# EDGAR Filing Document

**Accession Number:** 0001224568
**File Stem:** 0000940400-26-002150
**Filing Date:** 2026-1
**Character Count:** 185693
**Document Hash:** a13ff16836410438c2fe8198394e61d1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-002150.hdr.sgml**: 20260126

**ACCESSION NUMBER**: 0000940400-26-002150

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260126

**DATE AS OF CHANGE**: 20260126

**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:** 26559001

**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           |

## 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:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $294669201.25

**Total Liabilities:** $2828559.15

**Net Assets:** $291840642.10

**Cash Not Reported:** $63256.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 103.11397000 | **1-Year:** 3215.17385000 | **5-Year:** 23984.07210000 | **10-Year:** 10753.06833000 | **30-Year:** 649.11372000

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

- **3-Month:** 0.00000000 | **1-Year:** 59.17271000 | **5-Year:** 123.11175000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000867 | 1.50%                | 1.86%                | 0.42%                |
| Class ID C000000869 | 1.47%                | 1.81%                | 0.35%                |
| Class ID C000000870 | 1.55%                | 1.87%                | 0.46%                |
| Class ID C000000872 | 1.53%                | 1.90%                | 0.42%                |
| Class ID C000001397 | 1.55%                | 1.88%                | 0.42%                |
| Class ID C000174004 | 1.53%                | 1.89%                | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1036815.21              | $3022400.70                                |
| Month 2  | $392444.93               | $4822187.90                                |
| Month 3  | $3822070.48              | $-2972148.15                               |

### 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        |     13673 | NS      | $1240551.29   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                      | Thermo Fisher Scientific Inc                                      | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      3917 | NS      | $2314281.11   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140JAQP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168970 | PA      | $169308.74    | 0.06%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                    | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302313.04    | 0.10%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140X83S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365866 | PA      | $300195.86    | 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        |      2225 | NS      | $930072.25    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                           | Bristol-Myers Squibb Co                                           | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     12044 | NS      | $592564.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                           | Aon PLC                                                           | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | GB        |      4671 | NS      | $1653160.32   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                | Meta Platforms Inc                                                | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    540000 | PA      | $548231.03    | 0.19%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                | Voya Financial Inc                                                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     12320 | NS      | $866096.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140X9DQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372028 | PA      | $305207.61    | 0.10%             | 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        |     13877 | PA      | $13738.76     | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                         | Orange SA                                                         | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     21560 | NS      | $355748.02    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                   | Caterpillar Inc                                                   | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1797 | NS      | $1034640.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                          | Cheniere Corpus Christi Holdings LLC                              | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    285000 | PA      | $278734.66    | 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        |     95178 | PA      | $85705.77     | 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      | $553726.49    | 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        |     28209 | NS      | $358589.23    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QED33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195826 | PA      | $174787.17    | 0.06%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                  | CUSIP: 3132DQ3Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    861516 | PA      | $887284.53    | 0.30%             | 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      | $379110.16    | 0.13%             | 2032-11-29      | Fixed         | 6.70%                 | 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      | $528016.80    | 0.18%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | Citigroup Inc                                                     | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    850000 | PA      | $773692.98    | 0.27%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QHGH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145159 | PA      | $124801.44    | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | AT&T Inc                                                          | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     23034 | NS      | $599344.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | Royal Bank of Canada                                              | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $325366.32    | 0.11%             | 2027-03-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                             | Toronto-Dominion Bank/The                                         | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $373518.84    | 0.13%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140X83G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213413 | PA      | $199433.89    | 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        |      5715 | NS      | $872051.85    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                                  | Carlisle Cos Inc                                                  | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1400 | NS      | $445298.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| ABBVIE INC                                                        | AbbVie Inc                                                        | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213454.69    | 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      | $45088.59     | 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        |     14733 | NS      | $1584976.14   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP                                                     | Amphenol Corp                                                     | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    390000 | PA      | $349278.74    | 0.12%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Balfour Beatty PLC                                                | Balfour Beatty PLC                                                | CUSIP: 000000000<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |     38041 | NS      | $354661.37    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138EQ2A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51442 | PA      | $50535.80     | 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        |     12100 | NS      | $366335.07    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                | CUSIP: 36179TJY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76352 | PA      | $73785.76     | 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      | $211454.13    | 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        |     18300 | NS      | $238635.58    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Gold Pool                                             | CUSIP: 3132GRVH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21948 | PA      | $21176.49     | 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        |    435001 | PA      | $338775.75    | 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        |     84062 | PA      | $81730.31     | 0.03%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31384UJH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        50 | PA      | $50.15        | 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        |    110705 | PA      | $102847.06    | 0.04%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                 | NatWest Group PLC                                                 | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197287.45    | 0.07%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                                       | Komatsu Ltd                                                       | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     10900 | NS      | $356986.90    | 0.12%             |  |  |  | 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      | $24590.76     | 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      | $46428.80     | 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        |      1721 | NS      | $244032.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                          | Mitsubishi Electric Corp                                          | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     16100 | NS      | $438318.39    | 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      | $2206955.92   | 0.76%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                             | Province of Ontario Canada                                        | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1490000 | PA      | $1577986.42   | 0.54%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QCKE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123196 | PA      | $110821.94    | 0.04%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    504405 | PA      | $413457.64    | 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      | $193429.09    | 0.07%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Signify NV                                                        | Signify NV                                                        | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |      7717 | NS      | $182550.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp                                                          | EQT Corp                                                          | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     26454 | NS      | $1609990.44   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                  | CUSIP: 3133KJ5Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291787 | PA      | $241467.58    | 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        |    184479 | PA      | $158683.40    | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140XDUD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    495504 | PA      | $405678.04    | 0.14%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                            | Potomac Electric Power Co                                         | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    607000 | PA      | $630744.15    | 0.22%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Reddit Inc                                                        | Reddit Inc                                                        | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |      1697 | NS      | $367349.59    | 0.13%             |  |  |  | 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      | $555855.05    | 0.19%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140Q8EZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111831 | PA      | $105345.21    | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                             | Becton Dickinson & Co                                             | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    630000 | PA      | $648769.09    | 0.22%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31419AX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130538 | PA      | $131927.70    | 0.05%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                       | Hubbell Inc                                                       | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      4822 | NS      | $2080355.46   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                | Meta Platforms Inc                                                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      4702 | NS      | $3046660.90   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                                               | Guardant Health Inc                                               | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      4407 | NS      | $477806.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                                       | Freddie Mac Pool                                                  | CUSIP: 3133KKAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    279049 | PA      | $238131.73    | 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        |     77620 | PA      | $77778.90     | 0.03%             | 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      | $461122.91    | 0.16%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                            | Cie de Saint-Gobain SA                                            | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      2295 | NS      | $229308.21    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31417BZN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40023 | PA      | $37223.84     | 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        |      8844 | NS      | $791714.88    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                                               | Carrier Global Corp                                               | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    395000 | PA      | $387935.17    | 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        |      4068 | NS      | $377225.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140XDGS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360502 | PA      | $335478.91    | 0.11%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                  | Crown Castle Inc                                                  | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    410000 | PA      | $367102.45    | 0.13%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                            | BP Capital Markets America Inc                                    | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    540000 | PA      | $551292.64    | 0.19%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                           | Kinder Morgan Energy Partners LP                                  | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    460000 | PA      | $523658.51    | 0.18%             | 2038-01-15      | Fixed         | 6.95%                 | 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      | $155345.80    | 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        |      6900 | NS      | $415383.38    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | Lloyds Banking Group PLC                                          | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $276814.26    | 0.09%             | 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        |     14169 | NS      | $594531.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| CSX CORP                                                          | CSX Corp                                                          | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    380000 | PA      | $375343.12    | 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        |      3172 | NS      | $175626.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellway PLC                                                       | Bellway PLC                                                       | CUSIP: 000000000<br>LEI: 213800CY4L3HST4FGZ98 | Long             | EC               | CORP              | GB        |      4936 | NS      | $185338.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                      | Alphabet Inc                                                      | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497114.87    | 0.17%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                             | Burlington Stores Inc                                             | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      2045 | NS      | $515810.35    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31406UT99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2 | PA      | $2.05         | 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      | $305958.52    | 0.10%             | 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        |     12900 | NS      | $333624.44    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138A7PB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102006 | PA      | $103342.55    | 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        |    169314 | PA      | $162962.19    | 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      | $338099.00    | 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      | $115561.25    | 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      | $28433.90     | 0.01%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| KENTUCKY UTILITIES CO                                             | Kentucky Utilities Co                                             | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91004.23     | 0.03%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140LYGB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505671 | PA      | $413893.42    | 0.14%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                | Vertiv Holdings Co                                                | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      5446 | NS      | $978809.58    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                                 | Sonova Holding AG                                                 | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |       429 | NS      | $107189.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49454 | PA      | $49331.26     | 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      | $307381.38    | 0.11%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Hiscox Ltd                                                        | Hiscox Ltd                                                        | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |      9848 | NS      | $174811.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Corp                                            | Permian Resources Corp                                            | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     52999 | NS      | $767955.51    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                                | Ford Motor Co                                                     | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    320000 | PA      | $281218.83    | 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        |      7682 | NS      | $1303328.12   | 0.45%             |  |  |  | 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      | $497764.39    | 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        |     21926 | NS      | $2309465.58   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL FINANCE US INC                                              | Shell Finance US Inc                                              | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $476086.48    | 0.16%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                            | IDEXX Laboratories Inc                                            | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1040 | NS      | $782995.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicaja Banco SA                                                  | Unicaja Banco SA                                                  | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |     69521 | NS      | $204445.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140XHBZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    649885 | PA      | $625674.86    | 0.21%             | 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        |    372890 | PA      | $305914.62    | 0.10%             | 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      | $267386.51    | 0.09%             | 2026-04-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                          | AT&T Inc                                                          | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    438000 | PA      | $375932.54    | 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        |     10870 | NS      | $827859.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138ANL68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75281 | PA      | $76058.98     | 0.03%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                   | United States Treasury Inflation Indexed Bonds                    | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    933739 | PA      | $798646.67    | 0.27%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140Q8KB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186120 | PA      | $174936.02    | 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        |    454638 | PA      | $420438.62    | 0.14%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen AG                                                     | Volkswagen AG                                                     | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      2363 | NS      | $269784.69    | 0.09%             |  |  |  | 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      | $420931.02    | 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        |     13510 | NS      | $6647055.10   | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                                    | GE Vernova Inc                                                    | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1370 | NS      | $821684.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                                                          | International Business Machines Corp                              | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $672847.83    | 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        |     10913 | NS      | $728988.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BioNTech SE                                                       | BioNTech SE                                                       | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |      4086 | NS      | $421470.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                            | General Motors Financial Co Inc                                   | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    545000 | PA      | $523046.69    | 0.18%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                      | Assurant Inc                                                      | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     10350 | NS      | $2361456.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132007 | PA      | $128378.29    | 0.04%             | 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        |    517385 | PA      | $444616.17    | 0.15%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMorgan Chase & Co                                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      8814 | NS      | $2759487.12   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                        | Intuit Inc                                                        | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1606 | NS      | $1018332.48   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                                                | Conagra Brands Inc                                                | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284517.47    | 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        |     49762 | NS      | $299269.02    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                          | CenterPoint Energy Houston Electric LLC                           | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1088383.36   | 0.37%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                 | Johnson & Johnson                                                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     14745 | NS      | $3051035.40   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QEWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239115 | PA      | $214646.72    | 0.07%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                       | Trimble Inc                                                       | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    460000 | PA      | $496514.95    | 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        |    408222 | PA      | $334858.81    | 0.11%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142820 | PA      | $140233.89    | 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        |      1683 | NS      | $463969.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31405NCS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       667 | PA      | $675.79       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                  | CUSIP: 3133KNBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    504934 | PA      | $412335.79    | 0.14%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                    | Mastercard Inc                                                    | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3568 | NS      | $1964291.04   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140H3GH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194497 | PA      | $184946.72    | 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        |     75467 | PA      | $76787.34     | 0.03%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QC4B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121415 | PA      | $109216.71    | 0.04%             | 2050-03-01      | Fixed         | 3.00%                 | 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        |     49561 | PA      | $49685.40     | 0.02%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                               | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394824.26    | 0.14%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                                         | DHL GROUP                                                         | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      3992 | NS      | $207922.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    484595 | PA      | $397253.96    | 0.14%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140X67M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128155 | PA      | $116903.24    | 0.04%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140XHYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    787866 | PA      | $755522.74    | 0.26%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                                              | Labcorp Holdings Inc                                              | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1779 | NS      | $478159.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY                                                           | Hungary Government International Bond                             | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    250000 | PA      | $254997.92    | 0.09%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                               | Ascendis Pharma A/S                                               | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      2107 | NS      | $447379.31    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK NY                                                       | City of New York NY                                               | CUSIP: 64966HTX8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    135000 | PA      | $142036.42    | 0.05%             | 2036-12-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc                                                | Planet Fitness Inc                                                | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      4997 | NS      | $559514.09    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140X4TL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42218 | PA      | $41612.96     | 0.01%             | 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        |      8902 | NS      | $904265.16    | 0.31%             |  |  |  | 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        |      9268 | NS      | $6333658.52   | 2.17%             |  |  |  | No            |                  1 | On Loan: —       |
| JACKSON FINANCIAL INC                                             | Jackson Financial Inc                                             | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    195000 | PA      | $177841.54    | 0.06%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Glencore PLC                                                      | Glencore PLC                                                      | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |     70431 | NS      | $337127.24    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                               | TE Connectivity PLC                                               | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      3389 | NS      | $766422.35    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                           | Eni SpA                                                           | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      9591 | NS      | $179512.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Veralto Corp                                                      | Veralto Corp                                                      | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |     10675 | NS      | $1080523.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                                         | L3Harris Technologies Inc                                         | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      6021 | NS      | $1677992.49   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                            | Verizon Communications Inc                                        | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139402.15    | 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      | $251185.89    | 0.09%             | 2029-09-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31412QAT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92537 | PA      | $95389.27     | 0.03%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                       | Honeywell International Inc                                       | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      4197 | NS      | $806621.43    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                          | Electricite de France SA                                          | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $218498.70    | 0.07%             | 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      | $233766.03    | 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      | $165029.91    | 0.06%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Gold Pool                                             | CUSIP: 3128M6UT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16512 | PA      | $17259.48     | 0.01%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                              | Shell Finance US Inc                                              | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $806316.87    | 0.28%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QPQW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    845610 | PA      | $835822.72    | 0.29%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                                       | Shopify Inc                                                       | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      7314 | NS      | $1160292.96   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                                   | BAE Systems PLC                                                   | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      8183 | NS      | $178890.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152742 | PA      | $143463.99    | 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        |    101992 | PA      | $98696.09     | 0.03%             | 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        |      1090 | NS      | $588752.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                           | Nationwide Building Society                                       | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    790000 | PA      | $790816.77    | 0.27%             | 2030-09-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Chewy Inc                                                         | Chewy Inc                                                         | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |     14928 | NS      | $519046.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                                         | Constellation Energy Corp                                         | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      2685 | NS      | $978306.60    | 0.34%             |  |  |  | No            |                  1 | 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        |     71499 | PA      | $71615.88     | 0.02%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                               | Southern California Edison Co                                     | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    290000 | PA      | $205871.34    | 0.07%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                    | Freddie Mac Multifamily Structured Pass Through Certificates      | CUSIP: 3137FLMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    545000 | PA      | $539062.82    | 0.18%             | 2029-02-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                        | Pfizer Inc                                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     29698 | NS      | $764426.52    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                                     | Repligen Corp                                                     | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      3148 | NS      | $538370.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Johnson Matthey PLC                                               | Johnson Matthey PLC                                               | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |      8323 | NS      | $219366.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138YJY34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158514 | PA      | $155862.06    | 0.05%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                              | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    290000 | PA      | $302254.55    | 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        |     35892 | NS      | $2761530.48   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140MEAC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    456169 | PA      | $390671.27    | 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        |   3110007 | NS      | $3110006.62   | 1.07%             |  |  |  | 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        |    219414 | PA      | $220413.80    | 0.08%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                  | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6740000 | PA      | $6880987.12   | 2.36%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                                         | Marks & Spencer Group PLC                                         | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |     35110 | NS      | $161613.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                       | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    610000 | PA      | $605949.51    | 0.21%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                             | Deutsche Lufthansa AG                                             | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |     29128 | NS      | $279552.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                                       | Hitachi Ltd                                                       | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      6900 | NS      | $219561.56    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31416PWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16986 | PA      | $17627.75     | 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        |    188986 | PA      | $175712.13    | 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      | $344208.29    | 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        |      3397 | NS      | $705794.69    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Michelin                                                          | Cie Generale des Etablissements Michelin SCA                      | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      7942 | NS      | $259620.22    | 0.09%             |  |  |  | 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      | $132205.28    | 0.05%             | 2027-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                          | CUSIP: 38383U3L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    303546 | PA      | $308215.64    | 0.11%             | 2051-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                          | Florida Power & Light Co                                          | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    770000 | PA      | $803023.14    | 0.28%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140GNA29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19938 | PA      | $19395.55     | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                    | Atlassian Corp                                                    | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |      2172 | NS      | $324757.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79887 | PA      | $77042.22     | 0.03%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                    | BNP Paribas SA                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      3635 | NS      | $312779.98    | 0.11%             |  |  |  | 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      | $241470.77    | 0.08%             | 2029-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                         | Arkema SA                                                         | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |      1625 | NS      | $98457.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technolog                                    | Check Point Software Technologies Ltd                             | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      2043 | NS      | $381571.11    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QDXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182179 | PA      | $156580.11    | 0.05%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                      | Alphabet Inc                                                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      8482 | NS      | $2715766.76   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140X8W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212819 | PA      | $189953.98    | 0.07%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140XD5C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394264 | PA      | $342359.43    | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QGE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368127 | PA      | $309729.13    | 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        |    259778 | PA      | $223131.84    | 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      | $254842.83    | 0.09%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                          | Healthcare Realty Holdings LP                                     | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    235000 | PA      | $222977.65    | 0.08%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                            | Berkshire Hathaway Inc                                            | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      6358 | NS      | $3266803.98   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOV'T INT BOND                                              | Republic of Italy Government International Bond                   | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    225000 | PA      | $216681.41    | 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        |      2636 | NS      | $623361.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                          | Jazz Pharmaceuticals PLC                                          | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      2236 | NS      | $394721.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QFFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206351 | PA      | $184148.87    | 0.06%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31416PQ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42897 | PA      | $44219.01     | 0.02%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                          | CSX Corp                                                          | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     35884 | NS      | $1268858.24   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140XJSM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398206 | PA      | $387005.68    | 0.13%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                        | Humana Inc                                                        | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      3578 | NS      | $879365.06    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138M93B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136766 | PA      | $127054.87    | 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      | $390559.57    | 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        |     11500 | NS      | $145894.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140X4TQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35283 | PA      | $35106.51     | 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        |     40887 | PA      | $40256.55     | 0.01%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alcon AG                                                          | Alcon AG                                                          | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     16335 | NS      | $1295528.85   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                          | New York Life Global Funding                                      | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1054635.62   | 0.36%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QF4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294512 | PA      | $253327.79    | 0.09%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                      | Danaher Corp                                                      | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2614 | NS      | $592802.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros Inc                                                    | Dutch Bros Inc                                                    | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7185 | NS      | $421112.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECH FIN LTD                                                | Trane Technologies Financing Ltd                                  | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    310000 | PA      | $324452.97    | 0.11%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                      | Enbridge Inc                                                      | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    188000 | PA      | $199180.74    | 0.07%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                               | Gilead Sciences Inc                                               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     15102 | NS      | $1900435.68   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                          | Intercontinental Exchange Inc                                     | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323717.62    | 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      | $536113.50    | 0.18%             | 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        |     12992 | NS      | $184509.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co Ltd                                      | Santen Pharmaceutical Co Ltd                                      | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |     26600 | NS      | $272266.19    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                               | Sprint Capital Corp                                               | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    270000 | PA      | $328719.69    | 0.11%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Kurita Water Industries Ltd                                       | Kurita Water Industries Ltd                                       | CUSIP: 000000000<br>LEI: 52990086GS2ON69UMX34 | Long             | EC               | CORP              | JP        |      4000 | NS      | $159302.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                    | Eli Lilly & Co                                                    | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    550000 | PA      | $557135.75    | 0.19%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                  | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    610000 | PA      | $636770.90    | 0.22%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                              | Waste Management Inc                                              | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    365000 | PA      | $342282.48    | 0.12%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pan Pacific International Hold                                    | Pan Pacific International Holdings Corp                           | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |     42100 | NS      | $255204.75    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot Inc                                                       | HubSpot Inc                                                       | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      1488 | NS      | $546572.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                                      | SK hynix Inc                                                      | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    210000 | PA      | $217504.07    | 0.07%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138EQMU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171966 | PA      | $169049.66    | 0.06%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                        | Mizuho Financial Group Inc                                        | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     19600 | NS      | $690396.67    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                   | Chevron USA Inc                                                   | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    790000 | PA      | $801434.93    | 0.27%             | 2032-10-15      | Fixed         | 4.50%                 | 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      | $3220846.30   | 1.10%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                        | Capital One Financial Corp                                        | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      3735 | NS      | $818226.45    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                         | Edwards Lifesciences Corp                                         | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      6565 | NS      | $568988.55    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                                   | Weyerhaeuser Co                                                   | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     36119 | NS      | $802202.99    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                        | Dover Corp                                                        | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      2101 | NS      | $389273.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                            | Trane Technologies PLC                                            | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      2063 | NS      | $869513.24    | 0.30%             |  |  |  | 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      | $57444.50     | 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        |   4320000 | PA      | $4389946.89   | 1.50%             | 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        |    134170 | PA      | $134972.23    | 0.05%             | 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      | $271094.95    | 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      | $230775.14    | 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        |    753987 | PA      | $681472.33    | 0.23%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                        | Pfizer Inc                                                        | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1072007.23   | 0.37%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                    | Merck & Co Inc                                                    | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216634.10    | 0.07%             | 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        |     19966 | PA      | $19713.75     | 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      | $43400.14     | 0.01%             | 2034-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Land Securities Group PLC                                         | Land Securities Group PLC                                         | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               | CORP              | GB        |     39505 | NS      | $316625.93    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31418CU69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81398 | PA      | $73877.15     | 0.03%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                        | Pfizer Inc                                                        | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    285000 | PA      | $281940.99    | 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      | $858554.15    | 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      | $58512.30     | 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        |     10199 | NS      | $396951.50    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                  | CUSIP: 3132CWMH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    302434 | PA      | $298873.76    | 0.10%             | 2035-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140X4R73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88132 | PA      | $87247.26     | 0.03%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                  | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4890000 | PA      | $3766828.13   | 1.29%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                       | Goldman Sachs Group Inc/The                                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      2733 | NS      | $2257567.32   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                                       | Cummins Inc                                                       | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1291 | NS      | $642892.18    | 0.22%             |  |  |  | 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      | $125386.56    | 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        |    102415 | NS      | $582038.17    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                      | WP Carey Inc                                                      | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    295000 | PA      | $250101.82    | 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        |     99604 | PA      | $93174.34     | 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        |    416421 | PA      | $341515.55    | 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        |     63465 | PA      | $58961.79     | 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        |    132219 | PA      | $120848.74    | 0.04%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                        | Biogen Inc                                                        | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    235000 | PA      | $216350.72    | 0.07%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                    | Amazon.com Inc                                                    | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     30852 | NS      | $7195303.44   | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                            | UnitedHealth Group Inc                                            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4209 | NS      | $1388001.93   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31418DFT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12754 | PA      | $12664.01     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                         | Sanofi SA                                                         | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      2461 | NS      | $245253.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                              | Howmet Aerospace Inc                                              | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      7486 | NS      | $1531560.74   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                                      | Freshpet Inc                                                      | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |      5470 | NS      | $312665.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                   | United States Treasury Inflation Indexed Bonds                    | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2046244 | PA      | $1922048.13   | 0.66%             | 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      | $187096.57    | 0.06%             | 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      | $367200.53    | 0.13%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                          | African Development Bank                                          | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |    413000 | PA      | $415034.03    | 0.14%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31416KSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3608 | PA      | $3583.72      | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                              | Smurfit Westrock Financing DAC                                    | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    430000 | PA      | $444828.19    | 0.15%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| Heidelberg Materials AG                                           | Heidelberg Materials AG                                           | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       113 | NS      | $29025.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138E1T49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47843 | PA      | $45988.81     | 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        |     64837 | NS      | $11476149.00  | 3.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140HNNY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368444 | PA      | $302386.30    | 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        |    190616 | PA      | $183573.15    | 0.06%             | 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      | $266021.45    | 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        |     13636 | PA      | $13502.45     | 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        |    363846 | PA      | $298573.39    | 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        |     27136 | NS      | $7566873.60   | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                  | CUSIP: 3132DVKR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92428 | PA      | $86669.18     | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                                        | AMETEK Inc                                                        | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      3637 | NS      | $719725.93    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                                 | Omnicom Group Inc                                                 | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     15013 | NS      | $1075231.06   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERICAN TOWER CORP                                               | American Tower Corp                                               | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    240000 | PA      | $252472.62    | 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        |      7656 | NS      | $291949.24    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                              | Freeport-McMoRan Inc                                              | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     26637 | NS      | $1144858.26   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140XFEP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481014 | PA      | $415076.91    | 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        |     14999 | NS      | $1553896.40   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                                             | Mexico Government International Bond                              | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    750000 | PA      | $791962.50    | 0.27%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                          | CUSIP: 38383UN89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38917 | PA      | $39364.29     | 0.01%             | 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        |    511362 | PA      | $418730.24    | 0.14%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                             | Spotify Technology SA                                             | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |      1008 | NS      | $603660.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                                           | Romanian Government International Bond                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    490000 | PA      | $531504.46    | 0.18%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CRH PLC                                                           | CRH PLC                                                           | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     15135 | NS      | $1815594.60   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                            | Anglo American Capital PLC                                        | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $370442.76    | 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      | $236674.10    | 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        |    156133 | PA      | $143244.30    | 0.05%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                | Roche Holdings Inc                                                | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800653.32    | 0.27%             | 2030-12-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Gold Pool                                             | CUSIP: 3132MAKD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    283743 | PA      | $270768.56    | 0.09%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc                                                  | CoStar Group Inc                                                  | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     12946 | NS      | $890684.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                      | UBS Group AG                                                      | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    800000 | PA      | $800062.57    | 0.27%             | 2029-12-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MongoDB Inc                                                       | MongoDB Inc                                                       | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      1781 | NS      | $591950.97    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                      | Alphabet Inc                                                      | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    800000 | PA      | $809967.37    | 0.28%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                          | Estee Lauder Cos Inc/The                                          | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     16990 | NS      | $1598249.30   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140MMZB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800861 | PA      | $768231.34    | 0.26%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                         | Packaging Corp of America                                         | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      4293 | NS      | $876072.51    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                           | E.ON SE                                                           | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      8573 | NS      | $152705.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                               | Emerson Electric Co                                               | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     10889 | NS      | $1452374.82   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                          | RTX Corp                                                          | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200694.44    | 0.07%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                              | Las Vegas Sands Corp                                              | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     11519 | NS      | $785135.04    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                                        | Alcoa Corp                                                        | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     12205 | NS      | $509436.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Phillips 66                                                       | Phillips 66                                                       | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     10725 | NS      | $1468896.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                    | ServiceNow Inc                                                    | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       981 | NS      | $796974.21    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                      | Broadcom Inc                                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      7077 | NS      | $2851747.92   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116928 | PA      | $106728.38    | 0.04%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                            | Intuitive Surgical Inc                                            | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       877 | NS      | $502941.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Gold Pool                                             | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140225 | PA      | $128330.94    | 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        |    143256 | PA      | $138247.12    | 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      | $103718.13    | 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        |      1217 | NS      | $694249.82    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                  | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189014 | PA      | $176923.63    | 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        |    226176 | PA      | $211782.04    | 0.07%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                  | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    320000 | PA      | $321429.99    | 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        |      1690 | NS      | $71514.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                                           | SPIE SA                                                           | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |      4015 | NS      | $217547.29    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140J74Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48631 | PA      | $48060.68     | 0.02%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                                                | First Horizon Corp                                                | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     53023 | NS      | $1184533.82   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                                     | CME Group Inc                                                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      6136 | NS      | $1727038.56   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                       | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801117.63    | 0.27%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                            | Verizon Communications Inc                                        | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    495000 | PA      | $491482.79    | 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        |      5148 | PA      | $5235.43      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                            | Philip Morris International Inc                                   | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    320000 | PA      | $337300.63    | 0.12%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                  | Exxon Mobil Corp                                                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     17801 | NS      | $2063491.92   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                         | Shell PLC                                                         | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     15595 | NS      | $573730.78    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                  | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    405000 | PA      | $406171.00    | 0.14%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140J9GM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71074 | PA      | $66512.19     | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                            | Verizon Communications Inc                                        | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78135.83     | 0.03%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140XJLV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    382692 | PA      | $380503.53    | 0.13%             | 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      | $379359.11    | 0.13%             | 2028-10-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31418DPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51316 | PA      | $49531.88     | 0.02%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tate & Lyle PLC                                                   | Tate & Lyle PLC                                                   | CUSIP: 000000000<br>LEI: 2138008K14474WPKZ244 | Long             | EC               | CORP              | GB        |     26636 | NS      | $132072.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Munich Re                                                         | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen         | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       487 | NS      | $307437.79    | 0.11%             |  |  |  | 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      | $1560193.06   | 0.53%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                             | Northrop Grumman Corp                                             | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1407 | NS      | $805155.75    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                      | Alphabet Inc                                                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     17154 | NS      | $5491338.48   | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                       | Royal Caribbean Cruises Ltd                                       | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |      1412 | NS      | $375945.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                              | Bank of America Corp                                              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     38935 | NS      | $2088862.75   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                        | Intel Corp                                                        | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     10078 | NS      | $408763.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140J6DV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25827 | PA      | $25509.67     | 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        |     13385 | NS      | $248536.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                | Publicis Groupe SA                                                | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      2736 | NS      | $266836.74    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                           | GSK PLC                                                           | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     19717 | NS      | $467893.08    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                          | Enel SpA                                                          | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     47785 | NS      | $494084.80    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Natera Inc                                                        | Natera Inc                                                        | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |      2155 | NS      | $514635.55    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                                            | Dolby Laboratories Inc                                            | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     11274 | NS      | $760431.30    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                                                      | AES Corp/The                                                      | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    302000 | PA      | $309138.49    | 0.11%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| GUARDIAN LIFE GLOB FUND                                           | Guardian Life Global Funding                                      | CUSIP: 40139LBN2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805700.50    | 0.28%             | 2030-10-06      | Fixed         | 4.33%                 | No            |                  2 | On Loan: —       |
| SCOR SE                                                           | SCOR SE                                                           | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | EC               | CORP              | FR        |      4834 | NS      | $155496.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                             | Applied Materials Inc                                             | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      6963 | NS      | $1756416.75   | 0.60%             |  |  |  | No            |                  1 | 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        |   1610499 | NS      | $1610499.33   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                      | ING Groep NV                                                      | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     10908 | NS      | $283244.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140JPM93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59139 | PA      | $55380.71     | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                | Walt Disney Co/The                                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     12250 | NS      | $1279757.50   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                    | NRG Energy Inc                                                    | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    440000 | PA      | $423529.00    | 0.15%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                               | Delta Air Lines Inc                                               | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     11791 | NS      | $755803.10    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QF5F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304482 | PA      | $261466.06    | 0.09%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                               | Elevance Health Inc                                               | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2341 | NS      | $791866.66    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                                                               | International Business Machines Corp                              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2690 | NS      | $830080.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                           | Marathon Petroleum Corp                                           | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      8177 | NS      | $1584130.21   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                                  | BAT Capital Corp                                                  | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $798901.42    | 0.27%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Gold Pool                                             | CUSIP: 3132HWAS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63208 | PA      | $61370.60     | 0.02%             | 2033-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                   | ASML Holding NV                                                   | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       321 | NS      | $340653.92    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                     | State of California                                               | CUSIP: 13063DRD2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    230000 | PA      | $227563.31    | 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        |      2292 | NS      | $576827.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140X47H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166880 | PA      | $155040.26    | 0.05%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                   | ASML Holding NV                                                   | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       595 | NS      | $630700.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 31418CWW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70045 | PA      | $67992.51     | 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        |      8642 | NS      | $871286.44    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                                      | Illumina Inc                                                      | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      4246 | NS      | $558136.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co KGaA                                            | Fresenius SE & Co KGaA                                            | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      4324 | NS      | $237256.42    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE ETF                                             | iShares MSCI EAFE ETF                                             | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |      1678 | NS      | $159728.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| FUJIFILM Holdings Corp                                            | FUJIFILM Holdings Corp                                            | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      8900 | NS      | $191393.07    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC Holdings PLC                                                 | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $805379.60    | 0.28%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140X8UU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91717 | PA      | $86399.54     | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                                            | Oscar US Funding XII LLC                                          | CUSIP: 68785AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |     25145 | PA      | $25038.91     | 0.01%             | 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      | $420017.93    | 0.14%             | 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      | $5931406.22   | 2.03%             | 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        |    308442 | PA      | $265310.48    | 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        |     14200 | NS      | $371338.69    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140XA2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386213 | PA      | $317689.52    | 0.11%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                      | Comcast Corp                                                      | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    335000 | PA      | $315874.29    | 0.11%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3140QDVL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166209 | PA      | $149252.79    | 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        |    297929 | PA      | $256209.94    | 0.09%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                               | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    590000 | PA      | $619566.45    | 0.21%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138EKFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    742738 | PA      | $711660.66    | 0.24%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                  | Hewlett Packard Enterprise Co                                     | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    448000 | PA      | $453868.32    | 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      | $356501.18    | 0.12%             | 2045-07-30      | Fixed         | 4.65%                 | 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      | $245297.43    | 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        |      3330 | NS      | $807458.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                   | CUSIP: 3138X9GR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29637 | PA      | $29696.27     | 0.01%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-23

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer