# EDGAR Filing Document

**Accession Number:** 0001111565
**File Stem:** 0000940400-25-004984
**Filing Date:** 2025-10
**Character Count:** 212408
**Document Hash:** 32f7573a2347abde83d5001fce2b766d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-004984.hdr.sgml**: 20251021

**ACCESSION NUMBER**: 0000940400-25-004984

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251021

**DATE AS OF CHANGE**: 20251021

**PERIOD START**: 20250831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09903
- **FILM NUMBER:** 251407710

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-08-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $452516042.45

**Total Liabilities:** $730475.96

**Net Assets:** $451785566.49

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000965 | 3.67%                | 0.94%                | 2.19%                |
| Class ID C000000966 | 3.60%                | 0.98%                | 2.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $208994.63               | $14364543.81                               |
| Month 2  | $575281.79               | $3208851.52                                |
| Month 3  | $155087.35               | $8929273.67                                |

### Schedule of Portfolio Investments

| Name                                                              | Title                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ORACLE CORP                                                       | Oracle Corp                                                         | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    270000 | PA      | $243628.45    | 0.05%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| IBM                                                               | International Business Machines Corp                                | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2935 | NS      | $714643.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                            | Church & Dwight Co Inc                                              | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      1145 | NS      | $106668.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                               | Elevance Health Inc                                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       836 | NS      | $266391.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                           | Marathon Petroleum Corp                                             | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1585 | NS      | $284840.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                                    | Blackstone Inc                                                      | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       160 | NS      | $27424.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140W0K79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231223 | PA      | $229738.41    | 0.05%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140QVP65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242664 | PA      | $248469.33    | 0.05%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                     | Clorox Co/The                                                       | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       477 | NS      | $56381.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214306 | PA      | $171651.66    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA Inc                                                             | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205831.66    | 0.05%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                               | PayPal Holdings Inc                                                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      3305 | NS      | $231977.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                      | Broadcom Inc                                                        | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158282.37    | 0.04%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $453311.43    | 0.10%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNY Mellon International Equity Fund                              | BNY Mellon International Equity Fund                                | CUSIP: 05588D753<br>LEI: 549300WQE56OLIWHGM40 | Long             | EC               | RF                | US        |   3205189 | NS      | $59872936.31  | 13.25%            |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                    | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    335000 | PA      | $346155.82    | 0.08%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Schlumberger NV                                                   | Schlumberger NV                                                     | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      6165 | NS      | $227118.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                   | CVS Health Corp                                                     | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $248578.80    | 0.06%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    975000 | PA      | $993433.59    | 0.22%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                            | CUSIP: 38378BT82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    205060 | PA      | $174294.31    | 0.04%             | 2052-12-16      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                         | ONEOK Inc                                                           | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1930 | NS      | $147413.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                        | Vertex Pharmaceuticals Inc                                          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1021 | NS      | $399231.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DTGK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315195 | PA      | $319201.88    | 0.07%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                   | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    227018 | PA      | $225524.18    | 0.05%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                 | EOG Resources Inc                                                   | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3688 | NS      | $460336.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                     | Regeneron Pharmaceuticals Inc                                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       328 | NS      | $190469.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                                 | General Motors Co                                                   | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      4435 | NS      | $259846.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                                    | Lowe's Cos Inc                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      2480 | NS      | $639988.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon High Yield Fund                                        | BNY Mellon High Yield Fund                                          | CUSIP: 05588E850<br>LEI: 549300U20XX0ZDIYNO84 | Long             | EC               | RF                | US        |   2652038 | NS      | $14506645.85  | 3.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                          | Fox Corp                                                            | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      1795 | NS      | $107161.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                                      | Synopsys Inc                                                        | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       446 | NS      | $269169.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $201357.42    | 0.04%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                     | DR Horton Inc                                                       | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      1885 | NS      | $319469.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DT7L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    372218 | PA      | $375017.07    | 0.08%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140W2MQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    622940 | PA      | $499985.70    | 0.11%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                        | Mondelez International Inc                                          | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      5070 | NS      | $311500.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                                 | Tractor Supply Co                                                   | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      4200 | NS      | $259392.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                     | Kroger Co/The                                                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      3210 | NS      | $217766.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                           | Bristol-Myers Squibb Co                                             | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      2060 | NS      | $97190.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    515000 | PA      | $518077.93    | 0.11%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                 | Allstate Corp/The                                                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1605 | NS      | $326537.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                           | Aon PLC                                                             | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | GB        |       551 | NS      | $202217.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                                 | General Mills Inc                                                   | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      1180 | NS      | $58209.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon Emerging Markets Fund                                  | BNY Mellon Emerging Markets Fund                                    | CUSIP: 05569M855<br>LEI: 549300TLHQ2KJ28FP979 | Long             | EC               | RF                | US        |    943120 | NS      | $10855307.47  | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                                 | Kinder Morgan Inc                                                   | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      5102 | NS      | $137651.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                             | Quest Diagnostics Inc                                               | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       711 | NS      | $129146.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                              | Keurig Dr Pepper Inc                                                | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      1710 | NS      | $49743.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                                   | Caterpillar Inc                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1778 | NS      | $745053.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                                | Analog Devices Inc                                                  | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2120 | NS      | $532777.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information                                     | Fidelity National Information Services Inc                          | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      2830 | NS      | $197562.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                                 | NatWest Group PLC                                                   | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $214670.94    | 0.05%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                             | NXP Semiconductors NV                                               | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       391 | NS      | $91826.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                                      | AutoZone Inc                                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       111 | NS      | $466036.83    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                           | Dow Inc                                                             | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      4965 | NS      | $122287.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WM39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    191405 | PA      | $150371.93    | 0.03%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | AT&T Inc                                                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     26100 | NS      | $764469.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179Y2Q6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123201 | PA      | $128067.33    | 0.03%             | 2054-07-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3133KMY82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287179 | PA      | $241628.61    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                      | AES Corp/The                                                        | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      6450 | NS      | $87333.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                                          | Crowdstrike Holdings Inc                                            | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       529 | NS      | $224137.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                            | Diamondback Energy Inc                                              | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      1550 | NS      | $230578.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IFF                                                               | International Flavors & Fragrances Inc                              | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      1957 | NS      | $132117.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                             | Foundry JV Holdco LLC                                               | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231212.65    | 0.05%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                        | AbbVie Inc                                                          | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    205000 | PA      | $197589.91    | 0.04%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                    | Eaton Corp PLC                                                      | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      1626 | NS      | $567701.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                       | Netflix Inc                                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1779 | NS      | $2149476.75   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                               | Quanta Services Inc                                                 | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      1592 | NS      | $601712.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3131XYGQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    341057 | PA      | $312636.52    | 0.07%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                             | Norfolk Southern Corp                                               | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1441 | NS      | $403451.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol                                    | Westinghouse Air Brake Technologies Corp                            | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       855 | NS      | $165442.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                                       | Textron Inc                                                         | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1495 | NS      | $119839.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I                                    | PNC Financial Services Group Inc/The                                | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      1567 | NS      | $325058.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                                         | Cincinnati Financial Corp                                           | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      1075 | NS      | $165120.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155000 | PA      | $156289.65    | 0.03%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $429238.28    | 0.10%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                            | Diamondback Energy Inc                                              | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185308.27    | 0.04%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                        | Cadence Design Systems Inc                                          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1956 | NS      | $685441.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                                    | Globe Life Inc                                                      | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       498 | NS      | $69695.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                                 | Devon Energy Corp                                                   | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      3210 | NS      | $115881.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                          | Visa Inc                                                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      6310 | NS      | $2219731.80   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                       | PepsiCo Inc                                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      4035 | NS      | $599802.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    425000 | PA      | $340273.93    | 0.08%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                               | Kimberly-Clark Corp                                                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1157 | NS      | $149414.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                                          | APA Corp                                                            | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      3640 | NS      | $84520.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                        | Deere & Co                                                          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1194 | NS      | $571496.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                                       | Viatris Inc                                                         | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      2385 | NS      | $25161.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                                 | State Street Corp                                                   | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1985 | NS      | $228215.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                              | Progressive Corp/The                                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      3663 | NS      | $904980.78    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $140123.14    | 0.03%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                      | Thermo Fisher Scientific Inc                                        | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1811 | NS      | $892315.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC Holdings PLC                                                   | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    315000 | PA      | $340280.41    | 0.08%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| EQT Corp                                                          | EQT Corp                                                            | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      1395 | NS      | $72316.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc                                    | GE HealthCare Technologies Inc                                      | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      1615 | NS      | $119073.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                  | Wells Fargo & Co                                                    | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     11599 | NS      | $953205.82    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                                     | Marriott International Inc/MD                                       | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1160 | NS      | $310717.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                         | Amgen Inc                                                           | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2342 | NS      | $673816.82    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                                       | American Water Works Co Inc                                         | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       881 | NS      | $126432.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                        | Zoetis Inc                                                          | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      2188 | NS      | $342203.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                                            | Motorola Solutions Inc                                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       428 | NS      | $202212.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                                      | Citizens Financial Group Inc                                        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      3815 | NS      | $199448.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                                     | DTE Energy Co                                                       | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1047 | NS      | $143072.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                                       | Fastenal Co                                                         | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      6130 | NS      | $304415.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                                      | Synopsys Inc                                                        | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219436.70    | 0.05%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                      | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310300.67    | 0.07%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Paycom Software Inc                                               | Paycom Software Inc                                                 | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       408 | NS      | $92677.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                | Meta Platforms Inc                                                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      8055 | NS      | $5950228.50   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                        | Biogen Inc                                                          | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       734 | NS      | $97049.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon Small Cap Multi-Strategy Fund                          | BNY Mellon Small Cap Multi-Strategy Fund                            | CUSIP: 05569M806<br>LEI: 5493008JEH5T1FDYR278 | Long             | EC               | RF                | US        |    588086 | NS      | $12667373.34  | 2.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PL                                    | Seagate Technology Holdings PLC                                     | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |      1105 | NS      | $184977.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                    | S&P Global Inc                                                      | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1736 | NS      | $952091.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                               | American Tower Corp                                                 | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      1481 | NS      | $301901.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                                             | ON Semiconductor Corp                                               | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      1255 | NS      | $62235.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                            | Roper Technologies Inc                                              | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       283 | NS      | $148945.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                               | General Electric Co                                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      3973 | NS      | $1093369.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                           | Charles Schwab Corp/The                                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      5180 | NS      | $496451.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                               | Abbott Laboratories                                                 | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      6299 | NS      | $835625.34    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    720000 | PA      | $709537.50    | 0.16%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140MBDG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188479 | PA      | $152233.81    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                         | Linde PLC                                                           | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |      1835 | NS      | $877662.15    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95000 | PA      | $94346.88     | 0.02%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Kenvue Inc                                                        | Kenvue Inc                                                          | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      3665 | NS      | $75902.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                             | Dell Technologies Inc                                               | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      1020 | NS      | $124593.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                        | Fiserv Inc                                                          | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      2427 | NS      | $335362.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                    | Home Depot Inc/The                                                  | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    210000 | PA      | $180510.47    | 0.04%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                | NextEra Energy Inc                                                  | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      7407 | NS      | $533674.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $45657.42     | 0.01%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| AIRCASTLE LTD                                                     | Aircastle Ltd                                                       | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $288856.95    | 0.06%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                          | Prudential Financial Inc                                            | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    275000 | PA      | $225644.88    | 0.05%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                      | Tapestry Inc                                                        | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      3700 | NS      | $376734.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1065000 | PA      | $1082659.86   | 0.24%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                     | Welltower Inc                                                       | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      2125 | NS      | $357595.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                                        | Garmin Ltd                                                          | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       319 | NS      | $77140.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                                                | Domino's Pizza Inc                                                  | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       158 | NS      | $72411.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                              | Colgate-Palmolive Co                                                | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      2609 | NS      | $219338.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DQQN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221963 | PA      | $222028.51    | 0.05%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                                          | MarketAxess Holdings Inc                                            | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       252 | NS      | $46327.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    855000 | PA      | $843594.44    | 0.19%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                | Ingersoll Rand Inc                                                  | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      2380 | NS      | $189043.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trus                                    | Federal Realty Investment Trust                                     | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      1140 | NS      | $114627.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                                    | Salesforce Inc                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3083 | NS      | $790018.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                          | MSCI Inc                                                            | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       452 | NS      | $256609.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries                                     | Huntington Ingalls Industries Inc                                   | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       137 | NS      | $37098.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DUAG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    422134 | PA      | $418908.96    | 0.09%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | Morgan Stanley                                                      | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      5530 | NS      | $832154.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                         | Tesla Inc                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     10127 | NS      | $3381101.49   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                     | Hilton Worldwide Holdings Inc                                       | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      1179 | NS      | $325474.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                     | Medtronic PLC                                                       | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       328 | NS      | $30441.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                                        | CF Industries Holdings Inc                                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       960 | NS      | $83164.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                                      | NiSource Inc                                                        | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      3490 | NS      | $147522.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                                     | Blackrock Inc                                                       | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       555 | NS      | $625562.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                          | Willis Towers Watson PLC                                            | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |       631 | NS      | $206204.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I                                    | American International Group Inc                                    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      4315 | NS      | $350895.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                               | Leidos Holdings Inc                                                 | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      1450 | NS      | $262334.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                      | Barclays PLC                                                        | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $314135.36    | 0.07%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                   | T-Mobile US Inc                                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2593 | NS      | $653410.07    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                    | Microsoft Corp                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     27967 | NS      | $14170599.23  | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140XJMM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214440 | PA      | $207570.50    | 0.05%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                    | GE Vernova Inc                                                      | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1269 | NS      | $777858.93    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                          | Marsh & McLennan Cos Inc                                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1500 | NS      | $308715.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                                           | Dell International LLC / EMC Corp                                   | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $182538.00    | 0.04%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                            | CenterPoint Energy Inc                                              | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      5400 | NS      | $203634.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $661855.95    | 0.15%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    595000 | PA      | $607539.16    | 0.13%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| F5 Inc                                                            | F5 Inc                                                              | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       460 | NS      | $144044.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                           | Cboe Global Markets Inc                                             | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       456 | NS      | $107593.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                            | T Rowe Price Group Inc                                              | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      1234 | NS      | $132803.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                                   | Ulta Beauty Inc                                                     | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       169 | NS      | $83271.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                          | Citizens Financial Group Inc                                        | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    275000 | PA      | $287295.53    | 0.06%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $185205.63    | 0.04%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                                       | Moderna Inc                                                         | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      2110 | NS      | $50829.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                                  | Crown Castle Inc                                                    | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      2449 | NS      | $242793.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                           | Japan Finance Organization for Municipalities                       | CUSIP: 471068AT3<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $174078.33    | 0.04%             | 2031-02-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                    | Starbucks Corp                                                      | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      2563 | NS      | $226030.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                        | Intuit Inc                                                          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1192 | NS      | $795064.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                             | Texas Instruments Inc                                               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2939 | NS      | $595088.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                                        | Hasbro Inc                                                          | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      1520 | NS      | $123378.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3133B4CR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    266588 | PA      | $213474.39    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                 | Johnson & Johnson                                                   | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     10970 | NS      | $1943554.90   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    264352 | PA      | $256768.19    | 0.06%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                            | UnitedHealth Group Inc                                              | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229675.19    | 0.05%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                        | FedEx Corp                                                          | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1009 | NS      | $233149.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa                                    | Expeditors International of Washington Inc                          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       778 | NS      | $93780.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140XQ6E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286294 | PA      | $293143.27    | 0.06%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                        | Chipotle Mexican Grill Inc                                          | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5600 | NS      | $235984.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                        | AbbVie Inc                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      6503 | NS      | $1368231.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $143319.53    | 0.03%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                        | Advanced Micro Devices Inc                                          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      6166 | NS      | $1002776.58   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                    | Mastercard Inc                                                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      2972 | NS      | $1769201.88   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DSY97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215712 | PA      | $218581.87    | 0.05%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                   | Cigna Group/The                                                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1074 | NS      | $323134.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                                    | American Electric Power Co Inc                                      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1016 | NS      | $112796.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                                       | Lennar Corp                                                         | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1475 | NS      | $196381.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                                          | Essex Property Trust Inc                                            | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       460 | NS      | $124296.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    295000 | PA      | $298479.64    | 0.07%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | Energy Transfer LP                                                  | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137155.14    | 0.03%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397778 | PA      | $345614.23    | 0.08%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                    | Eli Lilly & Co                                                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2966 | NS      | $2172832.28   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                    | Amazon.com Inc                                                      | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    245000 | PA      | $231588.46    | 0.05%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                          | Enterprise Products Operating LLC                                   | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129671.36    | 0.03%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                          | RTX Corp                                                            | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      5027 | NS      | $797282.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In                                    | Philip Morris International Inc                                     | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6633 | NS      | $1108573.29   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                                        | Pinnacle West Capital Corp                                          | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      1855 | NS      | $165762.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                     | Boeing Co/The                                                       | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $191760.18    | 0.04%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                               | Fifth Third Bancorp                                                 | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      3435 | NS      | $157219.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                               | Dominion Energy Inc                                                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      5420 | NS      | $324658.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                                              | Labcorp Holdings Inc                                                | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       573 | NS      | $159288.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    305000 | PA      | $309283.11    | 0.07%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                            | Boston Scientific Corp                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      6465 | NS      | $682057.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                          | Province of British Columbia Canada                                 | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $99222.96     | 0.02%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                      | Comerica Inc                                                        | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233487.11    | 0.05%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                      | Veralto Corp                                                        | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      1088 | NS      | $115534.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                                | Coterra Energy Inc                                                  | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      3295 | NS      | $80529.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $280590.63    | 0.06%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| L3Harris Technologies Inc                                         | L3Harris Technologies Inc                                           | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       334 | NS      | $92725.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                                        | Nucor Corp                                                          | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183079.79    | 0.04%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140XNKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219039 | PA      | $198074.04    | 0.04%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                  | FirstEnergy Corp                                                    | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      4175 | NS      | $182113.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software                                     | Take-Two Interactive Software Inc                                   | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       443 | NS      | $103338.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                       | Honeywell International Inc                                         | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1955 | NS      | $429122.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                         | AvalonBay Communities Inc                                           | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       578 | NS      | $113201.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                                   | Yum! Brands Inc                                                     | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1012 | NS      | $148733.64    | 0.03%             |  |  |  | No            |                  1 | 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        |    240000 | PA      | $219284.74    | 0.05%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                               | Cardinal Health Inc                                                 | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2520 | NS      | $374925.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                                | Conagra Brands Inc                                                  | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     23950 | NS      | $458163.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                             | Monster Beverage Corp                                               | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      6048 | NS      | $377455.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                              | Booking Holdings Inc                                                | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       139 | NS      | $778267.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                                       | Invesco Ltd                                                         | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |      7075 | NS      | $154871.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                                 | Iron Mountain Inc                                                   | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      2770 | NS      | $255754.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                       | MetLife Inc                                                         | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      2105 | NS      | $171262.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                                | Kraft Heinz Co/The                                                  | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      6430 | NS      | $179847.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $271601.17    | 0.06%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1005000 | PA      | $1024844.82   | 0.23%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                               | Axon Enterprise Inc                                                 | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       116 | NS      | $86685.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                                        | Evergy Inc                                                          | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      5005 | NS      | $356656.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                  | Duke Energy Corp                                                    | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       570 | NS      | $69819.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                           | UDR Inc                                                             | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      1810 | NS      | $71621.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                                          | Baxter International Inc                                            | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      2845 | NS      | $70243.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                                         | Warner Bros Discovery Inc                                           | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      8360 | NS      | $97310.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                                         | Constellation Energy Corp                                           | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1678 | NS      | $516790.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                        | Pfizer Inc                                                          | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     24686 | NS      | $611225.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                        | Ecolab Inc                                                          | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       820 | NS      | $227172.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    345000 | PA      | $344252.05    | 0.08%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                      | Entergy Corp                                                        | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       654 | NS      | $57610.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                                 | Cisco Systems Inc                                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      8935 | NS      | $617319.15    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK TCP CAP CORP                                            | BlackRock TCP Capital Corp                                          | CUSIP: 09259EAB4<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197230.52    | 0.04%             | 2026-02-09      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    445000 | PA      | $454890.82    | 0.10%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                            | Franklin Resources Inc                                              | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      6905 | NS      | $177182.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                                        | NetApp Inc                                                          | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       492 | NS      | $55492.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE                                    | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND   | CUSIP: 000000000<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |   2782683 | NS      | $2782682.81   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                | Home Depot Inc/The                                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3684 | NS      | $1498540.68   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                               | Dollar General Corp                                                 | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1395 | NS      | $151720.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 3618N5PM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    253863 | PA      | $263104.78    | 0.06%             | 2055-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    455000 | PA      | $465779.59    | 0.10%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                           | Rockwell Automation Inc                                             | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       226 | NS      | $77615.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                      | Comcast Corp                                                        | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      7826 | NS      | $265849.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                     | Intercontinental Exchange Inc                                       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2071 | NS      | $365738.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $483776.37    | 0.11%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                     | Automatic Data Processing Inc                                       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1844 | NS      | $560668.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                                       | Target Corp                                                         | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1091 | NS      | $104714.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179YFG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    240298 | PA      | $222458.80    | 0.05%             | 2053-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                          | Agilent Technologies Inc                                            | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      2609 | NS      | $327846.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                                          | Digital Realty Trust Inc                                            | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      1366 | NS      | $228996.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                             | DuPont de Nemours Inc                                               | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       850 | NS      | $65382.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $301444.73    | 0.07%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Insulet Corp                                                      | Insulet Corp                                                        | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       755 | NS      | $256609.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                           | O'Reilly Automotive Inc                                             | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      4440 | NS      | $460339.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                       | Oracle Corp                                                         | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      5928 | NS      | $1340498.64   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon Mid Cap Multi-Strategy Fund                            | BNY Mellon Mid Cap Multi-Strategy Fund                              | CUSIP: 05569M509<br>LEI: 549300CL2S588YZWVM79 | Long             | EC               | RF                | US        |   1313617 | NS      | $20334793.78  | 4.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DN4L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247904 | PA      | $246704.61    | 0.05%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                    | Merck & Co Inc                                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6730 | NS      | $566127.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                        | Sysco Corp                                                          | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       990 | NS      | $79665.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                                     | M&T Bank Corp                                                       | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       821 | NS      | $165562.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                                            | Darden Restaurants Inc                                              | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1035 | NS      | $214182.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                                   | First Solar Inc                                                     | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       437 | NS      | $85298.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                       | Equinix Inc                                                         | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       321 | NS      | $252366.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                         | Palantir Technologies Inc                                           | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      6840 | NS      | $1071896.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    690000 | PA      | $613318.36    | 0.14%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $482245.61    | 0.11%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                           | Sherwin-Williams Co/The                                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       814 | NS      | $297785.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $470848.83    | 0.10%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                      | Chevron Corp                                                        | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6349 | NS      | $1019649.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $223976.07    | 0.05%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Boeing Co/The                                                     | Boeing Co/The                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2539 | NS      | $595852.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                          | Microchip Technology Inc                                            | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1186 | NS      | $77090.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                         | Aflac Inc                                                           | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      3275 | NS      | $349966.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                                    | Albemarle Corp                                                      | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       950 | NS      | $80674.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                                           | Extra Space Storage Inc                                             | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       752 | NS      | $107972.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                                               | TransDigm Group Inc                                                 | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       269 | NS      | $376298.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                         | Archer-Daniels-Midland Co                                           | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1875 | NS      | $117450.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    575000 | PA      | $576931.64    | 0.13%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| BNY Mellon Floating Rate Income Fund                              | BNY Mellon Floating Rate Income Fund                                | CUSIP: 05589K400<br>LEI: 5493006EE56XEFEOYO53 | Long             | EC               | RF                | US        |    923647 | NS      | $10280186.71  | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                            | Berkshire Hathaway Inc                                              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      6394 | NS      | $3216054.12   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                             | Micron Technology Inc                                               | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      3617 | NS      | $430459.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                                    | Air Products and Chemicals Inc                                      | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       302 | NS      | $88821.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140XJXW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211987 | PA      | $198470.74    | 0.04%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265092 | PA      | $220812.29    | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                              | Blue Owl Finance LLC                                                | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    260000 | PA      | $183110.07    | 0.04%             | 2051-10-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International                                    | Johnson Controls International plc                                  | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      3182 | NS      | $340123.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                          | CSX Corp                                                            | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      3563 | NS      | $115833.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                        | Humana Inc                                                          | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       111 | NS      | $33706.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon International Fund                                     | BNY Mellon International Fund                                       | CUSIP: 05569M871<br>LEI: 549300O06LCKXJLWYY67 | Long             | EC               | RF                | US        |     21630 | NS      | $357973.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DSPR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    345012 | PA      | $325096.54    | 0.07%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                     | Amphenol Corp                                                       | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      5902 | NS      | $642491.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                                        | ResMed Inc                                                          | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       547 | NS      | $150156.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                                    | Halliburton Co                                                      | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      4010 | NS      | $91147.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                         | Amgen Inc                                                           | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173086.44    | 0.04%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                    | Public Storage                                                      | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      1155 | NS      | $340251.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $155156.25    | 0.03%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3133B0SD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291994 | PA      | $244997.48    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                                    | CBRE Group Inc                                                      | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1730 | NS      | $280467.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199139 | PA      | $185988.52    | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                            | IDEXX Laboratories Inc                                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       587 | NS      | $379841.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                                      | Danaher Corp                                                        | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      3264 | NS      | $671796.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                                | HCA Healthcare Inc                                                  | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1032 | NS      | $416886.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE SECURED LEND                                           | Blackstone Secured Lending Fund                                     | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    235000 | PA      | $222132.65    | 0.05%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                               | Gilead Sciences Inc                                                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      3635 | NS      | $410645.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140QNL75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483323 | PA      | $401893.55    | 0.09%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WDL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54918 | PA      | $50644.83     | 0.01%             | 2051-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | Societe Generale SA                                                 | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $323016.02    | 0.07%             | 2034-01-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                           | Pfizer Investment Enterprises Pte Ltd                               | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    245000 | PA      | $249828.75    | 0.06%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $247537.50    | 0.05%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                             | Costco Wholesale Corp                                               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1689 | NS      | $1593267.48   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                                     | Carnival Corp                                                       | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |      7455 | NS      | $237739.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions                                    | Cognizant Technology Solutions Corp                                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1910 | NS      | $137997.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DTCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236738 | PA      | $239269.40    | 0.05%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                     | McKesson Corp                                                       | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       552 | NS      | $379025.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                        | STERIS PLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       559 | NS      | $136988.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                                               | Avery Dennison Corp                                                 | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       438 | NS      | $75182.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                        | Charter Communications Inc                                          | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       398 | NS      | $105700.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    555000 | PA      | $558414.55    | 0.12%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                         | Adobe Inc                                                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1718 | NS      | $612810.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                      | Prologis Inc                                                        | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       955 | NS      | $108659.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $479894.53    | 0.11%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                      | Newmont Corp                                                        | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      4460 | NS      | $331824.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMorgan Chase & Co                                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     10404 | NS      | $3135973.68   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou                                    | Public Service Enterprise Group Inc                                 | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      2960 | NS      | $243696.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                                 | Lam Research Corp                                                   | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      4800 | NS      | $480720.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                         | Edwards Lifesciences Corp                                           | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      1836 | NS      | $149340.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                         | Keysight Technologies Inc                                           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       945 | NS      | $154441.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                        | Dover Corp                                                          | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       998 | NS      | $178502.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                            | Trane Technologies PLC                                              | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      1257 | NS      | $522409.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                     | Citigroup Inc                                                       | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    330000 | PA      | $347779.63    | 0.08%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: —       |
| TJX Cos Inc/The                                                   | TJX Cos Inc/The                                                     | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      4056 | NS      | $554090.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                         | MGM Resorts International                                           | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      2730 | NS      | $108353.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 3618N5RH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    304184 | PA      | $313541.31    | 0.07%             | 2055-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179VNR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83211 | PA      | $72367.77     | 0.02%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                               | Arista Networks Inc                                                 | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      5440 | NS      | $742832.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                             | Uber Technologies Inc                                               | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      6020 | NS      | $564375.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                                  | Deutsche Bank AG/New York NY                                        | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    325000 | PA      | $333077.39    | 0.07%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                      | Moody's Corp                                                        | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       724 | NS      | $369066.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179V6Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70820 | PA      | $65309.77     | 0.01%             | 2051-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                               | Electronic Arts Inc                                                 | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       414 | NS      | $71187.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA BANK ABP                                                   | Nordea Bank Abp                                                     | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    255000 | PA      | $257105.03    | 0.06%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                          | NIKE Inc                                                            | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      2880 | NS      | $222825.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    219497 | PA      | $190711.72    | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                          | Ontario Teachers' Finance Trust                                     | CUSIP: 68329AAJ7<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $180234.23    | 0.04%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                               | TE Connectivity PLC                                                 | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      1378 | NS      | $284557.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                      | Broadcom Inc                                                        | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    225000 | PA      | $187941.42    | 0.04%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140W2QA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    601944 | PA      | $522345.58    | 0.12%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    230000 | PA      | $231985.55    | 0.05%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                            | International Paper Co                                              | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      2990 | NS      | $148543.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WLC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93966 | PA      | $74482.38     | 0.02%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                              | Western Digital Corp                                                | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      1645 | NS      | $132159.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                       | Goldman Sachs Group Inc/The                                         | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1394 | NS      | $1038878.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    174220 | PA      | $159833.51    | 0.04%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                     | Ford Motor Co                                                       | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     21775 | NS      | $256291.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                           | KeyCorp                                                             | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      8355 | NS      | $161752.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon Research Growth Fund, Inc.                             | BNY Mellon Research Growth Fund, Inc.                               | CUSIP: 05588Q507<br>LEI: 549300FY88RGTLBBN315 | Long             | EC               | RF                | US        |    700369 | NS      | $14602683.56  | 3.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                                              | Waste Management Inc                                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1345 | NS      | $304494.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                           | SBA Communications Corp                                             | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       605 | NS      | $123934.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                                       | Corning Inc                                                         | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      3035 | NS      | $203436.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $15212.70     | 0.00%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Hershey Co/The                                                    | Hershey Co/The                                                      | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       673 | NS      | $123663.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                                 | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195618.87    | 0.04%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                    | Amazon.com Inc                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     34372 | NS      | $7871188.00   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                                               | Eastman Chemical Co                                                 | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1785 | NS      | $125556.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                            | UnitedHealth Group Inc                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      3136 | NS      | $971752.32    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DU7D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159129 | PA      | $157208.84    | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waters Corp                                                       | Waters Corp                                                         | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       302 | NS      | $91143.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                          | Prudential Financial Inc                                            | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      2335 | NS      | $256056.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon Corporate Bond Fund                                    | BNY Mellon Corporate Bond Fund                                      | CUSIP: 05569M368<br>LEI: 549300VTEMMMR676OI33 | Long             | EC               | RF                | US        |   1603934 | NS      | $19968973.00  | 4.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                                       | Cintas Corp                                                         | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1912 | NS      | $401577.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                         | Occidental Petroleum Corp                                           | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      2815 | NS      | $134022.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                              | Howmet Aerospace Inc                                                | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      2805 | NS      | $488350.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 31427M5K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278753 | PA      | $284965.89    | 0.06%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                         | Chubb Ltd                                                           | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1244 | NS      | $342187.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                                | Enphase Energy Inc                                                  | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       978 | NS      | $36870.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                            | Province of Manitoba Canada                                         | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    160000 | PA      | $159115.78    | 0.04%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                          | Apollo Debt Solutions BDC                                           | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211766.25    | 0.05%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Altria Group Inc                                                  | Altria Group Inc                                                    | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      4051 | NS      | $272267.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                        | Verizon Communications Inc                                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     17363 | NS      | $767965.49    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                                         | CH Robinson Worldwide Inc                                           | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       920 | NS      | $118404.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    515000 | PA      | $521839.84    | 0.12%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                              | Parker-Hannifin Corp                                                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       660 | NS      | $501171.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                       | NVIDIA Corp                                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     91799 | NS      | $15989549.82  | 3.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                          | Simon Property Group Inc                                            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      1964 | NS      | $354816.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                                  | Coca-Cola Co/The                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     13263 | NS      | $915014.37    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                               | Coinbase Global Inc                                                 | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       668 | NS      | $203432.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253342 | PA      | $213107.51    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                      | DoorDash Inc                                                        | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       868 | NS      | $212877.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                              | Edison International                                                | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      2325 | NS      | $130502.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                         | Apple Inc                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     55050 | NS      | $12779307.00  | 2.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                                       | Equifax Inc                                                         | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       612 | NS      | $150735.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                        | AMETEK Inc                                                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1235 | NS      | $228228.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    431207 | PA      | $353668.26    | 0.08%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                 | Omnicom Group Inc                                                   | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1615 | NS      | $126502.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CDP FINANCIAL INC                                                 | CDP Financial Inc                                                   | CUSIP: 125094BG6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $155728.14    | 0.03%             | 2029-06-05      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                              | Freeport-McMoRan Inc                                                | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      6340 | NS      | $281496.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                                      | LyondellBasell Industries NV                                        | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |      2530 | NS      | $142565.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                                             | Southwest Airlines Co                                               | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      1565 | NS      | $51488.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                     | Citigroup Inc                                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      5676 | NS      | $548131.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 31418D2D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122433 | PA      | $100023.87    | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                    | ConocoPhillips                                                      | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      8204 | NS      | $811949.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WE87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    360480 | PA      | $301587.52    | 0.07%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000 | PA      | $192939.06    | 0.04%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                       | Walmart Inc                                                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     18327 | NS      | $1777352.46   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED Inc                                                       | ABIOMED Inc                                                         | CUSIP: 003CVR016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       390 | NS      | $471.90       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BNY Mellon Income Stock Fund                                      | BNY Mellon Income Stock Fund                                        | CUSIP: 05569M301<br>LEI: 549300CM067TFUVPLM16 | Long             | EC               | RF                | US        |   1230470 | NS      | $9351569.50   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                            | Regions Financial Corp                                              | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     10080 | NS      | $276091.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140XLTB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304995 | PA      | $254066.52    | 0.06%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                         | Amgen Inc                                                           | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79434.48     | 0.02%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                         | Ball Corp                                                           | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      2175 | NS      | $114492.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140W2P39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254682 | PA      | $257993.24    | 0.06%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                         | Jabil Inc                                                           | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    205000 | PA      | $197031.23    | 0.04%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                            | Santander Holdings USA Inc                                          | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $281748.98    | 0.06%             | 2031-11-09      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                              | Williams Cos Inc/The                                                | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      3810 | NS      | $220522.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                            | HP Inc                                                              | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      3861 | NS      | $110192.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                                         | Amcor PLC                                                           | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | CH        |      8195 | NS      | $70722.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                              | Las Vegas Sands Corp                                                | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      1670 | NS      | $96242.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                               | Emerson Electric Co                                                 | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      2685 | NS      | $354420.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                       | Phillips 66                                                         | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      1441 | NS      | $192488.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                    | ServiceNow Inc                                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       633 | NS      | $580752.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                  | T-Mobile USA Inc                                                    | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    385000 | PA      | $281524.96    | 0.06%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equitie                                    | Alexandria Real Estate Equities Inc                                 | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       760 | NS      | $62654.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    220000 | PA      | $230466.90    | 0.05%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                          | AT&T Inc                                                            | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    350000 | PA      | $288420.56    | 0.06%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                   | CVS Health Corp                                                     | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      3820 | NS      | $279433.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                            | Motorola Solutions Inc                                              | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169545.78    | 0.04%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                   | Baker Hughes Co                                                     | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3435 | NS      | $155949.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $302033.20    | 0.07%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                 | Kinder Morgan Inc                                                   | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172031.25    | 0.04%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    785000 | PA      | $818439.16    | 0.18%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                      | Broadcom Inc                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     16042 | NS      | $4770730.38   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                                   | Xcel Energy Inc                                                     | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      2465 | NS      | $178441.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                      | Alphabet Inc                                                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     21275 | NS      | $4529660.25   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                   | United States Treasury Inflation Indexed Bonds                      | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    353092 | PA      | $350075.85    | 0.08%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                      | Huntington Bancshares Inc/OH                                        | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      9280 | NS      | $165276.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                            | Intuitive Surgical Inc                                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1376 | NS      | $651253.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DPJU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    205164 | PA      | $164512.41    | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                         | Aptiv PLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1010 | NS      | $80325.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                                      | Autodesk Inc                                                        | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       800 | NS      | $251760.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                                       | Snap-on Inc                                                         | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       691 | NS      | $224740.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                            | Palo Alto Networks Inc                                              | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      2234 | NS      | $425621.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                             | American Airlines 2015-1 Class A Pass Through Trust                 | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192315 | PA      | $188846.00    | 0.04%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                      | Stryker Corp                                                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1438 | NS      | $562847.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339023 | PA      | $311711.86    | 0.07%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $162043.75    | 0.04%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                              | Lockheed Martin Corp                                                | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1035 | NS      | $471577.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                           | Procter & Gamble Co/The                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      8699 | NS      | $1366090.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $30912.30     | 0.01%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                            | Verizon Communications Inc                                          | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $239214.24    | 0.05%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | Glencore Funding LLC                                                | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142846.85    | 0.03%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                            | NextEra Energy Capital Holdings Inc                                 | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211090.55    | 0.05%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                     | CME Group Inc                                                       | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1199 | NS      | $319545.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                                       | Corteva Inc                                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      2493 | NS      | $184955.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                                   | McDonald's Corp                                                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      2512 | NS      | $787612.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                                         | Teledyne Technologies Inc                                           | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       187 | NS      | $100637.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132A5HB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    311646 | PA      | $288064.91    | 0.06%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                  | Exxon Mobil Corp                                                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     13960 | NS      | $1595488.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                                          | Super Micro Computer Inc                                            | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      1940 | NS      | $80587.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                          | KLA Corp                                                            | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       775 | NS      | $675800.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                                          | Molson Coors Beverage Co                                            | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      1840 | NS      | $92901.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                          | Ontario Teachers' Finance Trust                                     | CUSIP: 68329AAQ1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $153972.50    | 0.03%             | 2029-04-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                | Meta Platforms Inc                                                  | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    285000 | PA      | $237634.31    | 0.05%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                             | JB Hunt Transport Services Inc                                      | CUSIP: 445658CF2<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184425.31    | 0.04%             | 2026-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                        | Capital One Financial Corp                                          | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      2785 | NS      | $632807.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORP                                                 | Ares Capital Corp                                                   | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    205000 | PA      | $195726.03    | 0.04%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 31427MQJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270571 | PA      | $273847.74    | 0.06%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                | Valero Energy Corp                                                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1107 | NS      | $168275.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $128564.45    | 0.03%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                         | Kroger Co/The                                                       | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    220000 | PA      | $192007.96    | 0.04%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                      | QUALCOMM Inc                                                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      4034 | NS      | $648384.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                                | United Rentals Inc                                                  | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       542 | NS      | $518336.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                        | Intel Corp                                                          | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    215000 | PA      | $195679.79    | 0.04%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| American Express Co                                               | American Express Co                                                 | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      3515 | NS      | $1164449.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                                      | Fortinet Inc                                                        | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      4585 | NS      | $361160.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                             | Travelers Cos Inc/The                                               | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1277 | NS      | $346718.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    295000 | PA      | $328031.36    | 0.07%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                          | Estee Lauder Cos Inc/The                                            | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       810 | NS      | $74301.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                                      | Monolithic Power Systems Inc                                        | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       122 | NS      | $101962.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                                           | Consolidated Edison Inc                                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      3385 | NS      | $332508.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                         | Boeing Co/The                                                       | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143281.77    | 0.03%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                       | Royal Caribbean Cruises Ltd                                         | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |       930 | NS      | $337794.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                                       | Exelon Corp                                                         | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      6870 | NS      | $300081.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                        | PACCAR Inc                                                          | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      3442 | NS      | $344131.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                | Union Pacific Corp                                                  | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      3079 | NS      | $688372.03    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                              | Regency Centers Corp                                                | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      1970 | NS      | $142825.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    690000 | PA      | $688571.49    | 0.15%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                            | General Motors Financial Co Inc                                     | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    275000 | PA      | $244631.09    | 0.05%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                      | Alphabet Inc                                                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     20043 | NS      | $4279781.79   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                             | Northrop Grumman Corp                                               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       562 | NS      | $331602.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                              | Bank of America Corp                                                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     33858 | NS      | $1717954.92   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                               | Vulcan Materials Co                                                 | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       548 | NS      | $159555.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    995000 | PA      | $999158.79    | 0.22%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                        | Intel Corp                                                          | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     11348 | NS      | $276323.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon Intermediate Bond Fund                                 | BNY Mellon Intermediate Bond Fund                                   | CUSIP: 05569M814<br>LEI: 549300EFHDSWMQ4VXS91 | Long             | EC               | RF                | US        |   1796311 | NS      | $21735366.51  | 4.81%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                      | Comcast Corp                                                        | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128483.61    | 0.03%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                       | Paychex Inc                                                         | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      1685 | NS      | $234981.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                               | Carrier Global Corp                                                 | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      4240 | NS      | $276448.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140XKBZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310598 | PA      | $248451.72    | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WFB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96068 | PA      | $88593.94     | 0.02%             | 2051-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                     | Live Nation Entertainment Inc                                       | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      1050 | NS      | $174814.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                         | News Corp                                                           | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      6050 | NS      | $177930.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                                     | Accenture PLC                                                       | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      3162 | NS      | $822025.14    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    830000 | PA      | $812475.98    | 0.18%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                       | MetLife Inc                                                         | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99811.50     | 0.02%             | N/A             | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                               | Otis Worldwide Corp                                                 | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       714 | NS      | $61675.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                                     | Hewlett Packard Enterprise Co                                       | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      4340 | NS      | $97953.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                             | Applied Materials Inc                                               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      3367 | NS      | $541278.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                                        | Copart Inc                                                          | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      4406 | NS      | $215056.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    575411 | NS      | $575410.73    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                          | eBay Inc                                                            | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      2567 | NS      | $232595.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                                | Walt Disney Co/The                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      3483 | NS      | $412317.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon Developed Markets Real Estate Securities Fund          | BNY Mellon Developed Markets Real Estate Securities Fund            | CUSIP: 05588F709<br>LEI: 549300ZNDDIWU1ZNWJ83 | Long             | EC               | RF                | US        |    664270 | NS      | $5838932.62   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                               | Delta Air Lines Inc                                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      4300 | NS      | $265654.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-21

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer