# EDGAR Filing Document

**Accession Number:** 0001224568
**File Stem:** 0001775697-23-000058
**Filing Date:** 2023-1
**Character Count:** 236624
**Document Hash:** 9e4cf900cc63783080385f34c8b6f5f9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000058.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001775697-23-000058

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY Mellon Investment Funds VI
- **CENTRAL INDEX KEY:** 0001224568
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21327
- **FILM NUMBER:** 23561107

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212 495 1784

**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:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $283131180.97

**Total Liabilities:** $2292477.87

**Net Assets:** $280838703.10

**Delayed Delivery Securities:** $580672.84

**Cash Not Reported:** $70758.58

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -191.82317243 | **1-Year:** -4048.92503712 | **5-Year:** -14482.585834 | **10-Year:** -18657.14868059 | **30-Year:** -6594.34694828

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

- **3-Month:** -10.11132208 | **1-Year:** -267.30341836 | **5-Year:** -686.64842669 | **10-Year:** -830.1713074 | **30-Year:** -196.20438041

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000867 | -7.11%               | 5.19%                | 5.17%                |
| Class ID C000000869 | -7.17%               | 5.18%                | 5.03%                |
| Class ID C000000870 | -7.09%               | 5.21%                | 5.20%                |
| Class ID C000000872 | -7.10%               | 5.23%                | 5.16%                |
| Class ID C000001397 | -7.10%               | 5.22%                | 5.16%                |
| Class ID C000174004 | -7.06%               | 5.23%                | 5.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $568529.72               | $-20535379.73                              |
| Month 2  | $-555063.09              | $14070038.92                               |
| Month 3  | $1056127.54              | $12279681.26                               |

**Designated Index Information**

- **Index Name:** 0

- **Index Identifier:** 0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMORGAN CHASE & CO                            | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    255000 | PA      | $245169.91    | 0.09%             | 2027-01-29      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST                 | CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE                                        | CUSIP: 12482HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | OU      | $220563.38    | 0.08%             | 2037-12-15      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132520.74    | 0.05%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | MORGAN STANLEY                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284051.79    | 0.10%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    203888 | OU      | $197381.79    | 0.07%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                         | TOTALENERGIES CAPITAL INTERNATIONAL SA                                          | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $244952.52    | 0.09%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | MERCK & CO INC                                                                  | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56580.54     | 0.02%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | BANK OF AMERICA CORP                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230169.80    | 0.08%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | UNION PACIFIC CORP                                                              | CUSIP: 907818FA1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142396.29    | 0.05%             | 2024-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                            | CITIZENS BANK NA/PROVIDENCE RI                                                  | CUSIP: 17401QAU5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239789.83    | 0.09%             | 2026-02-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 31418CTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    154111 | OU      | $147551.59    | 0.05%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | TARGET CORP                                                                     | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232271.50    | 0.08%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | PFIZER INC                                                                      | CUSIP: 717081ES8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39286.27     | 0.01%             | 2024-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | PFIZER INC                                                                      | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52210.39     | 0.02%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | DUKE ENERGY PROGRESS LLC                                                        | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    245000 | PA      | $227398.36    | 0.08%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING GROEP NV                                                                    | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $195713.57    | 0.07%             | 2024-04-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | WASTE MANAGEMENT INC                                                            | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93629.46     | 0.03%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| NEW YORK LIFE GLOBAL FDG                       | NEW YORK LIFE GLOBAL FUNDING                                                    | CUSIP: 64952WDG5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243405.88    | 0.09%             | 2024-04-10      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| MERCK & CO INC                                 | MERCK & CO INC                                                                  | CUSIP: 58933YAU9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112749.66    | 0.04%             | 2024-03-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC            | ALEXANDRIA REAL ESTATE EQUITIES INC                                             | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $217594.73    | 0.08%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NATWEST GROUP PLC                                                               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $243361.80    | 0.09%             | 2025-03-22      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | SOUTHERN CALIFORNIA EDISON CO                                                   | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    235000 | PA      | $223666.65    | 0.08%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | AMERICAN EXPRESS CO                                                             | CUSIP: 025816CC1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177151.52    | 0.06%             | 2024-02-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P                 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137FLMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    545000 | OU      | $517553.80    | 0.18%             | 2029-02-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132HWAS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    103098 | OU      | $93034.49     | 0.03%             | 2033-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P                 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137FL6P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    560000 | OU      | $536168.36    | 0.19%             | 2029-01-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | BARCLAYS PLC                                                                    | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $197808.74    | 0.07%             | 2025-05-07      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31294NR84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     78361 | OU      | $75037.95     | 0.03%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | PFIZER INC                                                                      | CUSIP: 717081EN9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44484.66     | 0.02%             | 2023-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                        | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $168676.36    | 0.06%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                         | OSCAR US FUNDING XI LLC                                                         | CUSIP: 68784EAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JP        |    294187 | OU      | $288037.25    | 0.10%             | 2026-09-10      | Fixed         | 2.68%                 | Yes           |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                      | AVALONBAY COMMUNITIES INC                                                       | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    215000 | PA      | $193852.50    | 0.07%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | ROYAL BANK OF CANADA                                                            | CUSIP: 78013XZU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $221422.45    | 0.08%             | 2024-07-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | AMERICAN EXPRESS CO                                                             | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125422.47    | 0.04%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC18                                 | CUSIP: 94989AAT2<br>LEI: 5493007CD1Q2V06I4172 | Long             | ABS-MBS          | CORP              | US        |    158611 | OU      | $150990.46    | 0.05%             | 2047-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | APPLE INC                                                                       | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    425000 | PA      | $391622.56    | 0.14%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US BANCORP                                                                      | CUSIP: 91159HHX1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    205000 | PA      | $197957.90    | 0.07%             | 2024-07-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135214.84    | 0.05%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P                 | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137FNAE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    775000 | OU      | $706574.55    | 0.25%             | 2029-06-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | TRUIST FINANCIAL CORP                                                           | CUSIP: 05531FBH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    265000 | PA      | $254801.90    | 0.09%             | 2024-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                | SBA TOWER TRUST                                                                 | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $197907.51    | 0.07%             | 2025-01-15      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140JAQP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    220753 | OU      | $221519.36    | 0.08%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PAYPAL HOLDINGS INC                                                             | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    165000 | PA      | $153465.10    | 0.05%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140J6DV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     99547 | OU      | $96015.85     | 0.03%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    495000 | PA      | $467583.90    | 0.17%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST                             | SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2019-2                       | CUSIP: 35564CDD6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    265000 | OU      | $233267.58    | 0.08%             | 2029-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                       | HEALTHCARE REALTY HOLDINGS LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    235000 | PA      | $197499.76    | 0.07%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                        | PRICOA GLOBAL FUNDING I                                                         | CUSIP: 74153WCL1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147503.34    | 0.05%             | 2024-09-23      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                          | REPUBLIC SERVICES INC                                                           | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95917.29     | 0.03%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | EQUINOR ASA                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    130000 | PA      | $98195.31     | 0.03%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                  | STATE OF CALIFORNIA                                                             | CUSIP: 13063DRD2<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    230000 | PA      | $213346.87    | 0.08%             | 2026-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140J8VQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     84086 | OU      | $77254.05     | 0.03%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON OWNER TRUST                            | VERIZON OWNER TRUST 2019-C                                                      | CUSIP: 92348AAA3<br>LEI: 549300WANFF5OIMC3D47 | Long             | ABS-MBS          | CORP              | US        |     14788 | OU      | $14748.62     | 0.01%             | 2024-04-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                             | WALT DISNEY CO/THE                                                              | CUSIP: 254687CR5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54458.61     | 0.02%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                     | RAYTHEON TECHNOLOGIES CORP                                                      | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193994.30    | 0.07%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                           | REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | USGSE             | IT        |    225000 | PA      | $186807.83    | 0.07%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST WTR RESOURCES                 | MASSACHUSETTS WATER RESOURCES AUTHORITY                                         | CUSIP: 576051VZ6<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |    255000 | PA      | $236059.65    | 0.08%             | 2026-08-01      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 31418CU69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    110975 | OU      | $99859.51     | 0.04%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH                 | MASSACHUSETTS SCHOOL BUILDING AUTHORITY                                         | CUSIP: 576000XG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $102054.69    | 0.04%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 31418DFT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19314 | OU      | $19099.47     | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                           | DH EUROPE FINANCE II SARL                                                       | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    180000 | PA      | $159096.28    | 0.06%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| REEDY CREEK FL IMPT DIST                       | REEDY CREEK IMPROVEMENT DISTRICT                                                | CUSIP: 758449SD5<br>LEI: 549300DLSKH6SZ96KV94 | Long             | DBT              | MUN               | US        |     65000 | PA      | $50092.84     | 0.02%             | 2032-06-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140QBUK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19656 | OU      | $19391.43     | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                             | WALT DISNEY CO/THE                                                              | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    245000 | PA      | $281799.94    | 0.10%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| HONOLULU CITY & CNTY HI WSTWTR                 | CITY & COUNTY HONOLULU HI WASTEWATER SYSTEM REVENUE                             | CUSIP: 438701Y40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $22750.24     | 0.01%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | COMCAST CORP                                                                    | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    335000 | PA      | $292912.74    | 0.10%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | PROLOGIS LP                                                                     | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100501.32    | 0.04%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REEDY CREEK FL IMPT DIST                       | REEDY CREEK IMPROVEMENT DISTRICT                                                | CUSIP: 758449SF0<br>LEI: 549300DLSKH6SZ96KV94 | Long             | DBT              | MUN               | US        |     50000 | PA      | $36674.53     | 0.01%             | 2034-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REEDY CREEK FL IMPT DIST                       | REEDY CREEK IMPROVEMENT DISTRICT                                                | CUSIP: 758449SE3<br>LEI: 549300DLSKH6SZ96KV94 | Long             | DBT              | MUN               | US        |     65000 | PA      | $48787.44     | 0.02%             | 2033-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | ENBRIDGE INC                                                                    | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $154538.83    | 0.06%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK/CA                         | FIRST REPUBLIC BANK/CA                                                          | CUSIP: 33616CHQ6<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247918.59    | 0.09%             | 2024-02-12      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL WTR & SWR R                 | COUNTY OF MIAMI-DADE FL WATER & SEWER SYSTEM REVENUE                            | CUSIP: 59334DLK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $220688.65    | 0.08%             | 2028-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                | CAMERON LNG LLC                                                                 | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    260000 | PA      | $215405.67    | 0.08%             | 2035-01-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140X4TQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     47475 | OU      | $47074.48     | 0.02%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | PROLOGIS LP                                                                     | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36090.34     | 0.01%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MFSN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     88098 | OU      | $84884.43     | 0.03%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | ENTERPRISE PRODUCTS OPERATING LLC                                               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    185000 | PA      | $160121.53    | 0.06%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140X47H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    218902 | OU      | $201111.67    | 0.07%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138WJN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    189168 | OU      | $178841.16    | 0.06%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                | XCEL ENERGY INC                                                                 | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    260000 | PA      | $222401.86    | 0.08%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ARIZONA ST TRANSPRTN BRD HIGHW                 | ARIZONA DEPARTMENT OF TRANSPORTATION STATE HIGHWAY FUND REVENUE                 | CUSIP: 040654YA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $38830.65     | 0.01%             | 2030-07-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ST GEN FUND ANNUAL A                 | STATE OF WISCONSIN                                                              | CUSIP: 977100GZ3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    135000 | PA      | $119873.07    | 0.04%             | 2027-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140QCKE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    154308 | OU      | $137889.13    | 0.05%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST                             | SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2019-3                       | CUSIP: 35564CEJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    255000 | OU      | $224189.22    | 0.08%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140X4R73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    156520 | OU      | $151363.43    | 0.05%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140J9UY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    109456 | OU      | $110751.71    | 0.04%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | CIGNA CORP                                                                      | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    295000 | PA      | $287803.52    | 0.10%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO/THE                        | SHERWIN-WILLIAMS CO/THE                                                         | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62236.13     | 0.02%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140X4TL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    173645 | OU      | $166092.10    | 0.06%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUS                 | CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST                                       | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | OU      | $220047.05    | 0.08%             | 2050-11-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140JPM93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     80375 | OU      | $74593.13     | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                              | USAA CAPITAL CORP                                                               | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    165000 | PA      | $136114.95    | 0.05%             | 2030-05-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                        | MASSACHUSETTS MUTUAL LIFE INSURANCE CO                                          | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    225000 | PA      | $158519.12    | 0.06%             | 2050-04-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                            | DOLLAR GENERAL CORP                                                             | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181775.64    | 0.06%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                            | COMM 2013-CCRE8 MORTGAGE TRUST                                                  | CUSIP: 12625KAE5<br>LEI: 549300NGGFIEJ2ER3D22 | Long             | ABS-MBS          | CORP              | US        |    461700 | OU      | $458111.57    | 0.16%             | 2046-06-01      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | KEURIG DR PEPPER INC                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    280000 | PA      | $246888.05    | 0.09%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE                  | CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-GC46                                   | CUSIP: 17328RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | OU      | $130918.83    | 0.05%             | 2053-02-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                        | NEW YORK LIFE INSURANCE CO                                                      | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    205000 | PA      | $157859.05    | 0.06%             | 2050-05-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                 | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22                                        | CUSIP: 92890KAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174134 | OU      | $167311.36    | 0.06%             | 2057-09-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140J9GM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     95123 | OU      | $88696.67     | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    170000 | PA      | $153803.29    | 0.05%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | MCDONALD'S CORP                                                                 | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74874.82     | 0.03%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                 | AMERICAN ELECTRIC POWER CO INC                                                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    155000 | PA      | $105150.20    | 0.04%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | SOUTHERN CALIFORNIA EDISON CO                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29962.66     | 0.01%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140J74Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    175758 | OU      | $169469.00    | 0.06%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                       | URUGUAY GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | USGSE             | UY        |     60000 | PA      | $60066.40     | 0.02%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | CROWN CASTLE INC                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    740000 | PA      | $599174.53    | 0.21%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | COOPERATIEVE RABOBANK UA                                                        | CUSIP: 74977RDH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    280000 | PA      | $250746.79    | 0.09%             | 2026-06-24      | Variable      | 1.34%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS HEALTH CORP                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $325465.95    | 0.12%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PAYPAL HOLDINGS INC                                                             | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    135000 | PA      | $95564.40     | 0.03%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    230807 | OU      | $199359.98    | 0.07%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | BRISTOL-MYERS SQUIBB CO                                                         | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23430.94     | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                     | BIOGEN INC                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    235000 | PA      | $194091.23    | 0.07%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                         | FIVE CORNERS FUNDING TRUST II                                                   | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $220968.46    | 0.08%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $363907.00    | 0.13%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                             | PACIFIC LIFE GLOBAL FUNDING II                                                  | CUSIP: 6944PL2B4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    375000 | PA      | $341049.98    | 0.12%             | 2025-06-24      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | MICROSOFT CORP                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    110000 | PA      | $75922.20     | 0.03%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140JWNT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    125356 | OU      | $111861.88    | 0.04%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DVKR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    125437 | OU      | $116410.79    | 0.04%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | MCDONALD'S CORP                                                                 | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95727.63     | 0.03%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | BRISTOL-MYERS SQUIBB CO                                                         | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     89000 | PA      | $85559.88     | 0.03%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C56                                  | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | OU      | $112320.15    | 0.04%             | 2053-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140QC4B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    172476 | OU      | $154015.49    | 0.05%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140X67M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    167165 | OU      | $150914.93    | 0.05%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC               | AMERICAN INTERNATIONAL GROUP INC                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173354.77    | 0.06%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140QCKV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    124699 | OU      | $115449.35    | 0.04%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | NUTRIEN LTD                                                                     | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $173387.67    | 0.06%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | AMGEN INC                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    255000 | PA      | $196428.48    | 0.07%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                   | GS MORTGAGE SECURITIES TRUST 2019-GC39                                          | CUSIP: 36260JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | OU      | $191457.29    | 0.07%             | 2052-05-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI                 | DALLAS FORT WORTH INTERNATIONAL AIRPORT                                         | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $112105.34    | 0.04%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 31418DPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     70218 | OU      | $67018.86     | 0.02%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                             | CONAGRA BRANDS INC                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    180000 | PA      | $149872.50    | 0.05%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST                                 | STATE OF CONNECTICUT                                                            | CUSIP: 20772KJX8<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |     40000 | PA      | $37591.33     | 0.01%             | 2025-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                  | REGENERON PHARMACEUTICALS INC                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    112000 | PA      | $88091.38     | 0.03%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                   | WP CAREY INC                                                                    | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $139298.22    | 0.05%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                            | COMM 2014-UBS3 MORTGAGE TRUST                                                   | CUSIP: 12591YBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362841 | OU      | $351113.14    | 0.13%             | 2047-06-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177773.28    | 0.06%             | 2024-09-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133KJ5Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    368209 | OU      | $305371.66    | 0.11%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140QDXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    224712 | OU      | $193765.38    | 0.07%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140QDVL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    221245 | OU      | $197198.74    | 0.07%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | ASTRAZENECA PLC                                                                 | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $128135.58    | 0.05%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                       | MASSMUTUAL GLOBAL FUNDING II                                                    | CUSIP: 57629WCG3<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192488.80    | 0.07%             | 2025-01-11      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133KKAH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    662709 | OU      | $571847.02    | 0.20%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133A9UL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    324172 | OU      | $279600.06    | 0.10%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133KKAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    347050 | OU      | $299196.35    | 0.11%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | BOEING CO/THE                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    280000 | PA      | $246443.56    | 0.09%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER COS INC/THE                       | ESTEE LAUDER COS INC/THE                                                        | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    115000 | PA      | $99323.88     | 0.04%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                   | GS MORTGAGE SECURITIES TRUST 2013-GC13                                          | CUSIP: 36198EAE5<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    220000 | OU      | $217630.56    | 0.08%             | 2046-07-01      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140J96T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     56734 | OU      | $54816.17     | 0.02%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    460000 | PA      | $445663.10    | 0.16%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    175664 | OU      | $171304.03    | 0.06%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132MAKD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    320635 | OU      | $302078.86    | 0.11%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132GRVH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     44353 | OU      | $41926.30     | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FEDEX CORP                                                                      | CUSIP: 31428XBN5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    205000 | PA      | $165195.64    | 0.06%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                          | LOUISVILLE GAS AND ELECTRIC CO                                                  | CUSIP: 546676AX5<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107358.82    | 0.04%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140GNA29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     62591 | OU      | $61424.06     | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | KINDER MORGAN ENERGY PARTNERS LP                                                | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212546.94    | 0.08%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | GILEAD SCIENCES INC                                                             | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72642.93     | 0.03%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 31406UT99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         3 | OU      | $3.52         | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | ENERGY TRANSFER LP                                                              | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223706.71    | 0.08%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | GILEAD SCIENCES INC                                                             | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101310.25    | 0.04%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    610000 | PA      | $561719.35    | 0.20%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES                          | TRICON AMERICAN HOMES 2017-SFR2 TRUST                                           | CUSIP: 89613FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222463 | OU      | $214534.64    | 0.08%             | 2036-01-01      | Fixed         | 2.93%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                   | COMCAST CORP                                                                    | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     43000 | PA      | $48222.65     | 0.02%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                       | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $123446.56    | 0.04%             | 2025-03-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 31416KSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5175 | OU      | $5092.26      | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                    | CITY OF NEW YORK NY                                                             | CUSIP: 64966HTX8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    135000 | PA      | $143498.94    | 0.05%             | 2036-12-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138X9GR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     54719 | OU      | $54908.60     | 0.02%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | SIMON PROPERTY GROUP LP                                                         | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221432.54    | 0.08%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | INTER-AMERICAN DEVELOPMENT BANK                                                 | CUSIP: 4581X0DA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | XX        |    300000 | PA      | $299336.89    | 0.11%             | 2023-01-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                 | MORGAN STANLEY                                                                  | CUSIP: 61746BDJ2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309234.48    | 0.11%             | 2023-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                  | PRINCIPAL FINANCIAL GROUP INC                                                   | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103249.62    | 0.04%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140Q8KB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    246014 | OU      | $230141.20    | 0.08%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | DOMINION ENERGY INC                                                             | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160816.20    | 0.06%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                         | OSCAR US FUNDING TRUST IX LLC                                                   | CUSIP: 68784XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JP        |     67664 | OU      | $67462.76     | 0.02%             | 2025-09-10      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                  | CITIGROUP INC                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    260000 | PA      | $231218.75    | 0.08%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                 | GINNIE MAE II POOL                                                              | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69993 | OU      | $69355.54     | 0.02%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138M4QZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    227505 | OU      | $214816.11    | 0.08%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS HEALTH CORP                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48639.40     | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                       | TELEFONICA EMISIONES SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $122726.28    | 0.04%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132WKQ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    173182 | OU      | $156190.98    | 0.06%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    182247 | OU      | $164434.94    | 0.06%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | AMAZON.COM INC                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    175000 | PA      | $153894.28    | 0.05%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                          | KENTUCKY UTILITIES CO                                                           | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    105000 | PA      | $89924.61     | 0.03%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                               | WELLS FARGO & CO                                                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    320000 | PA      | $309254.84    | 0.11%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 31419AX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    184863 | OU      | $185504.05    | 0.07%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3135G0T94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | UST               | US        |    575000 | PA      | $573382.75    | 0.20%             | 2023-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | DOW CHEMICAL CO/THE                                                             | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    145000 | PA      | $121081.12    | 0.04%             | 2044-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                        | SPECTRA ENERGY PARTNERS LP                                                      | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74619.17     | 0.03%             | 2024-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 31416PQ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     71044 | OU      | $72657.43     | 0.03%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DBCG MORTGAGE TRUST                            | DBCG 2017-BBG MORTGAGE TRUST                                                    | CUSIP: 233062AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | OU      | $328565.39    | 0.12%             | 2034-06-15      | Variable      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                           | ERAC USA FINANCE LLC                                                            | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    280000 | PA      | $305242.66    | 0.11%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                  | METROPOLITAN TRANSPORTATION AUTHORITY                                           | CUSIP: 59259NZN6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10920.48     | 0.00%             | 2040-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                        | METROPOLITAN LIFE GLOBAL FUNDING I                                              | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    545000 | PA      | $499079.92    | 0.18%             | 2027-09-19      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| VISA INC                                       | VISA INC                                                                        | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96349.38     | 0.03%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138A7PB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    207119 | OU      | $207838.11    | 0.07%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                  | SEMPRA ENERGY                                                                   | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92557.21     | 0.03%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140H3GH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    292906 | OU      | $274163.76    | 0.10%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 31384UJH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        79 | OU      | $78.43        | 0.00%             | 2030-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SKY LTD                                        | SKY LTD                                                                         | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $258848.75    | 0.09%             | 2024-09-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                       | CSX CORP                                                                        | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    380000 | PA      | $354593.58    | 0.13%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC            | ALEXANDRIA REAL ESTATE EQUITIES INC                                             | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    165000 | PA      | $156515.97    | 0.06%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140Q8EZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    145510 | OU      | $135991.52    | 0.05%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138M93B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    153936 | OU      | $141415.46    | 0.05%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                 | GINNIE MAE II POOL                                                              | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158677 | OU      | $145783.91    | 0.05%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138EQ2A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    113739 | OU      | $109472.77    | 0.04%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138YJY34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    326624 | OU      | $314370.51    | 0.11%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NISOURCE INC                                                                    | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227682.90    | 0.08%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | BANK OF AMERICA CORP                                                            | CUSIP: 06051GFF1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67503.08     | 0.02%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF WTR & P                 | LOS ANGELES DEPARTMENT OF WATER & POWER                                         | CUSIP: 544495UG7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    120000 | PA      | $129916.72    | 0.05%             | 2039-07-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 31417BZN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     50789 | OU      | $46659.67     | 0.02%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                 | GINNIE MAE II POOL                                                              | CUSIP: 36179TJY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104297 | OU      | $101148.30    | 0.04%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | CITIGROUP INC                                                                   | CUSIP: 172967HD6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322602.42    | 0.11%             | 2023-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                 | GINNIE MAE I POOL                                                               | CUSIP: 36200KQT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8318 | OU      | $8831.24      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | MORGAN STANLEY                                                                  | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73518.91     | 0.03%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105043.20    | 0.04%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                  | MEDTRONIC INC                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48018.01     | 0.02%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                | DOLLAR TREE INC                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105135.95    | 0.04%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    202140 | OU      | $188603.88    | 0.07%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                        | SIERRA PACIFIC POWER CO                                                         | CUSIP: 826418BE4<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27688.86     | 0.01%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M6UT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     25440 | OU      | $26756.85     | 0.01%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | BERKSHIRE HATHAWAY ENERGY CO                                                    | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88527.19     | 0.03%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                 | GINNIE MAE II POOL                                                              | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110685 | OU      | $107311.37    | 0.04%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | BANK OF AMERICA CORP                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95815.85     | 0.03%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                         | OSCAR US FUNDING TRUST VIII LLC                                                 | CUSIP: 68784CAE2<br>LEI: 353800N5RGHXWI4JYR18 | Long             | ABS-MBS          | CORP              | JP        |     31852 | OU      | $31840.85     | 0.01%             | 2025-05-12      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                         | AMERISOURCEBERGEN CORP                                                          | CUSIP: 03073EAM7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125583.51    | 0.04%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KFW                                            | KREDITANSTALT FUER WIEDERAUFBAU                                                 | CUSIP: 500769HR8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    565000 | PA      | $564148.97    | 0.20%             | 2022-12-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 31412QAT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    105887 | OU      | $107030.32    | 0.04%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | EVERSOURCE ENERGY                                                               | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    215000 | PA      | $204714.68    | 0.07%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132GLN42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    169098 | OU      | $159840.14    | 0.06%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX CORP                                                                        | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    205000 | PA      | $197737.19    | 0.07%             | 2025-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | MEXICO GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | USGSE             | MX        |    310000 | PA      | $257036.85    | 0.09%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | AIR LEASE CORP                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    135000 | PA      | $124410.64    | 0.04%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | KINDER MORGAN ENERGY PARTNERS LP                                                | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122435.32    | 0.04%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | BOEING CO/THE                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88223.09     | 0.03%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG ENERGY INC                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    440000 | PA      | $376781.65    | 0.13%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | CHENIERE CORPUS CHRISTI HOLDINGS LLC                                            | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    285000 | PA      | $260238.54    | 0.09%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                           | REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND                                 | CUSIP: 465410CA4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | USGSE             | IT        |    400000 | PA      | $346021.60    | 0.12%             | 2026-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD/A                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    225000 | PA      | $198595.64    | 0.07%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140X83S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    447063 | OU      | $370464.27    | 0.13%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138EQMU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    242153 | OU      | $236240.05    | 0.08%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140QF5F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    388566 | OU      | $334870.84    | 0.12%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 31418CWW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    102332 | OU      | $96449.30     | 0.03%             | 2038-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $176014.20    | 0.06%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140QF4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    372294 | OU      | $321180.28    | 0.11%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 31416PWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     22016 | OU      | $22513.86     | 0.01%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140QGE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    449413 | OU      | $373082.96    | 0.13%             | 2045-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140KQWW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    457807 | OU      | $379285.48    | 0.14%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133ACWU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    452980 | OU      | $375462.89    | 0.13%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    280000 | PA      | $216487.60    | 0.08%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                   | WP CAREY INC                                                                    | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    295000 | PA      | $218321.25    | 0.08%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC     | FIDELITY NATIONAL INFORMATION SERVICES INC                                      | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    225000 | PA      | $158299.54    | 0.06%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | ABBVIE INC                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    220000 | PA      | $201070.46    | 0.07%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                   | 7-ELEVEN INC                                                                    | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    280000 | PA      | $175306.49    | 0.06%             | 2051-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT REALTY LP                               | SPIRIT REALTY LP                                                                | CUSIP: 84861TAH1<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $276806.67    | 0.10%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140QHGH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    191210 | OU      | $164602.00    | 0.06%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | CARRIER GLOBAL CORP                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    235000 | PA      | $213526.57    | 0.08%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC               | AMERICAN INTERNATIONAL GROUP INC                                                | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58323.31     | 0.02%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140QEWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    294610 | OU      | $262528.28    | 0.09%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140QGA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    386775 | OU      | $333669.24    | 0.12%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140HNNY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    448247 | OU      | $371546.16    | 0.13%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | BROADCOM INC                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    225000 | PA      | $183016.65    | 0.07%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                            | CNH EQUIPMENT TRUST 2021-A                                                      | CUSIP: 12598AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430817 | OU      | $411914.44    | 0.15%             | 2025-12-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97696.19     | 0.03%             | 2026-10-24      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    545000 | PA      | $460376.10    | 0.16%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140X8UU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    120352 | OU      | $112503.60    | 0.04%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | HEWLETT PACKARD ENTERPRISE CO                                                   | CUSIP: 42824CAW9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104964.22    | 0.04%             | 2025-10-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140QFFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    282855 | OU      | $252286.22    | 0.09%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                         | GE CAPITAL FUNDING LLC                                                          | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    460000 | PA      | $447938.36    | 0.16%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                             | PACIFIC LIFE GLOBAL FUNDING II                                                  | CUSIP: 6944PL2E8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    270000 | PA      | $239890.89    | 0.09%             | 2026-04-14      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                         | OSCAR US FUNDING XII LLC                                                        | CUSIP: 68785AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JP        |    380000 | OU      | $341159.57    | 0.12%             | 2028-04-10      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                  | MARRIOTT INTERNATIONAL INC/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    465000 | PA      | $380344.98    | 0.14%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | LLOYDS BANKING GROUP PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $241395.17    | 0.09%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140QF5E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    393495 | OU      | $339542.48    | 0.12%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NATWEST GROUP PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $171312.07    | 0.06%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140QED33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    259200 | OU      | $231187.23    | 0.08%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | WASTE MANAGEMENT INC                                                            | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    145000 | PA      | $124389.82    | 0.04%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                               | T-MOBILE USA INC                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    270000 | PA      | $248238.12    | 0.09%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140X9DQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    462162 | OU      | $382815.34    | 0.14%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-MOBILE USA INC                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $128673.11    | 0.05%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                    | HERTZ VEHICLE FINANCING LLC                                                     | CUSIP: 42806MAA7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-MBS          | CORP              | US        |    575000 | OU      | $527642.37    | 0.19%             | 2025-12-26      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS SA                                                                  | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $215758.17    | 0.08%             | 2027-06-30      | Variable      | 1.68%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    514808 | OU      | $402946.15    | 0.14%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | EQUINIX INC                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    310000 | PA      | $249912.42    | 0.09%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3648000 | PA      | $2714553.74   | 0.97%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | AIR LEASE CORP                                                                  | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    215000 | PA      | $188086.84    | 0.07%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | DELL INTERNATIONAL LLC / EMC CORP                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $132833.41    | 0.05%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                          | AMERICAN HOMES 4 RENT LP                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $70106.39     | 0.02%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | ROYALTY PHARMA PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $250826.75    | 0.09%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                        | HUNGARY GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | USGSE             | HU        |    200000 | PA      | $150391.40    | 0.05%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                 | GINNIE MAE II POOL                                                              | CUSIP: 36179QYR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    213512 | OU      | $198186.97    | 0.07%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4415000 | PA      | $3082566.77   | 1.10%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DWBT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    502275 | OU      | $415611.04    | 0.15%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                          | STELLANTIS FINANCE US INC                                                       | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154615.95    | 0.06%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140L8ZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    512607 | OU      | $424341.46    | 0.15%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | ENTERPRISE PRODUCTS OPERATING LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $130661.51    | 0.05%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD/A                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    180000 | PA      | $143581.09    | 0.05%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                               | WELLS FARGO & CO                                                                | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    405000 | PA      | $382369.36    | 0.14%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T INC                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    438000 | PA      | $344504.98    | 0.12%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE 1 ISS                 | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC                                          | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495000 | OU      | $419464.44    | 0.15%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140XA2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    496796 | OU      | $411333.66    | 0.15%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    254950 | OU      | $236446.56    | 0.08%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140X83G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    285628 | OU      | $263544.41    | 0.09%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | CANADIAN PACIFIC RAILWAY CO                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $108462.20    | 0.04%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    585422 | OU      | $484718.39    | 0.17%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7335000 | PA      | $6535026.56   | 2.33%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                           | GLENCORE FUNDING LLC                                                            | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    415000 | PA      | $330749.17    | 0.12%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140XDUD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    605947 | OU      | $502014.98    | 0.18%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    612757 | OU      | $506415.54    | 0.18%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140LYGB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    609554 | OU      | $503774.21    | 0.18%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133KNBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    619109 | OU      | $511665.47    | 0.18%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                        | EIG PEARL HOLDINGS SARL                                                         | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    385000 | PA      | $320497.87    | 0.11%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                          | REPUBLIC SERVICES INC                                                           | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $425439.37    | 0.15%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    604176 | OU      | $499517.02    | 0.18%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140XDGS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    568246 | OU      | $513517.02    | 0.18%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | REALTY INCOME CORP                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    225000 | PA      | $184974.98    | 0.07%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DIAGEO PLC                                     | DIAGEO PLC                                                                      | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      4852 | NS      | $225450.33    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS AG                                    | NOVARTIS AG                                                                     | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       979 | NS      | $87283.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE            | LVMH MOET HENNESSY LOUIS VUITTON SE                                             | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       580 | NS      | $449071.21    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ISHARES MSCI EAFE ETF                          | ISHARES MSCI EAFE ETF                                                           | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |      4132 | NS      | $277339.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| BUNZL PLC                                      | BUNZL PLC                                                                       | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |      2364 | NS      | $86829.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU CORP                                    | ITOCHU CORP                                                                     | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     10800 | NS      | $340261.99    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                  | KONINKLIJKE AHOLD DELHAIZE NV                                                   | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |      8404 | NS      | $243656.95    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                       | RENESAS ELECTRONICS CORP                                                        | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |     23400 | NS      | $231749.66    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                   | UNILEVER PLC                                                                    | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |      1638 | NS      | $82234.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                            | IMPERIAL BRANDS PLC                                                             | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |      3924 | NS      | $100798.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                   | CENTRICA PLC                                                                    | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |     99791 | NS      | $114788.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HEIDELBERGCEMENT AG                            | HEIDELBERGCEMENT AG                                                             | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |      1151 | NS      | $62373.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140XD5C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    541153 | OU      | $468561.77    | 0.17%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANOFI                                         | SANOFI                                                                          | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      6094 | NS      | $550571.89    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC            | SUMITOMO MITSUI FINANCIAL GROUP INC                                             | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |      9100 | NS      | $308475.32    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | VIATRIS INC                                                                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79841.81     | 0.03%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | VODAFONE GROUP PLC                                                              | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |    224269 | NS      | $249190.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                | ASML HOLDING NV                                                                 | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       931 | NS      | $566300.40    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROPERTIES LTD                    | SUN HUNG KAI PROPERTIES LTD                                                     | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |     15500 | NS      | $187435.23    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | CANADIAN PACIFIC RAILWAY CO                                                     | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $94283.78     | 0.03%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD GROUP PLC                              | ASHTEAD GROUP PLC                                                               | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |      1725 | NS      | $105136.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STMICROELECTRONICS NV                          | STMICROELECTRONICS NV                                                           | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |      1848 | NS      | $71507.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RECRUIT HOLDINGS CO LTD                        | RECRUIT HOLDINGS CO LTD                                                         | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |      6000 | NS      | $191510.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK HOLDING AG                       | DAIMLER TRUCK HOLDING AG                                                        | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |      2279 | NS      | $74366.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                             | TOKYO ELECTRON LTD                                                              | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |       400 | NS      | $137062.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                 | CARVANA AUTO RECEIVABLES TRUST 2021-P4                                          | CUSIP: 14687KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365000 | OU      | $344670.34    | 0.12%             | 2027-01-11      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                         | MERCEDES-BENZ GROUP AG                                                          | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |      2182 | NS      | $146568.55    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140MEAC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    576731 | OU      | $495244.21    | 0.18%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                     | MONDELEZ INTERNATIONAL INC                                                      | CUSIP: 609207AZ8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    151000 | PA      | $145633.30    | 0.05%             | 2024-03-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ISHARES CORE U.S. AGGREGATE BOND ETF           | ISHARES CORE U.S. AGGREGATE BOND ETF                                            | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |     18452 | NS      | $1813647.08   | 0.65%             |  |  |  | No            |                  1 | On Loan: —       |
| RIO TINTO PLC                                  | RIO TINTO PLC                                                                   | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      3983 | NS      | $270583.70    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TREND MICRO INC/JAPAN                          | TREND MICRO INC/JAPAN                                                           | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |      1100 | NS      | $54608.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANTEST CORP                                 | ADVANTEST CORP                                                                  | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |      3300 | NS      | $226897.40    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140XFEP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    622754 | OU      | $534917.07    | 0.19%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OMV AG                                         | OMV AG                                                                          | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |      4276 | NS      | $226827.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BIO-RAD LABORATORIES INC                       | BIO-RAD LABORATORIES INC                                                        | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    430000 | PA      | $373340.74    | 0.13%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING GROEP NV                                                                    | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |     18601 | NS      | $226165.83    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                | TELEPERFORMANCE                                                                 | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |       248 | NS      | $56178.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                           | EVONIK INDUSTRIES AG                                                            | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |     11173 | NS      | $217925.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SONOVA HOLDING AG                              | SONOVA HOLDING AG                                                               | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |       231 | NS      | $59202.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL SPA                                       | ENEL SPA                                                                        | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |     78782 | NS      | $429245.29    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AP MOLLER - MAERSK A/S                         | AP MOLLER - MAERSK A/S                                                          | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |        39 | NS      | $85093.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                               | DEUTSCHE POST AG                                                                | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |      9786 | NS      | $385997.44    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AGEAS SA/NV                                    | AGEAS SA/NV                                                                     | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |      6674 | NS      | $269268.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROAPI SA                                     | EUROAPI SA                                                                      | CUSIP: N/A<br>LEI: 9695002FT7GGI3CKKJ14       | Long             | EC               | CORP              | FR        |       191 | NS      | $3402.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA | ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA                                  | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |      3356 | NS      | $95144.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| TATE & LYLE PLC                                | TATE & LYLE PLC                                                                 | CUSIP: N/A<br>LEI: 2138008K14474WPKZ244       | Long             | EC               | CORP              | GB        |      8361 | NS      | $74505.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                                                          | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      4700 | NS      | $134452.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                   | KLEPIERRE SA                                                                    | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |      4781 | NS      | $111399.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CASIO COMPUTER CO LTD                          | CASIO COMPUTER CO LTD                                                           | CUSIP: N/A<br>LEI: 353800JRMIABSXKHV344       | Long             | EC               | CORP              | JP        |      7300 | NS      | $72251.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                                | SONY GROUP CORP                                                                 | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      2400 | NS      | $198653.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA   | CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA                                    | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |     10708 | NS      | $302667.95    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                             | BURBERRY GROUP PLC                                                              | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |     10282 | NS      | $271360.62    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                        | HUNGARY GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | USGSE             | HU        |    250000 | PA      | $241312.50    | 0.09%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     51000 | PA      | $40981.49     | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128378.15    | 0.05%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828S35<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1961953.12   | 0.70%             | 2023-06-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                   | DELL EQUIPMENT FINANCE TRUST 2021-1                                             | CUSIP: 24703QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495000 | OU      | $483080.10    | 0.17%             | 2026-05-22      | Fixed         | 0.43%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                 | GINNIE MAE II POOL                                                              | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    602596 | OU      | $560267.21    | 0.20%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140XHBZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    964813 | OU      | $916507.78    | 0.33%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                 | GINNIE MAE II POOL                                                              | CUSIP: 3622A2ZK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    267273 | OU      | $258684.47    | 0.09%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                  | METROPOLITAN TRANSPORTATION AUTHORITY                                           | CUSIP: 59259YCA5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    225000 | PA      | $233139.92    | 0.08%             | 2031-11-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $146544.70    | 0.05%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140QPQW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    994252 | OU      | $973828.78    | 0.35%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $182190.92    | 0.06%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    210000 | PA      | $182064.04    | 0.06%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | COMCAST CORP                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    210000 | PA      | $140423.66    | 0.05%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                 | GINNIE MAE II POOL                                                              | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1016213 | OU      | $925417.70    | 0.33%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                         | ANGLO AMERICAN CAPITAL PLC                                                      | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $324423.33    | 0.12%             | 2030-09-10      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LTD                         | SINGAPORE EXCHANGE LTD                                                          | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |     10700 | NS      | $71720.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL ENERGY LTD                                 | AGL ENERGY LTD                                                                  | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | EC               | CORP              | AU        |     12664 | NS      | $69134.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| KUEHNE + NAGEL INTERNATIONAL AG                | KUEHNE + NAGEL INTERNATIONAL AG                                                 | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |      1510 | NS      | $367125.06    | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| ROCHE HOLDING AG                               | ROCHE HOLDING AG                                                                | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      1532 | NS      | $497956.88    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | DUKE ENERGY CORP                                                                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    275000 | PA      | $255190.61    | 0.09%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BRAMBLES LTD                                   | BRAMBLES LTD                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     10236 | NS      | $83763.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY FRN                                | UNITED STATES TREASURY FLOATING RATE NOTE                                       | CUSIP: 91282CBY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2802461.48   | 1.00%             | 2023-04-30      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138X0Y28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    148397 | OU      | $136326.83    | 0.05%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FUJIFILM HOLDINGS CORP                         | FUJIFILM HOLDINGS CORP                                                          | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |      1900 | NS      | $102785.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                     | ALLIANZ SE                                                                      | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |       850 | NS      | $181307.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON TELEGRAPH & TELEPHONE CORP              | NIPPON TELEGRAPH & TELEPHONE CORP                                               | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |     13300 | NS      | $368542.73    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX LTD                                        | ASX LTD                                                                         | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | Long             | EC               | CORP              | AU        |      8611 | NS      | $416066.36    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                         | YARA INTERNATIONAL ASA                                                          | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |      2525 | NS      | $115596.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                            | MACQUARIE GROUP LTD                                                             | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |      1274 | NS      | $157607.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MELROSE INDUSTRIES PLC                         | MELROSE INDUSTRIES PLC                                                          | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |     48355 | NS      | $78788.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NINTENDO CO LTD                                | NINTENDO CO LTD                                                                 | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |      2000 | NS      | $86071.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTESCUE METALS GROUP LTD                     | FORTESCUE METALS GROUP LTD                                                      | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     11616 | NS      | $154605.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS SA                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      7269 | NS      | $411534.44    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ELECTRIC CORP                       | MITSUBISHI ELECTRIC CORP                                                        | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |      6700 | NS      | $67666.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIONOGI & CO LTD                              | SHIONOGI & CO LTD                                                               | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |      3800 | NS      | $193173.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HALEON PLC                                     | HALEON PLC                                                                      | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |     21596 | NS      | $74365.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AG                                  | VOLKSWAGEN AG                                                                   | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EP               | CORP              | DE        |      1687 | NS      | $245735.07    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                     | MIZUHO FINANCIAL GROUP INC                                                      | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |      6300 | NS      | $78565.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER AG                                       | BAYER AG                                                                        | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |      6744 | NS      | $389860.64    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                        | GSK PLC                                                                         | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     17449 | NS      | $296409.61    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJITSU LTD                                    | FUJITSU LTD                                                                     | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      1100 | NS      | $149365.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140XHYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    988125 | OU      | $939005.11    | 0.33%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DNS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1122636 | OU      | $1031696.24   | 0.37%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY FRN                                | UNITED STATES TREASURY FLOATING RATE NOTE                                       | CUSIP: 91282CCQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $500362.70    | 0.18%             | 2023-07-31      | Variable      | 4.36%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                               | T-MOBILE USA INC                                                                | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181095.03    | 0.06%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                             | PUBLICIS GROUPE SA                                                              | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |      7278 | NS      | $481362.44    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                 | HYUNDAI AUTO RECEIVABLES TRUST 2022-C                                           | CUSIP: 44933DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    376000 | OU      | $381172.14    | 0.14%             | 2028-10-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140MMZB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1012007 | OU      | $958559.27    | 0.34%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138E1T49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     79143 | OU      | $74726.01     | 0.03%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER                  | TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST                                      | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    579000 | OU      | $585225.70    | 0.21%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140XHQF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    293513 | OU      | $272490.45    | 0.10%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                         | GE HEALTHCARE HOLDING LLC                                                       | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    380000 | PA      | $399396.39    | 0.14%             | 2032-11-22      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| SSE PLC                                        | SSE PLC                                                                         | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |      7785 | NS      | $161817.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FERGUSON PLC                                   | FERGUSON PLC                                                                    | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |      1367 | NS      | $154999.47    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                          | JACKSON FINANCIAL INC                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    195000 | PA      | $149737.27    | 0.05%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BP PLC                                         | BP PLC                                                                          | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |     19153 | NS      | $114586.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38383U3L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    518437 | OU      | $524417.72    | 0.19%             | 2051-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                | PHILIP MORRIS INTERNATIONAL INC                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50884.14     | 0.02%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    410000 | PA      | $322264.41    | 0.11%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                    | DISCOVER FINANCIAL SERVICES                                                     | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    342000 | PA      | $348280.52    | 0.12%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38383UN89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    259599 | OU      | $267084.27    | 0.10%             | 2051-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138EKFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    987647 | OU      | $930112.14    | 0.33%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140X8W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    275526 | OU      | $245748.82    | 0.09%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 31405NCS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1011 | OU      | $1033.66      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138ANL68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    104266 | OU      | $104627.95    | 0.04%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                  | CME GROUP INC                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     10568 | NS      | $1865252.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                               | HEWLETT PACKARD ENTERPRISE CO                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     52030 | NS      | $873063.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                 | SALESFORCE INC                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      7446 | NS      | $1193221.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOPIFY INC                                    | SHOPIFY INC                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     33925 | NS      | $1386854.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                   | ILLUMINA INC                                                                    | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      3416 | NS      | $744961.28    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                  | REGENERON PHARMACEUTICALS INC                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       479 | NS      | $360064.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                      | CONSTELLATION ENERGY CORP                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     20582 | NS      | $1978341.84   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                  | MEDTRONIC PLC                                                                   | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     13713 | NS      | $1083875.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GROUP LTD                           | EVEREST RE GROUP LTD                                                            | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      1253 | NS      | $423438.82    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS            | LABORATORY CORP OF AMERICA HOLDINGS                                             | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      1846 | NS      | $444332.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                                   | AES CORP/THE                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     21960 | NS      | $635083.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                        | AON PLC                                                                         | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      2429 | NS      | $748812.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGEN INC                                     | SEAGEN INC                                                                      | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3598 | NS      | $436761.22    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                          | APPLIED MATERIALS INC                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     12806 | NS      | $1403537.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132CWMH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    489191 | OU      | $472464.64    | 0.17%             | 2035-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                        | PELOTON INTERACTIVE INC                                                         | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |     49030 | NS      | $557961.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| ROPER TECHNOLOGIES INC                         | ROPER TECHNOLOGIES INC                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1770 | NS      | $776835.30    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                   | ASSURANT INC                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     10480 | NS      | $1343745.60   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                              | EOG RESOURCES INC                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      6238 | NS      | $885359.34    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                                  | MCKESSON CORP                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2451 | NS      | $935497.68    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                               | EXXON MOBIL CORP                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     27823 | NS      | $3097812.82   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COS INC/THE                             | COOPER COS INC/THE                                                              | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      2349 | NS      | $743106.15    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                 | AMAZON.COM INC                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     47473 | NS      | $4583043.42   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY INC                           | ALIGN TECHNOLOGY INC                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      4442 | NS      | $873563.72    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                             | INGERSOLL RAND INC                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     41720 | NS      | $2251628.40   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                     | RAYTHEON TECHNOLOGIES CORP                                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     13580 | NS      | $1340617.60   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON THERAPEUTICS PLC                       | HORIZON THERAPEUTICS PLC                                                        | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | US        |     16035 | NS      | $1608150.15   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                        | ZEBRA TECHNOLOGIES CORP                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      3410 | NS      | $921654.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                       | EQT CORP                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     68960 | NS      | $2924593.60   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                      | APPLE INC                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     35983 | NS      | $5326563.49   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC/THE               | INTERPUBLIC GROUP OF COS INC/THE                                                | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     23494 | NS      | $807253.84    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                | CATERPILLAR INC                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      3736 | NS      | $883227.76    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                     | HUMANA INC                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      4628 | NS      | $2544937.20   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBSPOT INC                                    | HUBSPOT INC                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      2389 | NS      | $723938.67    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                           | LAS VEGAS SANDS CORP                                                            | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     26102 | NS      | $1222617.68   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                              | GENERAL MOTORS CO                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     24269 | NS      | $984350.64    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                     | ABBVIE INC                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      4683 | NS      | $754805.94    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      4208 | NS      | $1624919.20   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                 | ELI LILLY & CO                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     10269 | NS      | $3810620.52   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                                     | CIENA CORP                                                                      | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      8286 | NS      | $372538.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                            | GILEAD SCIENCES INC                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     13125 | NS      | $1152768.75   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                   | ALPHABET INC                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     48666 | NS      | $4937165.70   | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM VIDEO COMMUNICATIONS INC                  | ZOOM VIDEO COMMUNICATIONS INC                                                   | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      3229 | NS      | $243563.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                           | HOWMET AEROSPACE INC                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     25849 | NS      | $973731.83    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                                     | ALCOA CORP                                                                      | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     27985 | NS      | $1402888.05   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                    | EXELON CORP                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     22502 | NS      | $930907.74    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                   | ALPHABET INC                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     11864 | NS      | $1198145.36   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                                    | CINTAS CORP                                                                     | CUSIP: 172908105<br>LEI: 549300QVUQTTKMTE0G41 | Long             | EC               | CORP              | US        |      2731 | NS      | $1261121.18   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                       | CROWDSTRIKE HOLDINGS INC                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      3796 | NS      | $446599.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEWY INC                                      | CHEWY INC                                                                       | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |     14912 | NS      | $643154.56    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| SPDR S&P 500 ETF TRUST                         | SPDR S&P 500 ETF TRUST                                                          | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      8048 | NS      | $3281008.64   | 1.17%             |  |  |  | No            |                  1 | On Loan: —       |
| TRANE TECHNOLOGIES PLC                         | TRANE TECHNOLOGIES PLC                                                          | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |      9292 | NS      | $1657878.64   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC                         | INTUITIVE SURGICAL INC                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      4715 | NS      | $1274888.85   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                  | BOEING CO/THE                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      5410 | NS      | $967740.80    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP/THE                           | PROGRESSIVE CORP/THE                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      8774 | NS      | $1159484.10   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                   | CENTENE CORP                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      9226 | NS      | $803123.30    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                     | DEXCOM INC                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     19573 | NS      | $2275948.44   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                     | SYSCO CORP                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      5144 | NS      | $445007.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                   | DANAHER CORP                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      9884 | NS      | $2702384.44   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                                  | REPLIGEN CORP                                                                   | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      4061 | NS      | $726269.24    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                     | FISERV INC                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      3847 | NS      | $401472.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                     | FEDEX CORP                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      3124 | NS      | $569255.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                             | WALT DISNEY CO/THE                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      5133 | NS      | $502366.71    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                    | NETFLIX INC                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1653 | NS      | $505041.09    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES INC                         | DOLBY LABORATORIES INC                                                          | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      5591 | NS      | $418598.17    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS INC                                      | ANSYS INC                                                                       | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      3339 | NS      | $849107.70    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15661 | NS      | $728549.72    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                             | VOYA FINANCIAL INC                                                              | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     14772 | NS      | $974656.56    | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| AMETEK INC                                     | AMETEK INC                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      9968 | NS      | $1419642.56   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                      | EDWARDS LIFESCIENCES CORP                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     13222 | NS      | $1021399.50   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                    | METLIFE INC                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     17199 | NS      | $1319163.30   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA CORP                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     15337 | NS      | $2595480.51   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                      | CHUBB LTD                                                                       | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      5043 | NS      | $1107392.37   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | MICRON TECHNOLOGY INC                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     12337 | NS      | $711228.05    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                       | AMERIPRISE FINANCIAL INC                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      2484 | NS      | $824563.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                 | CONOCOPHILLIPS                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     10729 | NS      | $1325138.79   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                 | MERCK & CO INC                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     12857 | NS      | $1415812.84   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                 | MICROSOFT CORP                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     24418 | NS      | $6230008.52   | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORP                                | BIO-TECHNE CORP                                                                 | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      8728 | NS      | $741792.72    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                           | BOOKING HOLDINGS INC                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       653 | NS      | $1357880.85   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                           | BANK OF AMERICA CORP                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     39054 | NS      | $1478193.90   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CHECK POINT SOFTWARE TECHNOLOGIES LTD          | CHECK POINT SOFTWARE TECHNOLOGIES LTD                                           | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |      5668 | NS      | $752880.44    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                      | HESS CORP                                                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      5096 | NS      | $733365.36    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                         | BOSTON SCIENTIFIC CORP                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     31551 | NS      | $1428313.77   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL.COM HOLDINGS INC                          | BILL.COM HOLDINGS INC                                                           | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      4166 | NS      | $501669.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | UBER TECHNOLOGIES INC                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     22770 | NS      | $663517.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                          | NORTHROP GRUMMAN CORP                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1815 | NS      | $967921.35    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON AND CO                        | BECTON DICKINSON AND CO                                                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      7388 | NS      | $1842123.92   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                                    | DATADOG INC                                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      4992 | NS      | $378293.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP INC                                | MATCH GROUP INC                                                                 | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      5316 | NS      | $268776.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                        | CHARLES SCHWAB CORP/THE                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     11843 | NS      | $977521.22    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORP                                       | PPL CORP                                                                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     22461 | NS      | $663048.72    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                    | BIOMARIN PHARMACEUTICAL INC                                                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      5034 | NS      | $508333.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI                                         | SANOFI                                                                          | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     16538 | NS      | $749998.30    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO                               | WELLS FARGO & CO                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     17968 | NS      | $861565.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC                                     | TWILIO INC                                                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     20725 | NS      | $1015939.50   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC                                 | EATON CORP PLC                                                                  | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      8514 | NS      | $1391613.30   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ESTEE LAUDER COS INC/THE                       | ESTEE LAUDER COS INC/THE                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      3343 | NS      | $788245.97    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FARFETCH LTD                                   | FARFETCH LTD                                                                    | CUSIP: 30744W107<br>LEI: 549300QFQ74Z0F96NS78 | Long             | EC               | CORP              | KY        |     17378 | NS      | $147713.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM INC                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      4432 | NS      | $560603.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC              | INTERNATIONAL GAME TECHNOLOGY PLC                                               | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |     23308 | NS      | $571978.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                     | RENAISSANCERE HOLDINGS LTD                                                      | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      2182 | NS      | $412201.62    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| QUANTA SERVICES INC                            | QUANTA SERVICES INC                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      3991 | NS      | $598171.08    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                            | ABBOTT LABORATORIES                                                             | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170830.43    | 0.06%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMORGAN CHASE & CO                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     16824 | NS      | $2324740.32   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                         | BERKSHIRE HATHAWAY INC                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     11179 | NS      | $3561629.40   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                      | BLOCK INC                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     27998 | NS      | $1897424.46   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER LTD                               | SCHLUMBERGER LTD                                                                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     41197 | NS      | $2123705.35   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                     | BIOGEN INC                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      2444 | NS      | $745835.48    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LULULEMON ATHLETICA INC                        | LULULEMON ATHLETICA INC                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      1308 | NS      | $497445.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INC                                    | CORNING INC                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     13689 | NS      | $467205.57    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                              | CISCO SYSTEMS INC                                                               | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |     36154 | NS      | $1797576.88   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                           | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     39071 | NS      | $1555025.80   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                        | MARATHON PETROLEUM CORP                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     12261 | NS      | $1493512.41   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                 | MORGAN STANLEY                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     18880 | NS      | $1757161.60   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON INC                                      | ALCON INC                                                                       | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |     11084 | NS      | $763576.76    | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| FIDELITY NATIONAL INFORMATION SERVICES INC     | FIDELITY NATIONAL INFORMATION SERVICES INC                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      8216 | NS      | $596317.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFICORP                                     | PACIFICORP                                                                      | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    490000 | PA      | $494020.70    | 0.18%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP/THE                              | ALLSTATE CORP/THE                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      3873 | NS      | $518594.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 INC                                         | F5 INC                                                                          | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      1915 | NS      | $296078.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                      | L3HARRIS TECHNOLOGIES INC                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2831 | NS      | $642863.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                | BAE SYSTEMS PLC                                                                 | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     21560 | NS      | $214024.14    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ARISTOCRAT LEISURE LTD                         | ARISTOCRAT LEISURE LTD                                                          | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |      2074 | NS      | $50160.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                   | ILLUMINA INC                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86652.14     | 0.03%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140XJLV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    494166 | OU      | $487163.66    | 0.17%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140XJSM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    510000 | OU      | $492823.76    | 0.18%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                        | ENI SPA                                                                         | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     20073 | NS      | $297970.68    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI SA                                       | VINCI SA                                                                        | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      2283 | NS      | $232442.59    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE                 | Dreyfus Institutional Preferred Government Plus Money Market Fund               | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |  17486986 | OU      | $17486986.50  | 6.23%             | 2099-12-01      | Variable      | 3.93%                 | No            |                  1 | On Loan: No      |
| WNH3 COMDTY                                    | US ULTRA BOND CBT MAR23                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              |  | US        |        19 | NC      | $2589343.75   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| UXYH3 COMDTY                                   | US 10YR ULTRA FUT MAR23                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              |  | US        |        -2 | NC      | $-239312.50   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| TYH3 COMDTY                                    | US 10YR NOTE (CBT)MAR23                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              |  | US        |       -20 | NC      | $-2270000.00  | -0.81%            |  |  |  | No            |                  1 | On Loan: No      |
| FVH3 COMDTY                                    | US 5YR NOTE (CBT) MAR23                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              |  | US        |        23 | NC      | $2497117.13   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| TUH3 COMDTY                                    | US 2YR NOTE (CBT) MAR23                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              |  | US        |        29 | NC      | $5955421.90   | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| 99VVB9HH4                                      | DREYFUS INST PREF GOVT PLUS-SL #4134                                            | CUSIP: 99VVB9HH4<br>LEI: N/A                  | Long             |  | RF                | US        |   4696376 | OU      | $4696375.54   | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

**Name of Applicant:** BNY Mellon Advantage Funds, Inc.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Fund Treasurer