# EDGAR Filing Document

**Accession Number:** 0001111565
**File Stem:** 0000940400-26-014644
**Filing Date:** 2026-4
**Character Count:** 212261
**Document Hash:** 476a77904d3f822630cc222fe2d024af
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-014644.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000940400-26-014644

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20260831

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 134121547

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09903
- **FILM NUMBER:** 26890931

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY MELLON FUNDS TRUST

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212-922-6400

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $464577842.84

**Total Liabilities:** $1222660.84

**Net Assets:** $463355182.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000965 | 0.17%                | 2.23%                | 1.03%                |
| Class ID C000000966 | 0.21%                | 2.18%                | 0.99%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1255054.55             | $-31391018.80                              |
| Month 2  | $8397844.89              | $1478529.42                                |
| Month 3  | $270367.46               | $3949934.83                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Oracle Corp.                                                      | ORCL 3.9 05/15/35                                                 | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    470000 | PA      | $412692.71    | 0.09%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                             | International Business Machines Corp. COM                         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2935 | NS      | $705016.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                                             | Robinhood Markets Inc COM CL A                                    | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       265 | NS      | $20100.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4325                                                         | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261057 | PA      | $218042.22    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                          | HCA 5.75 03/01/35                                                 | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    340000 | PA      | $360038.53    | 0.08%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 2.875 04/30/29                                                  | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $457679.88    | 0.10%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc.                                              | Paypal Holdings Inc. COM                                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      3805 | NS      | $175829.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon Investment Funds I                                     | BNY Mellon International Equity Fund                              | CUSIP: 05588D753<br>LEI: 5493000M3XIJVKIWWS65 | Long             | EC               | RF                | US        |   4338163 | NS      | $79735444.36  | 17.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                 | WFC V5.244 01/24/31                                               | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    560000 | PA      | $581084.66    | 0.13%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SLB LTD                                                           | SLB Ltd. COM STK                                                  | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      6165 | NS      | $316511.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                   | CVS 4.78 03/25/38                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    480000 | PA      | $458843.83    | 0.10%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.125 08/31/30                                                  | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    975000 | PA      | $1000136.72   | 0.22%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN FA2166                                                         | CUSIP: 3140W2MQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    604967 | PA      | $508557.11    | 0.11%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GNR 2012-135 AE                                                   | CUSIP: 38378BT82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    197154 | PA      | $169436.57    | 0.04%             | 2052-12-16      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                               | Vertex Pharmaceuticals Incorporated COM                           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       894 | NS      | $444166.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oneok Inc.                                                        | Oneok Inc. COM                                                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1930 | NS      | $159746.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 3.75 10/31/32                                                   | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1575000 | PA      | $1579675.78   | 0.34%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                | EOG Resources Inc. COM                                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3688 | NS      | $457607.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                   | Regeneron Pharmaceuticals, Inc. COM                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       328 | NS      | $256387.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                                            | General Motors Company COM                                        | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      3225 | NS      | $253839.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                                             | Lowes Companies, Inc. COM                                         | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      2480 | NS      | $656133.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon Investment Funds III                                   | BNY Mellon High Yield Fund                                        | CUSIP: 05588E850<br>LEI: 549300DOYFL5R4I71F16 | Long             | EC               | RF                | US        |   2615533 | NS      | $14150031.87  | 3.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                                   | Fox Corporation CL A COM                                          | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      1795 | NS      | $101130.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                                    | Quest Diagnostics Incorporated COM                                | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       711 | NS      | $150668.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                                      | Synopsys Inc COM                                                  | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       551 | NS      | $228114.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.25 08/15/54                                                   | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $210867.19    | 0.05%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| D.R. Horton, Inc.                                                 | D.R. Horton, Inc. COM                                             | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      1885 | NS      | $302335.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                      | Mondelez International, Inc. CL A                                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       900 | NS      | $55422.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                                    | The Kroger Co. COM                                                | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      3210 | NS      | $219050.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                                 | Tractor Supply Co COM                                             | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      4200 | NS      | $217728.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                                      | Bristol-Myers Squibb Company COM                                  | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      2410 | NS      | $150311.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                               | General Mills, Inc. COM                                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      2805 | NS      | $126870.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                           | Aon PLC SHS CL A                                                  | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       550 | NS      | $184508.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                                          | The Allstate Corporation COM                                      | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1589 | NS      | $340872.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA9783                                                         | CUSIP: 36179Y2Q6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89516 | PA      | $93035.63     | 0.02%             | 2054-07-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNY MELLON FUNDS TRUST                                            | BNY Mellon Emerging Markets Fund                                  | CUSIP: 05569M855<br>LEI: 549300HDJ28GEP2W5P96 | Long             | EC               | RF                | US        |   1720273 | NS      | $24049418.65  | 5.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                               | Kinder Morgan, Inc. COM                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      5102 | NS      | $169743.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                              | Keurig Dr Pepper Inc COM                                          | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      1095 | NS      | $33156.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                                   | Caterpillar Inc COM                                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1778 | NS      | $1320751.74   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                               | Analog Devices Inc. COM                                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2120 | NS      | $754274.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                                 | NWG V5.076 01/27/30                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    535000 | PA      | $549147.02    | 0.12%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                             | NXP Semiconductors NV EUR0.20                                     | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       298 | NS      | $67648.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LULULEMON ATHLETICA INC                                           | Lululemon Athletica Inc. COM                                      | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       227 | NS      | $42033.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                                    | Autozone, Inc. COM                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       111 | NS      | $416869.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                           | Dow Inc COM                                                       | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      9205 | NS      | $282869.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                                          | Devon Energy Corporation COM                                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      3210 | NS      | $139731.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA7578                                                         | CUSIP: 36179WM39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    184073 | PA      | $150947.77    | 0.03%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | AT&T Inc COM                                                      | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     15725 | NS      | $440457.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RA6135                                                         | CUSIP: 3133KMY82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    286506 | PA      | $252880.33    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                         | AES Corp. COM                                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      6450 | NS      | $111456.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                                          | Crowdstrike Holdings Inc CL A                                     | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       529 | NS      | $196777.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                            | Diamondback Energy Inc COM                                        | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      1550 | NS      | $269824.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                                       | ABBV 3.2 11/21/29                                                 | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    395000 | PA      | $385894.95    | 0.08%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                            | FABSJV 5.875 01/25/34                                             | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $365772.67    | 0.08%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Eaton Corporation PLC                                             | Eaton Corporation PLC COM USD0.01                                 | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      1626 | NS      | $611245.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                     | Netflix, Inc. COM                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     17720 | NS      | $1705372.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                      | Thermo Fisher Scientific Inc COM                                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1811 | NS      | $943730.21    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                                             | Deckers Outdoor Corp. COM                                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        57 | NS      | $6684.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.75 08/15/55                                                   | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    525000 | PA      | $534761.72    | 0.12%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                             | Quanta Services, Inc. COM                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      1586 | NS      | $893044.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                                      | Norfolk Southern Corporation COM                                  | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1441 | NS      | $453540.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                          | Wabtec Corp COM                                                   | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       855 | NS      | $225677.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                                      | Textron Inc. COM                                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1495 | NS      | $147481.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation                                  | Cincinnati Financial Corporation COM                              | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      1075 | NS      | $176278.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc.                                 | PNC Financial Services Group Inc. COM                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      1291 | NS      | $274143.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 06/30/30                                                  | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    455000 | PA      | $462127.15    | 0.10%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4 11/15/52                                                      | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $449384.77    | 0.10%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                          | G2 MA7768                                                         | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    682166 | PA      | $626503.15    | 0.14%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                            | FANG 3.125 03/24/31                                               | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    315000 | PA      | $298945.40    | 0.06%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                      | Cadence Design Systems, Inc. COM                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1956 | NS      | $589538.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                                    | Globe Life Inc COM                                                | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        29 | NS      | $4212.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                          | Visa Inc COM CL A                                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      6310 | NS      | $2020083.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                        | Carvana Co CL A                                                   | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       250 | NS      | $83540.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                                       | Pepsico Inc COM                                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      4035 | NS      | $684900.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                      | T 3.625 02/15/53                                                  | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    460000 | PA      | $386310.16    | 0.08%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corporation                                        | Kimberly-Clark Corporation COM                                    | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1762 | NS      | $196357.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                                         | APA Corp. COM                                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      3640 | NS      | $110546.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                                       | Viatris Inc COM                                                   | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      2385 | NS      | $35608.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                                    | DTE Energy Co. COM                                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1045 | NS      | $154910.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                                   | Deere & Company COM                                               | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1194 | NS      | $751873.74    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                                | State Street Corp. COM                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1985 | NS      | $255310.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                                       | The Progressive Corporation COM                                   | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      3663 | NS      | $782636.58    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 4.875 10/31/28                                                  | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    910000 | PA      | $944160.54    | 0.20%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC V6.254 03/09/34                                              | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $574122.30    | 0.12%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| EQT Corporation                                                   | EQT Corporation COM                                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      1320 | NS      | $81074.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 12/31/30                                                  | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $251191.41    | 0.05%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                   | GE Healthcare Technologies Inc. COMMON STOCK                      | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      1615 | NS      | $136096.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                      | Marriott International, Inc. CL A                                 | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1160 | NS      | $396406.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                                        | Constellation Brands, Inc. CL A                                   | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       437 | NS      | $68984.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                            | Roper Technologies Inc COM                                        | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       178 | NS      | $62251.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                 | Wells Fargo & Co. COM                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     10754 | NS      | $875913.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                                                | Brown-Forman Corp. CL B                                           | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      1035 | NS      | $29870.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                                        | Amgen Inc. COM                                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2269 | NS      | $880735.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                                       | Zoetis Inc. CL A                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1970 | NS      | $258267.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                                            | Motorola Solutions Inc COM NEW                                    | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       343 | NS      | $165415.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                                      | Citizens Financial Group Inc COM                                  | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      3815 | NS      | $229624.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                                      | Fastenal Co. COM                                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      6130 | NS      | $282225.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                                      | SNPS 5 04/01/32                                                   | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    405000 | PA      | $417717.72    | 0.09%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MS V5.587 01/18/36                                                | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    510000 | PA      | $536331.02    | 0.12%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                | Meta Platforms Inc CL A                                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      7463 | NS      | $4837367.34   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc.                                                   | HD 1.375 03/15/31                                                 | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    370000 | PA      | $325960.15    | 0.07%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                        | Biogen Inc COM                                                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       734 | NS      | $140795.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY MELLON FUNDS TRUST                                            | BNY Mellon Small Cap Multi-Strategy Fund                          | CUSIP: 05569M806<br>LEI: 549300HDJ28GEP2W5P96 | Long             | EC               | RF                | US        |    918086 | NS      | $15662542.01  | 3.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                                   | Seagate Technology Holdings PLC ORD SHS                           | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       726 | NS      | $296091.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 12/31/32                                                  | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1125000 | PA      | $1136250.00   | 0.25%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                    | S&P Global Inc COM                                                | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1736 | NS      | $767103.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                                        | American Tower Corporation COM                                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      1303 | NS      | $249993.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                                    | The Charles Schwab Corporation COM                                | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      4670 | NS      | $444584.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                                      | GE Aerospace COM NEW                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      3973 | NS      | $1359798.98   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Super 30Y Fixed                                             | FR SL2465                                                         | CUSIP: 31427PW34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    469653 | PA      | $481780.99    | 0.10%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                      | Gartner Inc. COM                                                  | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       356 | NS      | $55963.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                                            | ON Semiconductor Corp. COM                                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      1255 | NS      | $83432.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD3161                                                         | CUSIP: 3132DQQN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215228 | PA      | $219647.75    | 0.05%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                               | Abbott Laboratories COM                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      4993 | NS      | $580935.55    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.75 02/15/45                                                   | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1285000 | PA      | $1317526.56   | 0.28%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BU9102                                                         | CUSIP: 3140MBDG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179727 | PA      | $151558.06    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                         | Linde PLC COM EUR0.001                                            | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      1835 | NS      | $932326.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 3.25 06/30/27                                                   | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95000 | PA      | $94755.08     | 0.02%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sandisk Corporation                                               | Sandisk Corporation COM                                           | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       411 | NS      | $261132.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc.                                                       | Kenvue Inc. COM                                                   | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      7970 | NS      | $152386.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                             | Dell Technologies Inc CL C                                        | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      1020 | NS      | $151041.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                          | G2 MB0816                                                         | CUSIP: 3618N54A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    527088 | PA      | $550408.72    | 0.12%             | 2055-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                | NextEra Energy Inc COM                                            | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      6747 | NS      | $632666.19    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                     | Hilton Worldwide Holdings Inc COM                                 | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      1111 | NS      | $346387.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 4.25 01/15/28                                                   | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $45687.30     | 0.01%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                 | AYR 2.85 01/26/28 144A                                            | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $293163.92    | 0.06%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                        | PRU 4.35 02/25/50 MTN                                             | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    480000 | PA      | $392877.04    | 0.08%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                      | Tapestry Inc COM                                                  | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      2810 | NS      | $436870.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 4.125 07/31/31                                                  | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1055000 | PA      | $1083785.84   | 0.23%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Welltower Inc.                                                    | Welltower Inc. COM                                                | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      2125 | NS      | $440130.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                                        | Garmin Ltd COM CHF10.00                                           | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       319 | NS      | $80652.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                             | Colgate-Palmolive Co. COM                                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      1890 | NS      | $187374.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 3.25 06/30/29                                                   | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1140000 | PA      | $1134166.40   | 0.24%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                   | Federal Realty Investment Trust SH BEN INT NEW                    | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      1140 | NS      | $123997.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS3063                                                         | CUSIP: 3140XJMM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205042 | PA      | $204073.94    | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                | Ingersoll Rand Inc COM                                            | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      2380 | NS      | $224053.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                                                   | Salesforce Inc. COM                                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3083 | NS      | $600537.57    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                         | MSCI Inc. COM                                                     | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       369 | NS      | $211005.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                               | Huntington Ingalls Industries, Inc. COM                           | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       137 | NS      | $60899.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD6307                                                         | CUSIP: 3132DUAG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    399678 | PA      | $404921.68    | 0.09%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | Morgan Stanley COM NEW                                            | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      5511 | NS      | $917636.61    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                         | Tesla Inc COM                                                     | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      9311 | NS      | $3747770.61   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                     | Medtronic PLC USD0.0001                                           | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       378 | NS      | $36915.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                                      | CF Industries Holdings, Inc. COM                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       915 | NS      | $91079.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                                     | NiSource Inc. COM                                                 | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      3490 | NS      | $165077.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                                      | CFG V5.718 07/23/32                                               | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    485000 | PA      | $511079.29    | 0.11%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc.                                                    | Blackrock Inc. COM                                                | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       555 | NS      | $590092.65    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                                          | Willis Towers Watson Public Limited Company COM USD0.000304635    | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       582 | NS      | $177608.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                                           | Molina Healthcare, Inc. COM                                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       416 | NS      | $64084.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc.                                 | American International Group Inc. COM NEW                         | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      4230 | NS      | $340472.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                               | Leidos Holdings Inc COM                                           | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      1450 | NS      | $253895.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                      | BACR V7.437 11/02/33                                              | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $551073.13    | 0.12%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                   | Microsoft Corp. COM                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     25910 | NS      | $10175893.40  | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                                   | T-Mobile US Inc COM                                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2481 | NS      | $538600.29    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc.                                                   | GE Vernova Inc. COM                                               | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1111 | NS      | $970569.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                  | Marsh & McLennan Companies, Inc. COM                              | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1500 | NS      | $280110.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA8151                                                         | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250836 | PA      | $250039.20    | 0.05%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                            | DELL 3.375 12/15/41                                               | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    415000 | PA      | $321153.28    | 0.07%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 08/15/34                                                  | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $676094.24    | 0.15%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                            | Centerpoint Energy Inc COM                                        | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      5215 | NS      | $226852.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                         | Block Inc CL A                                                    | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      1346 | NS      | $85740.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 4.25 02/28/29                                                   | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    595000 | PA      | $609410.16    | 0.13%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| F5 Inc                                                            | F5 Inc COM                                                        | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       460 | NS      | $124825.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                           | Cboe Global Markets Inc COM                                       | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       152 | NS      | $45557.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Price T Rowe Group Inc.                                           | Price T Rowe Group Inc. COM                                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      1234 | NS      | $116773.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                                   | Ulta Beauty Inc COM                                               | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       169 | NS      | $115729.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                       | TRGP 5 01/15/28                                                   | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185107.94    | 0.04%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                   | The Cigna Group COM                                               | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       448 | NS      | $129839.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                                       | Moderna Inc COM                                                   | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      2110 | NS      | $113032.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Finance Organization for Municipalities                     | JFM 1.375 02/10/31 144A                                           | CUSIP: 471068AT3<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $178279.97    | 0.04%             | 2031-02-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                   | Starbucks Corp. COM                                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      2563 | NS      | $251225.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                        | Intuit Inc COM                                                    | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1192 | NS      | $487563.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc.                                            | Texas Instruments Inc. COM                                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2554 | NS      | $541728.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                                        | Hasbro Inc COM                                                    | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      1515 | NS      | $150878.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                 | Johnson & Johnson COM                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      9360 | NS      | $2325304.80   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                                           | UNH 4.95 01/15/32                                                 | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361469.91    | 0.08%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                 | FedEx Corporation COM                                             | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       873 | NS      | $337851.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International Of Washington Inc.                       | Expeditors International Of Washington Inc. COM                   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       778 | NS      | $112833.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                  | Philip Morris International Inc. COM                              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6614 | NS      | $1235693.62   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 3.75 11/30/32                                                   | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4015000 | PA      | $4026213.77   | 0.87%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                       | AbbVie Inc. COM                                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      5997 | NS      | $1391783.76   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                        | Chipotle Mexican Grill Inc COM                                    | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      5600 | NS      | $208432.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc.                                       | Advanced Micro Devices Inc. COM                                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      5484 | NS      | $1097951.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 4.25 01/31/30                                                   | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    395000 | PA      | $406417.97    | 0.09%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                           | MasterCard Incorporated CL A                                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      2909 | NS      | $1504563.89   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                                      | Lennar Corp. CL A                                                 | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1475 | NS      | $168681.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co, Inc.                                  | American Electric Power Co, Inc. COM                              | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       580 | NS      | $77615.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                                        | Essex Property Trust, Inc. COM                                    | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       460 | NS      | $117350.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 4 01/31/33                                                      | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $188208.59    | 0.04%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                | Coterra Energy Inc COM                                            | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      2940 | NS      | $89934.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                             | BAC V6.125 PERP TT                                                | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    570000 | PA      | $578011.92    | 0.12%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                | ET 5.55 05/15/34                                                  | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275804.27    | 0.06%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                   | Eli Lilly & Co. COM                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2732 | NS      | $2874036.68   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                  | AMZN 1.65 05/12/28                                                | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    245000 | PA      | $234928.22    | 0.05%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                         | RTX Corp. COM                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      3989 | NS      | $808251.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                 | EPD 5.35 01/31/33                                                 | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211491.79    | 0.05%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                       | Pinnacle West Capital Corp. COM                                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      1855 | NS      | $186056.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co.                                                        | BA 6.528 05/01/34                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $280382.00    | 0.06%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                               | Fifth Third Bancorp COM                                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      3280 | NS      | $162261.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                               | Dominion Energy Inc COM                                           | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      5420 | NS      | $342218.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                                | Conagra Brands Inc COM                                            | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     19770 | NS      | $380572.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                                              | Labcorp Holdings Inc COM SHS                                      | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       573 | NS      | $165665.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| British Columbia (Province Of)                                    | BRCOL 4.2 07/06/33                                                | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |    100000 | PA      | $101216.42    | 0.02%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                     | Boston Scientific Corporation COM                                 | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      6440 | NS      | $494914.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD FINANCIAL CORP                                        | FITB V5.982 01/30/30                                              | CUSIP: 200340AW7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235879.81    | 0.05%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                     | Veralto Corp. COM SHS                                             | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      1088 | NS      | $106003.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 4.25 08/15/35                                                   | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480000 | PA      | $492000.00    | 0.11%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                        | L3 Harris Technologies Inc COM                                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       334 | NS      | $121756.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                                 | NUE 3.125 04/01/32                                                | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    360000 | PA      | $338867.15    | 0.07%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS6599                                                         | CUSIP: 3140XNKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    366204 | PA      | $345480.59    | 0.07%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                 | FirstEnergy Corp. COM                                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      4175 | NS      | $213593.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 4.375 08/31/28                                                  | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $870021.49    | 0.19%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                | Take-Two Interactive Software Inc. COM                            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       443 | NS      | $93685.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                                       | AvalonBay Communities, Inc. COM                                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       313 | NS      | $55472.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                                      | Honeywell International Inc. COM                                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1169 | NS      | $284756.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc.                                                  | Yum! Brands Inc. COM                                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       693 | NS      | $116534.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC                                      | ABIBB 4.9 02/01/46 *                                              | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |    410000 | PA      | $385882.60    | 0.08%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DexCom Inc                                                        | DexCom Inc COM                                                    | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       795 | NS      | $58376.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                             | Monster Beverage Corp COM                                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      6048 | NS      | $515894.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Jack & Associates Inc.                                      | Henry Jack & Associates Inc. COM                                  | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       240 | NS      | $38990.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                              | Booking Holdings Inc COM                                          | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       134 | NS      | $568072.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                                       | Invesco Ltd COM STK USD0.20                                       | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      7075 | NS      | $185789.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                                             | Cardinal Health, Inc. COM                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      1737 | NS      | $398172.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                  | Duke Energy Corp COM NEW                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       570 | NS      | $74584.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc.                                                | Iron Mountain Inc. COM                                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      2770 | NS      | $300074.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Co.                                               | The Kraft Heinz Co. COM                                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      3135 | NS      | $77152.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                                      | MetLife Inc. COM                                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      1465 | NS      | $105582.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.125 08/15/53                                                  | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    610000 | PA      | $559817.97    | 0.12%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 08/31/32                                                  | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4651570.32   | 1.00%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.375 05/15/34                                                  | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    875000 | PA      | $908598.64    | 0.20%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                               | Axon Enterprise Inc COM                                           | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       116 | NS      | $62918.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                                        | Evergy Inc COM                                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      5005 | NS      | $418718.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                                        | Baxter International, Inc. COM                                    | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      4255 | NS      | $86674.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                                       | Warner Bros. Discovery Inc. COM SER A                             | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      8360 | NS      | $235501.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 4.125 11/30/29                                                  | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $486244.14    | 0.10%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp.                                        | Constellation Energy Corp. COM                                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1678 | NS      | $553538.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                                       | Pfizer Inc. COM                                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     24686 | NS      | $682567.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                                       | Ecolab Inc. COM                                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       617 | NS      | $190251.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 3.5 01/31/28                                                    | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    345000 | PA      | $345687.31    | 0.07%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                               | Entergy Corporation COM                                           | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       392 | NS      | $41987.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                               | Cisco Systems, Inc. COM                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      7960 | NS      | $632501.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc.                                           | Franklin Resources Inc. COM                                       | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      6905 | NS      | $183258.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Institutional Preferred Money Market Funds                | Dreyfus Institutional Preffered Money Market Funds INST PFD PL MM | CUSIP: 26200T208<br>LEI: 5493006CKAQEE1JHBZ16 | Long             | STIV             | RF                | US        |   1931604 | PA      | $1931603.54   | 0.42%             | 2099-12-01      | Floating      | 0.01%                 | No            |                  1 | On Loan: No      |
| NetApp Inc.                                                       | NetApp Inc. COM                                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       492 | NS      | $48722.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc.                                                   | Home Depot Inc. COM                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3263 | NS      | $1242289.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY MELLON FUNDS TRUST                                            | BNY Mellon Mid Cap Multi-Strategy Fund                            | CUSIP: 05569M509<br>LEI: 549300HDJ28GEP2W5P96 | Long             | EC               | RF                | US        |   8691980 | NS      | $21729949.47  | 4.69%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 08/31/27                                                  | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $225606.44    | 0.05%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MB0427                                                         | CUSIP: 3618N5PM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209978 | PA      | $217246.17    | 0.05%             | 2055-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                        | Dollar General Corporation COM                                    | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1395 | NS      | $217954.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 4.375 11/30/28                                                  | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1285000 | PA      | $1317978.32   | 0.28%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                               | Comcast Corporation CL A                                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      9680 | NS      | $299692.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                     | Intercontinental Exchange Inc COM                                 | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2071 | NS      | $339913.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                                   | Automatic Data Processing, Inc. COM                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1844 | NS      | $395279.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RJ5223                                                         | CUSIP: 3142GVYV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    455726 | PA      | $461781.52    | 0.10%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                      | Target Corp. COM                                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       773 | NS      | $87959.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA9167                                                         | CUSIP: 36179YFG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    221529 | PA      | $213857.36    | 0.05%             | 2053-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                      | The Sherwin-Williams Company COM                                  | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       814 | NS      | $295148.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                                         | Agilent Technologies Inc. COM                                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      2609 | NS      | $316680.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                             | TRGP 5.5 02/15/35                                                 | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258809.45    | 0.06%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc.                                         | Digital Realty Trust Inc. COM                                     | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      1366 | NS      | $242055.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                                             | Dupont De Nemours Inc COM                                         | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       850 | NS      | $42534.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.75 11/15/53                                                   | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $315110.16    | 0.07%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Insulet Corporation                                               | Insulet Corporation COM                                           | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       586 | NS      | $144513.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                                          | O'Reilly Automotive Inc. COM                                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      4440 | NS      | $416827.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                      | Oracle Corp. COM                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      5928 | NS      | $861931.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD1727                                                         | CUSIP: 3132DN4L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236377 | PA      | $240423.61    | 0.05%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pool Corporation                                                  | Pool Corporation COM                                              | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       384 | NS      | $87237.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 4.25 05/15/35                                                   | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    575000 | PA      | $589846.68    | 0.13%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                  | Merck & Co., Inc COM                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6730 | NS      | $833308.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                                              | M&T Bank Corporation COM                                          | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       821 | NS      | $178140.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                                          | Darden Restaurants, Inc. COM                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1026 | NS      | $219410.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                                     | Equinix, Inc. COM                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       321 | NS      | $312737.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                                   | First Solar Inc COM                                               | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       437 | NS      | $86176.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                                          | Lamb Weston Holdings Inc COM                                      | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       810 | NS      | $39033.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                         | Palantir Technologies Inc CL A                                    | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      6840 | NS      | $938379.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                      | T 3.875 02/15/43                                                  | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1215000 | PA      | $1126058.21   | 0.24%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.25 02/15/28                                                   | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $482672.36    | 0.10%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                     | Chevron Corp. COM                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5050 | NS      | $943138.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY MELLON FUNDS TRUST                                            | BNY Mellon International Fund                                     | CUSIP: 05569M871<br>LEI: 549300HDJ28GEP2W5P96 | Long             | EC               | RF                | US        |     22157 | NS      | $435162.87    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 3.375 09/15/27                                                  | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    390000 | PA      | $389680.08    | 0.08%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                    | Applovin Corp. COM CL A                                           | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       576 | NS      | $250427.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co.                                                        | Boeing Co. COM                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2475 | NS      | $563136.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                                 | Microchip Technology Incorporated COM                             | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1186 | NS      | $88523.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                                                | Aflac Incorporated COM                                            | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      3275 | NS      | $369845.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                           | Extra Space Storage Inc. COM                                      | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |       752 | NS      | $113574.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                                    | Albemarle Corp COM                                                | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       950 | NS      | $169736.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Transdigm Group Inc.                                              | Transdigm Group Inc. COM                                          | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       269 | NS      | $350450.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co.                                        | Archer-Daniels-Midland Co. COM                                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1875 | NS      | $129450.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                                           | Berkshire Hathaway Inc. CL B NEW                                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      6394 | NS      | $3228650.30   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                                           | IDEXX Laboratories Inc. COM                                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       587 | NS      | $385500.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY MELLON INVESTMENT FUNDS IV INC                                | BNY Mellon Floating Rate Income Fund                              | CUSIP: 05589K400<br>LEI: 549300D4NK7TLHD8CY27 | Long             | EC               | RF                | US        |    964795 | NS      | $10275067.10  | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN FA4479                                                         | CUSIP: 3140W46R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    705978 | PA      | $715245.04    | 0.15%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                            | Micron Technology Inc. COM                                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      3617 | NS      | $1491542.29   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                                    | Air Products & Chemicals, Inc. COM                                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       302 | NS      | $83252.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS3392                                                         | CUSIP: 3140XJXW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200864 | PA      | $196178.93    | 0.04%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4466                                                         | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345464 | PA      | $301849.04    | 0.07%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International PLC                                | Johnson Controls International PLC COM USD1.00                    | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      2587 | NS      | $373304.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Finance Llc                                              | OWL 4.125 10/07/51                                                | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    260000 | PA      | $172916.23    | 0.04%             | 2051-10-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| CSX Corporation                                                   | CSX Corporation COM                                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      3563 | NS      | $152104.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                                       | Humana Inc. COM                                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       185 | NS      | $35249.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                     | Carnival Corporation COMMON STOCK                                 | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      7455 | NS      | $235205.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                               | Halliburton Company COM                                           | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      3680 | NS      | $132480.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                              | Amphenol Corporation CL A                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      4707 | NS      | $687504.42    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                                        | AMGN 5.6 03/02/43                                                 | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    390000 | PA      | $398805.58    | 0.09%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ResMed Inc.                                                       | ResMed Inc. COM                                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       547 | NS      | $140174.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                    | Public Storage COM                                                | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      1155 | NS      | $354654.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 08/31/29                                                  | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1435000 | PA      | $1444220.99   | 0.31%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.625 02/15/35                                                  | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $94962.30     | 0.02%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SL3258                                                         | CUSIP: 31427QTQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232841 | PA      | $238928.26    | 0.05%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR QD3216                                                         | CUSIP: 3133B0SD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    284385 | PA      | $250123.99    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc.                                                   | CBRE Group Inc. CL A                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1730 | NS      | $255451.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA6700                                                         | CUSIP: 36179VNR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78853 | PA      | $70784.33     | 0.02%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4618                                                         | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188995 | PA      | $184294.37    | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corporation                                               | Danaher Corporation COM                                           | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      3264 | NS      | $687528.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                                | HCA Healthcare Inc COM                                            | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1032 | NS      | $546650.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                                       | Workday Inc CL A                                                  | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       193 | NS      | $25815.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Secured Lending Fund                                   | BXSL 2.85 09/30/28                                                | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    235000 | PA      | $220221.71    | 0.05%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                              | Gilead Sciences Inc. COM                                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      2835 | NS      | $422273.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA7307                                                         | CUSIP: 36179WDL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54306 | PA      | $51680.51     | 0.01%             | 2051-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                             | SOCGEN V6.691 01/10/34 144A                                       | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    525000 | PA      | $576730.46    | 0.12%             | 2034-01-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                               | CMCSA 5.168 01/15/37 144A                                         | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    333000 | PA      | $335422.04    | 0.07%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                            | PFE 4.65 05/19/30                                                 | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    430000 | PA      | $440946.71    | 0.10%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPMorgan Chase & Co. COM                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      9333 | NS      | $2802699.90   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 3.75 05/31/30                                                   | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275000 | PA      | $277911.13    | 0.06%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.5 11/15/33                                                    | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $89057.42     | 0.02%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corporation                                      | Costco Wholesale Corporation COM                                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1552 | NS      | $1568746.08   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.                              | Cognizant Technology Solutions Corp. CL A                         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       965 | NS      | $62174.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FR SD5482                                                         | CUSIP: 3132DTCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220876 | PA      | $227689.91    | 0.05%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mckesson Corp.                                                    | Mckesson Corp. COM                                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       524 | NS      | $517381.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Steris PLC                                                        | Steris PLC ORD USD0.001                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       559 | NS      | $141063.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                                      | Charter Communications, Inc. CL A                                 | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       220 | NS      | $51618.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 12/31/27                                                  | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    555000 | PA      | $559617.77    | 0.12%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                         | Adobe Inc COM                                                     | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1134 | NS      | $297572.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                               | Newmont Corporation COM                                           | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      4460 | NS      | $579800.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                               | TE Connectivity PLC ORD SHS                                       | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      1078 | NS      | $248101.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                                     | Prologis Inc. COM                                                 | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       955 | NS      | $136154.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                      | T 3.625 05/15/53                                                  | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $881220.70    | 0.19%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                          | Lam Research Corporation COM NEW                                  | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      4604 | NS      | $1076829.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated                      | Public Service Enterprise Group Incorporated COM                  | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      2960 | NS      | $254767.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                                  | Edwards Lifesciences Corporation COM                              | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       171 | NS      | $14786.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                                              | Weyerhaeuser Company COM NEW                                      | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      1165 | NS      | $28577.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                                       | Keysight Technologies, Inc. COM                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       945 | NS      | $290426.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                                 | Dover Corporation COM                                             | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       998 | NS      | $225049.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                            | Trane Technologies PLC COM USD1                                   | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      1257 | NS      | $581136.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                    | C V6.174 05/25/34                                                 | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    615000 | PA      | $656724.81    | 0.14%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: —       |
| BNY MELLON RESEARCH GROWTH FUND, INC.                             | BNY Mellon Research Growth Fund, Inc.                             | CUSIP: 05588Q507<br>LEI: 549300FY88RGTLBBN315 | Long             | EC               | RF                | US        |    498311 | NS      | $9552615.74   | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                                            | The TJX Companies Inc. COM                                        | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      3967 | NS      | $641305.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                         | MGM Resorts International COM                                     | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       490 | NS      | $18061.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vici Properties Inc                                               | Vici Properties Inc COM                                           | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      1310 | NS      | $39575.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                             | Uber Technologies Inc COM                                         | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      5280 | NS      | $398217.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                               | Arista Networks Inc COM SHS                                       | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      4750 | NS      | $634125.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                  | DB V5.297 05/09/31                                                | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    570000 | PA      | $588753.06    | 0.13%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Moodys Corp.                                                      | Moodys Corp. COM                                                  | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       675 | NS      | $322373.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA7188                                                         | CUSIP: 36179V6Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57315 | PA      | $54544.38     | 0.01%             | 2051-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc.                                              | Electronic Arts Inc. COM                                          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       414 | NS      | $83035.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                                       | Vistra Corp COM                                                   | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |         9 | NS      | $1565.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                                                | Waters Corporation COM                                            | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        76 | NS      | $24272.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank ABP                                                   | NDAFH V6.625 PERP 144A                                            | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    255000 | PA      | $255596.19    | 0.06%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nike, Inc.                                                        | Nike, Inc. CL B                                                   | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      2480 | NS      | $154206.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8220                                                         | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    360498 | PA      | $326957.93    | 0.07%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SL3203                                                         | CUSIP: 31427QRZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    266884 | PA      | $221732.74    | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers Finance Trust                                    | ONTTFT 2 04/16/31 144A                                            | CUSIP: 68329AAJ7<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | MUN               | CA        |    200000 | PA      | $184137.14    | 0.04%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                      | AVGO 3.187 11/15/36 144A                                          | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    395000 | PA      | $340906.18    | 0.07%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN FA2248                                                         | CUSIP: 3140W2QA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    578341 | PA      | $524301.49    | 0.11%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 04/30/30                                                  | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    495000 | PA      | $502657.03    | 0.11%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA7523                                                         | CUSIP: 36179WLC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91639 | PA      | $75793.42     | 0.02%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                           | International Paper Co. COM                                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      2990 | NS      | $130214.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                | Altria Group, Inc. COM                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      4051 | NS      | $279681.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                                             | Western Digital Corp. COM                                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      1165 | NS      | $325850.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                         | Goldman Sachs Group, Inc. COM                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1394 | NS      | $1198240.58   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA7829                                                         | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    297730 | PA      | $283005.06    | 0.06%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                | Ford Motor Company COM                                            | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     21445 | NS      | $302160.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                           | KeyCorp COM                                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      8355 | NS      | $173282.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                            | Waste Management, Inc. COM                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1115 | NS      | $268536.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                                          | SBA Communications Corp. CL A                                     | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        21 | NS      | $4224.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN FA1218                                                         | CUSIP: 3140W1K85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280314 | PA      | $243973.81    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corning Incorporated                                              | Corning Incorporated COM                                          | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      3035 | NS      | $456403.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 4 02/28/30                                                      | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    610000 | PA      | $622152.35    | 0.13%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Edison International                                              | Edison International COM                                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      1910 | NS      | $142753.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                                                 | Hershey Co. (The) COM                                             | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       673 | NS      | $159016.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM V6.5 PERP OO                                                  | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    190000 | PA      | $199136.84    | 0.04%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Super 30Y Fixed                                             | FR SL2031                                                         | CUSIP: 31427PHH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    283732 | PA      | $289954.32    | 0.06%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                  | Amazon.com, Inc. COM                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     32528 | NS      | $6830880.00   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                                           | UnitedHealth Group Inc. COM                                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      3040 | NS      | $891540.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                                        | Prudential Financial, Inc. COM                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1765 | NS      | $173640.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                                | Cintas Corporation COM                                            | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1820 | NS      | $366056.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                        | Occidental Petroleum Corp. COM                                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      2750 | NS      | $145970.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                              | Howmet Aerospace Inc COM                                          | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      2805 | NS      | $736396.65    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                                        | Chubb Ltd. ORD CHF24.15                                           | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       913 | NS      | $311205.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                                     | Centene Corp. COM                                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      2240 | NS      | $100531.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitoba (Province of)                                            | MP 4.3 07/27/33                                                   | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | MUN               | CA        |    160000 | PA      | $162810.76    | 0.04%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                         | APODS 6.7 07/29/31                                                | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    325000 | PA      | $335716.57    | 0.07%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | Verizon Communications Inc. COM                                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     12383 | NS      | $620883.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc                                       | C.H. Robinson Worldwide Inc COM NEW                               | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       859 | NS      | $159129.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 4.25 06/30/29                                                   | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1230000 | PA      | $1262167.38   | 0.27%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4 07/31/30                                                      | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1085000 | PA      | $1107547.66   | 0.24%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                             | Parker-Hannifin Corp. COM                                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       660 | NS      | $666058.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                      | AVGO 2.45 02/15/31                                                | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    265000 | PA      | $245013.88    | 0.05%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                          | Simon Property Group Inc COM                                      | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      1964 | NS      | $400361.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                                      | NVIDIA Corp. COM                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     83720 | NS      | $14834346.80  | 3.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4371                                                         | CUSIP: 31418D2D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118735 | PA      | $100769.23    | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                | Coca-Cola Co (The) COM                                            | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     10293 | NS      | $839497.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                               | Coinbase Global Inc COM CL A                                      | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       488 | NS      | $85814.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB2376                                                         | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243063 | PA      | $214381.72    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 09/30/30                                                  | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $145764.65    | 0.03%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                      | DoorDash Inc CL A                                                 | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       868 | NS      | $153175.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                        | Apple Inc. COM                                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     51070 | NS      | $13491672.60  | 2.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                                      | Equifax Inc. COM                                                  | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       579 | NS      | $120987.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ametek, Inc.                                                      | Ametek, Inc. COM                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1075 | NS      | $257161.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA6930                                                         | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    691645 | PA      | $587160.43    | 0.13%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                 | Omnicom Group Inc COM                                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1615 | NS      | $137743.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                             | Alexandria Real Estate Equities, Inc. COM                         | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      3719 | NS      | $200974.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CDP Financial Inc.                                                | CADEPO 4.875 06/05/29 144A                                        | CUSIP: 125094BG6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $156172.50    | 0.03%             | 2029-06-05      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                             | Freeport-McMoRan Inc. CL B                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      6340 | NS      | $431627.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                            | Southwest Airlines Co. COM                                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      1565 | NS      | $77091.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                                      | LyondellBasell Industries NV COM EUR0.04 CLASS 'A'                | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      3280 | NS      | $188665.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                    | Citigroup Inc. COM NEW                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      5676 | NS      | $625438.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                    | ConocoPhillips COM                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      7683 | NS      | $871713.18    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA7359                                                         | CUSIP: 36179WE87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    347806 | PA      | $301537.53    | 0.07%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN FA3523                                                         | CUSIP: 3140W34H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    502301 | PA      | $515526.33    | 0.11%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.125 10/31/31                                                  | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $179679.20    | 0.04%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                       | Walmart Inc COM                                                   | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     18327 | NS      | $2344939.65   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN FA2241                                                         | CUSIP: 3140W2P39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239947 | PA      | $246108.70    | 0.05%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abiomed Inc                                                       | Abiomed Inc USD0.01 SUBS RTS                                      | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |       390 | NS      | $487.50       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regions Financial Corporation                                     | Regions Financial Corporation COM                                 | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     10080 | NS      | $280526.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                                        | AMGN 5.65 06/15/42                                                | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82821.02     | 0.02%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                  | Ball Corporation COM                                              | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      2175 | NS      | $146007.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Holdings USA Inc.                                       | SANUSA V7.66 11/09/31                                             | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    450000 | PA      | $508110.44    | 0.11%             | 2031-11-09      | Fixed         | 7.66%                 | No            |                  2 | On Loan: —       |
| Jabil Inc                                                         | JBL 3.6 01/15/30                                                  | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    360000 | PA      | $350652.18    | 0.08%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 08/31/30                                                  | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $402109.38    | 0.09%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Williams Companies Inc. (The)                                     | Williams Companies Inc. (The) COM                                 | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      3810 | NS      | $284683.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                              | Emerson Electric Co. COM                                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      2626 | NS      | $395869.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                              | Las Vegas Sands Corp COM                                          | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      1670 | NS      | $94722.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | TII 0.5 01/15/28                                                  | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    354710 | PA      | $352357.52    | 0.08%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                       | Phillips 66 COM                                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      1441 | NS      | $222389.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Servicenow Inc                                                    | Servicenow Inc COM                                                | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      3165 | NS      | $341851.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                | TMUS 3 02/15/41                                                   | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    705000 | PA      | $536873.77    | 0.12%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                        | AER V6.95 03/10/55                                                | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    220000 | PA      | $232586.09    | 0.05%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | T 4.55 03/09/49                                                   | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    745000 | PA      | $626621.49    | 0.14%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                   | CVS Health Corp COM                                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      3820 | NS      | $305218.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                                            | MSI 5.4 04/15/34                                                  | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    315000 | PA      | $329390.41    | 0.07%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Company                                              | Baker Hughes Company CL A                                         | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3415 | NS      | $222862.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 4.25 11/15/34                                                   | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $308267.58    | 0.07%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.625 05/31/31                                                  | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    630000 | PA      | $661979.88    | 0.14%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                     | Alphabet Inc. CAP STK CL A                                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     18882 | NS      | $5886652.32   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FR ZS4726                                                         | CUSIP: 3132A5HB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202061 | PA      | $193941.46    | 0.04%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                               | KMI 5.2 06/01/33                                                  | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    360000 | PA      | $375775.41    | 0.08%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Xcel Energy Inc                                                   | Xcel Energy Inc COM                                               | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      2465 | NS      | $205482.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                      | Broadcom Inc COM                                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     15982 | NS      | $5107048.10   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                                | Huntington Bancshares Incorporated COM                            | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      9280 | NS      | $155904.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                                           | Intuitive Surgical Inc. COM NEW                                   | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1335 | NS      | $672185.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD2075                                                         | CUSIP: 3132DPJU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196446 | PA      | $164886.45    | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                         | Aptiv PLC COM SHS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      1010 | NS      | $74275.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                                      | Autodesk Inc COM                                                  | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       800 | NS      | $196696.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-On Incorporated                                              | Snap-On Incorporated COM                                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       691 | NS      | $266187.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                            | Palo Alto Networks Inc COM                                        | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      2234 | NS      | $332687.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.                               | JBHT 3.875 03/01/26                                               | CUSIP: 445658CF2<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185000.00    | 0.04%             | 2026-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass Through Trust 2015-1A                      | AAL 3.375 05/01/27                                                | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182523 | PA      | $180584.49    | 0.04%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN MA3305                                                         | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228716 | PA      | $218342.80    | 0.05%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                               | Stryker Corporation COM                                           | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1438 | NS      | $557167.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Co.                                          | The Procter & Gamble Co. COM                                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      7060 | NS      | $1180432.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                                       | Lockheed Martin Corporation COM                                   | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       929 | NS      | $611356.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 4.5 05/31/29                                                    | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    380000 | PA      | $392654.30    | 0.08%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 2.987 10/30/56                                                 | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    680000 | PA      | $414868.67    | 0.09%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                    | CME Group Inc. COM                                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1155 | NS      | $369022.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                               | NEE V6.7 09/01/54                                                 | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    285000 | PA      | $296103.89    | 0.06%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                                       | Corteva Inc COM                                                   | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      2493 | NS      | $199739.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                                       | Capital One Financial Corp. COM                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      2688 | NS      | $525880.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                                  | McDonald's Corp. COM                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1872 | NS      | $638464.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                                         | Teledyne Technologies Inc COM                                     | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       187 | NS      | $127365.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                                         | Super Micro Computer Inc. COM NEW                                 | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       927 | NS      | $30025.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                                 | Exxon Mobil Corp. COM                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     12565 | NS      | $1916162.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                                         | KLA Corp. COM NEW                                                 | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       604 | NS      | $920828.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                                     | Molson Coors Beverage Company CL B                                | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      1840 | NS      | $90141.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontario Teachers Finance Trust                                    | ONTTFT 4.625 04/10/29 144A                                        | CUSIP: 68329AAQ1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | MUN               | CA        |    150000 | PA      | $154768.56    | 0.03%             | 2029-04-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                | META 4.45 08/15/52                                                | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    505000 | PA      | $414816.62    | 0.09%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                | ARCC 2.875 06/15/28                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    205000 | PA      | $195600.62    | 0.04%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                               | Valero Energy Corp. COM                                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1086 | NS      | $222239.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 4 11/15/35                                                      | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $1023825.00   | 0.22%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                      | T 4.375 12/31/29                                                  | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $118791.41    | 0.03%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                    | KR 1.7 01/15/31                                                   | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    430000 | PA      | $383076.12    | 0.08%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                              | United Rentals, Inc. COM                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       542 | NS      | $455280.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                                                 | INTC 5.6 02/21/54                                                 | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    370000 | PA      | $349667.54    | 0.08%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                     | QUALCOMM Inc. COM                                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      3665 | NS      | $521749.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                                          | American Express Company COM                                      | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      3058 | NS      | $944616.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                                      | Fortinet Inc COM                                                  | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      4585 | NS      | $362352.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc.                                         | Travelers Companies, Inc. COM                                     | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1223 | NS      | $377466.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                         | GS 6.75 10/01/37                                                  | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    525000 | PA      | $589968.80    | 0.13%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| The Estee Lauder Companies Inc.                                   | The Estee Lauder Companies Inc. CL A                              | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       810 | NS      | $88670.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.                                     | Monolithic Power Systems Inc. COM                                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       122 | NS      | $139414.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                                         | Consolidated Edison, Inc. COM                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      3385 | NS      | $380880.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co.                                                        | BA 3.625 02/01/31                                                 | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    315000 | PA      | $306076.08    | 0.07%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                      | Exelon Corp. COM                                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      6025 | NS      | $298056.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Paccar Inc                                                        | Paccar Inc COM                                                    | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      3442 | NS      | $434001.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | Royal Caribbean Group COM USD0.01                                 | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       930 | NS      | $289192.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                                         | Union Pacific Corporation COM                                     | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      3079 | NS      | $815873.42    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                                             | Regency Centers Corp. COM                                         | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      1970 | NS      | $155630.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 03/31/30                                                  | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    690000 | PA      | $694137.30    | 0.15%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                              | GM 3.1 01/12/32                                                   | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    485000 | PA      | $448652.97    | 0.10%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                     | Alphabet Inc. CAP STK CL C                                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     17286 | NS      | $5383378.98   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                                      | Northrop Grumman Corporation COM                                  | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       452 | NS      | $327419.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                             | Bank of America Corp. COM                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     30103 | NS      | $1500032.49   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                                          | Vulcan Materials Company COM                                      | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       548 | NS      | $169880.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                                                 | Intel Corporation COM                                             | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     13633 | NS      | $621801.13    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                                       | Paychex Inc COM                                                   | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      1685 | NS      | $157800.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 3.75 05/15/28                                                   | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1395000 | PA      | $1405707.71   | 0.30%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                        | Carrier Global Corporation COM                                    | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      4240 | NS      | $273056.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS3655                                                         | CUSIP: 3140XKBZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300132 | PA      | $250021.99    | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA7362                                                         | CUSIP: 36179WFB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86318 | PA      | $82145.05     | 0.02%             | 2051-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                   | Live Nation Entertainment, Inc. COM                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      1050 | NS      | $170247.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                                  | News Corporation CL A                                             | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      5740 | NS      | $139424.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                                     | Accenture PLC CLS'A'USD0.0000225                                  | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      3162 | NS      | $659972.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                                              | Otis Worldwide Corp. COM                                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       411 | NS      | $38042.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                    | Hewlett Packard Enterprise Co. COM                                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      4340 | NS      | $93179.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                                            | Applied Materials Inc. COM                                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      3365 | NS      | $1252789.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                                        | Copart Inc COM                                                    | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      4406 | NS      | $167824.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 2.375 05/15/27                                                  | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $54282.42     | 0.01%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    541699 | NS      | $541698.77    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                                         | eBay Inc. COM                                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      2567 | NS      | $233237.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company                                               | Walt Disney Company COM                                           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      2748 | NS      | $291397.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc.                                              | Delta Air Lines Inc. COM NEW                                      | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      4300 | NS      | $282510.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY MELLON INVESTMENT FUNDS V INC                                 | BNY Mellon Developed Markets Real Estate Securities Fund          | CUSIP: 05588F709<br>LEI: 549300E6YYE1FQWV1O19 | Long             | EC               | RF                | US        |    684787 | NS      | $6491781.76   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc.                                           | Church & Dwight Co Inc. COM                                       | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      1145 | NS      | $120064.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                                              | Elevance Health Inc. COM                                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       574 | NS      | $183680.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                                          | Marathon Petroleum Corp. COM                                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1585 | NS      | $314162.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB9444                                                         | CUSIP: 3140QVP65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390146 | PA      | $401351.99    | 0.09%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Clorox Company                                                | The Clorox Company COM                                            | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      1102 | NS      | $140130.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-23

**Name of Applicant:** BNY MELLON FUNDS TRUST

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer