# EDGAR Filing Document

**Accession Number:** 0001224568
**File Stem:** 0000940400-26-014310
**Filing Date:** 2026-4
**Character Count:** 250788
**Document Hash:** 7a9895d2eff08bd2cdd6270ee8fc1513
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-014310.hdr.sgml**: 20260423

**ACCESSION NUMBER**: 0000940400-26-014310

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260423

**DATE AS OF CHANGE**: 20260423

**PERIOD START**: 20261130

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21327
- **FILM NUMBER:** 26888123

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

BNY Mellon Balanced Opportunity Fund

SCHEDULE OF INVESTMENTS

February 28, 2026 (Unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%)<br>| Maturity <br>Date<br>| Principal <br>Amount ($)<br>| Value ($) |
| **Asset-Backed Securities — .4%** | **Asset-Backed Securities — .4%** | **Asset-Backed Securities — .4%** | **Asset-Backed Securities — .4%** | **Asset-Backed Securities — .4%** |
| **Asset-Backed Certificates — .2%** | **Asset-Backed Certificates — .2%** | **Asset-Backed Certificates — .2%** | **Asset-Backed Certificates — .2%** | **Asset-Backed Certificates — .2%** |
| John Deere Owner Trust, Ser. 2023-B, Cl. A3 | 5.18 | 3/15/2028 | 98013 | 98605 |
| New Economy Assets Phase 1 Sponsor LLC, Ser. 2021-1, Cl. A1<sup>(a)</sup> <br>| 1.91 | 10/20/2061 | 495000 | 421071 |
|  |  |  |  | **519676** |
| **Asset-Backed Certificates/Auto Receivables — .2%** | **Asset-Backed Certificates/Auto Receivables — .2%** | **Asset-Backed Certificates/Auto Receivables — .2%** | **Asset-Backed Certificates/Auto Receivables — .2%** | **Asset-Backed Certificates/Auto Receivables — .2%** |
| Honda Auto Receivables Owner Trust, Ser. 2023-1, Cl. A3 | 5.04 | 4/21/2027 | 24800 | 24849 |
| Hyundai Auto Receivables Trust, Ser. 2022-C, Cl. A4 | 5.52 | 10/16/2028 | 376000 | 378779 |
| Mercedes-Benz Auto Receivables Trust, Ser. 2023-1, Cl. A3 | 4.51 | 11/15/2027 | 44981 | 45064 |
| OSCAR US Funding XII LLC, Ser. 2021-1A, Cl. A4<sup>(a)</sup> <br>| 1.00 | 4/10/2028 | 4530 | 4526 |
| Toyota Auto Receivables Owner Trust, Ser. 2022-D, Cl. A3 | 5.30 | 9/15/2027 | 148987 | 149627 |
| Toyota Auto Receivables Owner Trust, Ser. 2023-A, Cl. A3 | 4.63 | 9/15/2027 | 52130 | 52235 |
|  |  |  |  | **655080** |
| &nbsp;&nbsp;&nbsp; **Total Asset-Backed Securities** <br>(cost $1,235,376) | &nbsp;&nbsp;&nbsp; **Total Asset-Backed Securities** <br>(cost $1,235,376) | &nbsp;&nbsp;&nbsp; **Total Asset-Backed Securities** <br>(cost $1,235,376) |  | **1174756** |
| **Commercial Mortgage-Backed — .2%** | **Commercial Mortgage-Backed — .2%** | **Commercial Mortgage-Backed — .2%** | **Commercial Mortgage-Backed — .2%** | **Commercial Mortgage-Backed — .2%** |
| **Commercial Mortgage Pass-Through Certificates — .2%** | **Commercial Mortgage Pass-Through Certificates — .2%** | **Commercial Mortgage Pass-Through Certificates — .2%** | **Commercial Mortgage Pass-Through Certificates — .2%** | **Commercial Mortgage Pass-Through Certificates — .2%** |
| Citigroup Commercial Mortgage Trust, Ser. 2020-GC46, Cl. A2 | 2.71 | 2/15/2053 | 48282 | 46524 |
| CSAIL Commercial Mortgage Trust, Ser. 2017-CX10, Cl. A4 | 3.19 | 11/15/2050 | 240000 | 237523 |
| GS Mortgage Securities Trust, Ser. 2019-GC39, Cl. A3 | 3.31 | 5/10/2052 | 190616 | 187022 |
| Wells Fargo Commercial Mortgage Trust, Ser. 2020-C56, Cl. A5 | 2.45 | 6/15/2053 | 135000 | 126492 |
| &nbsp;&nbsp;&nbsp; **Total Commercial Mortgage-Backed** <br>(cost $646,691) | &nbsp;&nbsp;&nbsp; **Total Commercial Mortgage-Backed** <br>(cost $646,691) | &nbsp;&nbsp;&nbsp; **Total Commercial Mortgage-Backed** <br>(cost $646,691) |  | **597561** |
| **Corporate Bonds and Notes — 14.9%** | **Corporate Bonds and Notes — 14.9%** | **Corporate Bonds and Notes — 14.9%** | **Corporate Bonds and Notes — 14.9%** | **Corporate Bonds and Notes — 14.9%** |
| **Aerospace & Defense — .5%** | **Aerospace & Defense — .5%** | **Aerospace & Defense — .5%** | **Aerospace & Defense — .5%** | **Aerospace & Defense — .5%** |
| Howmet Aerospace, Inc., Sr. Unscd. Notes | 4.75 | 4/15/2036 | 820000 | 822883 |
| Lockheed Martin Corp., Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.20 | 2/15/2055 | 320000 | 308346 |
| RTX Corp., Sr. Unscd. Notes | 4.13 | 11/16/2028 | 200000 | 201273 |
|  |  |  |  | **1332502** |
| **Agriculture — .4%** | **Agriculture — .4%** | **Agriculture — .4%** | **Agriculture — .4%** | **Agriculture — .4%** |
| BAT Capital Corp., Gtd. Notes | 4.63 | 3/22/2033 | 800000 | 803599 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 5.63 | 11/17/2029 | 320000 | 338041 |
|  |  |  |  | **1141640** |
| **Automobiles & Components — .3%** | **Automobiles & Components — .3%** | **Automobiles & Components — .3%** | **Automobiles & Components — .3%** | **Automobiles & Components — .3%** |
| Ford Motor Co., Sr. Unscd. Notes | 3.25 | 2/12/2032 | 320000 | 288163 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 2.40 | 4/10/2028 | 545000 | 527612 |
|  |  |  |  | **815775** |
| **Banks — 3.3%** | **Banks — 3.3%** | **Banks — 3.3%** | **Banks — 3.3%** | **Banks — 3.3%** |
| Bank of America Corp., Sr. Unscd. Notes | 3.42 | 12/20/2028 | 105000 | 103951 |
| Bank of America Corp., Sr. Unscd. Notes | 5.29 | 4/25/2034 | 290000 | 301064 |
| Citigroup, Inc., Sr. Unscd. Notes | 2.56 | 5/1/2032 | 850000 | 778341 |
| Citigroup, Inc., Sr. Unscd. Notes | 4.65 | 7/30/2045 | 390000 | 356904 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 4.62 | 11/6/2031 | 800000 | 809335 |
| Intesa Sanpaolo SpA, Sr. Notes | 7.20 | 11/28/2033 | 300000 | 347108 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 3.70 | 5/6/2030 | 400000 | 396298 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.45 | 12/5/2029 | 185000 | 186992 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.35 | 6/1/2034 | 590000 | 617635 |
| Lloyds Banking Group PLC, Sr. Unscd. Notes | 1.63 | 5/11/2027 | 280000 | 278674 |
| Morgan Stanley, Sr. Unscd. Notes | 4.43 | 1/23/2030 | 300000 | 302845 |

---

**3**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 14.9% (continued)** | **Corporate Bonds and Notes — 14.9% (continued)** | **Corporate Bonds and Notes — 14.9% (continued)** | **Corporate Bonds and Notes — 14.9% (continued)** | **Corporate Bonds and Notes — 14.9% (continued)** |
| **Banks — 3.3% (continued)** | **Banks — 3.3% (continued)** | **Banks — 3.3% (continued)** | **Banks — 3.3% (continued)** | **Banks — 3.3% (continued)** |
| Nationwide Building Society, Sr. Notes<sup>(a)</sup> <br>| 4.35 | 9/30/2030 | 790000 | 796174 |
| NatWest Group PLC, Sr. Unscd. Notes | 1.64 | 6/14/2027 | 200000 | 198664 |
| Standard Chartered PLC, Sr. Unscd. Notes | 4.53 | 6/5/2032 | 820000 | 821508 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.81 | 4/23/2029 | 610000 | 606532 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 4.37 | 10/21/2031 | 800000 | 800683 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.52 | 7/17/2028 | 360000 | 373101 |
| UBS Group AG, Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.15 | 12/23/2029 | 800000 | 800555 |
| Wells Fargo & Co., Sr. Unscd. Notes | 4.15 | 1/24/2029 | 405000 | 407588 |
| Wells Fargo & Co., Sub. Notes | 4.30 | 7/22/2027 | 320000 | 321234 |
|  |  |  |  | **9605186** |
| **Building Materials — .2%** | **Building Materials — .2%** | **Building Materials — .2%** | **Building Materials — .2%** | **Building Materials — .2%** |
| Carrier Global Corp., Sr. Unscd. Notes | 2.49 | 2/15/2027 | 395000 | 390132 |
| Trane Technologies Financing Ltd., Gtd. Notes | 5.25 | 3/3/2033 | 310000 | 327868 |
|  |  |  |  | **718000** |
| **Consumer Staples — .1%** | **Consumer Staples — .1%** | **Consumer Staples — .1%** | **Consumer Staples — .1%** | **Consumer Staples — .1%** |
| The Procter & Gamble Company, Sr. Unscd. Notes<sup>(b)</sup> <br>| 3.00 | 3/25/2030 | 350000 | **340539** |
| **Diversified Financials — .3%** | **Diversified Financials — .3%** | **Diversified Financials — .3%** | **Diversified Financials — .3%** | **Diversified Financials — .3%** |
| Air Lease Corp., Sr. Unscd. Notes | 1.88 | 8/15/2026 | 215000 | 212841 |
| Capital One Financial Corp., Sr. Unscd. Notes | 6.70 | 11/29/2032 | 342000 | 380712 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 4.35 | 6/15/2029 | 320000 | 324249 |
|  |  |  |  | **917802** |
| **Electronic Components — .3%** | **Electronic Components — .3%** | **Electronic Components — .3%** | **Electronic Components — .3%** | **Electronic Components — .3%** |
| Amphenol Corp., Sr. Unscd. Notes | 2.20 | 9/15/2031 | 390000 | 353730 |
| Trimble, Inc., Sr. Unscd. Notes | 6.10 | 3/15/2033 | 460000 | 490352 |
|  |  |  |  | **844082** |
| **Energy — 1.8%** | **Energy — 1.8%** | **Energy — 1.8%** | **Energy — 1.8%** | **Energy — 1.8%** |
| BP Capital Markets America, Inc., Gtd. Notes | 4.70 | 4/10/2029 | 540000 | 553819 |
| Cheniere Corpus Christi Holdings LLC, Sr. Scd. Notes | 3.70 | 11/15/2029 | 285000 | 281168 |
| Chevron USA, Inc., Gtd. Notes<sup>(b)</sup> <br>| 4.50 | 10/15/2032 | 790000 | 809764 |
| Diamondback Energy, Inc., Gtd. Notes | 5.55 | 4/1/2035 | 830000 | 868811 |
| Enbridge, Inc., Gtd. Notes | 5.70 | 3/8/2033 | 188000 | 199868 |
| Kinder Morgan Energy Partners LP, Gtd. Notes | 6.95 | 1/15/2038 | 460000 | 530320 |
| Shell Finance US, Inc., Gtd. Notes | 2.75 | 4/6/2030 | 500000 | 478393 |
| Shell Finance US, Inc., Gtd. Notes | 4.75 | 1/6/2036 | 800000 | 806489 |
| TotalEnergies Capital USA LLC, Gtd. Notes | 4.25 | 1/13/2031 | 800000 | 807341 |
|  |  |  |  | **5335973** |
| **Environmental Control — .4%** | **Environmental Control — .4%** | **Environmental Control — .4%** | **Environmental Control — .4%** | **Environmental Control — .4%** |
| Republic Services, Inc., Sr. Unscd. Notes | 2.38 | 3/15/2033 | 525000 | 465133 |
| Waste Management, Inc., Gtd. Notes | 2.00 | 6/1/2029 | 365000 | 344931 |
| Waste Management, Inc., Gtd. Notes | 3.15 | 11/15/2027 | 310000 | 307633 |
|  |  |  |  | **1117697** |
| **Food Products — .1%** | **Food Products — .1%** | **Food Products — .1%** | **Food Products — .1%** | **Food Products — .1%** |
| Conagra Brands, Inc., Sr. Unscd. Notes | 1.38 | 11/1/2027 | 300000 | **287253** |
| **Health Care — 1.2%** | **Health Care — 1.2%** | **Health Care — 1.2%** | **Health Care — 1.2%** | **Health Care — 1.2%** |
| AbbVie, Inc., Sr. Unscd. Notes | 3.20 | 11/21/2029 | 220000 | 214929 |
| Biogen, Inc., Sr. Unscd. Notes | 2.25 | 5/1/2030 | 235000 | 218049 |
| Eli Lilly & Co., Sr. Unscd. Notes | 4.60 | 8/14/2034 | 550000 | 558655 |
| Merck & Co., Inc., Sr. Unscd. Notes | 3.40 | 3/7/2029 | 220000 | 218011 |
| Pfizer, Inc., Sr. Unscd. Notes | 3.45 | 3/15/2029 | 285000 | 283103 |

---

**4**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 14.9% (continued)** | **Corporate Bonds and Notes — 14.9% (continued)** | **Corporate Bonds and Notes — 14.9% (continued)** | **Corporate Bonds and Notes — 14.9% (continued)** | **Corporate Bonds and Notes — 14.9% (continued)** |
| **Health Care — 1.2% (continued)** | **Health Care — 1.2% (continued)** | **Health Care — 1.2% (continued)** | **Health Care — 1.2% (continued)** | **Health Care — 1.2% (continued)** |
| Pfizer, Inc., Sr. Unscd. Notes | 3.88 | 11/15/2027 | 1070000 | 1075505 |
| Roche Holdings, Inc., Gtd. Notes<sup>(a),(b)</sup> <br>| 4.08 | 12/2/2030 | 800000 | 804941 |
|  |  |  |  | **3373193** |
| **Insurance — 1.3%** | **Insurance — 1.3%** | **Insurance — 1.3%** | **Insurance — 1.3%** | **Insurance — 1.3%** |
| Five Corners Funding Trust II, Sr. Unscd. Notes<sup>(a),(b)</sup> <br>| 2.85 | 5/15/2030 | 260000 | 246717 |
| Guardian Life Global Funding, Sr. Scd. Notes<sup>(a)</sup> <br>| 4.33 | 10/6/2030 | 800000 | 806521 |
| Jackson Financial, Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>| 3.13 | 11/23/2031 | 195000 | 177876 |
| Massachusetts Mutual Life Insurance Co., Sub. Notes<sup>(a)</sup> <br>| 3.38 | 4/15/2050 | 225000 | 155981 |
| Metropolitan Life Global Funding I, Sr. Scd. Notes<sup>(a)</sup> <br>| 3.00 | 9/19/2027 | 545000 | 538792 |
| New York Life Global Funding, Scd. Notes<sup>(a)</sup> <br>| 4.15 | 7/25/2028 | 1050000 | 1056468 |
| New York Life Insurance Co., Sub. Notes<sup>(a)</sup> <br>| 3.75 | 5/15/2050 | 699000 | 529779 |
| Pacific Life Global Funding II, Scd. Notes<sup>(a)</sup> <br>| 1.38 | 4/14/2026 | 270000 | 269166 |
|  |  |  |  | **3781300** |
| **Internet Software & Services — .6%** | **Internet Software & Services — .6%** | **Internet Software & Services — .6%** | **Internet Software & Services — .6%** | **Internet Software & Services — .6%** |
| Alphabet, Inc., Sr. Unscd. Notes | 4.38 | 11/15/2032 | 800000 | 811150 |
| Alphabet, Inc., Sr. Unscd. Notes | 5.25 | 5/15/2055 | 500000 | 487043 |
| Meta Platforms, Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>| 4.60 | 11/15/2032 | 540000 | 549211 |
|  |  |  |  | **1847404** |
| **Materials — .2%** | **Materials — .2%** | **Materials — .2%** | **Materials — .2%** | **Materials — .2%** |
| Smurfit Westrock Financing DAC, Gtd. Notes<sup>(b)</sup> <br>| 5.42 | 1/15/2035 | 430000 | **446437** |
| **Media — .1%** | **Media — .1%** | **Media — .1%** | **Media — .1%** | **Media — .1%** |
| Comcast Corp., Gtd. Notes | 2.65 | 2/1/2030 | 335000 | **318967** |
| **Metals & Mining — .1%** | **Metals & Mining — .1%** | **Metals & Mining — .1%** | **Metals & Mining — .1%** | **Metals & Mining — .1%** |
| Anglo American Capital PLC, Gtd. Notes<sup>(a)</sup> <br>| 2.63 | 9/10/2030 | 400000 | **373585** |
| **Real Estate — .5%** | **Real Estate — .5%** | **Real Estate — .5%** | **Real Estate — .5%** | **Real Estate — .5%** |
| American Homes 4 Rent LP, Sr. Unscd. Notes | 2.38 | 7/15/2031 | 258000 | 232938 |
| American Tower Corp., Sr. Unscd. Notes | 5.55 | 7/15/2033 | 240000 | 253504 |
| Crown Castle, Inc., Sr. Unscd. Notes | 2.25 | 1/15/2031 | 410000 | 370799 |
| Healthcare Realty Holdings LP, Gtd. Notes | 3.10 | 2/15/2030 | 235000 | 225187 |
| WP Carey, Inc., Sr. Unscd. Notes | 2.25 | 4/1/2033 | 295000 | 252146 |
|  |  |  |  | **1334574** |
| **Retailing — .1%** | **Retailing — .1%** | **Retailing — .1%** | **Retailing — .1%** | **Retailing — .1%** |
| Dollar General Corp., Sr. Unscd. Notes | 3.50 | 4/3/2030 | 200000 | **194702** |
| **Semiconductors & Semiconductor Equipment — .2%** | **Semiconductors & Semiconductor Equipment — .2%** | **Semiconductors & Semiconductor Equipment — .2%** | **Semiconductors & Semiconductor Equipment — .2%** | **Semiconductors & Semiconductor Equipment — .2%** |
| NXP BV/NXP Funding LLC/NXP USA, Inc., Gtd. Notes | 2.65 | 2/15/2032 | 410000 | 370494 |
| SK hynix, Inc., Sr. Unscd. Notes | 5.50 | 1/16/2029 | 210000 | 218824 |
|  |  |  |  | **589318** |
| **Supranational Bank — .1%** | **Supranational Bank — .1%** | **Supranational Bank — .1%** | **Supranational Bank — .1%** | **Supranational Bank — .1%** |
| African Development Bank, Jr. Sub. Bonds<sup>(c)</sup> <br>| 5.88 | 5/7/2035 | 413000 | **416994** |
| **Technology Hardware & Equipment — .4%** | **Technology Hardware & Equipment — .4%** | **Technology Hardware & Equipment — .4%** | **Technology Hardware & Equipment — .4%** | **Technology Hardware & Equipment — .4%** |
| Hewlett Packard Enterprise Co., Sr. Unscd. Notes | 4.85 | 10/15/2031 | 448000 | 454456 |
| International Business Machines Corp., Sr. Unscd. Notes | 5.00 | 2/10/2032 | 650000 | 669755 |
|  |  |  |  | **1124211** |
| **Telecommunication Services — .6%** | **Telecommunication Services — .6%** | **Telecommunication Services — .6%** | **Telecommunication Services — .6%** | **Telecommunication Services — .6%** |
| AT&T, Inc., Sr. Unscd. Notes | 2.55 | 12/1/2033 | 438000 | 380013 |
| Sprint Capital Corp., Gtd. Notes | 8.75 | 3/15/2032 | 270000 | 330118 |
| T-Mobile USA, Inc., Gtd. Notes | 3.88 | 4/15/2030 | 270000 | 267975 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 2.36 | 3/15/2032 | 51000 | 45555 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 3.88 | 2/8/2029 | 140000 | 140205 |

---

**5**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 14.9% (continued)** | **Corporate Bonds and Notes — 14.9% (continued)** | **Corporate Bonds and Notes — 14.9% (continued)** | **Corporate Bonds and Notes — 14.9% (continued)** | **Corporate Bonds and Notes — 14.9% (continued)** |
| **Telecommunication Services — .6% (continued)** | **Telecommunication Services — .6% (continued)** | **Telecommunication Services — .6% (continued)** | **Telecommunication Services — .6% (continued)** | **Telecommunication Services — .6% (continued)** |
| Verizon Communications, Inc., Sr. Unscd. Notes | 4.02 | 12/3/2029 | 495000 | 495813 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 5.00 | 1/15/2036 | 78000 | 78376 |
|  |  |  |  | **1738055** |
| **Transportation — .1%** | **Transportation — .1%** | **Transportation — .1%** | **Transportation — .1%** | **Transportation — .1%** |
| CSX Corp., Sr. Unscd. Notes | 2.60 | 11/1/2026 | 380000 | **376970** |
| **Utilities — 1.7%** | **Utilities — 1.7%** | **Utilities — 1.7%** | **Utilities — 1.7%** | **Utilities — 1.7%** |
| CenterPoint Energy Houston Electric LLC, General Ref. Mortgage Notes<sup>(b)</sup> <br>| 5.15 | 3/1/2034 | 1050000 | 1090757 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs., Ser. 20A | 3.35 | 4/1/2030 | 170000 | 165953 |
| Duke Energy Corp., Sr. Unscd. Notes<sup>(b)</sup> <br>| 3.15 | 8/15/2027 | 275000 | 272159 |
| Electricite de France SA, Sr. Unscd. Notes<sup>(a)</sup> <br>| 6.25 | 5/23/2033 | 200000 | 219582 |
| Florida Power & Light Co., First Mortgage Bonds | 5.10 | 4/1/2033 | 770000 | 802840 |
| Kentucky Utilities Co., First Mortgage Bonds | 4.38 | 10/1/2045 | 105000 | 90895 |
| NRG Energy, Inc., Sr. Scd. Notes<sup>(a)</sup> <br>| 2.45 | 12/2/2027 | 440000 | 426530 |
| Potomac Electric Power Co., First Mortgage Bonds | 5.20 | 3/15/2034 | 607000 | 633772 |
| RWE Finance US LLC, Gtd. Notes<sup>(a)</sup> <br>| 5.88 | 4/16/2034 | 370000 | 392913 |
| Sierra Pacific Power Co., General Ref. Mortgage Notes, Ser. P<sup>(b)</sup> <br>| 6.75 | 7/1/2037 | 25000 | 28674 |
| Southern California Edison Co., First Mortgage Bonds | 3.65 | 2/1/2050 | 290000 | 208048 |
| Southern California Edison Co., First Mortgage Bonds, Ser. A | 4.20 | 3/1/2029 | 235000 | 235439 |
| The AES Corp., Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.45 | 6/1/2028 | 302000 | 309027 |
|  |  |  |  | **4876589** |
| &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $43,250,099) | &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $43,250,099) | &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $43,250,099) |  | **43248748** |

---

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

---

| | | |
|:---|:---|:---|
|  | Shares |  |
| **Equity Securities - Common Stocks — 59.9%** | **Equity Securities - Common Stocks — 59.9%** | **Equity Securities - Common Stocks — 59.9%** |
| **Advertising — .5%** | **Advertising — .5%** | **Advertising — .5%** |
| Omnicom Group, Inc. | 18259 | **1557310** |
| **Aerospace & Defense — 1.5%** | **Aerospace & Defense — 1.5%** | **Aerospace & Defense — 1.5%** |
| Airbus SE | 878 | 191139 |
| Howmet Aerospace, Inc. | 6953 | 1825371 |
| L3Harris Technologies, Inc. | 4888 | 1781871 |
| Melrose Industries PLC | 11654 | 88862 |
| Rolls-Royce Holdings PLC | 17946 | 322506 |
|  |  | **4209749** |
| **Airlines — .4%** | **Airlines — .4%** | **Airlines — .4%** |
| Delta Air Lines, Inc. | 12280 | 806796 |
| Deutsche Lufthansa AG | 20700 | 222284 |
|  |  | **1029080** |
| **Automobiles & Components — .6%** | **Automobiles & Components — .6%** | **Automobiles & Components — .6%** |
| Cie Generale des Etablissements Michelin SCA | 3789 | 154012 |
| Daimler Truck Holding AG | 4062 | 206529 |
| Denso Corp. | 18700 | 269426 |
| Ford Motor Co. | 24480 | 344923 |
| General Motors Co. | 4315 | 339634 |
| Renault SA | 3904 | 148122 |
| Suzuki Motor Corp. | 13600 | 206441 |
|  |  | **1669087** |
| **Banks — 4.7%** | **Banks — 4.7%** | **Banks — 4.7%** |
| Banco Santander SA | 33276 | 424251 |
| Bank of America Corp. | 19205 | 956985 |
| Barclays PLC | 62919 | 383984 |

---

**6**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 59.9% (continued)** | **Equity Securities - Common Stocks — 59.9% (continued)** | **Equity Securities - Common Stocks — 59.9% (continued)** |
| **Banks — 4.7% (continued)** | **Banks — 4.7% (continued)** | **Banks — 4.7% (continued)** |
| BNP Paribas SA | 2387 | 269356 |
| Citigroup, Inc. | 10583 | 1166141 |
| Fifth Third Bancorp | 25391 | 1256093 |
| First Horizon Corp. | 33167 | 789043 |
| HSBC Holdings PLC | 20208 | 379523 |
| ING Groep NV | 12783 | 372021 |
| JPMorgan Chase & Co. | 7946 | 2386184 |
| Lloyds Banking Group PLC | 150369 | 207610 |
| Mizuho Financial Group, Inc. | 4000 | 183165 |
| Morgan Stanley | 7435 | 1238002 |
| SouthState Bank Corp. | 4107 | 405238 |
| Sumitomo Mitsui Financial Group, Inc. | 10500 | 403218 |
| The Goldman Sachs Group, Inc. | 2015 | 1732033 |
| Truist Financial Corp. | 14721 | 725892 |
| Unicaja Banco SA<sup>(a)</sup> <br>| 95290 | 304006 |
|  |  | **13582745** |
| **Building Materials — 1.0%** | **Building Materials — 1.0%** | **Building Materials — 1.0%** |
| Carlisle Companies, Inc.<sup>(b)</sup> <br>| 1874 | 739799 |
| Cie de Saint-Gobain SA | 1810 | 184441 |
| CRH PLC | 6487 | 778310 |
| Fortune Brands Innovations, Inc. | 7058 | 383532 |
| Trane Technologies PLC | 2063 | 953766 |
|  |  | **3039848** |
| **Commercial & Professional Services — .1%** | **Commercial & Professional Services — .1%** | **Commercial & Professional Services — .1%** |
| Babcock International Group PLC | 18091 | **329622** |
| **Consumer Discretionary — .8%** | **Consumer Discretionary — .8%** | **Consumer Discretionary — .8%** |
| Dolby Laboratories, Inc., Cl. A | 8807 | 586282 |
| ITOCHU Corp. | 31500 | 457881 |
| Las Vegas Sands Corp. | 7036 | 399082 |
| Planet Fitness, Inc., Cl. A<sup>(d)</sup> <br>| 4822 | 396127 |
| Rexel SA | 7402 | 322472 |
| Sony Group Corp. | 8700 | 202953 |
|  |  | **2364797** |
| **Consumer Durables & Apparel — .2%** | **Consumer Durables & Apparel — .2%** | **Consumer Durables & Apparel — .2%** |
| Ralph Lauren Corp. | 2004 | **726650** |
| **Consumer Staples — 1.2%** | **Consumer Staples — 1.2%** | **Consumer Staples — 1.2%** |
| Colgate-Palmolive Co. | 15128 | 1499790 |
| The Estee Lauder Companies, Inc., Cl. A | 18408 | 2015124 |
|  |  | **3514914** |
| **Diversified Financials — 2.0%** | **Diversified Financials — 2.0%** | **Diversified Financials — 2.0%** |
| Capital One Financial Corp. | 2804 | 548575 |
| CME Group, Inc. | 5197 | 1660441 |
| Mastercard, Inc., Cl. A | 3846 | 1989190 |
| The Charles Schwab Corp. | 9891 | 941623 |
| Voya Financial, Inc. | 9968 | 666660 |
|  |  | **5806489** |
| **Electronic Components — 2.5%** | **Electronic Components — 2.5%** | **Electronic Components — 2.5%** |
| AMETEK, Inc. | 4482 | 1072184 |
| Emerson Electric Co. | 10770 | 1623577 |
| Honeywell International, Inc. | 4734 | 1153155 |
| Hubbell, Inc. | 4266 | 2182614 |

---

**7**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 59.9% (continued)** | **Equity Securities - Common Stocks — 59.9% (continued)** | **Equity Securities - Common Stocks — 59.9% (continued)** |
| **Electronic Components — 2.5% (continued)** | **Electronic Components — 2.5% (continued)** | **Electronic Components — 2.5% (continued)** |
| Prysmian SpA | 2982 | 361162 |
| Schneider Electric SE | 1039 | 339700 |
| TE Connectivity PLC | 1672 | 384811 |
|  |  | **7117203** |
| **Energy — 3.4%** | **Energy — 3.4%** | **Energy — 3.4%** |
| Diamondback Energy, Inc. | 4509 | 784927 |
| EQT Corp. | 20316 | 1247809 |
| Expand Energy Corp. | 4289 | 462869 |
| Exxon Mobil Corp. | 15535 | 2369087 |
| Marathon Petroleum Corp. | 5266 | 1043774 |
| Permian Resources Corp., Cl. A | 41197 | 753493 |
| Phillips 66 | 3633 | 560681 |
| Repsol SA | 16628 | 373600 |
| Shell PLC | 11286 | 467466 |
| SLB Ltd. | 19180 | 984701 |
| Valero Energy Corp. | 3503 | 716854 |
|  |  | **9765261** |
| **Environmental Control — .4%** | **Environmental Control — .4%** | **Environmental Control — .4%** |
| Kurita Water Industries Ltd. | 3900 | 217595 |
| Veralto Corp. | 10494 | 1022430 |
|  |  | **1240025** |
| **Food Products — .3%** | **Food Products — .3%** | **Food Products — .3%** |
| Koninklijke Ahold Delhaize NV | 3523 | 173879 |
| Marks & Spencer Group PLC | 61498 | 328610 |
| Nestle SA | 3893 | 425225 |
|  |  | **927714** |
| **Forest Products & Paper — .2%** | **Forest Products & Paper — .2%** | **Forest Products & Paper — .2%** |
| International Paper Co. | 14661 | **638487** |
| **Health Care — 7.3%** | **Health Care — 7.3%** | **Health Care — 7.3%** |
| Alcon AG | 18027 | 1571594 |
| Ascendis Pharma A/S, ADR<sup>(b),(d)</sup> <br>| 2107 | 491985 |
| AstraZeneca PLC | 1777 | 372196 |
| Boston Scientific Corp.<sup>(d)</sup> <br>| 8902 | 684119 |
| Bristol-Myers Squibb Co. | 13485 | 841059 |
| Danaher Corp. | 1583 | 333443 |
| Edwards Lifesciences Corp.<sup>(d)</sup> <br>| 7951 | 687523 |
| Elevance Health, Inc. | 4604 | 1473280 |
| Fresenius SE & Co. KGaA | 4147 | 249415 |
| Gilead Sciences, Inc. | 11800 | 1757610 |
| GSK PLC | 11889 | 352649 |
| Guardant Health, Inc.<sup>(b),(d)</sup> <br>| 4407 | 413817 |
| IDEXX Laboratories, Inc.<sup>(d)</sup> <br>| 1040 | 682999 |
| Illumina, Inc.<sup>(b),(d)</sup> <br>| 3693 | 496561 |
| Insmed, Inc.<sup>(d)</sup> <br>| 3397 | 507274 |
| Jazz Pharmaceuticals PLC<sup>(d)</sup> <br>| 2485 | 472200 |
| Johnson & Johnson | 9151 | 2273383 |
| Madrigal Pharmaceuticals, Inc.<sup>(b),(d)</sup> <br>| 891 | 384912 |
| Medtronic PLC | 9346 | 912730 |
| Natera, Inc.<sup>(d)</sup> <br>| 2155 | 448326 |
| Novo Nordisk AS, Cl. B | 4318 | 162447 |
| Pfizer, Inc. | 27017 | 747020 |

---

**8**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 59.9% (continued)** | **Equity Securities - Common Stocks — 59.9% (continued)** | **Equity Securities - Common Stocks — 59.9% (continued)** |
| **Health Care — 7.3% (continued)** | **Health Care — 7.3% (continued)** | **Health Care — 7.3% (continued)** |
| Repligen Corp.<sup>(b),(d)</sup> <br>| 3148 | 405242 |
| Santen Pharmaceutical Co. Ltd. | 16100 | 180264 |
| Smith & Nephew PLC | 8100 | 149712 |
| Thermo Fisher Scientific, Inc. | 3847 | 2004710 |
| UCB SA | 538 | 160387 |
| UnitedHealth Group, Inc. | 5479 | 1606826 |
| Vertex Pharmaceuticals, Inc.<sup>(d)</sup> <br>| 943 | 468511 |
|  |  | **21292194** |
| **Industrial — 2.0%** | **Industrial — 2.0%** | **Industrial — 2.0%** |
| Axon Enterprise, Inc.<sup>(d)</sup> <br>| 1090 | 591216 |
| Balfour Beatty PLC | 30291 | 310041 |
| Caterpillar, Inc. | 1042 | 774029 |
| Dover Corp. | 2841 | 640645 |
| Ebara Corp. | 8300 | 294551 |
| GE Vernova, Inc. | 1370 | 1196832 |
| Hitachi Ltd. | 8100 | 271063 |
| Komatsu Ltd. | 7900 | 381076 |
| Siemens Energy AG | 1103 | 216935 |
| Vertiv Holdings Co., Cl. A | 4356 | 1110301 |
|  |  | **5786689** |
| **Information Technology — 3.4%** | **Information Technology — 3.4%** | **Information Technology — 3.4%** |
| Akamai Technologies, Inc.<sup>(d)</sup> <br>| 8285 | 815161 |
| Atlassian Corp., Cl. A<sup>(d)</sup> <br>| 4428 | 332676 |
| Bentley Systems, Inc., Cl. B<sup>(b)</sup> <br>| 14169 | 517877 |
| Intuit, Inc. | 1606 | 656902 |
| JFrog Ltd.<sup>(d)</sup> <br>| 7649 | 307107 |
| Microsoft Corp. | 13510 | 5305917 |
| MongoDB, Inc.<sup>(d)</sup> <br>| 1499 | 492377 |
| SAP SE | 542 | 109488 |
| ServiceNow, Inc.<sup>(d)</sup> <br>| 4905 | 529789 |
| Synopsys, Inc.<sup>(d)</sup> <br>| 2225 | 921150 |
|  |  | **9988444** |
| **Insurance — 3.4%** | **Insurance — 3.4%** | **Insurance — 3.4%** |
| AIA Group Ltd. | 44800 | 497052 |
| American International Group, Inc. | 11477 | 923784 |
| Aon PLC, Cl. A | 4280 | 1435811 |
| Assurant, Inc. | 9180 | 2107636 |
| Berkshire Hathaway, Inc., Cl. B<sup>(d)</sup> <br>| 5325 | 2688859 |
| Chubb Ltd. | 2577 | 878396 |
| Hiscox Ltd. | 13624 | 284219 |
| SCOR SE | 7283 | 265913 |
| Suncorp Group Ltd. | 13170 | 137119 |
| The Hartford Insurance Group, Inc. | 4814 | 677956 |
|  |  | **9896745** |
| **Internet Software & Services — 6.9%** | **Internet Software & Services — 6.9%** | **Internet Software & Services — 6.9%** |
| Alphabet, Inc., Cl. A | 7444 | 2320741 |
| Alphabet, Inc., Cl. C | 17154 | 5342270 |
| Amazon.com, Inc.<sup>(d)</sup> <br>| 30207 | 6343470 |
| Chewy, Inc., Cl. A<sup>(d)</sup> <br>| 14928 | 409326 |
| Meta Platforms, Inc., Cl. A | 5379 | 3486560 |
| Netflix, Inc.<sup>(d)</sup> <br>| 4673 | 449730 |

---

**9**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 59.9% (continued)** | **Equity Securities - Common Stocks — 59.9% (continued)** | **Equity Securities - Common Stocks — 59.9% (continued)** |
| **Internet Software & Services — 6.9% (continued)** | **Internet Software & Services — 6.9% (continued)** | **Internet Software & Services — 6.9% (continued)** |
| Shopify, Inc., Cl. A<sup>(d)</sup> <br>| 6361 | 767964 |
| Spotify Technology SA<sup>(d)</sup> <br>| 1516 | 780649 |
|  |  | **19900710** |
| **Materials — .4%** | **Materials — .4%** | **Materials — .4%** |
| Packaging Corp. of America | 3409 | 791365 |
| Smurfit Westrock PLC | 5083 | 236671 |
|  |  | **1028036** |
| **Media — .6%** | **Media — .6%** | **Media — .6%** |
| Informa PLC | 18743 | 211721 |
| The Walt Disney Company | 13846 | 1468230 |
|  |  | **1679951** |
| **Metals & Mining — .7%** | **Metals & Mining — .7%** | **Metals & Mining — .7%** |
| Freeport-McMoRan, Inc. | 9511 | 647509 |
| Glencore PLC | 35541 | 255769 |
| Newmont Corp. | 8578 | 1115140 |
| Rio Tinto PLC | 1356 | 134041 |
|  |  | **2152459** |
| **Real Estate — .4%** | **Real Estate — .4%** | **Real Estate — .4%** |
| CoStar Group, Inc.<sup>(d)</sup> <br>| 4501 | 200880 |
| Weyerhaeuser Co.<sup>(e)</sup> <br>| 37382 | 916980 |
|  |  | **1117860** |
| **Retailing — 1.4%** | **Retailing — 1.4%** | **Retailing — 1.4%** |
| Burlington Stores, Inc.<sup>(d)</sup> <br>| 1648 | 505722 |
| Casey's General Stores, Inc. | 1186 | 813110 |
| Dutch Bros, Inc., Cl. A<sup>(d)</sup> <br>| 7185 | 385188 |
| Ferguson Enterprises, Inc. | 1937 | 505092 |
| Lowe's Companies, Inc. | 3474 | 919116 |
| Pan Pacific International Holdings Corp. | 59700 | 397579 |
| Wingstop, Inc.<sup>(b)</sup> <br>| 1562 | 405355 |
|  |  | **3931162** |
| **Semiconductors & Semiconductor Equipment — 7.6%** | **Semiconductors & Semiconductor Equipment — 7.6%** | **Semiconductors & Semiconductor Equipment — 7.6%** |
| Advanced Micro Devices, Inc.<sup>(d)</sup> <br>| 3629 | 726562 |
| Advantest Corp. | 800 | 137547 |
| Applied Materials, Inc. | 5355 | 1993666 |
| ASML Holding NV | 508 | 740352 |
| ASML Holding NV | 778 | 1128536 |
| Broadcom, Inc. | 4118 | 1315907 |
| Intel Corp.<sup>(d)</sup> <br>| 10910 | 497605 |
| Micron Technology, Inc. | 1953 | 805359 |
| NVIDIA Corp. | 64837 | 11488468 |
| Renesas Electronics Corp. | 12500 | 237649 |
| Texas Instruments, Inc. | 13253 | 2811094 |
| Tokyo Electron Ltd. | 400 | 112727 |
|  |  | **21995472** |
| **Technology Hardware & Equipment — 2.6%** | **Technology Hardware & Equipment — 2.6%** | **Technology Hardware & Equipment — 2.6%** |
| Apple, Inc. | 26686 | 7049908 |
| International Business Machines Corp. | 2272 | 545757 |
|  |  | **7595665** |
| **Telecommunication Services — 1.7%** | **Telecommunication Services — 1.7%** | **Telecommunication Services — 1.7%** |
| AT&T, Inc. | 31509 | 882567 |
| Cisco Systems, Inc. | 29564 | 2349155 |

---

**10**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 59.9% (continued)** | **Equity Securities - Common Stocks — 59.9% (continued)** | **Equity Securities - Common Stocks — 59.9% (continued)** |
| **Telecommunication Services — 1.7% (continued)** | **Telecommunication Services — 1.7% (continued)** | **Telecommunication Services — 1.7% (continued)** |
| Deutsche Telekom AG | 6876 | 276970 |
| Orange SA | 8049 | 173000 |
| Verizon Communications, Inc. | 18077 | 906381 |
| Vodafone Group PLC | 146676 | 226330 |
|  |  | **4814403** |
| **Transportation — .9%** | **Transportation — .9%** | **Transportation — .9%** |
| CSX Corp. | 32393 | 1382857 |
| East Japan Railway Co. | 15100 | 373234 |
| FedEx Corp. | 2051 | 793737 |
|  |  | **2549828** |
| **Utilities — .8%** | **Utilities — .8%** | **Utilities — .8%** |
| Constellation Energy Corp. | 3543 | 1168765 |
| E.ON SE | 19319 | 449242 |
| Enel SpA | 19995 | 240844 |
| SSE PLC | 6292 | 228011 |
| United Utilities Group PLC | 10938 | 205337 |
|  |  | **2292199** |
| &nbsp;&nbsp;&nbsp; **Total Equity Securities - Common Stocks** <br>(cost $118,784,474)<br>|  | **173540798** |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  | Preferred Dividend Rate (%) |  |  |
| **Equity Securities - Preferred Stocks — .1%** | **Equity Securities - Preferred Stocks — .1%** | **Equity Securities - Preferred Stocks — .1%** | **Equity Securities - Preferred Stocks — .1%** |
| **Automobiles & Components — .1%** | **Automobiles & Components — .1%** | **Automobiles & Components — .1%** | **Automobiles & Components — .1%** |
| &nbsp;&nbsp;&nbsp; Volkswagen AG <br>(cost $324,383)<br>| 6.36 | 2513 | **300499** |

---

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

---

| | | |
|:---|:---|:---|
| **Exchange-Traded Funds — 1.6%** | **Exchange-Traded Funds — 1.6%** | **Exchange-Traded Funds — 1.6%** |
| **Registered Investment Companies — 1.6%** | **Registered Investment Companies — 1.6%** | **Registered Investment Companies — 1.6%** |
| iShares Core U.S. Aggregate Bond ETF | 8642 | 876299 |
| State Street SPDR S&P 500 ETF Trust | 5341 | 3663872 |
| &nbsp;&nbsp;&nbsp; **Total Exchange-Traded Funds** <br>(cost $4,266,013)<br>|  | **4540171** |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon <br>Rate (%)<br>| Maturity <br>Date<br>| Principal <br>Amount ($)<br>|  |
| **Foreign Governmental — 1.2%** | **Foreign Governmental — 1.2%** | **Foreign Governmental — 1.2%** | **Foreign Governmental — 1.2%** | **Foreign Governmental — 1.2%** |
| Colombia, Sr. Unscd. Notes | 5.38 | 1/21/2029 | 200000 | 199700 |
| Hungary, Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.25 | 6/16/2029 | 250000 | 257021 |
| Italy, Sr. Unscd. Notes, Ser. 10Y | 2.88 | 10/17/2029 | 225000 | 218245 |
| Mexico, Sr. Unscd. Notes | 6.35 | 2/9/2035 | 750000 | 792037 |
| Province of Ontario Canada, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.05 | 4/24/2034 | 1490000 | 1593216 |
| Romanian, Sr. Unscd. Notes | 7.13 | 1/17/2033 | 490000 | 543749 |
| &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $3,556,399) | &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $3,556,399) | &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $3,556,399) |  | **3603968** |
| **Municipal Securities — .3%** | **Municipal Securities — .3%** | **Municipal Securities — .3%** | **Municipal Securities — .3%** | **Municipal Securities — .3%** |
| California GO | 2.38 | 10/1/2026 | 230000 | 228274 |
| Central Florida Tourism Oversight District GO, Refunding, Ser. A | 2.40 | 6/1/2032 | 65000 | 59464 |
| Central Florida Tourism Oversight District GO, Refunding, Ser. A | 2.45 | 6/1/2033 | 65000 | 58467 |
| Central Florida Tourism Oversight District GO, Refunding, Ser. A | 2.50 | 6/1/2034 | 50000 | 44213 |
| Dallas Fort Worth International Airport Revenue Bonds, Refunding, Ser. C | 2.92 | 11/1/2050 | 160000 | 117086 |
| Honolulu City & County Wastewater System Revenue Bonds, Refunding, Ser. B | 2.50 | 7/1/2027 | 25000 | 24669 |
| New York City GO (Build America Bonds) Ser. D | 5.99 | 12/1/2036 | 123443 | 130518 |
| Wisconsin Revenue Bonds, Refunding, Ser. A | 2.20 | 5/1/2027 | 135000 | 132990 |

---

**11**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Municipal Securities — .3% (continued)** | **Municipal Securities — .3% (continued)** | **Municipal Securities — .3% (continued)** | **Municipal Securities — .3% (continued)** | **Municipal Securities — .3% (continued)** |
| &nbsp;&nbsp;&nbsp; **Total Municipal Securities** <br>(cost $853,116) | &nbsp;&nbsp;&nbsp; **Total Municipal Securities** <br>(cost $853,116) | &nbsp;&nbsp;&nbsp; **Total Municipal Securities** <br>(cost $853,116) |  | **795681** |
| **U.S. Government Agencies Collateralized Mortgage Obligations — .3%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .3%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .3%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .3%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .3%** |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Seasoned Loans Structured Transaction <br> Trust, Ser. 2019-2, Cl. A2C<sup>(f)</sup> <br>| 2.75 | 9/25/2029 | 265000 | 256093 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Seasoned Loans Structured Transaction <br> Trust, Ser. 2019-3, Cl. A2C<sup>(f)</sup> <br>| 2.75 | 11/25/2029 | 255000 | 244425 |
| Government National Mortgage Association, Ser. 2022-173, Cl. PQ | 5.00 | 6/20/2051 | 280054 | 285849 |
| Government National Mortgage Association, Ser. 2022-177, Cl. PL | 6.00 | 6/20/2051 | 17074 | 17178 |
| &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Collateralized Mortgage Obligations** <br>(cost $819,336) | &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Collateralized Mortgage Obligations** <br>(cost $819,336) | &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Collateralized Mortgage Obligations** <br>(cost $819,336) |  | **803545** |
| **U.S. Government Agencies Collateralized Municipal-Backed Securities — .5%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .5%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .5%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .5%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .5%** |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through <br> Certificates, Ser. K089, Cl. A2<sup>(f)</sup> <br>| 3.56 | 1/25/2029 | 560000 | 558421 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through <br> Certificates, Ser. K090, Cl. A2<sup>(f)</sup> <br>| 3.42 | 2/25/2029 | 545000 | 541373 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through <br> Certificates, Ser. K095, Cl. A2<sup>(f)</sup> <br>| 2.79 | 6/25/2029 | 515000 | 501460 |
| &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Collateralized Municipal-Backed Securities** <br>(cost $1,668,532) | &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Collateralized Municipal-Backed Securities** <br>(cost $1,668,532) | &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Collateralized Municipal-Backed Securities** <br>(cost $1,668,532) |  | **1601254** |

---

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

---

| | | |
|:---|:---|:---|
| **U.S. Government Agencies Mortgage-Backed — 8.1%** | **U.S. Government Agencies Mortgage-Backed — 8.1%** | **U.S. Government Agencies Mortgage-Backed — 8.1%** |
| Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: |
| 2.00%, 9/1/2050-12/1/2051<sup>(f)</sup> <br>| 2051537 | 1711871 |
| 2.50%, 11/1/2027-9/1/2050<sup>(f)</sup> <br>| 1048811 | 918595 |
| 3.00%, 6/1/2031-12/1/2046<sup>(f)</sup> <br>| 365510 | 343914 |
| 3.50%, 4/1/2035-9/1/2049<sup>(f)</sup> <br>| 1007451 | 979023 |
| 5.50%, 1/1/2036-8/1/2053<sup>(f)</sup> <br>| 849386 | 880087 |
| Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: |
| 1.50%, 3/1/2051<sup>(f)</sup> <br>| 428321 | 341252 |
| 2.00%, 8/1/2036-12/1/2051<sup>(f)</sup> <br>| 4899222 | 4132838 |
| 2.50%, 9/1/2028-1/1/2052<sup>(f)</sup> <br>| 3128095 | 2760128 |
| 3.00%, 6/1/2028-12/1/2050<sup>(f)</sup> <br>| 2385132 | 2217539 |
| 3.50%, 8/1/2034-10/1/2050<sup>(f)</sup> <br>| 2463838 | 2371893 |
| 4.00%, 7/1/2042-8/1/2052<sup>(f)</sup> <br>| 3079193 | 3023844 |
| 4.50%, 2/1/2039-10/1/2052<sup>(f)</sup> <br>| 1757679 | 1757671 |
| 5.00%, 4/1/2035-12/1/2048<sup>(f)</sup> <br>| 205973 | 211576 |
| 5.50%, 9/1/2034-5/1/2039<sup>(f)</sup> <br>| 17289 | 17886 |
| 8.00%, 3/1/2030<sup>(f)</sup> <br>| 47 | 47 |
| Government National Mortgage Association I: | Government National Mortgage Association I: | Government National Mortgage Association I: |
| 5.50%, 4/15/2033 | 4749 | 4834 |
| Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: |
| 3.00%, 1/20/2045-9/20/2051 | 1003037 | 925197 |
| 3.50%, 7/20/2047-2/20/2052 | 629602 | 598973 |
| 4.00%, 10/20/2047-1/20/2048 | 152823 | 149892 |
| 4.50%, 7/20/2048 | 48219 | 48567 |
| &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Mortgage-Backed** <br>(cost $25,949,763) |  | **23395627** |

---

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

**12**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%)<br>| Maturity <br>Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **U.S. Treasury Securities — 11.0%** | **U.S. Treasury Securities — 11.0%** | **U.S. Treasury Securities — 11.0%** | **U.S. Treasury Securities — 11.0%** | **U.S. Treasury Securities — 11.0%** |
| U.S. Treasury Bonds | 3.00 | 5/15/2047 | 4890000 | 3807705 |
| U.S. Treasury Bonds<sup>(b)</sup> <br>| 4.75 | 11/15/2043 | 7020000 | 7227858 |
| U.S. Treasury Inflation Indexed Bonds<sup>(g)</sup> <br>| 1.38 | 2/15/2044 | 931595 | 807529 |
| U.S. Treasury Inflation Indexed Bonds<sup>(g)</sup> <br>| 2.13 | 1/15/2035 | 790659 | 823854 |
| U.S. Treasury Inflation Indexed Notes<sup>(g)</sup> <br>| 0.13 | 1/15/2031 | 2041554 | 1943998 |
| U.S. Treasury Notes | 2.38 | 5/15/2029 | 6160000 | 5969305 |
| U.S. Treasury Notes | 3.63 | 5/31/2028 | 3210000 | 3226614 |
| U.S. Treasury Notes | 3.63 | 3/31/2030 | 1557000 | 1566336 |
| U.S. Treasury Notes | 4.13 | 7/31/2028 | 4320000 | 4394841 |
| U.S. Treasury Strip Principal<sup>(h)</sup> <br>| 2.88 | 5/15/2043 | 4980000 | 2255972 |
| &nbsp;&nbsp;&nbsp; **Total U.S. Treasury Securities** <br>(cost $31,685,684) | &nbsp;&nbsp;&nbsp; **Total U.S. Treasury Securities** <br>(cost $31,685,684) | &nbsp;&nbsp;&nbsp; **Total U.S. Treasury Securities** <br>(cost $31,685,684) |  | **32024012** |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  | 1-Day <br>Yield (%)<br>| Shares |  |
| **Investment Companies — 1.6%** | **Investment Companies — 1.6%** | **Investment Companies — 1.6%** | **Investment Companies — 1.6%** |
| **Registered Investment Companies — 1.6%** | **Registered Investment Companies — 1.6%** | **Registered Investment Companies — 1.6%** | **Registered Investment Companies — 1.6%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(i)</sup> <br>(cost $4,536,971)<br>| 3.72 | 4536971 | **4536971** |
| **Investment of Cash Collateral for Securities Loaned — .1%** | **Investment of Cash Collateral for Securities Loaned — .1%** | **Investment of Cash Collateral for Securities Loaned — .1%** | **Investment of Cash Collateral for Securities Loaned — .1%** |
| **Registered Investment Companies — .1%** | **Registered Investment Companies — .1%** | **Registered Investment Companies — .1%** | **Registered Investment Companies — .1%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(i)</sup> <br>(cost $377,140)<br>| 3.72 | 377140 | **377140** |
| **Total Investments** (cost $237,953,977) | **Total Investments** (cost $237,953,977) | **100.2%** | **290540731** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(.2%)** | **(698352)** |
| **Net Assets**  | **Net Assets**  | **100.0%** | **289842379** |

---

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

---

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

---

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

<sup>(a)</sup> *Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be resold in transactions exempt from* *registration, normally to qualified institutional buyers. At February 28, 2026, these securities amounted to $8,404,328 or 2.9% of net assets.* 

<sup>(b)</sup> *Security, or portion thereof, on loan. At February 28, 2026, the value of the fund's securities on loan was $14,884,703 and the value of the collateral was* *$15,363,839, consisting of cash collateral of $377,140 and U.S. Government & Agency securities valued at $14,986,699. In addition, the value of collateral* *may include pending sales that are also on loan.* 

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

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

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

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

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

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

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

*See notes to schedule of investments.*

**13**

------

Schedule of Investments

BNY Mellon Balanced Opportunity Fund

February 28, 2026 (Unaudited)

The following is a summary of the inputs used as of February 28, 2026 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2- Other** <br>**Significant** <br>**Observable Inputs**<br>| **Level 3-** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Assets ($)** |  |  |  |  |
| Investments in Securities:<sup>†</sup> <br>|  |  |  |  |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1174756 | &nbsp;&nbsp; — | &nbsp;&nbsp; **1174756** |
| Commercial Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 597561 | &nbsp;&nbsp; — | &nbsp;&nbsp; **597561** |
| Corporate Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 43248748 | &nbsp;&nbsp; — | &nbsp;&nbsp; **43248748** |
| Equity Securities - Common Stocks | &nbsp;&nbsp; 173540798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **173540798** |
| Equity Securities - Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **300499** |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp; 4540171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **4540171** |
| Foreign Governmental | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3603968 | &nbsp;&nbsp; — | &nbsp;&nbsp; **3603968** |
| Municipal Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 795681 | &nbsp;&nbsp; — | &nbsp;&nbsp; **795681** |
| U.S. Government Agencies Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 803545 | &nbsp;&nbsp; — | &nbsp;&nbsp; **803545** |
| &nbsp;&nbsp;&nbsp; U.S. Government Agencies Collateralized Municipal-Backed <br> Securities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1601254 | &nbsp;&nbsp; — | &nbsp;&nbsp; **1601254** |
| U.S. Government Agencies Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 23395627 | &nbsp;&nbsp; — | &nbsp;&nbsp; **23395627** |
| U.S. Treasury Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 32024012 | &nbsp;&nbsp; — | &nbsp;&nbsp; **32024012** |
| Investment Companies | &nbsp;&nbsp;&nbsp;&nbsp; 4914111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **4914111** |
|  | &nbsp;&nbsp; **183295579** | &nbsp;&nbsp; **107245152** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **290540731** |

---

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

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

**14**

------

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

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

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

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

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

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

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

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

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

Investments in debt securities and instruments generally will be valued, to the extent possible, by one or more independent pricing services (the "Service"). When, in the judgment of the Service, quoted bid prices for investments are readily available and are representative of the bid side of the market, these investments are valued at the mean between the quoted bid prices (as obtained by the Service from dealers in such securities) and asked prices (as calculated by the Service based upon its evaluation of the market for such securities). The value of other debt securities and instruments is determined by the Service based on methods which include consideration of: yields or prices of securities of comparable quality, coupon, maturity and type; indications as to values from dealers; and general market conditions. The Services are engaged under the general supervision of the fund's Board of Trustees (the "Board"). Overnight and certain other short-term debt securities and instruments (excluding Treasury bills) will be valued by the amortized cost method, which approximates value, unless a Service provides a valuation for such security or, in the opinion of the board or a committee or other persons designated by the Board, such as the Adviser, the amortized cost method would not represent fair value. These securities are generally categorized within Level 2 of the fair value hierarchy.

Equity investments, including ETFs (but not including investments in other open-end registered investment companies), generally are valued at the last sale price on the day of valuation on the securities exchange or national securities market on which such securities primarily are traded. Securities listed on Nasdaq markets generally will be valued at the official closing price. If there are no transactions in a security, or no official closing prices for a Nasdaq market-listed security on that day, the security will be valued at the average of the most recent bid and asked prices. Bid price is used when no asked price is available. Open short positions for which there is no sale price on a given day are valued at the lowest asked price. Investments in other open-end investment companies are valued at their reported net asset values ("NAVs") each day. All of the preceding securities are generally categorized within Level 1 of the fair value hierarchy.

Fair value of foreign equity securities may be determined with the assistance of a pricing service using correlations between the movement of prices of foreign securities and indexes of domestic securities and other appropriate indicators, such as closing market prices of relevant ADRs and futures contracts. The valuation of a security based on this fair value process may differ from the security's most recent closing price and from the prices used by other mutual funds to calculate their NAVs. Foreign securities held by a fund may trade

**15**

------

on days when the fund does not calculate its NAV and thus may affect the fund's NAV on days when investors will not be able to purchase or sell (redeem) fund shares. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.

Restricted securities, as well as securities or other assets for which recent market quotations or official closing prices are not readily available or are determined not to reflect accurately fair value (such as when the value of a security has been materially affected by events occurring after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its NAV), or which are not valued by the Service, are valued at fair value as determined in good faith based on procedures approved by the fund's Board of Trustees (the "Board"). Fair value of investments is determined by the Adviser, as the fund's valuation designee pursuant to Rule 2a-5 under the Act, using such information as it deems appropriate under the circumstances. The factors that may be considered when fair valuing a security include fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. Using fair value to price investments may result in a value that is different from a security's most recent closing price and from the prices used by other mutual funds to calculate their net asset values. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

Market quotations of foreign securities in foreign currencies and any fund assets or liabilities initially expressed in terms of foreign currency are translated into U.S. dollars at the spot rate.

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

At February 28, 2026, accumulated net unrealized appreciation on investments was $52,586,754, consisting of $59,750,734 gross unrealized appreciation and $7,163,980 gross unrealized depreciation.

At February 28, 2026, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Schedule of Investments).

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

**16**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY Mellon Investment Funds VI

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

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

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

- **a. Name of Series:** BNY Mellon Balanced Opportunity Fund

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

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

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

- **a. Date of fiscal year-end:** 2026-11-30

- **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:** $292474831.84

**Total Liabilities:** $2592254.09

**Net Assets:** $289882577.75

**Delayed Delivery Securities:** $819286.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 70.74546000 | **1-Year:** 3374.12958000 | **5-Year:** 24244.05175000 | **10-Year:** 10452.44767000 | **30-Year:** 613.38679000

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

- **3-Month:** 0.00000000 | **1-Year:** 66.18548000 | **5-Year:** 107.85727000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000867 | 0.34%                | 1.68%                | 0.40%                |
| Class ID C000000869 | 0.27%                | 1.60%                | 0.37%                |
| Class ID C000000870 | 0.36%                | 1.69%                | 0.41%                |
| Class ID C000000872 | 0.40%                | 1.68%                | 0.40%                |
| Class ID C000001397 | 0.38%                | 1.65%                | 0.45%                |
| Class ID C000174004 | 0.36%                | 1.71%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2957745.16              | $-2270127.05                               |
| Month 2  | $2342184.98              | $2254357.72                                |
| Month 3  | $2055917.45              | $-1161272.79                               |

### Schedule of Portfolio Investments

| Name                                                              | Title                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Newmont Corporation                                               | Newmont Corporation COM                                                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      7355 | NS      | $956150.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                      | Thermo Fisher Scientific Inc COM                                          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      3847 | NS      | $2004710.17   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                                             | Lowes Companies, Inc. COM                                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      3474 | NS      | $919116.18    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN AU9207                                                                 | CUSIP: 3138X9GR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29378 | PA      | $29683.68     | 0.01%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MS V4.431 01/23/30 GMTN                                                   | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302844.50    | 0.10%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM5861                                                                 | CUSIP: 3140JAQP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158278 | PA      | $160022.29    | 0.06%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM5308                                                                 | CUSIP: 3140X83S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361137 | PA      | $302084.80    | 0.10%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                      | Synopsys Inc COM                                                          | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      2225 | NS      | $921150.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                                      | Bristol-Myers Squibb Company COM                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     13485 | NS      | $841059.45    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                           | Aon PLC SHS CL A                                                          | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      4280 | NS      | $1435811.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                                | Voya Financial Inc COM                                                    | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     10342 | NS      | $691672.96    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                | META 4.6 11/15/32                                                         | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    540000 | PA      | $549211.31    | 0.19%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Orange SA                                                         | Orange SA EUR4                                                            | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     22525 | NS      | $484136.67    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM5510                                                                 | CUSIP: 3140X9DQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365706 | PA      | $305750.52    | 0.11%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM5381                                                                 | CUSIP: 3140J96T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11405 | PA      | $11313.72     | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                   | Caterpillar Inc COM                                                       | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1042 | NS      | $774028.86    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                             | CHCOCH 3.7 11/15/29                                                       | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    285000 | PA      | $281167.95    | 0.10%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BO2201                                                                 | CUSIP: 3140JWNT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93709 | PA      | $85855.98     | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                       | Informa PLC ORD GBP0.001                                                  | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |     29470 | NS      | $332893.19    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN CA6421                                                                 | CUSIP: 3140QED33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193145 | PA      | $175431.47    | 0.06%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD3516                                                                 | CUSIP: 3132DQ3Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    833391 | PA      | $863347.94    | 0.30%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                       | COF 6.7 11/29/32                                                          | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    342000 | PA      | $380711.99    | 0.13%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co.                                       | NYLIFE 3.75 05/15/50 144A                                                 | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    699000 | PA      | $529779.43    | 0.18%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CA9199                                                                 | CUSIP: 3140QHGH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140553 | PA      | $123522.10    | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                    | C V2.561 05/01/32                                                         | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    850000 | PA      | $778340.46    | 0.27%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | AT&T Inc COM                                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     31509 | NS      | $882567.09    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toronto-Dominion Bank                                         | TD 5.523 07/17/28 MTN                                                     | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $373101.29    | 0.13%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FN FM5298                                                                 | CUSIP: 3140X83G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207784 | PA      | $197705.09    | 0.07%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Hartford Insurance Group Inc.                                 | The Hartford Insurance Group Inc. COM                                     | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      4814 | NS      | $677955.62    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                            | Diamondback Energy Inc COM                                                | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      4509 | NS      | $784926.72    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Inc.                                           | Carlisle Companies Inc. COM                                               | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1874 | NS      | $739798.98    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| AbbVie Inc.                                                       | ABBV 3.2 11/21/29                                                         | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214928.83    | 0.07%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 2.355 03/15/32                                                         | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     51000 | PA      | $45555.10     | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                              | APH 2.2 09/15/31                                                          | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    390000 | PA      | $353730.44    | 0.12%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Balfour Beatty PLC                                                | Balfour Beatty PLC GBP0.50                                                | CUSIP: 000000000<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |     39632 | NS      | $405649.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN AL7968                                                                 | CUSIP: 3138EQ2A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46819 | PA      | $46134.81     | 0.02%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                              | Sumitomo Mitsui Financial Group Inc. NPV                                  | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     12600 | NS      | $483861.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA4779                                                                 | CUSIP: 36179TJY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74692 | PA      | $73273.66     | 0.03%             | 2047-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                             | AL 1.875 08/15/26                                                         | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212841.19    | 0.07%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd.                                           | Singapore Exchange Ltd. NPV                                               | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     19200 | NS      | $276258.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG Q06616                                                                 | CUSIP: 3132GRVH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21651 | PA      | $21089.59     | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4280                                                                 | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    428321 | PA      | $341252.49    | 0.12%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN MA3247                                                                 | CUSIP: 31418CTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78884 | PA      | $76987.89     | 0.03%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN 534064                                                                 | CUSIP: 31384UJH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        47 | PA      | $47.41        | 0.00%             | 2030-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AU1628                                                                 | CUSIP: 3138X0Y28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107978 | PA      | $101762.73    | 0.04%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Signify NV                                                        | Signify NV EUR0.01                                                        | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |      8062 | NS      | $187853.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd.                                                      | Komatsu Ltd. NPV                                                          | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     11300 | NS      | $545083.09    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HONOLULU HAWAII CITY & CNTY                                       | HI HONUTL 2.5 07/01/2027                                                  | CUSIP: 438701Y40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24669.38     | 0.01%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-Gc46                     | CGCMT 2020-GC46 A2                                                        | CUSIP: 17328RAX7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48282 | PA      | $46524.28     | 0.02%             | 2053-02-18      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                          | Vinci SA EUR2.50                                                          | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      1798 | NS      | $299025.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp.                                         | Mitsubishi Electric Corp. NPV                                             | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     16700 | NS      | $640666.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                     | SP 0 05/15/43                                                             | CUSIP: 912803EC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4980000 | PA      | $2255971.17   | 0.78%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                             | ONT 5.05 04/24/34                                                         | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |   1490000 | PA      | $1593215.53   | 0.55%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FN CA4792                                                                 | CUSIP: 3140QCKE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119209 | PA      | $109146.24    | 0.04%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4492                                                                 | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496754 | PA      | $413505.14    | 0.14%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                        | DG 3.5 04/03/30                                                           | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194701.65    | 0.07%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                 | NWG V1.642 06/14/27                                                       | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198663.81    | 0.07%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RA3563                                                                 | CUSIP: 3133KJ5Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287163 | PA      | $241988.84    | 0.08%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                   | EQT Corporation COM                                                       | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     20316 | NS      | $1247808.72   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4078                                                                 | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181278 | PA      | $159012.92    | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | TII 2.125 01/15/35                                                        | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    790659 | PA      | $823854.34    | 0.28%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM9579                                                                 | CUSIP: 3140XDUD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    487619 | PA      | $406861.92    | 0.14%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Company                                    | EXC 5.2 03/15/34                                                          | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    607000 | PA      | $633771.88    | 0.22%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FHMS K089 A2                                                              | CUSIP: 3137FL6P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    560000 | PA      | $558421.08    | 0.19%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CA1051                                                                 | CUSIP: 3140Q8EZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109499 | PA      | $104849.93    | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                     | BDX 5.081 06/07/29                                                        | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    630000 | PA      | $650134.44    | 0.22%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AE0698                                                                 | CUSIP: 31419AX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124921 | PA      | $126605.11    | 0.04%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hubbell Incorporated                                              | Hubbell Incorporated COM                                                  | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      4266 | NS      | $2182613.58   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                | Meta Platforms Inc CL A                                                   | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5379 | NS      | $3486560.22   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                                               | Guardant Health Inc COM                                                   | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      4407 | NS      | $413817.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                  | FR RA3611                                                                 | CUSIP: 3133KKAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    273956 | PA      | $237761.19    | 0.08%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2023-A OWNE                               | TAOT 2023-A A3                                                            | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52130 | PA      | $52234.97     | 0.02%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                           | RSG 2.375 03/15/33                                                        | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $465133.24    | 0.16%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Compagnie de Saint-Gobain SA                                      | Compagnie de Saint-Gobain SA EUR4                                         | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      2397 | NS      | $244257.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                                         | Akamai Technologies, Inc. COM                                             | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      8285 | NS      | $815161.15    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN AB5248                                                                 | CUSIP: 31417BZN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39418 | PA      | $37190.80     | 0.01%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                        | CARR 2.493 02/15/27                                                       | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    395000 | PA      | $390132.66    | 0.13%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                 | CCI 2.25 01/15/31                                                         | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    410000 | PA      | $370799.35    | 0.13%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM9208                                                                 | CUSIP: 3140XDGS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346884 | PA      | $323829.59    | 0.11%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                    | The Charles Schwab Corporation COM                                        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      9891 | NS      | $941623.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets America, Inc.                                  | BPLN 4.699 04/10/29                                                       | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    540000 | PA      | $553819.14    | 0.19%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                  | KMI 6.95 01/15/38 MTN                                                     | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    460000 | PA      | $530320.38    | 0.18%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                           | MASSMU 3.375 04/15/50 144A                                                | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    225000 | PA      | $155980.72    | 0.05%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                                      | ITOCHU Corp. NPV                                                          | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     35900 | NS      | $521839.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                          | LLOYDS V1.627 05/11/27                                                    | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $278673.59    | 0.10%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Bentley Systems Incorporated                                      | Bentley Systems Incorporated COM CL B                                     | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |     14169 | NS      | $517876.95    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| CSX Corporation                                                   | CSX 2.6 11/01/26                                                          | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    380000 | PA      | $376970.51    | 0.13%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bellway PLC                                                       | Bellway PLC GBP0.125                                                      | CUSIP: 000000000<br>LEI: 213800CY4L3HST4FGZ98 | Long             | EC               | CORP              | GB        |      5156 | NS      | $193584.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                            | OMV AG NPV                                                                | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      3314 | NS      | $214587.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                     | GOOGL 5.25 05/15/55                                                       | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487042.82    | 0.17%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN 820576                                                                 | CUSIP: 31406UT99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2 | PA      | $2.00         | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc.                                            | Burlington Stores Inc. COM                                                | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      1648 | NS      | $505721.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                            | WM 3.15 11/15/27                                                          | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307632.59    | 0.11%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co.                                            | East Japan Railway Co. NPV                                                | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |     13500 | NS      | $333685.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN AH5817                                                                 | CUSIP: 3138A7PB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99221 | PA      | $100679.77    | 0.03%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AP1371                                                                 | CUSIP: 3138M4QZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166770 | PA      | $162112.60    | 0.06%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Co.                                          | PG 3 03/25/30                                                             | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340539.42    | 0.12%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| DALLAS-FORT WORTH TEX INTL ARPT                                   | TX DALAPT 2.92 11/01/2050                                                 | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $117085.46    | 0.04%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                             | Colgate-Palmolive Co. COM                                                 | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     15128 | NS      | $1499789.92   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Pacific Power Company                                      | BRKHEC 6.75 07/01/37 P                                                    | CUSIP: 826418BE4<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28673.55     | 0.01%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FN BT9193                                                                 | CUSIP: 3140LYGB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    495441 | PA      | $411796.71    | 0.14%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Company                                        | PPL 4.375 10/01/45                                                        | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90894.99     | 0.03%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                | Vertiv Holdings Co COM CL A                                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      4356 | NS      | $1110300.84   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA5331                                                                 | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48219 | PA      | $48566.66     | 0.02%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                       | LMT 5.2 02/15/55                                                          | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    320000 | PA      | $308346.48    | 0.11%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Hiscox Ltd                                                        | Hiscox Ltd ORD GBP0.065 (DI)                                              | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |     10289 | NS      | $214645.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                                            | Permian Resources Corp CLASS A COM                                        | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     41197 | NS      | $753493.13    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                                | F 3.25 02/12/32                                                           | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    320000 | PA      | $288163.16    | 0.10%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUTOLIV INC                                                       | Autoliv Inc. SDR USD1                                                     | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |       702 | NS      | $83671.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                    | Morgan Stanley COM NEW                                                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      7435 | NS      | $1238001.85   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF 2019-K95 MORTGAGE TRUST                                     | FHMS K095 A2                                                              | CUSIP: 3137FNAE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    515000 | PA      | $501459.77    | 0.17%             | 2029-06-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                     | Alphabet Inc. CAP STK CL A                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      7444 | NS      | $2320741.44   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                                           | IDEXX Laboratories Inc. COM                                               | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1040 | NS      | $682999.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                     | Medtronic PLC USD0.0001                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      9346 | NS      | $912730.36    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicaja Banco, S.A.U.                                             | Unicaja Banco, S.A.U. EUR0.25                                             | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |     72631 | NS      | $231716.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS1855                                                                 | CUSIP: 3140XHBZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    627769 | PA      | $616374.87    | 0.21%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BQ5160                                                                 | CUSIP: 3140KQWW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    366962 | PA      | $306876.77    | 0.11%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | T 2.55 12/01/33                                                           | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    438000 | PA      | $380012.70    | 0.13%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                    | PACLIF 1.375 04/14/26 144A                                                | CUSIP: 6944PL2E8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269165.84    | 0.09%             | 2026-04-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                 | American International Group Inc. COM NEW                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     11477 | NS      | $923783.73    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN AI8448                                                                 | CUSIP: 3138ANL68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72053 | PA      | $73024.84     | 0.03%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | TII 1.375 02/15/44                                                        | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    931595 | PA      | $807529.29    | 0.28%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CA1189                                                                 | CUSIP: 3140Q8KB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181721 | PA      | $173851.10    | 0.06%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPMorgan Chase & Co. COM                                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      7946 | NS      | $2386183.80   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                            | STANLN V4.529 06/05/32 REGS                                               | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    404000 | PA      | $404742.82    | 0.14%             | 2032-06-05      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA7883                                                                 | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    445368 | PA      | $422170.95    | 0.15%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY (NY)              | USRE 2021-1 A1                                                            | CUSIP: 643821AA9<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $421071.11    | 0.15%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                   | Microsoft Corp. COM                                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     13510 | NS      | $5305917.40   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc.                                                   | GE Vernova Inc. COM                                                       | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1370 | NS      | $1196832.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.                             | IBM 5 02/10/32 ..                                                         | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $669755.18    | 0.23%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                              | GM 2.4 04/10/28                                                           | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    545000 | PA      | $527611.55    | 0.18%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Assurant Inc.                                                     | Assurant Inc. COM                                                         | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      9283 | NS      | $2131283.97   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM1066                                                                 | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130102 | PA      | $128838.00    | 0.04%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FR RA3608                                                                 | CUSIP: 3133KKAH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    504081 | PA      | $441807.01    | 0.15%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen AG                                                     | Volkswagen AG NON VTG PRF NPV                                             | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      2469 | NS      | $295237.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                                | CAG 1.375 11/01/27                                                        | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287253.36    | 0.10%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                        | Intuit Inc COM                                                            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1606 | NS      | $656902.18    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc.                                            | Texas Instruments Inc. COM                                                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     13253 | NS      | $2811093.83   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                            | BP PLC ORD USD0.25                                                        | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     51990 | NS      | $334662.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN CA6955                                                                 | CUSIP: 3140QEWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233435 | PA      | $213217.73    | 0.07%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                       | TRMB 6.1 03/15/33                                                         | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    460000 | PA      | $490351.78    | 0.17%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                           | CNP 5.15 03/01/34                                                         | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1090756.59   | 0.38%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                                                 | Johnson & Johnson COM                                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      9151 | NS      | $2273382.93   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN BR9747                                                                 | CUSIP: 3140L8ZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399154 | PA      | $333507.77    | 0.12%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA1178                                                                 | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139232 | PA      | $138409.38    | 0.05%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN 793981                                                                 | CUSIP: 31405NCS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       645 | PA      | $655.95       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                 | FedEx Corporation COM                                                     | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      2051 | NS      | $793737.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RA6333                                                                 | CUSIP: 3133KNBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    493217 | PA      | $409181.34    | 0.14%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc.                                       | Advanced Micro Devices Inc. COM                                           | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      3629 | NS      | $726562.09    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN BJ1999                                                                 | CUSIP: 3140H3GH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190340 | PA      | $183715.18    | 0.06%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                           | MasterCard Incorporated CL A                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3846 | NS      | $1989189.66   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM5098                                                                 | CUSIP: 3140J9UY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72520 | PA      | $74334.23     | 0.03%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CA5317                                                                 | CUSIP: 3140QC4B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119632 | PA      | $109531.72    | 0.04%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                                         | DHL GROUP                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      4170 | NS      | $246856.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2023-1 OWNER                               | HAROT 2023-1 A3                                                           | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24800 | PA      | $24848.70     | 0.01%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM V3.702 05/06/30                                                       | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396298.04    | 0.14%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS2513                                                                 | CUSIP: 3140XHYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    764154 | PA      | $746689.81    | 0.26%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM3599                                                                 | CUSIP: 3140X67M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125592 | PA      | $116460.50    | 0.04%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4305                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    476995 | PA      | $398547.55    | 0.14%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                               | Fifth Third Bancorp COM                                                   | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     25391 | NS      | $1256092.77   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary (Republic Of)                                             | REPHUN 5.25 06/16/29 144A                                                 | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    250000 | PA      | $257021.04    | 0.09%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                               | Ascendis Pharma A/S SPONSORED ADR                                         | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      2107 | NS      | $491984.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| NEW YORK N Y                                                      | NY NYC 5.99 12/01/2036                                                    | CUSIP: 64966HTX8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    123443 | PA      | $130517.99    | 0.05%             | 2036-12-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                               | Planet Fitness Inc. CL A                                                  | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      4822 | NS      | $396127.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM1454                                                                 | CUSIP: 3140X4TL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34792 | PA      | $34384.49     | 0.01%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Spdr S&p 500 Etf Trust                               | State Street Spdr S&p 500 Etf Trust TR UNIT                               | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      5341 | NS      | $3663872.59   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                                     | Boston Scientific Corporation COM                                         | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      8902 | NS      | $684118.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                               | TE Connectivity PLC ORD SHS                                               | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      1672 | NS      | $384810.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                             | JXN 3.125 11/23/31                                                        | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    195000 | PA      | $177876.18    | 0.06%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Eni SpA                                                           | Eni SpA NPV                                                               | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     10021 | NS      | $232743.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                                      | Glencore PLC ORD USD0.01                                                  | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     73579 | NS      | $529507.67    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                                     | Veralto Corp. COM SHS                                                     | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |     10494 | NS      | $1022430.42   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| L3 Harris Technologies Inc                                        | L3 Harris Technologies Inc COM                                            | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      4888 | NS      | $1781871.52   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 3.875 02/08/29                                                         | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140204.95    | 0.05%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | SLST 2019-2 A2C                                                           | CUSIP: 35564CDD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    265000 | PA      | $256093.16    | 0.09%             | 2029-09-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN 931618                                                                 | CUSIP: 31412QAT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91321 | PA      | $93864.43     | 0.03%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                      | Honeywell International Inc. COM                                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      4734 | NS      | $1153155.06   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                          | EDF 6.25 05/23/33 144A                                                    | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $219582.21    | 0.08%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G04794                                                                 | CUSIP: 3128M6UT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15995 | PA      | $16738.68     | 0.01%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                | EIX 4.2 03/01/29 A                                                        | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235439.09    | 0.08%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc.                                             | RDSALN 4.75 01/06/36                                                      | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $806488.76    | 0.28%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                     | ED 3.35 04/01/30 20A                                                      | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165952.74    | 0.06%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB4068                                                                 | CUSIP: 3140QPQW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    837324 | PA      | $831135.79    | 0.29%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                                       | Shopify Inc CL A SUB VTG SHS                                              | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      6361 | NS      | $767963.53    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                                   | BAE Systems PLC ORD GBP0.025                                              | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      8549 | NS      | $243324.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN MA3210                                                                 | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149774 | PA      | $142875.48    | 0.05%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AS8511                                                                 | CUSIP: 3138WJN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96113 | PA      | $93369.69     | 0.03%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                               | Axon Enterprise Inc COM                                                   | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      1090 | NS      | $591216.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationwide Building Society                                       | NWIDE 4.351 09/30/30 144A                                                 | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    790000 | PA      | $796174.07    | 0.27%             | 2030-09-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2023-1                       | MBART 2023-1 A3                                                           | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44981 | PA      | $45063.76     | 0.02%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Chewy Inc                                                         | Chewy Inc CL A                                                            | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |     14928 | NS      | $409325.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                                        | Constellation Energy Corp. COM                                            | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      3543 | NS      | $1168764.84   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Company                                | EIX 3.65 02/01/50                                                         | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    290000 | PA      | $208048.20    | 0.07%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                       | Pfizer Inc. COM                                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     27017 | NS      | $747020.05    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FHMS K090 A2                                                              | CUSIP: 3137FLMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    545000 | PA      | $541373.41    | 0.19%             | 2029-02-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Repligen Corporation                                              | Repligen Corporation COM                                                  | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      3148 | NS      | $405242.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal National Mortgage Association                             | FN AY5229                                                                 | CUSIP: 3138YJY34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141453 | PA      | $139522.70    | 0.05%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johnson Matthey Bankers Ltd                                       | Johnson Matthey Bankers Ltd ORD GBP1.109245                               | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |      8695 | NS      | $235762.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                             | BAC V5.288 04/25/34                                                       | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    290000 | PA      | $301064.14    | 0.10%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                               | Cisco Systems, Inc. COM                                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     29564 | NS      | $2349155.44   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-D OWNE                               | TAOT 2022-D A3                                                            | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148987 | PA      | $149627.15    | 0.05%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BV0902                                                                 | CUSIP: 3140MEAC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452654 | PA      | $395081.49    | 0.14%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | 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        |   4536971 | PA      | $4536971.38   | 1.57%             | 2099-12-01      | Floating      | 0.01%                 | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.75 11/15/43                                                           | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7020000 | PA      | $7227857.85   | 2.49%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Marks & Spencer Group PLC                                         | Marks & Spencer Group PLC ORD GBP0.01                                     | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |     36578 | NS      | $195452.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp.                                                | Ralph Lauren Corp. CL A                                                   | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      2004 | NS      | $726650.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                         | GS V3.814 04/23/29                                                        | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    610000 | PA      | $606532.03    | 0.21%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                             | Deutsche Lufthansa AG ORD NPV (REGD)(VINK)                                | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |     30431 | NS      | $326779.67    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd.                                                      | Hitachi Ltd. NPV                                                          | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      7200 | NS      | $240945.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN AA6056                                                                 | CUSIP: 31416PWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16644 | PA      | $17229.83     | 0.01%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 784346                                                                 | CUSIP: 3622A2ZK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    184234 | PA      | $176802.02    | 0.06%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ST                                                      | WI WISGEN 2.2 05/01/2027                                                  | CUSIP: 977100GZ3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    135000 | PA      | $132990.42    | 0.05%             | 2027-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                            | ISPIM 7.2 11/28/33 REGS                                                   | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $347108.44    | 0.12%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Insmed Inc                                                        | Insmed Inc COM PAR $.01                                                   | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      3397 | NS      | $507274.01    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia (Republic Of)                                            | COLOM 5.375 01/21/29                                                      | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $199700.00    | 0.07%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Compagnie Generale des Etablissements Michelin                    | Compagnie Generale des Etablissements Michelin EUR0.50 (POST SUBDIVISION) | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      8297 | NS      | $337248.49    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                          | GNR 2022-173 PQ                                                           | CUSIP: 38383U3L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    280054 | PA      | $285848.41    | 0.10%             | 2051-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BH0024                                                                 | CUSIP: 3140GNA29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19791 | PA      | $19550.99     | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                         | NEE 5.1 04/01/33                                                          | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    770000 | PA      | $802839.93    | 0.28%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA4963                                                                 | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78131 | PA      | $76618.44     | 0.03%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORP                                                    | Atlassian Corporation CL A                                                | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      4428 | NS      | $332675.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                    | BNP Paribas SA EUR2                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      3797 | NS      | $428464.11    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell Finance US Inc.                                             | RDSALN 2.75 04/06/30 *                                                    | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $478392.95    | 0.17%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM5166                                                                 | CUSIP: 3140X8W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208395 | PA      | $189282.92    | 0.07%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | SLST 2019-3 A2C                                                           | CUSIP: 35564CEJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    255000 | PA      | $244425.02    | 0.08%             | 2029-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                         | Arkema SA EUR10                                                           | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |      1698 | NS      | $124293.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                            | Truist Financial Corp. COM                                                | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     14721 | NS      | $725892.51    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                                      | Madrigal Pharmaceuticals Inc COM                                          | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |       891 | NS      | $384912.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal National Mortgage Association                             | FN CA6072                                                                 | CUSIP: 3140QDXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177347 | PA      | $155772.03    | 0.05%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM9842                                                                 | CUSIP: 3140XD5C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389285 | PA      | $344566.74    | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CA8252                                                                 | CUSIP: 3140QGE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362243 | PA      | $310133.34    | 0.11%             | 2045-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FR QB3287                                                                 | CUSIP: 3133A9UL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    254595 | PA      | $223009.03    | 0.08%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                           | Berkshire Hathaway Inc. CL B NEW                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      5325 | NS      | $2688858.75   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Holdings L.P                                    | HR 3.1 02/15/30                                                           | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225186.49    | 0.08%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                              | HWM 4.75 04/15/36                                                         | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    820000 | PA      | $822882.75    | 0.28%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                         | Renesas Electronics Corp. NPV                                             | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |      7800 | NS      | $148293.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy (Republic Of)                                               | ITALY 2.875 10/17/29 10Y                                                  | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    225000 | PA      | $218244.94    | 0.08%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                          | Jazz Pharmaceuticals PLC COM USD0.0001                                    | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      2485 | NS      | $472199.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                                            | Micron Technology Inc. COM                                                | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1953 | NS      | $805358.61    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN CA7381                                                                 | CUSIP: 3140QFFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198474 | PA      | $180240.37    | 0.06%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                   | CSX Corporation COM                                                       | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     32393 | NS      | $1382857.17   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS3223                                                                 | CUSIP: 3140XJSM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390081 | PA      | $385082.32    | 0.13%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                | Banco Santander SA EUR0.50(REGD)                                          | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     18363 | NS      | $234118.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN AP6193                                                                 | CUSIP: 3138M93B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135250 | PA      | $127295.93    | 0.04%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                | RWE 5.875 04/16/34 144A                                                   | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    370000 | PA      | $392913.14    | 0.14%             | 2034-04-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AA5878                                                                 | CUSIP: 31416PQ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42130 | PA      | $43375.65     | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                                      | Sun Hung Kai Properties Ltd. NPV                                          | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     12000 | NS      | $223943.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM1458                                                                 | CUSIP: 3140X4TQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33849 | PA      | $33993.34     | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G16625                                                                 | CUSIP: 3128MFSN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37209 | PA      | $36746.57     | 0.01%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alcon AG                                                          | Alcon AG CHF0.04                                                          | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     17591 | NS      | $1533583.38   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Life Global Funding                                      | NYLIFE 4.15 07/25/28 144A                                                 | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1056468.46   | 0.36%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Danaher Corporation                                               | Danaher Corporation COM                                                   | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1583 | NS      | $333443.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros Inc                                                    | Dutch Bros Inc CL A                                                       | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7185 | NS      | $385187.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies Financing Ltd.                                 | TT 5.25 03/03/33                                                          | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    310000 | PA      | $327867.71    | 0.11%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                     | ENBCN 5.7 03/08/33                                                        | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    188000 | PA      | $199868.34    | 0.07%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                              | Gilead Sciences Inc. COM                                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     11800 | NS      | $1757610.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN CA8022                                                                 | CUSIP: 3140QF4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289422 | PA      | $254408.23    | 0.09%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                     | ICE 4.35 06/15/29                                                         | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324249.09    | 0.11%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                | MET 3 09/19/27 144A                                                       | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    545000 | PA      | $538791.87    | 0.19%             | 2027-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC Holdings PLC ORD USD0.50                                             | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     13571 | NS      | $254874.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprint Capital Corporation                                        | S 8.75 03/15/32                                                           | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    270000 | PA      | $330117.86    | 0.11%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co Ltd.                                     | Santen Pharmaceutical Co Ltd. NPV                                         | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |     27700 | NS      | $310142.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                   | LLY 4.6 08/14/34                                                          | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    550000 | PA      | $558655.08    | 0.19%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp.                          | Pan Pacific International Holdings Corp. NPV                              | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |     44100 | NS      | $293689.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                            | WM 2 06/01/29                                                             | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    365000 | PA      | $344931.57    | 0.12%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SK Hynix Inc.                                                     | HYUELE 5.5 01/16/29 REGS                                                  | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    210000 | PA      | $218823.70    | 0.08%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AL7570                                                                 | CUSIP: 3138EQMU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166425 | PA      | $165939.37    | 0.06%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kurita Water Industries Ltd.                                      | Kurita Water Industries Ltd. NPV                                          | CUSIP: 000000000<br>LEI: 52990086GS2ON69UMX34 | Long             | EC               | CORP              | JP        |      4200 | NS      | $234332.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Inc.                                       | Mizuho Financial Group Inc. NPV                                           | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     13900 | NS      | $636499.22    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron USA Inc                                                   | CVX 4.5 10/15/32                                                          | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    790000 | PA      | $809763.53    | 0.28%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                      | T 3.625 05/31/28                                                          | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3210000 | PA      | $3226614.25   | 1.11%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                              | Weyerhaeuser Company COM NEW                                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     37382 | NS      | $916980.46    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                                  | Edwards Lifesciences Corporation COM                                      | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      7951 | NS      | $687522.97    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                                 | Dover Corporation COM                                                     | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      2841 | NS      | $640645.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                            | Trane Technologies PLC COM USD1                                           | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      2063 | NS      | $953766.16    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL FLA TOURISM OVERSIGHT DIST                                | FL REEGEN 2.45 06/01/2033                                                 | CUSIP: 758449SE3<br>LEI: 549300DLSKH6SZ96KV94 | Long             | DBT              | MUN               | US        |     65000 | PA      | $58466.84     | 0.02%             | 2033-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.125 07/31/28                                                          | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4320000 | PA      | $4394840.63   | 1.52%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2023-B                                     | JDOT 2023-B A3                                                            | CUSIP: 477920AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98013 | PA      | $98604.90     | 0.03%             | 2028-03-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                       | Capital One Financial Corp. COM                                           | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      2804 | NS      | $548574.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                  | DUK 3.15 08/15/27                                                         | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272159.53    | 0.09%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| American Homes 4 Rent L P                                         | AMH 2.375 07/15/31                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    258000 | PA      | $232937.83    | 0.08%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA7590                                                                 | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    736284 | PA      | $676555.16    | 0.23%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                  | MRK 3.4 03/07/29                                                          | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218011.62    | 0.08%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG E04111                                                                 | CUSIP: 31294NR84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16179 | PA      | $16017.52     | 0.01%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL FLA TOURISM OVERSIGHT DIST                                | FL REEGEN 2.5 06/01/2034                                                  | CUSIP: 758449SF0<br>LEI: 549300DLSKH6SZ96KV94 | Long             | DBT              | MUN               | US        |     50000 | PA      | $44213.14     | 0.02%             | 2034-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Land Securities Group PLC                                         | Land Securities Group PLC ORD GBP0.106666666                              | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               | CORP              | GB        |     41271 | NS      | $359575.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN MA3304                                                                 | CUSIP: 31418CU69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80156 | PA      | $73865.13     | 0.03%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                       | PFE 3.45 03/15/29                                                         | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    285000 | PA      | $283102.69    | 0.10%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                            | FANG 5.55 04/01/35                                                        | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    830000 | PA      | $868810.39    | 0.30%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                               | Valero Energy Corp. COM                                                   | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      3503 | NS      | $716853.92    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL FLA TOURISM OVERSIGHT DIST                                | FL REEGEN 2.4 06/01/2032                                                  | CUSIP: 758449SD5<br>LEI: 549300DLSKH6SZ96KV94 | Long             | DBT              | MUN               | US        |     65000 | PA      | $59463.96     | 0.02%             | 2032-06-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                      | Klepierre SA EUR1.40                                                      | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |     10655 | NS      | $448453.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                                           | International Paper Co. COM                                               | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     14661 | NS      | $638486.55    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SB0360                                                                 | CUSIP: 3132CWMH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    288610 | PA      | $286320.87    | 0.10%             | 2035-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                         | Goldman Sachs Group, Inc. COM                                             | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      2015 | NS      | $1732033.55   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                      | T 3 05/15/47                                                              | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4890000 | PA      | $3807705.49   | 1.31%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                | Ford Motor Company COM                                                    | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     24480 | NS      | $344923.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                    | WFCM 2020-C56 A5                                                          | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $126491.90    | 0.04%             | 2053-06-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                      | Barclays PLC ORD GBP0.25                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    102415 | NS      | $625021.64    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| W. P. Carey Inc                                                   | WPC 2.25 04/01/33                                                         | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    295000 | PA      | $252146.01    | 0.09%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                       | PFE 3.875 11/15/27                                                        | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1075504.98   | 0.37%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CA4807                                                                 | CUSIP: 3140QCKV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96323 | PA      | $91741.67     | 0.03%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8150                                                                 | CUSIP: 3132DWBT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    409806 | PA      | $342023.35    | 0.12%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM4222                                                                 | CUSIP: 3140J8VQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62037 | PA      | $58429.13     | 0.02%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG Q45878                                                                 | CUSIP: 3132WKQ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130954 | PA      | $121381.82    | 0.04%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                  | Amazon.com, Inc. COM                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     30207 | NS      | $6343470.00   | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                                           | UnitedHealth Group Inc. COM                                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      5479 | NS      | $1606826.33   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA3777                                                                 | CUSIP: 31418DFT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12332 | PA      | $12359.42     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                    | Fortune Brands Innovations Inc COM                                        | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      7058 | NS      | $383531.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                                         | Sanofi SA EUR2                                                            | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      2571 | NS      | $249714.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                              | Howmet Aerospace Inc COM                                                  | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      6953 | NS      | $1825371.09   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM1409                                                                 | CUSIP: 3140X4R73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83647 | PA      | $83117.76     | 0.03%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                                        | Chubb Ltd. ORD CHF24.15                                                   | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2577 | NS      | $878396.22    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | TII 0.125 01/15/31                                                        | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2041554 | PA      | $1943997.83   | 0.67%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM V4.452 12/05/29                                                       | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186992.00    | 0.06%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                          | AFDB V5.875 PERP .                                                        | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |    413000 | PA      | $416993.96    | 0.14%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                            | NXPI 2.65 02/15/32                                                        | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    410000 | PA      | $370494.41    | 0.13%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | Verizon Communications Inc. COM                                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     18077 | NS      | $906380.78    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock Financing Designated Activity Co.                | SW 5.418 01/15/35                                                         | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    430000 | PA      | $446436.82    | 0.15%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| Expand Energy Corp.                                               | Expand Energy Corp. COM                                                   | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      4289 | NS      | $462868.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN AJ8670                                                                 | CUSIP: 3138E1T49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47198 | PA      | $45837.26     | 0.02%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                      | NVIDIA Corp. COM                                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     64837 | NS      | $11488468.03  | 3.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                        | BIIB 2.25 05/01/30                                                        | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    235000 | PA      | $218048.96    | 0.08%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BK8506                                                                 | CUSIP: 3140HNNY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362261 | PA      | $303323.48    | 0.10%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                             | GSMS 2019-GC39 A3                                                         | CUSIP: 36260JAC1<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |    190616 | PA      | $187022.13    | 0.06%             | 2052-05-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                | TMUS 3.875 04/15/30                                                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267974.86    | 0.09%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CA4185                                                                 | CUSIP: 3140QBUK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13328 | PA      | $13326.84     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR QB6059                                                                 | CUSIP: 3133ACWU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    357966 | PA      | $299652.65    | 0.10%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                        | Apple Inc. COM                                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     26686 | NS      | $7049907.48   | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ametek, Inc.                                                      | Ametek, Inc. COM                                                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      4482 | NS      | $1072184.04   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                                 | Omnicom Group Inc COM                                                     | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     18259 | NS      | $1557310.11   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                                        | AMT 5.55 07/15/33                                                         | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    240000 | PA      | $253504.21    | 0.09%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                             | Freeport-McMoRan Inc. CL B                                                | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      9511 | NS      | $647508.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                                             | Spotify Technology S.A. COM EUR0.000625                                   | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      1251 | NS      | $644189.94    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN AA2320                                                                 | CUSIP: 31416KSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3452 | PA      | $3433.93      | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASX Ltd.                                                          | ASX Ltd. NPV                                                              | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |      7999 | NS      | $301474.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS0141                                                                 | CUSIP: 3140XFEP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473491 | PA      | $415906.95    | 0.14%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                    | Citigroup Inc. COM NEW                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     10583 | NS      | $1166140.77   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                          | GNR 2022-177 PL                                                           | CUSIP: 38383UN89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     17074 | PA      | $17178.07     | 0.01%             | 2051-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 6.35 02/09/35                                                         | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    750000 | PA      | $792037.50    | 0.27%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8182                                                                 | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    503385 | PA      | $419025.04    | 0.14%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CRH PLC                                                           | CRH PLC ORD EUR 0.32                                                      | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      6487 | NS      | $778310.26    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American Capital PLC                                        | AALLN 2.625 09/10/30 144A                                                 | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $373584.56    | 0.13%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-C8 Commercial Mortgage Trust                           | CSAIL 2017-CX10 A4                                                        | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $237522.29    | 0.08%             | 2050-11-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA2520                                                                 | CUSIP: 36179QYR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152786 | PA      | $142778.37    | 0.05%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                           | FR SD7504                                                                 | CUSIP: 3132DVKR5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     90134 | PA      | $86160.98     | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                              | ROSW 4.075 12/02/30 144A                                                  | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804940.86    | 0.28%             | 2030-12-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                  | FG Q29592                                                                 | CUSIP: 3132MAKD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    280335 | PA      | $271082.20    | 0.09%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Costar Group Inc                                                  | Costar Group Inc COM                                                      | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      8894 | NS      | $396939.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                      | UBS V4.151 12/23/29 144A                                                  | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    800000 | PA      | $800555.06    | 0.28%             | 2029-12-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MongoDB Inc.                                                      | MongoDB Inc. CL A                                                         | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      1499 | NS      | $492376.53    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE BANK CORP                                              | Southstate Bank Corp. COM                                                 | CUSIP: 84472E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4107 | NS      | $405237.69    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                     | GOOGL 4.375 11/15/32                                                      | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    800000 | PA      | $811150.00    | 0.28%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BV7937                                                                 | CUSIP: 3140MMZB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    791916 | PA      | $774016.27    | 0.27%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                  | Packaging Corporation of America COM                                      | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      3409 | NS      | $791365.26    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                           | E.ON SE NPV                                                               | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      8958 | NS      | $208308.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania (Republic Of)                                             | ROMANI 7.125 01/17/33 REGS                                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    490000 | PA      | $543748.77    | 0.19%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                              | Las Vegas Sands Corp COM                                                  | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      7036 | NS      | $399081.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                              | Emerson Electric Co. COM                                                  | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     10770 | NS      | $1623577.50   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                                         | RTX 4.125 11/16/28                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201273.14    | 0.07%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                       | Phillips 66 COM                                                           | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      3633 | NS      | $560680.89    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Servicenow Inc                                                    | Servicenow Inc COM                                                        | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      4905 | NS      | $529789.05    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                      | Broadcom Inc COM                                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      4118 | NS      | $1315906.90   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G08732                                                                 | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137395 | PA      | $127618.50    | 0.04%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG Q05211                                                                 | CUSIP: 3132GLN42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141114 | PA      | $137480.40    | 0.05%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                             | BAC V3.419 12/20/28                                                       | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103950.97    | 0.04%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Casey'S General Stores Inc.                                       | Casey'S General Stores Inc. COM                                           | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      1186 | NS      | $813109.74    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Totalenergies Capital USA LLC                                     | TTEFP 4.248 01/13/31                                                      | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    800000 | PA      | $807341.25    | 0.28%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                           | FR SD8011                                                                 | CUSIP: 3132DV3U7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    185607 | PA      | $176888.97    | 0.06%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS2253                                                                 | CUSIP: 3140XHQF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221348 | PA      | $209375.19    | 0.07%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                 | WFC 4.3 07/22/27 GMTN                                                     | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    320000 | PA      | $321234.36    | 0.11%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                          | Daimler Truck Holding AG NPV                                              | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      1765 | NS      | $89740.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIE SA                                                           | SPIE SA EUR0.47                                                           | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |      4193 | NS      | $260108.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                                         | First Horizon Corporation COM                                             | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     33167 | NS      | $789042.93    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                                    | CME Group Inc. COM                                                        | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      4950 | NS      | $1581525.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                         | GS V4.369 10/21/31 .                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800683.14    | 0.28%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 4.016 12/03/29                                                         | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    495000 | PA      | $495813.06    | 0.17%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GN 603566                                                                 | CUSIP: 36200KQT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4749 | PA      | $4834.06      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | 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        |     18408 | NS      | $2015123.76   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                  | PM 5.625 11/17/29                                                         | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    320000 | PA      | $338040.73    | 0.12%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                 | Exxon Mobil Corp. COM                                                     | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     15535 | NS      | $2369087.50   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                         | Shell PLC ORD EUR0.07                                                     | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     16292 | NS      | $674815.01    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                 | WFC 4.15 01/24/29 MTN                                                     | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    405000 | PA      | $407587.62    | 0.14%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS3039                                                                 | CUSIP: 3140XJLV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373541 | PA      | $373406.07    | 0.13%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2022                               | HART 2022-C A4                                                            | CUSIP: 44933DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    376000 | PA      | $378779.24    | 0.13%             | 2028-10-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM4703                                                                 | CUSIP: 3140J9GM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69627 | PA      | $66268.80     | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4026                                                                 | CUSIP: 31418DPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49724 | PA      | $48943.97     | 0.02%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA4836                                                                 | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113967 | PA      | $105864.29    | 0.04%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM3539                                                                 | CUSIP: 3140J74Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41305 | PA      | $40921.50     | 0.01%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 5 01/15/36                                                             | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78376.03     | 0.03%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Munich Reinsurance AG                                             | Munich Reinsurance AG NPV(REGD)                                           | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       508 | NS      | $333500.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 03/31/30                                                          | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1557000 | PA      | $1566335.91   | 0.54%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                      | GUARDN 4.327 10/06/30 144A                                                | CUSIP: 40139LBN2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806520.59    | 0.28%             | 2030-10-06      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                     | Alphabet Inc. CAP STK CL C                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     17154 | NS      | $5342270.22   | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                             | Bank of America Corp. COM                                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     22816 | NS      | $1136921.28   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                                                 | Intel Corporation COM                                                     | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     10910 | NS      | $497605.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM1915                                                                 | CUSIP: 3140J6DV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21609 | PA      | $21388.30     | 0.01%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                                         | Repsol SA EUR1                                                            | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     13982 | NS      | $314149.31    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                                | Publicis Groupe SA EUR0.40                                                | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      2858 | NS      | $254694.31    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK plc                                                           | GSK plc ORD GBP0.3125                                                     | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     20596 | NS      | $610913.95    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NATERA INC                                                        | Natera Inc. COM                                                           | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |      2155 | NS      | $448326.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOR SE                                                           | SCOR SE EUR7.876972                                                       | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | EC               | CORP              | FR        |      5049 | NS      | $184346.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc.                                           | Dolby Laboratories Inc. COM CL A                                          | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      9106 | NS      | $606186.42    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.                             | International Business Machines Corp. COM                                 | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2272 | NS      | $545757.12    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp.                                                         | AES 5.45 06/01/28                                                         | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    302000 | PA      | $309027.54    | 0.11%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Applied Materials Inc.                                            | Applied Materials Inc. COM                                                | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      5355 | NS      | $1993666.50   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep N.V.                                                    | ING Groep N.V. EUR0.01                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     11396 | NS      | $331655.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    377141 | NS      | $377141.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company                                               | Walt Disney Company COM                                                   | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     13846 | NS      | $1468229.84   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                  | NRG 2.45 12/02/27 144A                                                    | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    440000 | PA      | $426529.69    | 0.15%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BN6683                                                                 | CUSIP: 3140JPM93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57544 | PA      | $54865.11     | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                              | Delta Air Lines Inc. COM NEW                                              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     12280 | NS      | $806796.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN CA8045                                                                 | CUSIP: 3140QF5F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297483 | PA      | $260544.98    | 0.09%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                              | Elevance Health Inc. COM                                                  | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      4604 | NS      | $1473280.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                                      | Illumina Inc COM                                                          | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      3693 | NS      | $496560.78    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Marathon Petroleum Corp.                                          | Marathon Petroleum Corp. COM                                              | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      5266 | NS      | $1043773.86   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| B.A.T. Capital Corporation                                        | BATSLN 4.625 03/22/33                                                     | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803599.30    | 0.28%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG U59041                                                                 | CUSIP: 3132HWAS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59952 | PA      | $58166.63     | 0.02%             | 2033-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                 | ASML Holding N.V. EUR0.09                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       336 | NS      | $489681.51    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA ST                                                     | CA CAS 2.38 10/01/2026                                                    | CUSIP: 13063DRD2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    230000 | PA      | $228273.51    | 0.08%             | 2026-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                          | Ferguson Enterprises Inc COMMON STOCK NEW                                 | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      1937 | NS      | $505092.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM1795                                                                 | CUSIP: 3140X47H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163507 | PA      | $153967.24    | 0.05%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                 | ASML Holding N.V. NY REGISTRY SHS                                         | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       778 | NS      | $1128535.68   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN MA3360                                                                 | CUSIP: 31418CWW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66631 | PA      | $65186.89     | 0.02%             | 2038-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                     | iShares Trust CORE US AGGBD ET                                            | CUSIP: 464287226<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      8642 | NS      | $876298.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM7084                                                                 | CUSIP: 3140XA2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378067 | PA      | $316618.70    | 0.11%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                           | Fresenius SE & Co. KGaA NPV                                               | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      4517 | NS      | $271667.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp.                                           | FUJIFILM Holdings Corp. NPV                                               | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      9400 | NS      | $195265.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC V4.619 11/06/31                                                      | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $809334.94    | 0.28%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM5094                                                                 | CUSIP: 3140X8UU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89927 | PA      | $86110.81     | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oscar Us Funding Xii Llc                                          | OSCAR 2021-1A A4                                                          | CUSIP: 68785AAD7<br>LEI: 353800F8174AEKJO6C39 | Long             | ABS-O            | CORP              | JP        |      4530 | PA      | $4526.05      | 0.00%             | 2028-04-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CA8044                                                                 | CUSIP: 3140QF5E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302766 | PA      | $266138.77    | 0.09%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 2.375 05/15/29                                                          | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6160000 | PA      | $5969304.70   | 2.06%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SLB LTD                                                           | SLB Ltd. COM STK                                                          | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     19180 | NS      | $984701.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                               | CMCSA 2.65 02/01/30                                                       | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    335000 | PA      | $318966.70    | 0.11%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ebara Corp.                                                       | Ebara Corp. NPV                                                           | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |     14800 | NS      | $525223.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                                      | Wingstop Inc COM                                                          | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      1562 | NS      | $405354.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal National Mortgage Association                             | FN CA6018                                                                 | CUSIP: 3140QDVL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163720 | PA      | $149591.63    | 0.05%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                               | Vertex Pharmaceuticals Incorporated COM                                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       943 | NS      | $468510.69    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JFrog Ltd                                                         | JFrog Ltd ORD SHS                                                         | CUSIP: 000000000<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | IL        |      7649 | NS      | $307107.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN CA8131                                                                 | CUSIP: 3140QGA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292912 | PA      | $257420.00    | 0.09%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AL2866                                                                 | CUSIP: 3138EKFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    725705 | PA      | $704280.31    | 0.24%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM V5.35 06/01/34                                                        | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    590000 | PA      | $617635.08    | 0.21%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                            | General Motors Company COM                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      4315 | NS      | $339633.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                    | HPE 4.85 10/15/31                                                         | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    448000 | PA      | $454455.48    | 0.16%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                    | C 4.65 07/30/45                                                           | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    390000 | PA      | $356904.36    | 0.12%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust                                        | PRU 2.85 05/15/30                                                         | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $246716.83    | 0.09%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |

### Signature

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

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer