |  |  |  | **1536332** |
| **Retailing — .2%** | **Retailing — .2%** | **Retailing — .2%** | **Retailing — .2%** | **Retailing — .2%** |
| Dollar General Corp., Sr. Unscd. Notes<sup>(b)</sup> <br>| 3.50 | 4/3/2030 | 200000 | 192354 |
| Dollar Tree, Inc., Sr. Unscd. Notes | 4.20 | 5/15/2028 | 110000 | 109751 |
| Lowe's Companies, Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.63 | 4/15/2053 | 357000 | 341110 |
|  |  |  |  | **643215** |

---

**5**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 34.6% (continued)** | **Bonds and Notes — 34.6% (continued)** | **Bonds and Notes — 34.6% (continued)** | **Bonds and Notes — 34.6% (continued)** | **Bonds and Notes — 34.6% (continued)** |
| **Semiconductors & Semiconductor Equipment — .2%** | **Semiconductors & Semiconductor Equipment — .2%** | **Semiconductors & Semiconductor Equipment — .2%** | **Semiconductors & Semiconductor Equipment — .2%** | **Semiconductors & Semiconductor Equipment — .2%** |
| NXP BV/NXP Funding LLC/NXP USA, Inc., Gtd. Notes | 2.65 | 2/15/2032 | 410000 | 361062 |
| SK Hynix, Inc., Sr. Unscd. Notes | 5.50 | 1/16/2029 | 210000 | 217229 |
|  |  |  |  | **578291** |
| **Supranational Bank — .4%** | **Supranational Bank — .4%** | **Supranational Bank — .4%** | **Supranational Bank — .4%** | **Supranational Bank — .4%** |
| Asian Development Bank, Sr. Unscd. Notes | 4.00 | 1/12/2033 | 720000 | 719421 |
| International Finance Facility for Immunisation Co., Sr. Unscd. Notes | 1.00 | 4/21/2026 | 560000 | 549222 |
|  |  |  |  | **1268643** |
| **Technology Hardware & Equipment — .6%** | **Technology Hardware & Equipment — .6%** | **Technology Hardware & Equipment — .6%** | **Technology Hardware & Equipment — .6%** | **Technology Hardware & Equipment — .6%** |
| Apple, Inc., Sr. Unscd. Notes | 3.00 | 6/20/2027 | 450000 | 444622 |
| Dell International LLC/EMC Corp., Sr. Unscd. Notes | 6.02 | 6/15/2026 | 258000 | 260302 |
| Hewlett Packard Enterprise Co., Sr. Unscd. Notes | 4.85 | 10/15/2031 | 448000 | 452003 |
| International Business Machines Corp., Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.00 | 2/10/2032 | 650000 | 666753 |
|  |  |  |  | **1823680** |
| **Telecommunication Services — .6%** | **Telecommunication Services — .6%** | **Telecommunication Services — .6%** | **Telecommunication Services — .6%** | **Telecommunication Services — .6%** |
| AT&T, Inc., Sr. Unscd. Notes | 2.55 | 12/1/2033 | 438000 | 368812 |
| Sprint Capital Corp., Gtd. Notes | 8.75 | 3/15/2032 | 270000 | 327532 |
| T-Mobile USA, Inc., Gtd. Notes | 3.88 | 4/15/2030 | 270000 | 264518 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 2.36 | 3/15/2032 | 51000 | 44290 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 3.88 | 2/8/2029 | 140000 | 139060 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 4.02 | 12/3/2029 | 495000 | 491269 |
|  |  |  |  | **1635481** |
| **Transportation — .2%** | **Transportation — .2%** | **Transportation — .2%** | **Transportation — .2%** | **Transportation — .2%** |
| Canadian Pacific Railway Co., Gtd. Notes | 2.45 | 12/2/2031 | 130000 | 115238 |
| CSX Corp., Sr. Unscd. Notes | 2.60 | 11/1/2026 | 380000 | 373884 |
| CSX Corp., Sr. Unscd. Notes | 3.35 | 11/1/2025 | 205000 | 204598 |
|  |  |  |  | **693720** |
| **U.S. Government Agencies Collateralized Mortgage Obligations — .3%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .3%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .3%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .3%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .3%** |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Seasoned Loans Structured Transaction <br> Trust, Ser. 2019-2, Cl. A2C<sup>(c)</sup> <br>| 2.75 | 9/25/2029 | 265000 | 247000 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Seasoned Loans Structured Transaction <br> Trust, Ser. 2019-3, Cl. A2C<sup>(c)</sup> <br>| 2.75 | 11/25/2029 | 255000 | 236967 |
| Government National Mortgage Association, Ser. 2022-173, Cl. PQ | 5.00 | 6/20/2051 | 328487 | 332784 |
| Government National Mortgage Association, Ser. 2022-177, Cl. PL | 6.00 | 6/20/2051 | 60108 | 60887 |
|  |  |  |  | **877638** |
| **U.S. Government Agencies Collateralized Municipal-Backed Securities — .6%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .6%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .6%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .6%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .6%** |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through <br> Certificates, Ser. K089, Cl. A2<sup>(c)</sup> <br>| 3.56 | 1/25/2029 | 560000 | 553585 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through <br> Certificates, Ser. K090, Cl. A2<sup>(c)</sup> <br>| 3.42 | 2/25/2029 | 545000 | 536192 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through <br> Certificates, Ser. K095, Cl. A2<sup>(c)</sup> <br>| 2.79 | 6/25/2029 | 515000 | 494443 |
|  |  |  |  | **1584220** |
| **U.S. Government Agencies Mortgage-Backed — 8.3%** | **U.S. Government Agencies Mortgage-Backed — 8.3%** | **U.S. Government Agencies Mortgage-Backed — 8.3%** | **U.S. Government Agencies Mortgage-Backed — 8.3%** | **U.S. Government Agencies Mortgage-Backed — 8.3%** |
| Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: |
| 2.00%, 9/1/2050-12/1/2051<sup>(c)</sup> <br>|  |  | 2133004 | 1708022 |
| 2.50%, 11/1/2027-9/1/2050<sup>(c)</sup> <br>|  |  | 1097477 | 922933 |
| 3.00%, 6/1/2031-12/1/2046<sup>(c)</sup> <br>|  |  | 388670 | 356116 |
| 3.50%, 4/1/2035-9/1/2049<sup>(c)</sup> <br>|  |  | 1066713 | 1010228 |
| 5.50%, 1/1/2036-8/1/2053<sup>(c)</sup> <br>|  |  | 896402 | 913488 |
| Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: |
| 1.50%, 3/1/2051<sup>(c)</sup> <br>|  |  | 441727 | 334074 |

---

**6**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 34.6% (continued)** | **Bonds and Notes — 34.6% (continued)** | **Bonds and Notes — 34.6% (continued)** | **Bonds and Notes — 34.6% (continued)** | **Bonds and Notes — 34.6% (continued)** |
| **U.S. Government Agencies Mortgage-Backed — 8.3% (continued)** | **U.S. Government Agencies Mortgage-Backed — 8.3% (continued)** | **U.S. Government Agencies Mortgage-Backed — 8.3% (continued)** | **U.S. Government Agencies Mortgage-Backed — 8.3% (continued)** | **U.S. Government Agencies Mortgage-Backed — 8.3% (continued)** |
| 2.00%, 8/1/2036-12/1/2051<sup>(c)</sup> <br>|  |  | 5108164 | 4144895 |
| 2.50%, 9/1/2028-1/1/2052<sup>(c)</sup> <br>|  |  | 3258788 | 2757396 |
| 3.00%, 6/1/2028-12/1/2050<sup>(c)</sup> <br>|  |  | 2557569 | 2303262 |
| 3.50%, 8/1/2034-10/1/2050<sup>(c)</sup> <br>|  |  | 2584439 | 2406623 |
| 4.00%, 7/1/2042-8/1/2052<sup>(c)</sup> <br>|  |  | 3254850 | 3073379 |
| 4.50%, 2/1/2039-10/1/2052<sup>(c)</sup> <br>|  |  | 1897958 | 1855837 |
| 5.00%, 4/1/2035-12/1/2048<sup>(c)</sup> <br>|  |  | 215656 | 218785 |
| 5.50%, 9/1/2034-5/1/2039<sup>(c)</sup> <br>|  |  | 18010 | 18564 |
| 8.00%, 3/1/2030<sup>(c)</sup> <br>|  |  | 52 | 52 |
| Government National Mortgage Association I: | Government National Mortgage Association I: | Government National Mortgage Association I: | Government National Mortgage Association I: | Government National Mortgage Association I: |
| 5.50%, 4/15/33 |  |  | 5319 | 5400 |
| Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: |
| 3.00%, 1/20/2045-9/20/2051 |  |  | 1054432 | 938167 |
| 3.50%, 7/20/2047-2/20/2052 |  |  | 661382 | 606550 |
| 4.00%, 10/20/2047-1/20/2048 |  |  | 161055 | 152642 |
| 4.50%, 7/20/2048 |  |  | 51111 | 50213 |
|  |  |  |  | **23776626** |
| **U.S. Treasury Securities — 11.1%** | **U.S. Treasury Securities — 11.1%** | **U.S. Treasury Securities — 11.1%** | **U.S. Treasury Securities — 11.1%** | **U.S. Treasury Securities — 11.1%** |
| U.S. Treasury Bonds | 1.75 | 8/15/2041 | 4575000 | 3032010 |
| U.S. Treasury Bonds | 2.25 | 2/15/2052 | 4740000 | 2834835 |
| U.S. Treasury Bonds<sup>(b)</sup> <br>| 2.38 | 11/15/2049 | 3010000 | 1905824 |
| U.S. Treasury Bonds | 2.38 | 5/15/2051 | 3563000 | 2214905 |
| U.S. Treasury Bonds<sup>(b)</sup> <br>| 3.00 | 11/15/2045 | 690000 | 520519 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Inflation Indexed Notes, U.S. CPI Urban Consumers Not Seasonally <br> Adjusted<sup>(d)</sup> <br>| 0.13 | 1/15/2031 | 2032140 | 1917046 |
| U.S. Treasury Notes | 2.38 | 5/15/2029 | 6160000 | 5897839 |
| U.S. Treasury Notes | 3.63 | 5/31/2028 | 3210000 | 3213072 |
| U.S. Treasury Notes | 3.63 | 3/31/2030 | 1557000 | 1553776 |
| U.S. Treasury Notes | 4.13 | 7/31/2028 | 3034000 | 3078917 |
| U.S. Treasury Notes<sup>(b)</sup> <br>| 4.50 | 11/15/2025 | 3620000 | 3621795 |
| U.S. Treasury Strip Principal<sup>(e)</sup> <br>| 2.88 | 5/15/2043 | 4980000 | 2080148 |
|  |  |  |  | **31870686** |
| **Utilities — 1.5%** | **Utilities — 1.5%** | **Utilities — 1.5%** | **Utilities — 1.5%** | **Utilities — 1.5%** |
| Berkshire Hathaway Energy Co., Sr. Unscd. Notes | 3.25 | 4/15/2028 | 95000 | 93284 |
| CenterPoint Energy Houston Electric LLC, Mortgage Notes | 5.15 | 3/1/2034 | 1050000 | 1068327 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs., Ser. 20A | 3.35 | 4/1/2030 | 170000 | 164872 |
| Dominion Energy, Inc., Sr. Unscd. Notes | 3.90 | 10/1/2025 | 165000 | 164892 |
| Duke Energy Corp., Sr. Unscd. Notes | 3.15 | 8/15/2027 | 275000 | 270288 |
| Electricite de France SA, Sr. Unscd. Notes<sup>(a)</sup> <br>| 6.25 | 5/23/2033 | 200000 | 217065 |
| Kentucky Utilities Co., First Mortgage Bonds | 4.38 | 10/1/2045 | 105000 | 88420 |
| NRG Energy, Inc., Sr. Scd. Notes<sup>(a)</sup> <br>| 2.45 | 12/2/2027 | 440000 | 420382 |
| Potomac Electric Power Co., First Mortgage Bonds | 5.20 | 3/15/2034 | 607000 | 622203 |
| RWE Finance US LLC, Gtd. Notes<sup>(a)</sup> <br>| 5.88 | 4/16/2034 | 370000 | 386298 |
| Sierra Pacific Power Co., Mortgage Notes, Ser. P<sup>(b)</sup> <br>| 6.75 | 7/1/2037 | 25000 | 27835 |
| Southern California Edison Co., First Mortgage Bonds<sup>(b)</sup> <br>| 3.65 | 2/1/2050 | 290000 | 199978 |
| Southern California Edison Co., First Mortgage Bonds, Ser. A | 4.20 | 3/1/2029 | 235000 | 233188 |
| The AES Corp., Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.45 | 6/1/2028 | 302000 | 309196 |
|  |  |  |  | **4266228** |
| &nbsp;&nbsp;&nbsp; **Total Bonds and Notes** <br>(cost $105,645,548)<br>|  |  |  | **99108883** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**7**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 60.4%** | **Common Stocks — 60.4%** | **Common Stocks — 60.4%** |
| **Advertising — .2%** | **Advertising — .2%** | **Advertising — .2%** |
| Omnicom Group, Inc. <sup>(b)</sup> <br>| 5205 | 407708 |
| Publicis Groupe SA | 2957 | 272501 |
|  |  | **680209** |
| **Aerospace & Defense — 1.2%** | **Aerospace & Defense — 1.2%** | **Aerospace & Defense — 1.2%** |
| BAE Systems PLC | 8577 | 203850 |
| Howmet Aerospace, Inc. | 7802 | 1358328 |
| L3Harris Technologies, Inc. | 6573 | 1824796 |
|  |  | **3386974** |
| **Agriculture — .3%** | **Agriculture — .3%** | **Agriculture — .3%** |
| Philip Morris International, Inc. | 4530 | **757099** |
| **Airlines — .4%** | **Airlines — .4%** | **Airlines — .4%** |
| Delta Air Lines, Inc. | 13764 | 850340 |
| Deutsche Lufthansa AG | 31461 | 293523 |
|  |  | **1143863** |
| **Automobiles & Components — .1%** | **Automobiles & Components — .1%** | **Automobiles & Components — .1%** |
| Cie Generale des Etablissements Michelin SCA | 8296 | 300055 |
| Daimler Truck Holding AG | 1766 | 83168 |
|  |  | **383223** |
| **Banks — 4.9%** | **Banks — 4.9%** | **Banks — 4.9%** |
| Bank of America Corp. | 32155 | 1631545 |
| Barclays PLC | 112439 | 547347 |
| BNP Paribas SA | 5959 | 535189 |
| Citigroup, Inc. | 11976 | 1156522 |
| Comerica, Inc. | 13864 | 978521 |
| First Horizon Corp. | 53023 | 1198320 |
| HSBC Holdings PLC | 14031 | 179806 |
| ING Groep NV | 11775 | 280288 |
| JPMorgan Chase & Co. | 8570 | 2583169 |
| Mizuho Financial Group, Inc. | 20800 | 680476 |
| Morgan Stanley | 7901 | 1188943 |
| Sumitomo Mitsui Financial Group, Inc. | 12600 | 341165 |
| The Goldman Sachs Group, Inc. | 3485 | 2597196 |
| Unicaja Banco SA <sup>(a)</sup> <br>| 78853 | 218483 |
|  |  | **14116970** |
| **Building Materials — 1.1%** | **Building Materials — 1.1%** | **Building Materials — 1.1%** |
| Cie de Saint-Gobain SA | 2478 | 267530 |
| CRH PLC | 18059 | 2039764 |
| Heidelberg Materials AG | 194 | 45985 |
| Trane Technologies PLC | 1903 | 790887 |
|  |  | **3144166** |
| **Chemicals — .3%** | **Chemicals — .3%** | **Chemicals — .3%** |
| Arkema SA | 1756 | 124378 |
| Johnson Matthey PLC | 9352 | 241687 |
| Tate & Lyle PLC | 27820 | 199805 |
| The Mosaic Company | 12589 | 420472 |
|  |  | **986342** |
| **Commercial & Professional Services — .3%** | **Commercial & Professional Services — .3%** | **Commercial & Professional Services — .3%** |
| Block, Inc. <sup>(f)</sup> <br>| 11748 | **935611** |
| **Consumer Discretionary — 1.1%** | **Consumer Discretionary — 1.1%** | **Consumer Discretionary — 1.1%** |
| Bellway PLC | 5546 | 174794 |
| Dolby Laboratories, Inc., Cl. A | 11274 | 808121 |

---

**8**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 60.4% (continued)** | **Common Stocks — 60.4% (continued)** | **Common Stocks — 60.4% (continued)** |
| **Consumer Discretionary — 1.1% (continued)** | **Consumer Discretionary — 1.1% (continued)** | **Consumer Discretionary — 1.1% (continued)** |
| ITOCHU Corp. | 4200 | 237997 |
| Las Vegas Sands Corp. | 10470 | 603386 |
| Planet Fitness, Inc., Cl. A <sup>(f)</sup> <br>| 5375 | 563300 |
| Royal Caribbean Cruises Ltd. | 2024 | 735157 |
|  |  | **3122755** |
| **Consumer Staples — .8%** | **Consumer Staples — .8%** | **Consumer Staples — .8%** |
| Kenvue, Inc. | 38954 | 806737 |
| The Estee Lauder Companies, Inc., Cl. A | 17237 | 1581150 |
|  |  | **2387887** |
| **Diversified Financials — 3.1%** | **Diversified Financials — 3.1%** | **Diversified Financials — 3.1%** |
| ASX Ltd. | 7998 | 327327 |
| Capital One Financial Corp. | 8501 | 1931597 |
| CME Group, Inc. | 2559 | 681999 |
| Intercontinental Exchange, Inc. | 9295 | 1641497 |
| Mastercard, Inc., Cl. A | 3838 | 2284723 |
| Singapore Exchange Ltd. | 19800 | 255750 |
| The Charles Schwab Corp. | 11396 | 1092193 |
| Voya Financial, Inc. | 10320 | 774929 |
|  |  | **8990015** |
| **Electronic Components — 1.9%** | **Electronic Components — 1.9%** | **Electronic Components — 1.9%** |
| AMETEK, Inc. | 3912 | 722937 |
| Emerson Electric Co. | 3958 | 522456 |
| Honeywell International, Inc. | 3388 | 743666 |
| Hubbell, Inc. | 5633 | 2427767 |
| Signify NV <sup>(a)</sup> <br>| 8336 | 219596 |
| TE Connectivity PLC | 4198 | 866887 |
|  |  | **5503309** |
| **Energy — 3.3%** | **Energy — 3.3%** | **Energy — 3.3%** |
| BP PLC | 52151 | 306060 |
| Chevron Corp. | 9675 | 1553805 |
| Diamondback Energy, Inc. | 4654 | 692329 |
| Eni SpA | 10020 | 178947 |
| EQT Corp. | 28907 | 1498539 |
| Exxon Mobil Corp. | 10354 | 1183359 |
| Marathon Petroleum Corp. | 8422 | 1513518 |
| OMV AG | 3315 | 182480 |
| Phillips 66 | 11399 | 1522678 |
| Repsol SA | 14575 | 239042 |
| Shell PLC | 16290 | 599183 |
|  |  | **9469940** |
| **Environmental Control — .5%** | **Environmental Control — .5%** | **Environmental Control — .5%** |
| Kurita Water Industries Ltd. | 4400 | 149925 |
| Veralto Corp. | 11205 | 1189859 |
|  |  | **1339784** |
| **Forest Products & Paper — .4%** | **Forest Products & Paper — .4%** | **Forest Products & Paper — .4%** |
| International Paper Co. | 20963 | **1041442** |
| **Health Care — 7.4%** | **Health Care — 7.4%** | **Health Care — 7.4%** |
| Alcon AG <sup>(b)</sup> <br>| 20859 | 1664757 |
| Align Technology, Inc. <sup>(f)</sup> <br>| 1916 | 271995 |
| Ascendis Pharma A/S, ADR <sup>(f)</sup> <br>| 1837 | 356874 |
| BioNTech SE, ADR <sup>(b),(f)</sup> <br>| 6124 | 612400 |

---

**9**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 60.4% (continued)** | **Common Stocks — 60.4% (continued)** | **Common Stocks — 60.4% (continued)** |
| **Health Care — 7.4% (continued)** | **Health Care — 7.4% (continued)** | **Health Care — 7.4% (continued)** |
| Boston Scientific Corp. <sup>(f)</sup> <br>| 6725 | 709487 |
| Danaher Corp. | 4327 | 890583 |
| DexCom, Inc. <sup>(f)</sup> <br>| 8984 | 676855 |
| Edwards Lifesciences Corp. <sup>(f)</sup> <br>| 9977 | 811529 |
| Fresenius SE & Co. KGaA | 4837 | 262577 |
| FUJIFILM Holdings Corp. | 9400 | 222452 |
| Gilead Sciences, Inc. | 7614 | 860154 |
| GSK PLC | 29444 | 580570 |
| Humana, Inc. | 2764 | 839316 |
| IDEXX Laboratories, Inc. <sup>(f)</sup> <br>| 1438 | 930515 |
| Illumina, Inc. <sup>(f)</sup> <br>| 6111 | 610856 |
| Insmed, Inc. <sup>(f)</sup> <br>| 3654 | 497309 |
| Intuitive Surgical, Inc. <sup>(f)</sup> <br>| 1560 | 738340 |
| Johnson & Johnson | 16064 | 2846059 |
| Labcorp Holdings, Inc. | 3021 | 839808 |
| Medtronic PLC | 23517 | 2182613 |
| Natera, Inc. <sup>(f)</sup> <br>| 2279 | 383442 |
| Repligen Corp. <sup>(f)</sup> <br>| 3387 | 414298 |
| Sanofi SA | 2660 | 264290 |
| Santen Pharmaceutical Co. Ltd. | 28700 | 305386 |
| Sonova Holding AG | 450 | 131190 |
| Thermo Fisher Scientific, Inc. | 3383 | 1666872 |
| UnitedHealth Group, Inc. | 2697 | 835719 |
|  |  | **21406246** |
| **Industrial — 2.4%** | **Industrial — 2.4%** | **Industrial — 2.4%** |
| Axon Enterprise, Inc. <sup>(f)</sup> <br>| 1172 | 875824 |
| Balfour Beatty PLC | 60419 | 484935 |
| Carlisle Cos., Inc. | 1535 | 592341 |
| Caterpillar, Inc. | 1912 | 801204 |
| Ebara Corp. | 15400 | 316766 |
| GE Vernova, Inc. | 1474 | 903518 |
| Hitachi Ltd. | 7400 | 199365 |
| Komatsu Ltd. | 11700 | 394417 |
| Mitsubishi Electric Corp. | 17300 | 416769 |
| SPIE SA | 4492 | 248705 |
| Vertiv Holdings Co., Cl. A | 5858 | 747188 |
| Vinci SA | 1799 | 244027 |
| Zebra Technologies Corp., Cl. A <sup>(f)</sup> <br>| 1911 | 605959 |
|  |  | **6831018** |
| **Information Technology — 5.0%** | **Information Technology — 5.0%** | **Information Technology — 5.0%** |
| Akamai Technologies, Inc. <sup>(f)</sup> <br>| 4593 | 363444 |
| Atlassian Corp., Cl. A <sup>(f)</sup> <br>| 2338 | 415650 |
| Bentley Systems, Inc., Cl. B | 15242 | 848217 |
| Datadog, Inc., Cl. A <sup>(f)</sup> <br>| 3210 | 438743 |
| HubSpot, Inc. <sup>(f)</sup> <br>| 1602 | 774038 |
| Intuit, Inc. | 1729 | 1153243 |
| Microsoft Corp. | 14533 | 7363726 |
| MongoDB, Inc. <sup>(f)</sup> <br>| 2578 | 813642 |
| ServiceNow, Inc. <sup>(f)</sup> <br>| 1056 | 968838 |
| Synopsys, Inc. <sup>(f)</sup> <br>| 2008 | 1211868 |
|  |  | **14351409** |

---

**10**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 60.4% (continued)** | **Common Stocks — 60.4% (continued)** | **Common Stocks — 60.4% (continued)** |
| **Insurance — 2.8%** | **Insurance — 2.8%** | **Insurance — 2.8%** |
| American International Group, Inc. | 10363 | 842719 |
| Aon PLC, Cl. A | 4507 | 1654069 |
| Assurant, Inc. | 9640 | 2078481 |
| Berkshire Hathaway, Inc., Cl. B <sup>(f)</sup> <br>| 5599 | 2816185 |
| Hiscox Ltd. | 10328 | 182270 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 526 | 335538 |
| SCOR SE | 5221 | 170964 |
|  |  | **8080226** |
| **Internet Software & Services — 7.0%** | **Internet Software & Services — 7.0%** | **Internet Software & Services — 7.0%** |
| Alphabet, Inc., Cl. A | 2399 | 510771 |
| Alphabet, Inc., Cl. C | 19936 | 4256934 |
| Amazon.com, Inc. <sup>(f)</sup> <br>| 34093 | 7807297 |
| Chewy, Inc., Cl. A <sup>(f)</sup> <br>| 16070 | 658227 |
| Meta Platforms, Inc., Cl. A | 3602 | 2660797 |
| Netflix, Inc. <sup>(f)</sup> <br>| 1446 | 1747130 |
| Reddit, Inc., Cl. A <sup>(f)</sup> <br>| 1827 | 411221 |
| Shopify, Inc., Cl. A <sup>(f)</sup> <br>| 8398 | 1186470 |
| Spotify Technology SA <sup>(f)</sup> <br>| 1084 | 739158 |
|  |  | **19978005** |
| **Materials — .2%** | **Materials — .2%** | **Materials — .2%** |
| Packaging Corp. of America | 3116 | **679163** |
| **Media — .9%** | **Media — .9%** | **Media — .9%** |
| Informa PLC | 30467 | 359026 |
| The Walt Disney Company | 17922 | 2121606 |
|  |  | **2480632** |
| **Metals & Mining — .7%** | **Metals & Mining — .7%** | **Metals & Mining — .7%** |
| Freeport-McMoRan, Inc. | 19912 | 884093 |
| Glencore PLC | 76075 | 300647 |
| Newmont Corp. | 10769 | 801213 |
|  |  | **1985953** |
| **Real Estate — 1.1%** | **Real Estate — 1.1%** | **Real Estate — 1.1%** |
| CoStar Group, Inc. <sup>(f)</sup> <br>| 13936 | 1247133 |
| Klepierre SA | 11009 | 429363 |
| Land Securities Group PLC | 42681 | 319444 |
| Sun Hung Kai Properties Ltd. | 12000 | 140882 |
| Weyerhaeuser Co. <sup>(g)</sup> <br>| 36119 | 934399 |
|  |  | **3071221** |
| **Retailing — 1.2%** | **Retailing — 1.2%** | **Retailing — 1.2%** |
| Burlington Stores, Inc. <sup>(f)</sup> <br>| 2202 | 640077 |
| Casey's General Stores, Inc. | 1309 | 647327 |
| Ferguson Enterprises, Inc. | 2964 | 685129 |
| Freshpet, Inc. <sup>(b),(f)</sup> <br>| 5884 | 328445 |
| Lowe's Companies, Inc. | 2811 | 725407 |
| Pan Pacific International Holdings Corp. | 9100 | 328768 |
|  |  | **3355153** |
| **Semiconductors & Semiconductor Equipment — 6.0%** | **Semiconductors & Semiconductor Equipment — 6.0%** | **Semiconductors & Semiconductor Equipment — 6.0%** |
| Advanced Micro Devices, Inc. <sup>(f)</sup> <br>| 1376 | 223779 |
| Applied Materials, Inc. | 2866 | 460738 |
| Broadcom, Inc. | 7614 | 2264328 |
| Intel Corp. | 12231 | 297825 |
| Lam Research Corp. | 5264 | 527190 |

---

**11**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 60.4% (continued)** | **Common Stocks — 60.4% (continued)** | **Common Stocks — 60.4% (continued)** |
| **Semiconductors & Semiconductor Equipment — 6.0% (continued)** | **Semiconductors & Semiconductor Equipment — 6.0% (continued)** | **Semiconductors & Semiconductor Equipment — 6.0% (continued)** |
| Micron Technology, Inc. | 6034 | 718106 |
| NVIDIA Corp. | 72513 | 12630314 |
|  |  | **17122280** |
| **Technology Hardware & Equipment — 2.8%** | **Technology Hardware & Equipment — 2.8%** | **Technology Hardware & Equipment — 2.8%** |
| Apple, Inc. | 29192 | 6776631 |
| Check Point Software Technologies Ltd. <sup>(f)</sup> <br>| 2811 | 542916 |
| International Business Machines Corp. | 2538 | 617978 |
|  |  | **7937525** |
| **Telecommunication Services — 1.7%** | **Telecommunication Services — 1.7%** | **Telecommunication Services — 1.7%** |
| AT&T, Inc. | 68698 | 2012164 |
| Cisco Systems, Inc. | 32742 | 2262145 |
| Orange SA | 34772 | 566238 |
|  |  | **4840547** |
| **Transportation — .7%** | **Transportation — .7%** | **Transportation — .7%** |
| CSX Corp. | 31659 | 1029234 |
| Deutsche Post AG | 4170 | 189862 |
| East Japan Railway Co. | 14000 | 344405 |
| FedEx Corp. | 2174 | 502346 |
|  |  | **2065847** |
| **Utilities — .6%** | **Utilities — .6%** | **Utilities — .6%** |
| Constellation Energy Corp. | 3468 | 1068074 |
| E.ON SE | 9261 | 165135 |
| Enel SpA | 50097 | 462028 |
|  |  | **1695237** |
| &nbsp;&nbsp;&nbsp; **Total Common Stocks** <br>(cost $115,987,940)<br>|  | **173270051** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  | Preferred <br>Dividend <br>Rate (%)<br>|  |  |
| **Preferred Stocks — .1%** | **Preferred Stocks — .1%** | **Preferred Stocks — .1%** | **Preferred Stocks — .1%** |
| **Automobiles & Components — .1%** | **Automobiles & Components — .1%** | **Automobiles & Components — .1%** | **Automobiles & Components — .1%** |
| &nbsp;&nbsp;&nbsp; Volkswagen AG <br>(cost $340,422)<br>| 6.36 | 2552 | **297209** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Exchange-Traded Funds — 2.2%** | **Exchange-Traded Funds — 2.2%** | **Exchange-Traded Funds — 2.2%** |
| **Registered Investment Companies — 2.2%** | **Registered Investment Companies — 2.2%** | **Registered Investment Companies — 2.2%** |
| iShares Core U.S. Aggregate Bond ETF | 140 | 13924 |
| iShares MSCI EAFE ETF | 9166 | 838506 |
| SPDR S&P 500 ETF Trust | 8543 | 5510662 |
| &nbsp;&nbsp;&nbsp; **Total Exchange-Traded Funds** <br>(cost $5,905,811)<br>|  | **6363092** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | 1-Day <br>Yield (%)<br>|  |
| **Investment Companies — 2.4%** |  |  |
| **Registered Investment Companies — 2.4%** | **Registered Investment Companies — 2.4%** | **Registered Investment Companies — 2.4%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares<sup>(h)</sup> <br>(cost $6,981,250)<br>| 4.41 | 6981250 |

---

**12**

------

---

| | | | |
|:---|:---|:---|:---|
| Description | 1-Day<br> Yield (%)<br>| Shares | Value ($) |
| **Investment of Cash Collateral for Securities Loaned — .3%** |  |  |  |
| **Registered Investment Companies — .3%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares<sup>(h)</sup> <br>(cost $924,568)<br>| 4.41 | 924568 | **924568** |
| **Total Investments** (cost $235,785,539) |  | **100.0%**<br>| **286945053** |
| **Liabilities, Less Cash and Receivables** |  | **(0.0**<br> **%)**<br>| **(112236)**<br>|
| **Net Assets** |  | **100.0%**<br>| **286832817** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| *ADR—American Depositary Receipt* |
| *CPI—Consumer Price Index* |
| *ETF—Exchange-Traded Fund* |
| *GO—Government Obligation* |
| *SPDR—Standard & Poor's Depository Receipt* |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> *Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be resold in transactions exempt from* *registration, normally to qualified institutional buyers. At August 31, 2025, these securities amounted to $5,733,679 or 2.0% of net assets.* 

<sup>(b)</sup> *Security, or portion thereof, on loan. At August 31, 2025, the value of the fund's securities on loan was $11,407,946 and the value of the collateral was* *$11,783,590, consisting of cash collateral of $924,568 and U.S. Government & Agency securities valued at $10,859,022. In addition, the value of collateral* *may include pending sales that are also on loan.* 

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

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

<sup>(e)</sup> *Security is a discount security. Income is recognized through the accretion of discount.*

<sup>(f)</sup> *Non-income producing security.*

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

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

*See notes to schedule of investments.*

**13**

------

Schedule of Investments

BNY Mellon Balanced Opportunity Fund

August 31, 2025 (Unaudited)

The following is a summary of the inputs used as of August 31, 2025 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2- Other** <br>**Significant** <br>**Observable Inputs**<br>| **Level 3-** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Assets ($)** |  |  |  |  |
| Investments in Securities:<sup>†</sup> <br>|  |  |  |  |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1608615 | &nbsp;&nbsp; — | &nbsp;&nbsp; **1608615** |
| Commercial Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 598971 | &nbsp;&nbsp; — | &nbsp;&nbsp; **598971** |
| Corporate Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 35818927 | &nbsp;&nbsp; — | &nbsp;&nbsp; **35818927** |
| Equity Securities - Common Stocks | &nbsp;&nbsp; 157217695 | &nbsp;&nbsp;&nbsp; 16052356<sup>††</sup> | &nbsp;&nbsp; — | &nbsp;&nbsp; **173270051** |
| Equity Securities - Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297209<sup>††</sup> | &nbsp;&nbsp; — | &nbsp;&nbsp; **297209** |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp; 6363092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **6363092** |
| Foreign Governmental | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1833290 | &nbsp;&nbsp; — | &nbsp;&nbsp; **1833290** |
| Municipal Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1139910 | &nbsp;&nbsp; — | &nbsp;&nbsp; **1139910** |
| U.S. Government Agencies Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 877638 | &nbsp;&nbsp; — | &nbsp;&nbsp; **877638** |
| &nbsp;&nbsp;&nbsp; U.S. Government Agencies Collateralized Municipal-Backed <br> Securities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1584220 | &nbsp;&nbsp; — | &nbsp;&nbsp; **1584220** |
| U.S. Government Agencies Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 23776626 | &nbsp;&nbsp; — | &nbsp;&nbsp; **23776626** |
| U.S. Treasury Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 31870686 | &nbsp;&nbsp; — | &nbsp;&nbsp; **31870686** |
| Investment Companies | &nbsp;&nbsp;&nbsp;&nbsp; 7905818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **7905818** |
|  | &nbsp;&nbsp; **171486605** | &nbsp;&nbsp; **115458448** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **286945053** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| <sup>†</sup> <br>| *See Schedule of Investments for additional detailed categorizations, if any.* |
| <sup>††</sup> <br>| *Securities classified within Level 2 at period end as the values were determined pursuant to the fund's fair valuation procedures.* |

---

**14**

------

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

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

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

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

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

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

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

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

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

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

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

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

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

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

**15**

------

When market quotations or official closing prices are not readily available, or are determined not to accurately reflect fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

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

Investments denominated in foreign currencies are translated to U.S. dollars at the prevailing rates of exchange.

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

At August 31, 2025, accumulated net unrealized appreciation on investments was $51,159,514, consisting of $60,526,125 gross unrealized appreciation and $9,366,611 gross unrealized depreciation.

At August 31, 2025, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Schedule of Investments).

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

**16**

------

## 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 Investment Funds VI

- **b. Investment Company Act file number:** 811-21327

- **c. CIK number of Registrant:** 0001224568

- **d. LEI of Registrant:** 549300Z48QF87LHB5Y57

- **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 Balanced Opportunity Fund

- **b. EDGAR series identifier (if any):** S000000342

- **c. LEI of Series:** 54930021EVWJA2OA0N54

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

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $288202951.57

**Total Liabilities:** $1335489.95

**Net Assets:** $286867461.62

**Cash Not Reported:** $51585.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 126.38470000 | **1-Year:** 2964.51730000 | **5-Year:** 20179.12206000 | **10-Year:** 10072.43156000 | **30-Year:** 778.54901000

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

- **3-Month:** 0.00000000 | **1-Year:** 51.17520000 | **5-Year:** 138.51405000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000867 | 4.18%                | 0.97%                | 1.76%                |
| Class ID C000000869 | 4.12%                | 0.90%                | 1.66%                |
| Class ID C000000870 | 4.20%                | 0.98%                | 1.78%                |
| Class ID C000000872 | 4.17%                | 1.01%                | 1.76%                |
| Class ID C000001397 | 4.17%                | 1.02%                | 1.74%                |
| Class ID C000174004 | 4.19%                | 1.01%                | 1.79%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3500827.67              | $7539412.02                                |
| Month 2  | $7927534.26              | $-5375600.38                               |
| Month 3  | $146586.61               | $4440709.88                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Newmont Corp                                                      | Newmont Corp                                                      | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     10769 | NS      | $801213.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                      | Thermo Fisher Scientific Inc                                      | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      3383 | NS      | $1666871.76   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                    | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301375.72    | 0.11%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140JAQP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172255 | PA      | $169646.27    | 0.06%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140X83S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373123 | PA      | $299211.25    | 0.10%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                      | Synopsys Inc                                                      | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      2008 | NS      | $1211868.16   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                              | Kraft Heinz Foods Co                                              | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199252.05    | 0.07%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                  | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4575000 | PA      | $3032009.79   | 1.06%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Aon PLC                                                           | Aon PLC                                                           | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | GB        |      4507 | NS      | $1654069.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                                | Voya Financial Inc                                                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     10320 | NS      | $774928.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140X9DQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380551 | PA      | $305004.77    | 0.11%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140J96T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16696 | PA      | $16485.78     | 0.01%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                         | Orange SA                                                         | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     34772 | NS      | $566238.07    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                   | Caterpillar Inc                                                   | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1912 | NS      | $801204.48    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                                        | Nasdaq Inc                                                        | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    410000 | PA      | $418357.76    | 0.15%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                          | Cheniere Corpus Christi Holdings LLC                              | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    285000 | PA      | $276959.95    | 0.10%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140JWNT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96873 | PA      | $84891.85     | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IFFIM                                                             | International Finance Facility for Immunisation Co                | CUSIP: 000000000<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | NUSS              | GB        |    560000 | PA      | $549222.51    | 0.19%             | 2026-04-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                       | Informa PLC                                                       | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |     30467 | NS      | $359025.53    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QED33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199137 | PA      | $173392.72    | 0.06%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH                                    | Massachusetts School Building Authority                           | CUSIP: 576000XG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $111911.16    | 0.04%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                  | CUSIP: 3132DQ3Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    879409 | PA      | $895823.61    | 0.31%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                          | Capital One Financial Corp                                        | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    342000 | PA      | $376558.40    | 0.13%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                          | Berkshire Hathaway Energy Co                                      | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93284.47     | 0.03%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                           | New York Life Insurance Co                                        | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    699000 | PA      | $512535.97    | 0.18%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | AT&T Inc                                                          | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     68698 | NS      | $2012164.42   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                             | Toronto-Dominion Bank/The                                         | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $373756.68    | 0.13%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                              | Royal Bank of Canada                                              | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $323625.59    | 0.11%             | 2027-03-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140X83G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216985 | PA      | $198090.31    | 0.07%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                            | Diamondback Energy Inc                                            | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      4654 | NS      | $692329.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                                  | Carlisle Cos Inc                                                  | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1535 | NS      | $592341.15    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                        | AbbVie Inc                                                        | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212047.70    | 0.07%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                            | Verizon Communications Inc                                        | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     51000 | PA      | $44290.54     | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                       | Netflix Inc                                                       | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1446 | NS      | $1747129.50   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QHGH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150849 | PA      | $126575.35    | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                     | Amphenol Corp                                                     | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    390000 | PA      | $345271.86    | 0.12%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138EQ2A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55538 | PA      | $54384.48     | 0.02%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Grou                                    | Sumitomo Mitsui Financial Group Inc                               | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     12600 | NS      | $341164.86    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                | CUSIP: 36179TJY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78572 | PA      | $74531.02     | 0.03%             | 2047-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                    | Air Lease Corp                                                    | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210082.80    | 0.07%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                            | Singapore Exchange Ltd                                            | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     19800 | NS      | $255750.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Gold Pool                                             | CUSIP: 3132GRVH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22243 | PA      | $21016.19     | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    441727 | PA      | $334074.14    | 0.12%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31418CTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88946 | PA      | $86201.99     | 0.03%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                   | Dollar Tree Inc                                                   | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109750.86    | 0.04%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Balfour Beatty PLC                                                | Balfour Beatty PLC                                                | CUSIP: 000000000<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |     60419 | NS      | $484934.86    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31384UJH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        52 | PA      | $52.33        | 0.00%             | 2030-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138X0Y28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113814 | PA      | $104002.64    | 0.04%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                                       | Komatsu Ltd                                                       | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     11700 | NS      | $394417.21    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HONOLULU CITY & CNTY HI WSTWTR                                    | City & County Honolulu HI Wastewater System Revenue               | CUSIP: 438701Y40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24414.06     | 0.01%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                     | Citigroup Commercial Mortgage Trust 2020-GC46                     | CUSIP: 17328RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48282 | PA      | $47444.39     | 0.02%             | 2053-02-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                          | Vinci SA                                                          | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      1799 | NS      | $244026.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                          | Mitsubishi Electric Corp                                          | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     17300 | NS      | $416768.83    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIP PRINC                                                       | United States Treasury Strip Principal                            | CUSIP: 912803EC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4980000 | PA      | $2080147.89   | 0.73%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                    | Lowe's Cos Inc                                                    | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    357000 | PA      | $341110.52    | 0.12%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QCKE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127524 | PA      | $111896.48    | 0.04%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Signify NV                                                        | Signify NV                                                        | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |      8336 | NS      | $219595.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513299 | PA      | $410237.67    | 0.14%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                               | Dollar General Corp                                               | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192353.60    | 0.07%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| EQT Corp                                                          | EQT Corp                                                          | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     28907 | NS      | $1498538.88   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                  | CUSIP: 3133KJ5Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300625 | PA      | $242938.72    | 0.08%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188181 | PA      | $158067.53    | 0.06%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                      | Comerica Inc                                                      | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     13864 | NS      | $978521.12    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                            | Potomac Electric Power Co                                         | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    607000 | PA      | $622202.51    | 0.22%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140XDUD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509389 | PA      | $407416.34    | 0.14%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Reddit Inc                                                        | Reddit Inc                                                        | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1827 | NS      | $411221.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P                                    | Freddie Mac Multifamily Structured Pass Through Certificates      | CUSIP: 3137FL6P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    560000 | PA      | $553584.53    | 0.19%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                 | NatWest Group PLC                                                 | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195803.16    | 0.07%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                              | DH Europe Finance II Sarl                                         | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    180000 | PA      | $169488.30    | 0.06%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140Q8EZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114661 | PA      | $105500.27    | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                  | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3010000 | PA      | $1905823.82   | 0.66%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| BECTON DICKINSON & CO                                             | Becton Dickinson & Co                                             | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    630000 | PA      | $647843.89    | 0.23%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                          | CSX Corp                                                          | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204598.07    | 0.07%             | 2025-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31419AX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134195 | PA      | $134147.71    | 0.05%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                | Meta Platforms Inc                                                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3602 | NS      | $2660797.40   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                  | CUSIP: 3133KKAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282234 | PA      | $234878.45    | 0.08%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                                     | Toyota Auto Receivables 2023-A Owner Trust                        | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106258 | PA      | $106439.34    | 0.04%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                             | Republic Services Inc                                             | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $452957.09    | 0.16%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140XDGS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375172 | PA      | $346446.26    | 0.12%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                            | Cie de Saint-Gobain SA                                            | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      2478 | NS      | $267530.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31417BZN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40617 | PA      | $37314.97     | 0.01%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                           | Akamai Technologies Inc                                           | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      4593 | NS      | $363444.09    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                                               | Carrier Global Corp                                               | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    395000 | PA      | $386637.59    | 0.13%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                           | Charles Schwab Corp/The                                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     11396 | NS      | $1092192.64   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                  | Crown Castle Inc                                                  | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    410000 | PA      | $363328.46    | 0.13%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                                       | Datadog Inc                                                       | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      3210 | NS      | $438742.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAP MARKETS AMERICA                                            | BP Capital Markets America Inc                                    | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    540000 | PA      | $550264.09    | 0.19%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                           | Massachusetts Mutual Life Insurance Co                            | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    225000 | PA      | $152135.37    | 0.05%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                                       | ITOCHU Corp                                                       | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      4200 | NS      | $237997.05    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                       | Hubbell Inc                                                       | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      5974 | NS      | $2574734.26   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | Lloyds Banking Group PLC                                          | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $274758.80    | 0.10%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Bentley Systems Inc                                               | Bentley Systems Inc                                               | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |     15242 | NS      | $848217.30    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                                        | Kenvue Inc                                                        | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     38954 | NS      | $806737.34    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                          | CSX Corp                                                          | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    380000 | PA      | $373884.06    | 0.13%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                            | OMV AG                                                            | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      3315 | NS      | $182479.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellway PLC                                                       | Bellway PLC                                                       | CUSIP: 000000000<br>LEI: 213800CY4L3HST4FGZ98 | Long             | EC               | CORP              | GB        |      5546 | NS      | $174793.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                             | Burlington Stores Inc                                             | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      2202 | NS      | $640077.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31406UT99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2 | PA      | $2.07         | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                              | Waste Management Inc                                              | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    310000 | PA      | $304926.30    | 0.11%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                             | East Japan Railway Co                                             | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |     14000 | NS      | $344405.01    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International In                                    | Philip Morris International Inc                                   | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      4530 | NS      | $757098.90    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138A7PB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127481 | PA      | $127435.93    | 0.04%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138M4QZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171822 | PA      | $161951.97    | 0.06%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                           | Procter & Gamble Co/The                                           | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336167.09    | 0.12%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI                                    | Dallas Fort Worth International Airport                           | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $109680.24    | 0.04%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                           | Sierra Pacific Power Co                                           | CUSIP: 826418BE4<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27835.31     | 0.01%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Vertiv Holdings Co                                                | Vertiv Holdings Co                                                | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      5858 | NS      | $747187.90    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KENTUCKY UTILITIES CO                                             | Kentucky Utilities Co                                             | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    105000 | PA      | $88420.47     | 0.03%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                 | Sonova Holding AG                                                 | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |       450 | NS      | $131190.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51111 | PA      | $50213.10     | 0.02%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                              | Lockheed Martin Corp                                              | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    320000 | PA      | $297763.92    | 0.10%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                  | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4740000 | PA      | $2834834.78   | 0.99%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140LYGB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    517259 | PA      | $413224.80    | 0.14%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hiscox Ltd                                                        | Hiscox Ltd                                                        | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |     10328 | NS      | $182270.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                 | MDGH GMTN RSC Ltd                                                 | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    210000 | PA      | $222078.41    | 0.08%             | 2033-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                | Ford Motor Co                                                     | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    320000 | PA      | $274437.51    | 0.10%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | Morgan Stanley                                                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      7901 | NS      | $1188942.48   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P                                    | Freddie Mac Multifamily Structured Pass Through Certificates      | CUSIP: 3137FNAE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    515000 | PA      | $494442.49    | 0.17%             | 2029-06-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                     | Medtronic PLC                                                     | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     23517 | NS      | $2182612.77   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicaja Banco SA                                                  | Unicaja Banco SA                                                  | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |     78853 | NS      | $218483.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140XHBZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    665446 | PA      | $627034.68    | 0.22%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140KQWW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379114 | PA      | $303853.74    | 0.11%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                                | Pacific Life Global Funding II                                    | CUSIP: 6944PL2E8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265228.24    | 0.09%             | 2026-04-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                            | IDEXX Laboratories Inc                                            | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1438 | NS      | $930515.42    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                          | AT&T Inc                                                          | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    438000 | PA      | $368811.71    | 0.13%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| American International Group I                                    | American International Group Inc                                  | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     10363 | NS      | $842719.16    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138ANL68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83752 | PA      | $83722.43     | 0.03%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140Q8KB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189645 | PA      | $174038.03    | 0.06%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    466390 | PA      | $426578.80    | 0.15%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Iss                                    | New Economy Assets - Phase 1 Sponsor LLC                          | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $412761.05    | 0.14%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                    | Microsoft Corp                                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     14533 | NS      | $7363725.77   | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                                    | GE Vernova Inc                                                    | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1474 | NS      | $903517.78    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                                                          | International Business Machines Corp                              | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $666752.59    | 0.23%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Block Inc                                                         | Block Inc                                                         | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     11748 | NS      | $935610.72    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                                     | Volkswagen AG                                                     | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      2552 | NS      | $297209.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BioNTech SE                                                       | BioNTech SE                                                       | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |      6124 | NS      | $612400.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| GENERAL MOTORS FINL CO                                            | General Motors Financial Co Inc                                   | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    545000 | PA      | $519464.47    | 0.18%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| Assurant Inc                                                      | Assurant Inc                                                      | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      9640 | NS      | $2078480.40   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135964 | PA      | $129588.21    | 0.05%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                  | CUSIP: 3133KKAH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    526703 | PA      | $442417.34    | 0.15%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                        | Intuit Inc                                                        | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1729 | NS      | $1153243.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                                                | Conagra Brands Inc                                                | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281440.37    | 0.10%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BP PLC                                                            | BP PLC                                                            | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     52151 | NS      | $306059.78    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QEWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244714 | PA      | $214326.23    | 0.07%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                 | Johnson & Johnson                                                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     16669 | NS      | $2953246.73   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMorgan Chase & Co                                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      8570 | NS      | $2583169.40   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC                                                       | Trimble Inc                                                       | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    460000 | PA      | $489327.24    | 0.17%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140L8ZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    419706 | PA      | $336257.19    | 0.12%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                          | CenterPoint Energy Houston Electric LLC                           | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1068326.95   | 0.37%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147058 | PA      | $142102.26    | 0.05%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                        | FedEx Corp                                                        | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      2174 | NS      | $502346.18    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                  | CUSIP: 3133KNBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    516486 | PA      | $411604.49    | 0.14%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                        | Advanced Micro Devices Inc                                        | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1376 | NS      | $223778.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                    | Mastercard Inc                                                    | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3838 | NS      | $2284723.02   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140H3GH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198981 | PA      | $185448.20    | 0.06%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140J9UY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78012 | PA      | $78524.61     | 0.03%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31405NCS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       688 | PA      | $709.86       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                               | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392234.25    | 0.14%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QC4B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125961 | PA      | $110522.07    | 0.04%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                  | Deutsche Post AG                                                  | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      4170 | NS      | $189861.87    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                                    | Honda Auto Receivables 2023-1 Owner Trust                         | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78186 | PA      | $78398.53     | 0.03%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140X67M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131192 | PA      | $117091.88    | 0.04%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493216 | PA      | $395151.89    | 0.14%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                                              | Labcorp Holdings Inc                                              | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3021 | NS      | $839807.79    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                                               | Ascendis Pharma A/S                                               | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      1837 | NS      | $356873.99    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY                                                           | Hungary Government International Bond                             | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    250000 | PA      | $255488.66    | 0.09%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                                       | City of New York NY                                               | CUSIP: 64966HTX8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    135000 | PA      | $140349.47    | 0.05%             | 2036-12-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140XHYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    799759 | PA      | $750067.23    | 0.26%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc                                                | Planet Fitness Inc                                                | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      5375 | NS      | $563300.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140X4TL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49952 | PA      | $49076.90     | 0.02%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                            | Boston Scientific Corp                                            | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      6725 | NS      | $709487.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                                            | SPDR S&P 500 ETF Trust                                            | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      8543 | NS      | $5510662.15   | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC                                             | Jackson Financial Inc                                             | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    195000 | PA      | $176394.63    | 0.06%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                           | Simon Property Group LP                                           | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230000.00    | 0.08%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                           | Eni SpA                                                           | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     10020 | NS      | $178947.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                                      | Glencore PLC                                                      | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |     76075 | NS      | $300647.01    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Veralto Corp                                                      | Veralto Corp                                                      | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |     11205 | NS      | $1189858.95   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                                         | L3Harris Technologies Inc                                         | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      6573 | NS      | $1824796.26   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                               | Dominion Energy Inc                                               | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164891.98    | 0.06%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                            | Verizon Communications Inc                                        | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139060.11    | 0.05%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                                | Seasoned Loans Structured Transaction Trust Series 2019-2         | CUSIP: 35564CDD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    265000 | PA      | $247000.56    | 0.09%             | 2029-09-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                       | Honeywell International Inc                                       | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      3388 | NS      | $743666.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31412QAT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93737 | PA      | $95518.12     | 0.03%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                          | Electricite de France SA                                          | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $217064.55    | 0.08%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                               | Southern California Edison Co                                     | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233188.31    | 0.08%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                           | Consolidated Edison Co of New York Inc                            | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164872.01    | 0.06%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                        | Dexcom Inc                                                        | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      8984 | NS      | $676854.56    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QPQW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    866028 | PA      | $838283.87    | 0.29%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                            | Marriott International Inc/MD                                     | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    465000 | PA      | $427070.91    | 0.15%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                               | TE Connectivity PLC                                               | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      4198 | NS      | $866887.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                  | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    690000 | PA      | $520518.75    | 0.18%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Shopify Inc                                                       | Shopify Inc                                                       | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      8398 | NS      | $1186469.44   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                                   | BAE Systems PLC                                                   | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      8577 | NS      | $203849.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156618 | PA      | $144315.28    | 0.05%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138WJN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108779 | PA      | $104876.15    | 0.04%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                               | Axon Enterprise Inc                                               | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      1172 | NS      | $875823.88    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                                         | Chewy Inc                                                         | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |     16070 | NS      | $658227.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                                         | Constellation Energy Corp                                         | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      3468 | NS      | $1068074.64   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                               | Southern California Edison Co                                     | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    290000 | PA      | $199977.50    | 0.07%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| FHLMC Multifamily Structured P                                    | Freddie Mac Multifamily Structured Pass Through Certificates      | CUSIP: 3137FLMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    545000 | PA      | $536192.47    | 0.19%             | 2029-02-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Gold Pool                                             | CUSIP: 3128M6UT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16994 | PA      | $17664.46     | 0.01%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Repligen Corp                                                     | Repligen Corp                                                     | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      3387 | NS      | $414297.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138YJY34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168491 | PA      | $165157.80    | 0.06%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johnson Matthey PLC                                               | Johnson Matthey PLC                                               | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |      9352 | NS      | $241686.61    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                              | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297564.58    | 0.10%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                 | Cisco Systems Inc                                                 | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     32742 | NS      | $2262144.78   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140MEAC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459178 | PA      | $383305.86    | 0.13%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE                                    | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | CUSIP: 000000000<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |   6981250 | NS      | $6981250.37   | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN ENER PART                                           | Kinder Morgan Energy Partners LP                                  | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125646.37    | 0.04%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                     | Intercontinental Exchange Inc                                     | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      9295 | NS      | $1641497.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                       | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    610000 | PA      | $603756.75    | 0.21%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES                                    | Mercedes-Benz Auto Receivables Trust 2023-1                       | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101963 | PA      | $102093.00    | 0.04%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                             | Deutsche Lufthansa AG                                             | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |     31461 | NS      | $293522.86    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                                       | Hitachi Ltd                                                       | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      7400 | NS      | $199365.11    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31416PWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17322 | PA      | $17853.73     | 0.01%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                | CUSIP: 3622A2ZK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    194992 | PA      | $179971.06    | 0.06%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                               | Intesa Sanpaolo SpA                                               | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $339457.88    | 0.12%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Insmed Inc                                                        | Insmed Inc                                                        | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      3654 | NS      | $497309.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | Royal Bank of Canada                                              | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $252860.82    | 0.09%             | 2026-12-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Michelin                                                          | Cie Generale des Etablissements Michelin SCA                      | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      8296 | NS      | $300054.53    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                          | CUSIP: 38383U3L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    328487 | PA      | $332784.12    | 0.12%             | 2051-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140GNA29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42576 | PA      | $40596.11     | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                      | Alphabet Inc                                                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2399 | NS      | $510771.09    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Auto Receivables Owner                                     | Toyota Auto Receivables 2022-D Owner Trust                        | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    298363 | PA      | $299827.18    | 0.10%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                    | Atlassian Corp                                                    | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |      2338 | NS      | $415649.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82484 | PA      | $78111.30     | 0.03%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                         | Amgen Inc                                                         | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    225000 | PA      | $217773.77    | 0.08%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                    | BNP Paribas SA                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      5959 | NS      | $535188.93    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                                | Seasoned Loans Structured Transaction Trust Series 2019-3         | CUSIP: 35564CEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    255000 | PA      | $236966.60    | 0.08%             | 2029-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                      | Chevron Corp                                                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9675 | NS      | $1553805.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                                         | Arkema SA                                                         | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |      1756 | NS      | $124377.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technolog                                    | Check Point Software Technologies Ltd                             | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      2811 | NS      | $542916.54    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QDXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184117 | PA      | $154487.44    | 0.05%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140XD5C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397925 | PA      | $336437.17    | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ST GEN FUND ANNUAL A                                    | State of Wisconsin                                                | CUSIP: 977100GZ3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    135000 | PA      | $131309.13    | 0.05%             | 2027-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QGE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374605 | PA      | $307807.62    | 0.11%             | 2045-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                  | CUSIP: 3133A9UL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265037 | PA      | $222512.88    | 0.08%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                               | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254639.46    | 0.09%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                            | Berkshire Hathaway Inc                                            | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      5599 | NS      | $2816185.02   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                          | Healthcare Realty Holdings LP                                     | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    235000 | PA      | $221128.60    | 0.08%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| ITALY GOV'T INT BOND                                              | Republic of Italy Government International Bond                   | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    225000 | PA      | $214407.81    | 0.07%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                             | Micron Technology Inc                                             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      6034 | NS      | $718106.34    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QFFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216114 | PA      | $188141.56    | 0.07%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                          | CSX Corp                                                          | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     31659 | NS      | $1029234.09   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140XJSM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    406028 | PA      | $386753.23    | 0.13%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140X8W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217017 | PA      | $188893.75    | 0.07%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                          | Uruguay Government International Bond                             | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     60000 | PA      | $60312.00     | 0.02%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                        | Humana Inc                                                        | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      2764 | NS      | $839316.24    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138M93B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138268 | PA      | $126216.69    | 0.04%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                | RWE Finance US LLC                                                | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    370000 | PA      | $386297.69    | 0.13%             | 2034-04-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                                       | Sun Hung Kai Properties Ltd                                       | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     12000 | NS      | $140882.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140X4TQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36391 | PA      | $35584.45     | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Gold Pool                                             | CUSIP: 3128MFSN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44044 | PA      | $43230.15     | 0.02%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alcon AG                                                          | Alcon AG                                                          | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     20859 | NS      | $1664756.79   | 0.58%             |  |  |  | No            |                  1 | On Loan: —       |
| NEW YORK LIFE GLOBAL FDG                                          | New York Life Global Funding                                      | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1053875.08   | 0.37%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                      | Danaher Corp                                                      | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      4327 | NS      | $890583.14    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                  | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3620000 | PA      | $3621795.01   | 1.26%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                                      | Enbridge Inc                                                      | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    188000 | PA      | $196193.79    | 0.07%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                | Trane Technologies Financing Ltd                                  | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    310000 | PA      | $320937.29    | 0.11%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                               | Gilead Sciences Inc                                               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      7614 | NS      | $860153.58    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                                     | Metropolitan Transportation Authority                             | CUSIP: 59259YCA5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    225000 | PA      | $238140.52    | 0.08%             | 2031-11-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                          | Intercontinental Exchange Inc                                     | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    320000 | PA      | $322423.66    | 0.11%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                           | Metropolitan Life Global Funding I                                | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    545000 | PA      | $533642.39    | 0.19%             | 2027-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC Holdings PLC                                                 | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     14031 | NS      | $179806.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co Ltd                                      | Santen Pharmaceutical Co Ltd                                      | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |     28700 | NS      | $305386.07    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                               | Sprint Capital Corp                                               | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    270000 | PA      | $327531.83    | 0.11%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                    | Eli Lilly & Co                                                    | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    550000 | PA      | $547068.12    | 0.19%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31416PQ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43905 | PA      | $44739.49     | 0.02%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pan Pacific International Hold                                    | Pan Pacific International Holdings Corp                           | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |      9100 | NS      | $328768.54    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                              | Waste Management Inc                                              | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    365000 | PA      | $339617.46    | 0.12%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HubSpot Inc                                                       | HubSpot Inc                                                       | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      1602 | NS      | $774038.34    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                                      | SK Hynix Inc                                                      | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    210000 | PA      | $217228.89    | 0.08%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                        | Mizuho Financial Group Inc                                        | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     20800 | NS      | $680475.64    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138EQMU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177663 | PA      | $172976.33    | 0.06%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                  | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3210000 | PA      | $3213072.07   | 1.12%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                 | Lam Research Corp                                                 | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      5264 | NS      | $527189.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                         | Edwards Lifesciences Corp                                         | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      9977 | NS      | $811529.18    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                                   | Weyerhaeuser Co                                                   | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     36119 | NS      | $934398.53    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QF4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304147 | PA      | $255345.09    | 0.09%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                            | Trane Technologies PLC                                            | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      1903 | NS      | $790886.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| REEDY CREEK FL IMPT DIST                                          | Central Florida Tourism Oversight District                        | CUSIP: 758449SE3<br>LEI: 549300DLSKH6SZ96KV94 | Long             | DBT              | MUN               | US        |     65000 | PA      | $56719.70     | 0.02%             | 2033-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                  | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3034000 | PA      | $3078917.43   | 1.07%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                            | John Deere Owner Trust 2023-B                                     | CUSIP: 477920AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170849 | PA      | $171928.87    | 0.06%             | 2028-03-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                  | Duke Energy Corp                                                  | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270287.75    | 0.09%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                             | American Homes 4 Rent LP                                          | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    258000 | PA      | $228021.78    | 0.08%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    774441 | PA      | $686680.74    | 0.24%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                    | Merck & Co Inc                                                    | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215945.94    | 0.08%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Gold Pool                                             | CUSIP: 31294NR84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23503 | PA      | $23124.97     | 0.01%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REEDY CREEK FL IMPT DIST                                          | Central Florida Tourism Oversight District                        | CUSIP: 758449SF0<br>LEI: 549300DLSKH6SZ96KV94 | Long             | DBT              | MUN               | US        |     50000 | PA      | $42737.17     | 0.01%             | 2034-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kurita Water Industries Ltd                                       | Kurita Water Industries Ltd                                       | CUSIP: 000000000<br>LEI: 52990086GS2ON69UMX34 | Long             | EC               | CORP              | JP        |      4400 | NS      | $149924.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group PLC                                         | Land Securities Group PLC                                         | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               | CORP              | GB        |     42681 | NS      | $319444.43    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31418CU69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83198 | PA      | $73693.86     | 0.03%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Align Technology Inc                                              | Align Technology Inc                                              | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1916 | NS      | $271995.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                                        | Pfizer Inc                                                        | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    285000 | PA      | $280639.33    | 0.10%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY INC                                            | Diamondback Energy Inc                                            | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    830000 | PA      | $839697.95    | 0.29%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REEDY CREEK FL IMPT DIST                                          | Central Florida Tourism Oversight District                        | CUSIP: 758449SD5<br>LEI: 549300DLSKH6SZ96KV94 | Long             | DBT              | MUN               | US        |     65000 | PA      | $57914.35     | 0.02%             | 2032-06-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                      | Klepierre SA                                                      | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |     11009 | NS      | $429362.81    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                                            | International Paper Co                                            | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     20963 | NS      | $1041441.84   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                  | CUSIP: 3132CWMH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    323256 | PA      | $318452.19    | 0.11%             | 2035-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                       | Goldman Sachs Group Inc/The                                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      3485 | NS      | $2597196.25   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                        | Capital One Financial Corp                                        | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      8501 | NS      | $1931597.22   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                    | Wells Fargo Commercial Mortgage Trust 2020-C56                    | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $124350.77    | 0.04%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                      | Barclays PLC                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    112439 | NS      | $547347.04    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                      | WP Carey Inc                                                      | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    295000 | PA      | $244491.80    | 0.09%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QCKV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101721 | PA      | $92961.34     | 0.03%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                  | CUSIP: 3132DWBT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    423951 | PA      | $339523.09    | 0.12%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140J8VQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64897 | PA      | $59275.29     | 0.02%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Gold Pool                                             | CUSIP: 3132WKQ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133895 | PA      | $119548.20    | 0.04%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                    | Amazon.com Inc                                                    | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     34093 | NS      | $7807297.00   | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                            | UnitedHealth Group Inc                                            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2697 | NS      | $835719.39    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31418DFT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13255 | PA      | $12933.71     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140X4R73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91899 | PA      | $90704.14     | 0.03%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                         | Sanofi SA                                                         | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      2660 | NS      | $264289.79    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                              | Howmet Aerospace Inc                                              | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      7802 | NS      | $1358328.20   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                                      | Freshpet Inc                                                      | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |      5884 | NS      | $328444.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| TSY INFL IX N/B                                                   | United States Treasury Inflation Indexed Bonds                    | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2032239 | PA      | $1917138.48   | 0.67%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                               | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186491.50    | 0.07%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                            | NXP BV / NXP Funding LLC / NXP USA Inc                            | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    410000 | PA      | $361061.95    | 0.13%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                              | Smurfit Westrock Financing DAC                                    | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    430000 | PA      | $438075.44    | 0.15%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                           | Heidelberg Materials AG                                           | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       194 | NS      | $45984.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138E1T49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48481 | PA      | $45676.13     | 0.02%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                       | NVIDIA Corp                                                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     72513 | NS      | $12630314.34  | 4.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                                        | Biogen Inc                                                        | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    235000 | PA      | $214025.12    | 0.07%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140HNNY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374821 | PA      | $300803.64    | 0.10%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                      | GS Mortgage Securities Trust 2019-GC39                            | CUSIP: 36260JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201580 | PA      | $193031.75    | 0.07%             | 2052-05-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                  | T-Mobile USA Inc                                                  | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264518.06    | 0.09%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QBUK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13823 | PA      | $13440.77     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                  | CUSIP: 3133ACWU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    371560 | PA      | $298109.17    | 0.10%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                         | Apple Inc                                                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     29192 | NS      | $6776630.88   | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                        | AMETEK Inc                                                        | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      3912 | NS      | $722937.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                                 | Omnicom Group Inc                                                 | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      5205 | NS      | $407707.65    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERICAN TOWER CORP                                               | American Tower Corp                                               | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    240000 | PA      | $249361.68    | 0.09%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASX Ltd                                                           | ASX Ltd                                                           | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |      7998 | NS      | $327326.70    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                              | Shell Finance US Inc                                              | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $473340.10    | 0.17%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31416KSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3745 | PA      | $3716.80      | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                              | Freeport-McMoRan Inc                                              | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     19912 | NS      | $884092.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                          | Canadian Pacific Railway Co                                       | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $115237.36    | 0.04%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140XFEP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    485289 | PA      | $408256.98    | 0.14%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                     | Citigroup Inc                                                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     11976 | NS      | $1156522.32   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                          | CUSIP: 38383UN89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60108 | PA      | $60886.79     | 0.02%             | 2051-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                  | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    520382 | PA      | $415846.43    | 0.14%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CRH PLC                                                           | CRH PLC                                                           | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |     18059 | NS      | $2039764.05   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                            | Anglo American Capital PLC                                        | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $366132.70    | 0.13%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                    | CSAIL 2017-CX10 Commercial Mortgage Trust                         | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $234144.14    | 0.08%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                | CUSIP: 36179QYR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    160050 | PA      | $143950.88    | 0.05%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                              | Colombia Government International Bond                            | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    760000 | PA      | $789716.00    | 0.28%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc                                                  | CoStar Group Inc                                                  | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     13936 | NS      | $1247132.64   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Gold Pool                                             | CUSIP: 3132MAKD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287157 | PA      | $268911.51    | 0.09%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MongoDB Inc                                                       | MongoDB Inc                                                       | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      2578 | NS      | $813642.58    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140MMZB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    828121 | PA      | $774850.48    | 0.27%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                               | Citizens Bank NA/Providence RI                                    | CUSIP: 17401QAU5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497949.94    | 0.17%             | 2026-02-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                         | Packaging Corp of America                                         | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      2907 | NS      | $633609.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                           | E.ON SE                                                           | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      9261 | NS      | $165134.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                              | Las Vegas Sands Corp                                              | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     10470 | NS      | $603386.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                          | RTX Corp                                                          | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200256.12    | 0.07%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                               | Emerson Electric Co                                               | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      3958 | NS      | $522456.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                  | CUSIP: 3132DVKR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94762 | PA      | $87106.68     | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                       | Phillips 66                                                       | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     11399 | NS      | $1522678.42   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                    | ServiceNow Inc                                                    | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1056 | NS      | $968837.76    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                              | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109489.41    | 0.04%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                            | Asian Development Bank                                            | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    720000 | PA      | $719420.96    | 0.25%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                      | Broadcom Inc                                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      7614 | NS      | $2264327.46   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                            | Intuitive Surgical Inc                                            | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1560 | NS      | $738340.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Gold Pool                                             | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143824 | PA      | $128655.36    | 0.04%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Gold Pool                                             | CUSIP: 3132GLN42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145406 | PA      | $137433.96    | 0.05%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                              | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103193.58    | 0.04%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Casey's General Stores Inc                                        | Casey's General Stores Inc                                        | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      1309 | NS      | $647326.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                          | Estee Lauder Cos Inc/The                                          | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     17237 | NS      | $1581150.01   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                  | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    193889 | PA      | $177306.60    | 0.06%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140XHQF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230553 | PA      | $210890.61    | 0.07%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                          | Province of British Columbia Canada                               | CUSIP: 11070TAK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    520000 | PA      | $513365.36    | 0.18%             | 2026-06-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                  | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    320000 | PA      | $321318.38    | 0.11%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                          | Daimler Truck Holding AG                                          | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      1766 | NS      | $83168.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                                           | SPIE SA                                                           | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |      4492 | NS      | $248704.85    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp                                                | First Horizon Corp                                                | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     53023 | NS      | $1198319.80   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                                     | CME Group Inc                                                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2559 | NS      | $681999.09    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                            | Verizon Communications Inc                                        | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    495000 | PA      | $491269.17    | 0.17%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                 | CUSIP: 36200KQT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5319 | PA      | $5399.58      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    119941 | PA      | $107535.43    | 0.04%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                            | Philip Morris International Inc                                   | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    320000 | PA      | $336943.69    | 0.12%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                  | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3563000 | PA      | $2214905.53   | 0.77%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                  | Exxon Mobil Corp                                                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      8684 | NS      | $992494.36    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                                           | Dell International LLC / EMC Corp                                 | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $260301.75    | 0.09%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                  | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    405000 | PA      | $404805.98    | 0.14%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                                         | Shell PLC                                                         | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     16290 | NS      | $599183.28    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140XJLV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396688 | PA      | $387342.86    | 0.14%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                    | Hyundai Auto Receivables Trust 2022-C                             | CUSIP: 44933DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    376000 | PA      | $380367.43    | 0.13%             | 2028-10-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140J9GM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72949 | PA      | $67071.78     | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31418DPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52235 | PA      | $49410.96     | 0.02%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140J74Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56869 | PA      | $56026.80     | 0.02%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tate & Lyle PLC                                                   | Tate & Lyle PLC                                                   | CUSIP: 000000000<br>LEI: 2138008K14474WPKZ244 | Long             | EC               | CORP              | GB        |     27820 | NS      | $199804.67    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Munich Re                                                         | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen         | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       526 | NS      | $335538.28    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                  | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1557000 | PA      | $1553776.53   | 0.54%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                      | Alphabet Inc                                                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     19936 | NS      | $4256934.08   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                             | Spotify Technology SA                                             | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |      1084 | NS      | $739157.92    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                              | Bank of America Corp                                              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     32155 | NS      | $1631544.70   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                        | Intel Corp                                                        | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     12231 | NS      | $297824.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140J6DV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30797 | PA      | $30323.02     | 0.01%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                                         | Repsol SA                                                         | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     14575 | NS      | $239041.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                | Publicis Groupe SA                                                | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      2957 | NS      | $272501.64    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                           | GSK PLC                                                           | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     29444 | NS      | $580570.37    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                          | Enel SpA                                                          | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     50097 | NS      | $462027.67    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Natera Inc                                                        | Natera Inc                                                        | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2279 | NS      | $383441.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOR SE                                                           | SCOR SE                                                           | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | EC               | CORP              | FR        |      5221 | NS      | $170964.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dolby Laboratories Inc                                            | Dolby Laboratories Inc                                            | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     11274 | NS      | $808120.32    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                       | Royal Caribbean Cruises Ltd                                       | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |      2024 | NS      | $735157.28    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                                                      | AES Corp/The                                                      | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    302000 | PA      | $309195.79    | 0.11%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Applied Materials Inc                                             | Applied Materials Inc                                             | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      2866 | NS      | $460738.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                                     | Mosaic Co/The                                                     | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     12589 | NS      | $420472.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                      | ING Groep NV                                                      | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     11775 | NS      | $280287.79    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    924570 | NS      | $924569.91    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                    | NRG Energy Inc                                                    | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    440000 | PA      | $420382.29    | 0.15%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                | Walt Disney Co/The                                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     17922 | NS      | $2121606.36   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140JPM93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60984 | PA      | $55787.06     | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                               | Delta Air Lines Inc                                               | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     13764 | NS      | $850339.92    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QF5F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310437 | PA      | $260563.87    | 0.09%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IBM                                                               | International Business Machines Corp                              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2538 | NS      | $617977.62    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN ENER PART                                           | Kinder Morgan Energy Partners LP                                  | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    330000 | PA      | $353454.90    | 0.12%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                           | Marathon Petroleum Corp                                           | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      8719 | NS      | $1566891.49   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Gold Pool                                             | CUSIP: 3132HWAS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66907 | PA      | $64683.31     | 0.02%             | 2033-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                     | State of California                                               | CUSIP: 13063DRD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $226734.48    | 0.08%             | 2026-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                          | Ferguson Enterprises Inc                                          | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      2964 | NS      | $685128.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140X47H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170908 | PA      | $156078.70    | 0.05%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31418CWW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72827 | PA      | $70369.67     | 0.02%             | 2038-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| iShares Core U.S. Aggregate Bond ETF                              | iShares Core U.S. Aggregate Bond ETF                              | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |       140 | NS      | $13924.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI EAFE ETF                                             | iShares MSCI EAFE ETF                                             | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |      9166 | NS      | $838505.68    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co KGaA                                            | Fresenius SE & Co KGaA                                            | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      4837 | NS      | $262576.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina Inc                                                      | Illumina Inc                                                      | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      6111 | NS      | $610855.56    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                         | Apple Inc                                                         | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444622.44    | 0.15%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                            | FUJIFILM Holdings Corp                                            | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      9400 | NS      | $222452.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140X8UU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93942 | PA      | $86503.36     | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                                           | Zebra Technologies Corp                                           | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1911 | NS      | $605958.99    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OSCAR US Funding Trust                                            | Oscar US Funding XII LLC                                          | CUSIP: 68785AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |     57129 | PA      | $56799.11     | 0.02%             | 2028-04-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | Energy Transfer LP                                                | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    420000 | PA      | $420038.79    | 0.15%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                  | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6160000 | PA      | $5897839.09   | 2.06%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QF5E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314049 | PA      | $263658.57    | 0.09%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ebara Corp                                                        | Ebara Corp                                                        | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |     15400 | NS      | $316766.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                      | Comcast Corp                                                      | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    335000 | PA      | $314101.77    | 0.11%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140XA2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397909 | PA      | $319478.76    | 0.11%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QDVL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169999 | PA      | $148942.47    | 0.05%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QGA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305885 | PA      | $256745.30    | 0.09%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138EKFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    762371 | PA      | $717316.37    | 0.25%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                               | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    590000 | PA      | $609320.39    | 0.21%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                  | Hewlett Packard Enterprise Co                                     | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    448000 | PA      | $452003.27    | 0.16%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | Citigroup Inc                                                     | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    390000 | PA      | $341762.23    | 0.12%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                | Meta Platforms Inc                                                | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    335000 | PA      | $331432.89    | 0.12%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                                            | Five Corners Funding Trust II                                     | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $243217.50    | 0.08%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                    | Lowe's Cos Inc                                                    | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      2811 | NS      | $725406.66    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138X9GR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50345 | PA      | $49582.16     | 0.02%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-29

**Name of Applicant:** BNY Mellon Investment Funds VI

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer