# EDGAR Filing Document

**Accession Number:** 0001111565
**File Stem:** 0000940400-26-002282
**Filing Date:** 2026-1
**Character Count:** 266305
**Document Hash:** 076e63d5c19baa092bea6a1e7ae517f3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-002282.hdr.sgml**: 20260126

**ACCESSION NUMBER**: 0000940400-26-002282

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260126

**DATE AS OF CHANGE**: 20260126

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09903
- **FILM NUMBER:** 26559339

**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           |

## Nport-Ex

BNY Mellon Asset Allocation Fund

SCHEDULE OF INVESTMENTS

November 30, 2025 (Unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%)<br>| Maturity <br>Date<br>| Principal <br>Amount ($)<br>| Value ($) |
| **Bonds and Notes — 10.5%** | **Bonds and Notes — 10.5%** | **Bonds and Notes — 10.5%** | **Bonds and Notes — 10.5%** | **Bonds and Notes — 10.5%** |
| **Aerospace & Defense — .1%** | **Aerospace & Defense — .1%** | **Aerospace & Defense — .1%** | **Aerospace & Defense — .1%** | **Aerospace & Defense — .1%** |
| The Boeing Company, Sr. Unscd. Notes | 3.63 | 2/1/2031 | 150000 | 144279 |
| The Boeing Company, Sr. Unscd. Notes | 6.53 | 5/1/2034 | 175000 | 194682 |
|  |  |  |  | **338961** |
| **Airlines — .0%** | **Airlines — .0%** | **Airlines — .0%** | **Airlines — .0%** | **Airlines — .0%** |
| American Airlines Pass-Through Trust, Ser. 2015-1, Cl. A | 3.38 | 5/1/2027 | 182523 | **179963** |
| **Automobiles & Components — .1%** | **Automobiles & Components — .1%** | **Automobiles & Components — .1%** | **Automobiles & Components — .1%** | **Automobiles & Components — .1%** |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 3.10 | 1/12/2032 | 275000 | **250760** |
| **Banks — 1.0%** | **Banks — 1.0%** | **Banks — 1.0%** | **Banks — 1.0%** | **Banks — 1.0%** |
| Bank of America Corp., Jr. Sub. Notes, Ser. TT<sup>(a),(b)</sup> <br>| 6.13 | 4/27/2027 | 295000 | 298101 |
| Barclays PLC, Sr. Unscd. Notes | 7.44 | 11/2/2033 | 275000 | 316589 |
| Citigroup, Inc., Sub. Notes<sup>(b)</sup> <br>| 6.17 | 5/25/2034 | 365000 | 390105 |
| Citizens Financial Group, Inc., Sr. Unscd. Notes | 5.72 | 7/23/2032 | 275000 | 288516 |
| Comerica, Inc., Sr. Unscd. Notes | 5.98 | 1/30/2030 | 225000 | 234595 |
| Deutsche Bank AG, Sr. Notes | 5.30 | 5/9/2031 | 325000 | 334268 |
| HSBC Holdings PLC, Sr. Unscd. Notes<sup>(b)</sup> <br>| 6.25 | 3/9/2034 | 315000 | 345319 |
| JPMorgan Chase & Co., Jr. Sub. Notes, Ser. OO<sup>(a),(b)</sup> <br>| 6.50 | 4/1/2030 | 190000 | 196429 |
| Morgan Stanley, Sr. Unscd. Notes | 5.59 | 1/18/2036 | 300000 | 316786 |
| NatWest Group PLC, Sr. Unscd. Notes | 5.08 | 1/27/2030 | 210000 | 215119 |
| Nordea Bank Abp, Jr. Sub. Notes<sup>(a),(c)</sup> <br>| 6.63 | 3/26/2026 | 255000 | 257378 |
| Santander Holdings USA, Inc., Sr. Unscd. Bonds | 7.66 | 11/9/2031 | 250000 | 280535 |
| Societe Generale SA, Sr. Notes<sup>(b),(c)</sup> <br>| 6.69 | 1/10/2034 | 300000 | 328529 |
| The Goldman Sachs Group, Inc., Sub. Notes | 6.75 | 10/1/2037 | 315000 | 354953 |
| Wells Fargo & Co., Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.24 | 1/24/2031 | 335000 | 348206 |
|  |  |  |  | **4505428** |
| **Beverage Products — .1%** | **Beverage Products — .1%** | **Beverage Products — .1%** | **Beverage Products — .1%** | **Beverage Products — .1%** |
| Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 4.90 | 2/1/2046 | 240000 | **226178** |
| **Diversified Financials — .4%** | **Diversified Financials — .4%** | **Diversified Financials — .4%** | **Diversified Financials — .4%** | **Diversified Financials — .4%** |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes | 6.95 | 3/10/2055 | 220000 | 230856 |
| Aircastle Ltd., Gtd. Notes<sup>(c)</sup> <br>| 2.85 | 1/26/2028 | 300000 | 291333 |
| Apollo Debt Solutions BDC, Sr. Unscd. Notes | 6.70 | 7/29/2031 | 200000 | 210179 |
| Ares Capital Corp., Sr. Unscd. Notes | 2.88 | 6/15/2028 | 205000 | 195717 |
| BlackRock TCP Capital Corp., Sr. Unscd. Notes<sup>(b)</sup> <br>| 2.85 | 2/9/2026 | 200000 | 198622 |
| Blackstone Secured Lending Fund, Sr. Unscd. Notes | 2.85 | 9/30/2028 | 235000 | 222231 |
| Blue Owl Finance LLC, Gtd. Notes<sup>(b)</sup> <br>| 4.13 | 10/7/2051 | 260000 | 181060 |
| CDP Financial, Inc., Gtd. Notes<sup>(c)</sup> <br>| 4.88 | 6/5/2029 | 150000 | 155827 |
| Ontario Teachers' Finance Trust, Gtd. Notes<sup>(c)</sup> <br>| 2.00 | 4/16/2031 | 200000 | 181878 |
| Ontario Teachers' Finance Trust, Gtd. Notes<sup>(c)</sup> <br>| 4.63 | 4/10/2029 | 150000 | 154478 |
|  |  |  |  | **2022181** |
| **Electronic Components — .1%** | **Electronic Components — .1%** | **Electronic Components — .1%** | **Electronic Components — .1%** | **Electronic Components — .1%** |
| Jabil, Inc., Sr. Unscd. Notes | 3.60 | 1/15/2030 | 205000 | **197903** |
| **Energy — .2%** | **Energy — .2%** | **Energy — .2%** | **Energy — .2%** | **Energy — .2%** |
| Diamondback Energy, Inc., Gtd. Notes | 3.13 | 3/24/2031 | 200000 | 187043 |
| Energy Transfer LP, Sr. Unscd. Notes | 5.55 | 5/15/2034 | 135000 | 139565 |
| Enterprise Products Operating LLC, Gtd. Notes | 5.35 | 1/31/2033 | 125000 | 131726 |
| Kinder Morgan, Inc., Gtd. Notes | 5.20 | 6/1/2033 | 170000 | 175579 |
| Targa Resources Partners LP/Targa Resources Partners Finance Corp., Gtd. Notes | 5.00 | 1/15/2028 | 185000 | 185035 |
|  |  |  |  | **818948** |

---

**3**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 10.5% (continued)** | **Bonds and Notes — 10.5% (continued)** | **Bonds and Notes — 10.5% (continued)** | **Bonds and Notes — 10.5% (continued)** | **Bonds and Notes — 10.5% (continued)** |
| **Food Products — .1%** | **Food Products — .1%** | **Food Products — .1%** | **Food Products — .1%** | **Food Products — .1%** |
| The Kroger Company, Sr. Unscd. Notes | 1.70 | 1/15/2031 | 255000 | **224913** |
| **Foreign Governmental — .1%** | **Foreign Governmental — .1%** | **Foreign Governmental — .1%** | **Foreign Governmental — .1%** | **Foreign Governmental — .1%** |
| British Columbia, Sr. Unscd. Notes | 4.20 | 7/6/2033 | 100000 | 100454 |
| Japan Finance Organization for Municipalities, Sr. Unscd. Notes<sup>(c)</sup> <br>| 1.38 | 2/10/2031 | 200000 | 176526 |
| Province of Manitoba, Sr. Unscd. Notes | 4.30 | 7/27/2033 | 160000 | 161034 |
|  |  |  |  | **438014** |
| **Health Care — .3%** | **Health Care — .3%** | **Health Care — .3%** | **Health Care — .3%** | **Health Care — .3%** |
| AbbVie, Inc., Sr. Unscd. Notes | 3.20 | 11/21/2029 | 205000 | 198901 |
| Amgen, Inc., Sr. Unscd. Notes | 5.60 | 3/2/2043 | 175000 | 178920 |
| Amgen, Inc., Sr. Unscd. Notes | 5.65 | 6/15/2042 | 80000 | 82337 |
| CVS Health Corp., Sr. Unscd. Notes | 4.78 | 3/25/2038 | 270000 | 256759 |
| HCA, Inc., Gtd. Notes | 5.75 | 3/1/2035 | 200000 | 211265 |
| Pfizer Investment Enterprises Pte Ltd., Gtd. Notes | 4.65 | 5/19/2030 | 245000 | 250941 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.95 | 1/15/2032 | 225000 | 231924 |
|  |  |  |  | **1411047** |
| **Information Technology — .1%** | **Information Technology — .1%** | **Information Technology — .1%** | **Information Technology — .1%** | **Information Technology — .1%** |
| Oracle Corp., Sr. Unscd. Notes | 3.90 | 5/15/2035 | 270000 | 238812 |
| Synopsys, Inc., Sr. Unscd. Notes | 5.00 | 4/1/2032 | 215000 | 220634 |
|  |  |  |  | **459446** |
| **Insurance — .1%** | **Insurance — .1%** | **Insurance — .1%** | **Insurance — .1%** | **Insurance — .1%** |
| Prudential Financial, Inc., Sr. Unscd. Notes | 4.35 | 2/25/2050 | 275000 | **232804** |
| **Internet Software & Services — .1%** | **Internet Software & Services — .1%** | **Internet Software & Services — .1%** | **Internet Software & Services — .1%** | **Internet Software & Services — .1%** |
| Amazon.com, Inc., Sr. Unscd. Notes | 1.65 | 5/12/2028 | 245000 | 233293 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 4.45 | 8/15/2052 | 285000 | 240227 |
|  |  |  |  | **473520** |
| **Media — .0%** | **Media — .0%** | **Media — .0%** | **Media — .0%** | **Media — .0%** |
| Comcast Corp., Gtd. Notes<sup>(c)</sup> <br>| 5.17 | 1/15/2037 | 193000 | **192826** |
| **Metals & Mining — .0%** | **Metals & Mining — .0%** | **Metals & Mining — .0%** | **Metals & Mining — .0%** | **Metals & Mining — .0%** |
| Nucor Corp., Sr. Unscd. Notes | 3.13 | 4/1/2032 | 200000 | **186397** |
| **Retailing — .0%** | **Retailing — .0%** | **Retailing — .0%** | **Retailing — .0%** | **Retailing — .0%** |
| The Home Depot, Inc., Sr. Unscd. Notes | 1.38 | 3/15/2031 | 210000 | **182566** |
| **Semiconductors & Semiconductor Equipment — .2%** | **Semiconductors & Semiconductor Equipment — .2%** | **Semiconductors & Semiconductor Equipment — .2%** | **Semiconductors & Semiconductor Equipment — .2%** | **Semiconductors & Semiconductor Equipment — .2%** |
| Broadcom, Inc., Gtd. Notes | 2.45 | 2/15/2031 | 175000 | 160905 |
| Broadcom, Inc., Sr. Unscd. Notes<sup>(c)</sup> <br>| 3.19 | 11/15/2036 | 225000 | 194407 |
| Foundry JV Holdco LLC, Sr. Scd. Notes<sup>(c)</sup> <br>| 5.88 | 1/25/2034 | 225000 | 233476 |
| Intel Corp., Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.60 | 2/21/2054 | 215000 | 205145 |
|  |  |  |  | **793933** |
| **Technology Hardware & Equipment — .0%** | **Technology Hardware & Equipment — .0%** | **Technology Hardware & Equipment — .0%** | **Technology Hardware & Equipment — .0%** | **Technology Hardware & Equipment — .0%** |
| Dell International LLC/EMC Corp., Gtd. Notes | 3.38 | 12/15/2041 | 245000 | **189522** |
| **Telecommunication Services — .2%** | **Telecommunication Services — .2%** | **Telecommunication Services — .2%** | **Telecommunication Services — .2%** | **Telecommunication Services — .2%** |
| AT&T, Inc., Sr. Unscd. Notes | 4.55 | 3/9/2049 | 400000 | 338531 |
| Motorola Solutions, Inc., Sr. Unscd. Notes | 5.40 | 4/15/2034 | 165000 | 170780 |
| T-Mobile USA, Inc., Gtd. Notes | 3.00 | 2/15/2041 | 385000 | 290668 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 2.99 | 10/30/2056 | 400000 | 244625 |
|  |  |  |  | **1044604** |
| **Transportation — .0%** | **Transportation — .0%** | **Transportation — .0%** | **Transportation — .0%** | **Transportation — .0%** |
| J.B. Hunt Transport Services, Inc., Gtd. Notes | 3.88 | 3/1/2026 | 185000 | **184804** |
| **U.S. Government Agencies Collateralized Municipal-Backed Securities — .0%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .0%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .0%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .0%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .0%** |
| Government National Mortgage Association, Ser. 2012-135, Cl. AE | 1.83 | 12/16/2052 | 202968 | **173815** |

---

**4**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 10.5% (continued)** | **Bonds and Notes — 10.5% (continued)** | **Bonds and Notes — 10.5% (continued)** | **Bonds and Notes — 10.5% (continued)** | **Bonds and Notes — 10.5% (continued)** |
| **U.S. Government Agencies Mortgage-Backed — 2.5%** | **U.S. Government Agencies Mortgage-Backed — 2.5%** | **U.S. Government Agencies Mortgage-Backed — 2.5%** | **U.S. Government Agencies Mortgage-Backed — 2.5%** | **U.S. Government Agencies Mortgage-Backed — 2.5%** |
| Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: |
| 2.00%, 12/1/2051-2/1/2052<sup>(d)</sup> <br>|  |  | 469418 | 384493 |
| 2.50%, 10/1/2051-12/1/2051<sup>(d)</sup> <br>|  |  | 579519 | 499251 |
| 3.00%, 6/1/2052<sup>(d)</sup> <br>|  |  | 215805 | 192231 |
| 3.50%, 7/1/2047<sup>(d)</sup> <br>|  |  | 305065 | 288364 |
| 4.00%, 6/1/2053<sup>(d)</sup> <br>|  |  | 329771 | 317486 |
| 5.00%, 11/1/2052-12/1/2054<sup>(d)</sup> <br>|  |  | 1027956 | 1035615 |
| 5.50%, 6/1/2054-11/1/2055<sup>(d)</sup> <br>|  |  | 1833208 | 1868349 |
| Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: |
| 2.00%, 5/1/2051-4/1/2052<sup>(d)</sup> <br>|  |  | 1318993 | 1085577 |
| 2.50%, 6/1/2051-4/1/2052<sup>(d)</sup> <br>|  |  | 912467 | 780268 |
| 3.00%, 6/1/2052-7/1/2052<sup>(d)</sup> <br>|  |  | 984635 | 877072 |
| 3.50%, 3/1/2048-9/1/2052<sup>(d)</sup> <br>|  |  | 567490 | 530671 |
| 4.00%, 4/1/2052-9/1/2052<sup>(d)</sup> <br>|  |  | 397314 | 380684 |
| 4.50%, 10/1/2052<sup>(d)</sup> <br>|  |  | 210434 | 208562 |
| 5.00%, 1/1/2055<sup>(d)</sup> <br>|  |  | 223645 | 225166 |
| 5.50%, 7/1/2055<sup>(d)</sup> <br>|  |  | 253147 | 258552 |
| 6.00%, 11/1/2054<sup>(d)</sup> <br>|  |  | 231240 | 237639 |
| Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: |
| 2.00%, 10/20/2050-9/20/2051 |  |  | 701417 | 577240 |
| 2.50%, 5/20/2051 |  |  | 353677 | 301394 |
| 3.00%, 6/20/2050 |  |  | 80125 | 71524 |
| 3.50%, 1/20/2052-9/20/2053 |  |  | 397233 | 369849 |
| 4.00%, 2/20/2051-5/20/2051 |  |  | 214871 | 201442 |
| 4.50%, 7/20/2052 |  |  | 256833 | 253286 |
| 6.50%, 7/20/2055 |  |  | 306211 | 316216 |
| 7.00%, 6/20/2055 |  |  | 251013 | 258990 |
| 7.50%, 7/20/2054 |  |  | 108627 | 112585 |
|  |  |  |  | **11632506** |
| **U.S. Treasury Securities — 4.7%** | **U.S. Treasury Securities — 4.7%** | **U.S. Treasury Securities — 4.7%** | **U.S. Treasury Securities — 4.7%** | **U.S. Treasury Securities — 4.7%** |
| U.S. Treasury Bonds | 3.63 | 2/15/2053 | 425000 | 354668 |
| U.S. Treasury Bonds | 3.63 | 5/15/2053 | 600000 | 500133 |
| U.S. Treasury Bonds | 3.88 | 2/15/2043 | 690000 | 633479 |
| U.S. Treasury Bonds<sup>(b)</sup> <br>| 4.00 | 11/15/2052 | 500000 | 446504 |
| U.S. Treasury Bonds | 4.13 | 8/15/2053 | 310000 | 282784 |
| U.S. Treasury Bonds<sup>(b)</sup> <br>| 4.25 | 8/15/2054 | 225000 | 209610 |
| U.S. Treasury Bonds | 4.75 | 2/15/2045 | 720000 | 731559 |
| U.S. Treasury Bonds<sup>(b)</sup> <br>| 4.75 | 11/15/2053 | 310000 | 313245 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Inflation Indexed Notes, U.S. CPI Urban Consumers Not Seasonally <br> Adjusted<sup>(e)</sup> <br>| 0.50 | 1/15/2028 | 355525 | 350070 |
| U.S. Treasury Notes | 2.38 | 5/15/2027 | 830000 | 816350 |
| U.S. Treasury Notes | 2.88 | 4/30/2029 | 465000 | 455364 |
| U.S. Treasury Notes | 3.25 | 6/30/2027 | 95000 | 94594 |
| U.S. Treasury Notes | 3.25 | 6/30/2029 | 850000 | 841865 |
| U.S. Treasury Notes<sup>(b)</sup> <br>| 3.38 | 9/15/2027 | 225000 | 224442 |
| U.S. Treasury Notes | 3.50 | 1/31/2028 | 345000 | 345040 |
| U.S. Treasury Notes | 3.63 | 8/31/2027 | 225000 | 225378 |
| U.S. Treasury Notes | 3.63 | 3/31/2030 | 690000 | 691415 |
| U.S. Treasury Notes<sup>(b)</sup> <br>| 3.63 | 8/31/2030 | 95000 | 95111 |
| U.S. Treasury Notes | 3.63 | 9/30/2030 | 145000 | 145159 |

---

**5**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 10.5% (continued)** | **Bonds and Notes — 10.5% (continued)** | **Bonds and Notes — 10.5% (continued)** | **Bonds and Notes — 10.5% (continued)** | **Bonds and Notes — 10.5% (continued)** |
| **U.S. Treasury Securities — 4.7% (continued)** | **U.S. Treasury Securities — 4.7% (continued)** | **U.S. Treasury Securities — 4.7% (continued)** | **U.S. Treasury Securities — 4.7% (continued)** | **U.S. Treasury Securities — 4.7% (continued)** |
| U.S. Treasury Notes | 3.75 | 5/15/2028 | 995000 | 1001180 |
| U.S. Treasury Notes | 3.75 | 10/31/2032 | 325000 | 324289 |
| U.S. Treasury Notes | 3.88 | 12/31/2027 | 555000 | 559249 |
| U.S. Treasury Notes | 3.88 | 4/30/2030 | 230000 | 232799 |
| U.S. Treasury Notes | 3.88 | 6/30/2030 | 155000 | 156886 |
| U.S. Treasury Notes | 3.88 | 8/31/2032 | 850000 | 855147 |
| U.S. Treasury Notes | 3.88 | 8/15/2034 | 675000 | 672376 |
| U.S. Treasury Notes<sup>(b)</sup> <br>| 4.00 | 2/28/2030 | 15000 | 15253 |
| U.S. Treasury Notes | 4.00 | 7/31/2030 | 515000 | 523952 |
| U.S. Treasury Notes | 4.00 | 11/15/2035 | 525000 | 524221 |
| U.S. Treasury Notes<sup>(b)</sup> <br>| 4.13 | 11/30/2029 | 475000 | 484992 |
| U.S. Treasury Notes | 4.13 | 8/31/2030 | 975000 | 997185 |
| U.S. Treasury Notes | 4.13 | 7/31/2031 | 1065000 | 1089545 |
| U.S. Treasury Notes | 4.13 | 10/31/2031 | 190000 | 194297 |
| U.S. Treasury Notes | 4.13 | 2/29/2032 | 305000 | 311708 |
| U.S. Treasury Notes | 4.25 | 1/15/2028 | 45000 | 45686 |
| U.S. Treasury Notes | 4.25 | 2/15/2028 | 475000 | 482580 |
| U.S. Treasury Notes | 4.25 | 2/28/2029 | 595000 | 608329 |
| U.S. Treasury Notes | 4.25 | 1/31/2030 | 140000 | 143683 |
| U.S. Treasury Notes | 4.25 | 11/15/2034 | 300000 | 306803 |
| U.S. Treasury Notes | 4.25 | 5/15/2035 | 575000 | 586994 |
| U.S. Treasury Notes<sup>(b)</sup> <br>| 4.25 | 8/15/2035 | 270000 | 275295 |
| U.S. Treasury Notes | 4.38 | 8/31/2028 | 445000 | 455212 |
| U.S. Treasury Notes | 4.38 | 11/30/2028 | 455000 | 466286 |
| U.S. Treasury Notes | 4.38 | 12/31/2029 | 115000 | 118531 |
| U.S. Treasury Notes | 4.38 | 5/15/2034 | 1005000 | 1039252 |
| U.S. Treasury Notes | 4.50 | 4/15/2027 | 465000 | 470758 |
| U.S. Treasury Notes | 4.50 | 5/31/2029 | 30000 | 30956 |
| U.S. Treasury Notes | 4.50 | 11/15/2033 | 240000 | 250533 |
| U.S. Treasury Notes | 4.63 | 5/31/2031 | 785000 | 822655 |
| U.S. Treasury Notes | 4.63 | 2/15/2035 | 90000 | 94546 |
| U.S. Treasury Notes | 4.88 | 10/31/2028 | 135000 | 140113 |
|  |  |  |  | **22038061** |
| **Utilities — .1%** | **Utilities — .1%** | **Utilities — .1%** | **Utilities — .1%** | **Utilities — .1%** |
| NextEra Energy Capital Holdings, Inc., Gtd. Notes<sup>(b)</sup> <br>| 6.70 | 9/1/2054 | 205000 | **213266** |
| &nbsp;&nbsp;&nbsp; **Total Bonds and Notes** <br>(cost $48,959,126)<br>|  |  |  | **48612366** |

---

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

---

| | | |
|:---|:---|:---|
|  | Shares |  |
| **Common Stocks — 45.6%** | **Common Stocks — 45.6%** | **Common Stocks — 45.6%** |
| **Advertising — .0%** | **Advertising — .0%** | **Advertising — .0%** |
| Omnicom Group, Inc. | 1615 | 115666 |
| The Trade Desk, Inc., Cl. A <sup>(f)</sup> <br>| 1135 | 44901 |
|  |  | **160567** |
| **Aerospace & Defense — .9%** | **Aerospace & Defense — .9%** | **Aerospace & Defense — .9%** |
| General Electric Co. | 3973 | 1185742 |
| Howmet Aerospace, Inc. | 2805 | 573875 |
| L3Harris Technologies, Inc. | 334 | 93082 |
| Lockheed Martin Corp. | 1035 | 473885 |
| Northrop Grumman Corp. | 562 | 321604 |
| RTX Corp. | 5027 | 879273 |

---

**6**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 45.6% (continued)** | **Common Stocks — 45.6% (continued)** | **Common Stocks — 45.6% (continued)** |
| **Aerospace & Defense — .9% (continued)** | **Aerospace & Defense — .9% (continued)** | **Aerospace & Defense — .9% (continued)** |
| The Boeing Company <sup>(f)</sup> <br>| 2539 | 479871 |
| TransDigm Group, Inc. | 269 | 365886 |
|  |  | **4373218** |
| **Agriculture — .3%** | **Agriculture — .3%** | **Agriculture — .3%** |
| Altria Group, Inc. | 4051 | 239050 |
| Archer-Daniels-Midland Co. | 1875 | 113887 |
| Philip Morris International, Inc. | 6633 | 1044565 |
|  |  | **1397502** |
| **Airlines — .1%** | **Airlines — .1%** | **Airlines — .1%** |
| Delta Air Lines, Inc. | 4300 | 275630 |
| Southwest Airlines Co. | 1565 | 54478 |
|  |  | **330108** |
| **Automobiles & Components — 1.2%** | **Automobiles & Components — 1.2%** | **Automobiles & Components — 1.2%** |
| Aptiv PLC <sup>(f)</sup> <br>| 1010 | 78325 |
| Ford Motor Co. | 21775 | 289172 |
| General Motors Co. | 4435 | 326061 |
| PACCAR, Inc. | 3442 | 362856 |
| Tesla, Inc. <sup>(f)</sup> <br>| 10127 | 4356332 |
|  |  | **5412746** |
| **Banks — 2.2%** | **Banks — 2.2%** | **Banks — 2.2%** |
| Bank of America Corp. | 33858 | 1816482 |
| Citigroup, Inc. | 5676 | 588033 |
| Citizens Financial Group, Inc. | 3815 | 206391 |
| Fifth Third Bancorp | 3280 | 142549 |
| Huntington Bancshares, Inc. | 9280 | 151264 |
| JPMorgan Chase & Co. | 10404 | 3257284 |
| KeyCorp | 8355 | 153565 |
| M&T Bank Corp. | 821 | 156171 |
| Morgan Stanley | 5530 | 938220 |
| Regions Financial Corp. | 10080 | 256536 |
| State Street Corp. | 1985 | 236255 |
| The Goldman Sachs Group, Inc. | 1394 | 1151500 |
| The PNC Financial Services Group, Inc. | 1539 | 293518 |
| Wells Fargo & Co. | 11599 | 995774 |
|  |  | **10343542** |
| **Beverage Products — .5%** | **Beverage Products — .5%** | **Beverage Products — .5%** |
| Molson Coors Beverage Co., Cl. B | 1840 | 85578 |
| Monster Beverage Corp. <sup>(f)</sup> <br>| 6048 | 453540 |
| PepsiCo, Inc. | 4035 | 600166 |
| The Coca-Cola Company | 13183 | 963941 |
|  |  | **2103225** |
| **Building Materials — .3%** | **Building Materials — .3%** | **Building Materials — .3%** |
| Carrier Global Corp. | 4240 | 232691 |
| Johnson Controls International PLC | 3182 | 370098 |
| Trane Technologies PLC | 1257 | 529800 |
| Vulcan Materials Co. | 548 | 162888 |
|  |  | **1295477** |
| **Chemicals — .5%** | **Chemicals — .5%** | **Chemicals — .5%** |
| Air Products and Chemicals, Inc. | 302 | 78837 |
| Albemarle Corp. | 950 | 123490 |
| CF Industries Holdings, Inc. | 960 | 75552 |

---

**7**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 45.6% (continued)** | **Common Stocks — 45.6% (continued)** | **Common Stocks — 45.6% (continued)** |
| **Chemicals — .5% (continued)** | **Chemicals — .5% (continued)** | **Chemicals — .5% (continued)** |
| Dow, Inc. | 24465 | 583490 |
| DuPont de Nemours, Inc. | 850 | 33805 |
| Eastman Chemical Co. | 1785 | 110813 |
| Ecolab, Inc. | 820 | 225631 |
| Linde PLC | 1835 | 752937 |
| Qnity Electronics, Inc. | 425 | 34463 |
| Solstice Advanced Materials, Inc. <sup>(f)</sup> <br>| 417 | 19883 |
| The Sherwin-Williams Company | 814 | 279764 |
|  |  | **2318665** |
| **Commercial & Professional Services — .8%** | **Commercial & Professional Services — .8%** | **Commercial & Professional Services — .8%** |
| Automatic Data Processing, Inc. | 1844 | 470773 |
| Block, Inc. <sup>(f)</sup> <br>| 154 | 10287 |
| Cintas Corp. | 1912 | 355670 |
| Equifax, Inc. | 612 | 129970 |
| Moody's Corp. | 724 | 355325 |
| PayPal Holdings, Inc. | 3305 | 207190 |
| Quanta Services, Inc. | 1592 | 740089 |
| S&P Global, Inc. | 1736 | 865969 |
| United Rentals, Inc. | 542 | 441828 |
|  |  | **3577101** |
| **Consumer Discretionary — .5%** | **Consumer Discretionary — .5%** | **Consumer Discretionary — .5%** |
| Carnival Corp. <sup>(f)</sup> <br>| 7455 | 192190 |
| Copart, Inc. <sup>(f)</sup> <br>| 4406 | 171746 |
| D.R. Horton, Inc. | 1885 | 299734 |
| Fastenal Co. | 6130 | 247652 |
| Hasbro, Inc. | 1520 | 125552 |
| Hilton Worldwide Holdings, Inc. | 1179 | 336050 |
| Las Vegas Sands Corp. | 1670 | 113827 |
| Lennar Corp., Cl. A | 1475 | 193668 |
| Live Nation Entertainment, Inc. <sup>(f)</sup> <br>| 1050 | 138023 |
| Marriott International, Inc., Cl. A | 1160 | 353556 |
| MGM Resorts International <sup>(f)</sup> <br>| 2730 | 96342 |
| Royal Caribbean Cruises Ltd. | 930 | 247612 |
|  |  | **2515952** |
| **Consumer Durables & Apparel — .1%** | **Consumer Durables & Apparel — .1%** | **Consumer Durables & Apparel — .1%** |
| NIKE, Inc., Cl. B | 2880 | 186134 |
| Tapestry, Inc. | 3700 | 404336 |
|  |  | **590470** |
| **Consumer Staples — .4%** | **Consumer Staples — .4%** | **Consumer Staples — .4%** |
| Church & Dwight Co., Inc. | 1145 | 97508 |
| Colgate-Palmolive Co. | 1902 | 152902 |
| Kimberly-Clark Corp. | 398 | 43430 |
| The Estee Lauder Companies, Inc., Cl. A | 810 | 76196 |
| The Procter & Gamble Company | 8699 | 1288844 |
|  |  | **1658880** |
| **Diversified Financials — 1.7%** | **Diversified Financials — 1.7%** | **Diversified Financials — 1.7%** |
| American Express Co. | 3515 | 1283924 |
| Blackrock, Inc. | 555 | 581252 |
| Capital One Financial Corp. | 2785 | 610110 |
| Cboe Global Markets, Inc. | 456 | 117726 |
| CME Group, Inc. | 1199 | 337471 |

---

**8**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 45.6% (continued)** | **Common Stocks — 45.6% (continued)** | **Common Stocks — 45.6% (continued)** |
| **Diversified Financials — 1.7% (continued)** | **Diversified Financials — 1.7% (continued)** | **Diversified Financials — 1.7% (continued)** |
| Coinbase Global, Inc., Cl. A <sup>(f)</sup> <br>| 781 | 213072 |
| Franklin Resources, Inc. | 6905 | 155984 |
| Intercontinental Exchange, Inc. | 2071 | 325768 |
| Invesco Ltd. | 7075 | 172984 |
| Mastercard, Inc., Cl. A | 2972 | 1636175 |
| T. Rowe Price Group, Inc. | 1234 | 126337 |
| The Charles Schwab Corp. | 5180 | 480341 |
| Visa, Inc., Cl. A | 6310 | 2110316 |
|  |  | **8151460** |
| **Electronic Components — .6%** | **Electronic Components — .6%** | **Electronic Components — .6%** |
| AMETEK, Inc. | 1235 | 244394 |
| Amphenol Corp., Cl. A | 5902 | 831592 |
| Eaton Corp. PLC | 1626 | 562417 |
| Emerson Electric Co. | 2685 | 358125 |
| Garmin Ltd. | 319 | 62307 |
| Honeywell International, Inc. | 1669 | 320765 |
| Keysight Technologies, Inc. <sup>(f)</sup> <br>| 945 | 187063 |
| TE Connectivity PLC | 1378 | 311635 |
|  |  | **2878298** |
| **Energy — 1.3%** | **Energy — 1.3%** | **Energy — 1.3%** |
| APA Corp. | 3640 | 90891 |
| Baker Hughes Co. | 3435 | 172437 |
| Chevron Corp. | 6349 | 959524 |
| ConocoPhillips | 8204 | 727613 |
| Coterra Energy, Inc. | 3295 | 88438 |
| Devon Energy Corp. | 3210 | 118963 |
| Diamondback Energy, Inc. | 1550 | 236514 |
| EOG Resources, Inc. | 3688 | 397751 |
| EQT Corp. | 1395 | 84900 |
| Exxon Mobil Corp. | 13960 | 1618243 |
| First Solar, Inc. <sup>(f)</sup> <br>| 437 | 119266 |
| Halliburton Co. | 4010 | 105142 |
| Kinder Morgan, Inc. | 5102 | 139387 |
| Marathon Petroleum Corp. | 1585 | 307062 |
| Occidental Petroleum Corp. | 2815 | 118230 |
| ONEOK, Inc. | 1930 | 140543 |
| Phillips 66 | 1441 | 197359 |
| SLB Ltd. | 6165 | 223419 |
| The Williams Companies, Inc. | 3810 | 232143 |
| Valero Energy Corp. | 1107 | 195673 |
|  |  | **6273498** |
| **Environmental Control — .1%** | **Environmental Control — .1%** | **Environmental Control — .1%** |
| Veralto Corp. | 1088 | 110127 |
| Waste Management, Inc. | 1345 | 293035 |
|  |  | **403162** |
| **Financials — .0%** | **Financials — .0%** | **Financials — .0%** |
| Blackstone, Inc. | 204 | **29870** |
| **Food Products — .3%** | **Food Products — .3%** | **Food Products — .3%** |
| Mondelez International, Inc., Cl. A | 4860 | 279790 |
| Sysco Corp. | 990 | 75438 |
| The Campbell's Company | 14110 | 430072 |

---

**9**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 45.6% (continued)** | **Common Stocks — 45.6% (continued)** | **Common Stocks — 45.6% (continued)** |
| **Food Products — .3% (continued)** | **Food Products — .3% (continued)** | **Food Products — .3% (continued)** |
| The Hershey Company | 673 | 126578 |
| The J.M. Smucker Company | 1338 | 139393 |
| The Kroger Company | 3210 | 215969 |
|  |  | **1267240** |
| **Forest Products & Paper — .0%** | **Forest Products & Paper — .0%** | **Forest Products & Paper — .0%** |
| International Paper Co. | 2990 | **118045** |
| **Health Care — 4.5%** | **Health Care — 4.5%** | **Health Care — 4.5%** |
| Abbott Laboratories | 6299 | 811941 |
| AbbVie, Inc. | 6503 | 1480733 |
| Agilent Technologies, Inc. | 2609 | 400482 |
| Amgen, Inc. | 2342 | 809067 |
| Biogen, Inc. <sup>(f)</sup> <br>| 734 | 133654 |
| Boston Scientific Corp. <sup>(f)</sup> <br>| 6465 | 656715 |
| Cardinal Health, Inc. | 2520 | 534895 |
| Centene Corp. <sup>(f)</sup> <br>| 2240 | 88122 |
| Corteva, Inc. | 2493 | 168203 |
| CVS Health Corp. | 3820 | 306975 |
| Danaher Corp. | 3264 | 740210 |
| Edwards Lifesciences Corp. <sup>(f)</sup> <br>| 1836 | 159126 |
| Elevance Health, Inc. | 836 | 282785 |
| Eli Lilly & Co. | 2966 | 3189844 |
| GE HealthCare Technologies, Inc. | 1615 | 129184 |
| Gilead Sciences, Inc. | 3635 | 457428 |
| HCA Healthcare, Inc. | 1032 | 524555 |
| Humana, Inc. | 111 | 27280 |
| IDEXX Laboratories, Inc. <sup>(f)</sup> <br>| 587 | 441941 |
| Insulet Corp. <sup>(f)</sup> <br>| 755 | 247028 |
| Intuitive Surgical, Inc. <sup>(f)</sup> <br>| 1376 | 789108 |
| Johnson & Johnson | 10970 | 2269912 |
| Labcorp Holdings, Inc. | 573 | 154011 |
| McKesson Corp. | 552 | 486378 |
| Medtronic PLC | 318 | 33495 |
| Merck & Co., Inc. | 6730 | 705506 |
| Moderna, Inc. <sup>(f)</sup> <br>| 2110 | 54818 |
| Molina Healthcare, Inc. <sup>(f)</sup> <br>| 137 | 20312 |
| Pfizer, Inc. | 24686 | 635418 |
| Quest Diagnostics, Inc. | 711 | 134507 |
| Regeneron Pharmaceuticals, Inc. | 328 | 255902 |
| ResMed, Inc. | 547 | 139939 |
| STERIS PLC | 559 | 148851 |
| Stryker Corp. | 1438 | 533757 |
| The Cigna Group | 1074 | 297799 |
| Thermo Fisher Scientific, Inc. | 1811 | 1069993 |
| UnitedHealth Group, Inc. | 3136 | 1034159 |
| Vertex Pharmaceuticals, Inc. <sup>(f)</sup> <br>| 894 | 387647 |
| Viatris, Inc. | 2385 | 25496 |
| Waters Corp. <sup>(f)</sup> <br>| 302 | 121833 |
| Zoetis, Inc. | 2188 | 280458 |
|  |  | **21169467** |
| **Industrial — .9%** | **Industrial — .9%** | **Industrial — .9%** |
| Axon Enterprise, Inc. <sup>(f)</sup> <br>| 116 | 62656 |

---

**10**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 45.6% (continued)** | **Common Stocks — 45.6% (continued)** | **Common Stocks — 45.6% (continued)** |
| **Industrial — .9% (continued)** | **Industrial — .9% (continued)** | **Industrial — .9% (continued)** |
| Caterpillar, Inc. | 1778 | 1023701 |
| Deere & Co. | 1194 | 554601 |
| Dover Corp. | 998 | 184910 |
| GE Vernova, Inc. | 1269 | 761108 |
| Huntington Ingalls Industries, Inc. | 137 | 42966 |
| Ingersoll Rand, Inc. | 2380 | 191209 |
| Otis Worldwide Corp. | 714 | 63439 |
| Parker-Hannifin Corp. | 660 | 568722 |
| Rockwell Automation, Inc. | 226 | 89465 |
| Snap-on, Inc. | 691 | 234975 |
| Teledyne Technologies, Inc. <sup>(f)</sup> <br>| 187 | 93410 |
| Textron, Inc. | 1495 | 124324 |
| Westinghouse Air Brake Technologies Corp. | 855 | 178310 |
|  |  | **4173796** |
| **Information Technology — 4.5%** | **Information Technology — 4.5%** | **Information Technology — 4.5%** |
| Adobe, Inc. <sup>(f)</sup> <br>| 1718 | 549983 |
| Autodesk, Inc. <sup>(f)</sup> <br>| 800 | 242672 |
| Cadence Design Systems, Inc. <sup>(f)</sup> <br>| 1956 | 609959 |
| Datadog, Inc., Cl. A <sup>(f)</sup> <br>| 549 | 87846 |
| Electronic Arts, Inc. | 559 | 112935 |
| Fair Isaac Corp. <sup>(f)</sup> <br>| 29 | 52369 |
| Fidelity National Information Services, Inc. | 2830 | 186129 |
| Fiserv, Inc. <sup>(f)</sup> <br>| 2427 | 149188 |
| Intuit, Inc. | 1192 | 755823 |
| Jack Henry & Associates, Inc. | 240 | 41875 |
| Microsoft Corp. | 27967 | 13760044 |
| MSCI, Inc. | 452 | 254801 |
| Oracle Corp. | 5928 | 1197160 |
| Palantir Technologies, Inc., Cl. A <sup>(f)</sup> <br>| 7200 | 1212840 |
| Paychex, Inc. | 1685 | 188198 |
| Paycom Software, Inc. | 408 | 65757 |
| Roper Technologies, Inc. | 283 | 126280 |
| Salesforce, Inc. | 3083 | 710755 |
| ServiceNow, Inc. <sup>(f)</sup> <br>| 633 | 514256 |
| Synopsys, Inc. <sup>(f)</sup> <br>| 446 | 186432 |
| Take-Two Interactive Software, Inc. <sup>(f)</sup> <br>| 443 | 109009 |
|  |  | **21114311** |
| **Insurance — 1.6%** | **Insurance — 1.6%** | **Insurance — 1.6%** |
| Aflac, Inc. | 3275 | 361265 |
| American International Group, Inc. | 4315 | 328630 |
| Aon PLC, Cl. A | 551 | 195010 |
| Berkshire Hathaway, Inc., Cl. B <sup>(f)</sup> <br>| 6394 | 3285301 |
| Chubb Ltd. | 1244 | 368448 |
| Cincinnati Financial Corp. | 1075 | 180159 |
| Globe Life, Inc. | 498 | 67096 |
| Marsh & McLennan Cos., Inc. | 1500 | 275175 |
| MetLife, Inc. | 2105 | 161159 |
| Prudential Financial, Inc. | 2335 | 252764 |
| The Allstate Corp. | 1605 | 341833 |
| The Progressive Corp. | 3663 | 838058 |

---

**11**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 45.6% (continued)** | **Common Stocks — 45.6% (continued)** | **Common Stocks — 45.6% (continued)** |
| **Insurance — 1.6% (continued)** | **Insurance — 1.6% (continued)** | **Insurance — 1.6% (continued)** |
| The Travelers Companies, Inc. | 1277 | 373982 |
| Willis Towers Watson PLC | 631 | 202551 |
|  |  | **7231431** |
| **Internet Software & Services — 6.6%** | **Internet Software & Services — 6.6%** | **Internet Software & Services — 6.6%** |
| Alphabet, Inc., Cl. A | 21275 | 6811830 |
| Alphabet, Inc., Cl. C | 19134 | 6125176 |
| Amazon.com, Inc. <sup>(f)</sup> <br>| 34372 | 8016238 |
| AppLovin Corp., Cl. A <sup>(f)</sup> <br>| 730 | 437620 |
| Booking Holdings, Inc. | 139 | 683142 |
| DoorDash, Inc., Cl. A <sup>(f)</sup> <br>| 868 | 172185 |
| eBay, Inc. | 2567 | 212522 |
| F5, Inc. <sup>(f)</sup> <br>| 460 | 110014 |
| Meta Platforms, Inc., Cl. A | 7804 | 5056602 |
| Netflix, Inc. <sup>(f)</sup> <br>| 17790 | 1913848 |
| Palo Alto Networks, Inc. <sup>(f)</sup> <br>| 2234 | 424750 |
| Robinhood Markets, Inc., Cl. A <sup>(f)</sup> <br>| 1935 | 248628 |
| Uber Technologies, Inc. <sup>(f)</sup> <br>| 6020 | 526991 |
|  |  | **30739546** |
| **Materials — .0%** | **Materials — .0%** | **Materials — .0%** |
| Ball Corp. | 2175 | **107728** |
| **Media — .2%** | **Media — .2%** | **Media — .2%** |
| FactSet Research Systems, Inc. | 165 | 45750 |
| Fox Corp., Cl. A | 1795 | 117572 |
| News Corp., Cl. A | 6050 | 155364 |
| The Walt Disney Company | 2863 | 299098 |
| Warner Bros Discovery, Inc. <sup>(f)</sup> <br>| 8360 | 200640 |
|  |  | **818424** |
| **Metals & Mining — .1%** | **Metals & Mining — .1%** | **Metals & Mining — .1%** |
| Freeport-McMoRan, Inc. | 6340 | 272493 |
| Newmont Corp. | 4460 | 404656 |
|  |  | **677149** |
| **Real Estate — .7%** | **Real Estate — .7%** | **Real Estate — .7%** |
| Alexandria Real Estate Equities, Inc. <sup>(g)</sup> <br>| 760 | 40789 |
| American Tower Corp. <sup>(g)</sup> <br>| 827 | 149910 |
| AvalonBay Communities, Inc. <sup>(g)</sup> <br>| 578 | 105161 |
| CBRE Group, Inc., Cl. A <sup>(f)</sup> <br>| 1730 | 279966 |
| Crown Castle, Inc. <sup>(g)</sup> <br>| 2142 | 195522 |
| Digital Realty Trust, Inc. <sup>(g)</sup> <br>| 1366 | 218724 |
| Equinix, Inc. <sup>(g)</sup> <br>| 321 | 241813 |
| Essex Property Trust, Inc. <sup>(g)</sup> <br>| 460 | 121265 |
| Extra Space Storage, Inc. <sup>(g)</sup> <br>| 752 | 100144 |
| Federal Realty Investment Trust <sup>(g)</sup> <br>| 1140 | 112552 |
| Healthpeak Properties, Inc. <sup>(g)</sup> <br>| 9535 | 174109 |
| Iron Mountain, Inc. <sup>(g)</sup> <br>| 2770 | 239190 |
| Prologis, Inc. <sup>(g)</sup> <br>| 955 | 122746 |
| Public Storage <sup>(g)</sup> <br>| 1155 | 317094 |
| Regency Centers Corp. <sup>(g)</sup> <br>| 1970 | 140185 |
| Simon Property Group, Inc. <sup>(g)</sup> <br>| 1964 | 365932 |
| UDR, Inc. <sup>(g)</sup> <br>| 1810 | 65920 |
| Welltower, Inc. <sup>(g)</sup> <br>| 2125 | 442468 |
|  |  | **3433490** |

---

**12**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 45.6% (continued)** | **Common Stocks — 45.6% (continued)** | **Common Stocks — 45.6% (continued)** |
| **Retailing — 2.0%** | **Retailing — 2.0%** | **Retailing — 2.0%** |
| AutoZone, Inc. <sup>(f)</sup> <br>| 111 | 438931 |
| Chipotle Mexican Grill, Inc. <sup>(f)</sup> <br>| 5600 | 193312 |
| Costco Wholesale Corp. | 1689 | 1543053 |
| Darden Restaurants, Inc. | 1035 | 185865 |
| Dollar General Corp. | 1395 | 152739 |
| Domino's Pizza, Inc. | 158 | 66302 |
| Lowe's Companies, Inc. | 2480 | 601350 |
| Lululemon Athletica, Inc. <sup>(f)</sup> <br>| 245 | 45124 |
| McDonald's Corp. | 2512 | 783292 |
| O'Reilly Automotive, Inc. <sup>(f)</sup> <br>| 4440 | 451548 |
| Starbucks Corp. | 2563 | 223263 |
| The Home Depot, Inc. | 3684 | 1314893 |
| The TJX Companies, Inc. | 4056 | 616187 |
| Tractor Supply Co. | 4200 | 230076 |
| Ulta Beauty, Inc. <sup>(f)</sup> <br>| 169 | 91062 |
| Walmart, Inc. | 18327 | 2025317 |
| Yum! Brands, Inc. | 1012 | 155049 |
|  |  | **9117363** |
| **Semiconductors & Semiconductor Equipment — 6.4%** | **Semiconductors & Semiconductor Equipment — 6.4%** | **Semiconductors & Semiconductor Equipment — 6.4%** |
| Advanced Micro Devices, Inc. <sup>(f)</sup> <br>| 6166 | 1341290 |
| Analog Devices, Inc. | 2120 | 562521 |
| Applied Materials, Inc. | 3367 | 849326 |
| Broadcom, Inc. | 16042 | 6464284 |
| Intel Corp. <sup>(f)</sup> <br>| 11348 | 460275 |
| KLA Corp. | 775 | 910989 |
| Lam Research Corp. | 4800 | 748800 |
| Microchip Technology, Inc. | 1186 | 63546 |
| Micron Technology, Inc. | 3617 | 855348 |
| Monolithic Power Systems, Inc. | 122 | 113237 |
| NVIDIA Corp. | 90276 | 15978852 |
| NXP Semiconductors NV | 298 | 58092 |
| ON Semiconductor Corp. <sup>(f)</sup> <br>| 1255 | 63051 |
| QUALCOMM, Inc. | 4034 | 678075 |
| Texas Instruments, Inc. | 2937 | 494209 |
|  |  | **29641895** |
| **Technology Hardware & Equipment — 4.1%** | **Technology Hardware & Equipment — 4.1%** | **Technology Hardware & Equipment — 4.1%** |
| Accenture PLC, Cl. A | 3162 | 790500 |
| Apple, Inc. | 55050 | 15350693 |
| Cognizant Technology Solutions Corp., Cl. A | 965 | 74990 |
| CrowdStrike Holdings, Inc., Cl. A <sup>(f)</sup> <br>| 529 | 269346 |
| Dell Technologies, Inc., Cl. C | 1020 | 136017 |
| Fortinet, Inc. <sup>(f)</sup> <br>| 4585 | 371981 |
| Hewlett Packard Enterprise Co. | 4340 | 94916 |
| HP, Inc. | 3601 | 87936 |
| International Business Machines Corp. | 2935 | 905682 |
| Leidos Holdings, Inc. | 1450 | 277095 |
| NetApp, Inc. | 492 | 54888 |
| Seagate Technology Holdings PLC | 1105 | 305742 |
| Super Micro Computer, Inc. <sup>(f)</sup> <br>| 1940 | 65669 |
| Western Digital Corp. | 1645 | 268678 |
|  |  | **19054133** |

---

**13**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 45.6% (continued)** | **Common Stocks — 45.6% (continued)** | **Common Stocks — 45.6% (continued)** |
| **Telecommunication Services — .8%** | **Telecommunication Services — .8%** | **Telecommunication Services — .8%** |
| Arista Networks, Inc. <sup>(f)</sup> <br>| 5440 | 710899 |
| AT&T, Inc. | 26100 | 679122 |
| Cisco Systems, Inc. | 8355 | 642834 |
| Corning, Inc. | 3035 | 255547 |
| Motorola Solutions, Inc. | 428 | 158223 |
| T-Mobile US, Inc. | 2593 | 541963 |
| Verizon Communications, Inc. | 14038 | 577102 |
|  |  | **3565690** |
| **Transportation — .4%** | **Transportation — .4%** | **Transportation — .4%** |
| C.H. Robinson Worldwide, Inc. | 920 | 146160 |
| CSX Corp. | 3563 | 125988 |
| Expeditors International of Washington, Inc. | 778 | 114288 |
| FedEx Corp. | 1009 | 278161 |
| Norfolk Southern Corp. | 1441 | 420902 |
| Union Pacific Corp. | 3079 | 713805 |
|  |  | **1799304** |
| **Utilities — 1.0%** | **Utilities — 1.0%** | **Utilities — 1.0%** |
| American Electric Power Co., Inc. | 1016 | 125750 |
| CenterPoint Energy, Inc. | 5400 | 215892 |
| Consolidated Edison, Inc. | 3385 | 339719 |
| Constellation Energy Corp. | 1678 | 611396 |
| Dominion Energy, Inc. | 5420 | 340213 |
| DTE Energy Co. | 1047 | 143471 |
| Duke Energy Corp. | 570 | 70646 |
| Edison International | 3795 | 223488 |
| Entergy Corp. | 654 | 63778 |
| Evergy, Inc. | 5005 | 388638 |
| Exelon Corp. | 6870 | 323714 |
| FirstEnergy Corp. | 4175 | 199231 |
| NextEra Energy, Inc. | 7407 | 639150 |
| NiSource, Inc. | 3490 | 154014 |
| Pinnacle West Capital Corp. | 1855 | 168545 |
| Public Service Enterprise Group, Inc. | 2960 | 247219 |
| The AES Corp. | 8695 | 122252 |
| Xcel Energy, Inc. | 2465 | 202401 |
|  |  | **4579517** |
| &nbsp;&nbsp;&nbsp; **Total Common Stocks** <br>(cost $64,238,373)<br>|  | **212422270** |

---

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

---

| | | |
|:---|:---|:---|
|  | Number of Rights |  |
| **Rights — .0%** | **Rights — .0%** | **Rights — .0%** |
| **Health Care Equipment & Services — .0%** | **Health Care Equipment & Services — .0%** | **Health Care Equipment & Services — .0%** |
| &nbsp;&nbsp;&nbsp; ABIOMED, Inc., expiring 12/31/2049<sup>(h)</sup> <br>(cost $0)<br>| 390 | **472** |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  | 1-Day <br>Yield (%)<br>| Shares |  |
| **Investment Companies — 43.9%** |  |  |  |
| **Registered Investment Companies — 43.9%**  | **Registered Investment Companies — 43.9%**  | **Registered Investment Companies — 43.9%**  | **Registered Investment Companies — 43.9%**  |
| BNY Mellon Corporate Bond Fund, Cl. M<sup>(i)</sup> <br>|  | 1626083 | 20439862 |
| BNY Mellon Developed Markets Real Estate Securities Fund, Cl. Y<sup>(i)</sup> <br>|  | 664270 | 5912002 |
| BNY Mellon Emerging Markets Fund, Cl. M<sup>(i)</sup> <br>|  | 943120 | 11647528 |
| BNY Mellon Floating Rate Income Fund, Cl. Y<sup>(i)</sup> <br>|  | 942158 | 10363742 |

---

**14**

------

---

| | | | |
|:---|:---|:---|:---|
| Description | 1-Day<br> Yield (%)<br>| Shares | Value ($) |
| **Registered Investment Companies — 43.9% (continued)**  | **Registered Investment Companies — 43.9% (continued)**  | **Registered Investment Companies — 43.9% (continued)**  | **Registered Investment Companies — 43.9% (continued)**  |
| BNY Mellon High Yield Fund, Cl. I<sup>(i)</sup> <br>|  | 2585519 | 14091080 |
| BNY Mellon Income Stock Fund, Cl. M<sup>(i)</sup> <br>|  | 286666 | 7487727 |
| BNY Mellon Intermediate Bond Fund, Cl. M<sup>(i)</sup> <br>|  | 1817596 | 22101962 |
| BNY Mellon International Equity Fund, Cl. Y<sup>(i)</sup> <br>|  | 3205189 | 62020413 |
| BNY Mellon International Fund, Cl. M<sup>(i)</sup> <br>|  | 21630 | 373763 |
| BNY Mellon Mid Cap Multi-Strategy Fund, Cl. M<sup>(i)</sup> <br>|  | 1254439 | 19619429 |
| BNY Mellon Research Growth Fund, Inc., Cl. Y<sup>(i)</sup> <br>|  | 668398 | 14758217 |
| BNY Mellon Small Cap Multi-Strategy Fund, Cl. M<sup>(i)</sup> <br>|  | 556527 | 12566381 |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares<sup>(i)</sup> <br>| 4.15 | 3184129 | 3184129 |
| &nbsp;&nbsp;&nbsp; **Total Investment Companies** <br>(cost $184,056,989)<br>|  |  | **204566235** |
| **Investment of Cash Collateral for Securities Loaned — .2%** |  |  |  |
| **Registered Investment Companies — .2%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares<sup>(i)</sup> <br>(cost $750,900)<br>| 4.15 | 750900 | **750900** |
| **Total Investments** (cost $298,005,388) |  | **100.2%**<br>| **466352243** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(.2%)** | **(762890)** |
| **Net Assets** |  | **100.0%**<br>| **465589353** |

---

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

*CPI—Consumer Price Index*<br>

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

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

<sup>(b)</sup> *Security, or portion thereof, on loan. At November 30, 2025, the value of the fund's securities on loan was $4,677,711 and the value of the collateral was* *$4,797,009, consisting of cash collateral of $750,900 and U.S. Government & Agency securities valued at $4,046,109. In addition, the value of collateral* *may include pending sales that are also on loan.* 

<sup>(c)</sup> *Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be resold in transactions exempt from* *registration, normally to qualified institutional buyers. At November 30, 2025, these securities amounted to $2,166,658 or .5% of net assets.* 

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

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

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

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

<sup>(h)</sup> *The fund held Level 3 securities at November 30, 2025. These securities were valued at $472 or .0% of net assets.*

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

*See notes to schedule of investments.*

**15**

------

Schedule of Investments

BNY Mellon Asset Allocation Fund

November 30, 2025 (Unaudited)

The following is a summary of the inputs used as of November 30, 2025 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2- Other** <br>**Significant** <br>**Observable Inputs**<br>| **Level 3-** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Assets ($)** |  |  |  |  |
| Investments in Securities:<sup>†</sup> <br>|  |  |  |  |
| Corporate Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 14329970 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; **14329970** |
| Equity Securities - Common Stocks | &nbsp;&nbsp; 212422270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; **212422270** |
| Foreign Governmental | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438014 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; **438014** |
| Rights | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 472 | &nbsp;&nbsp; **472** |
| &nbsp;&nbsp;&nbsp; U.S. Government Agencies Collateralized Municipal-Backed <br> Securities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173815 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; **173815** |
| U.S. Government Agencies Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 11632506 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; **11632506** |
| U.S. Treasury Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 22038061 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; **22038061** |
| Investment Companies | &nbsp;&nbsp; 205317135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; **205317135** |
|  | &nbsp;&nbsp; **417739405** | &nbsp;&nbsp; **48612366** | &nbsp;&nbsp; **472** | &nbsp;&nbsp; **466352243** |

---

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

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

**16**

------

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

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

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

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

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

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

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

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

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

The Trust's Board of Trustees (the "Board") has designated the Adviser as the fund's valuation designee to make all fair value determinations with respect to the fund's portfolio investments, subject to the Board's oversight and pursuant to Rule 2a-5 under the Act.

Investments in debt securities, excluding short-term investments (other than U.S. Treasury Bills) are valued each business day by one or more independent pricing services (each, a "Service"). Investments for which quoted bid prices are readily available and are representative of the bid side of the market in the judgment of a Service are valued at the mean between the quoted bid prices (as obtained by a Service from dealers in such securities) and asked prices (as calculated by a Service based upon its evaluation of the market for such securities). Securities are valued as determined by the Adviser based on values supplied by a Service, based on methods which include consideration of the following: yields or prices of securities of comparable quality, coupon, maturity and type; indications as to values from dealers; and general market conditions. The Services are engaged under the general supervision of the Adviser. U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by a Service. These securities are generally categorized within Level 2 of the fair value hierarchy.

Investments in equity securities are valued at the last sales price on the securities exchange or national securities market on which such securities are primarily traded. Securities listed on the National Market System for which market quotations are available are valued at the official closing price or, if there is no official closing price that day, at the last sales price. For open short positions, asked prices are used for valuation purposes. Bid price is used when no asked price is available. Registered investment companies that are not traded on an exchange are valued at their net asset value. All of the preceding securities are generally categorized within Level 1 of the fair value hierarchy.

Securities not listed on an exchange or the national securities market, or securities for which there were no transactions, are valued at the average of the most recent bid and asked prices. These securities are generally categorized within Level 2 of the fair value hierarchy.

Fair valuing of securities may be determined with the assistance of a pricing service using calculations based on indices of domestic securities and other appropriate indicators, such as prices of relevant American Depositary Receipts and futures. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.

**17**

------

When market quotations or official closing prices are not readily available, or are determined not to accurately reflect fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded, but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

For securities where observable inputs are limited, assumptions about market activity and risk are used and such securities are generally categorized within Level 3 of the fair value hierarchy.

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

At November 30, 2025, accumulated net unrealized appreciation on investments was $168,346,855, consisting of $172,296,837 gross unrealized appreciation and $3,949,982 gross unrealized depreciation.

At November 30, 2025, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Schedule of Investments).

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

**18**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $466998085.04

**Total Liabilities:** $1537328.55

**Net Assets:** $465460756.49

**Cash Not Reported:** $131501.32

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000965 | 2.56%                | 1.42%                | 0.44%                |
| Class ID C000000966 | 2.57%                | 1.32%                | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $52640.84                | $11076203.80                               |
| Month 2  | $468688.40               | $5403163.89                                |
| Month 3  | $-143095.01              | $82311.73                                  |

### 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      | $238811.34    | 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      | $905682.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140QVP65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231240 | PA      | $237638.78    | 0.05%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Robinhood Markets Inc                                             | Robinhood Markets Inc                                               | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      1935 | NS      | $248628.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217885 | PA      | $178704.63    | 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      | $211265.32    | 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      | $207190.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $455363.96    | 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      | $62020413.15  | 13.32%            |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                    | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    335000 | PA      | $348205.74    | 0.07%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: —       |
| SLB Ltd                                                           | SLB Ltd                                                             | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      6165 | NS      | $223419.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                   | CVS Health Corp                                                     | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $256759.59    | 0.06%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140W2MQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    613569 | PA      | $504943.97    | 0.11%             | 2052-04-01      | Fixed         | 2.00%                 | 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      | $997185.06    | 0.21%             | 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        |    202968 | PA      | $173814.92    | 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      | $140542.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                        | Vertex Pharmaceuticals Inc                                          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       894 | NS      | $387647.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                                 | EOG Resources Inc                                                   | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3688 | NS      | $397750.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325000 | PA      | $324289.06    | 0.07%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                     | Regeneron Pharmaceuticals Inc                                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       328 | NS      | $255902.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                                 | General Motors Co                                                   | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      4435 | NS      | $326061.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                                    | Lowe's Cos Inc                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      2480 | NS      | $601350.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon High Yield Fund                                        | BNY Mellon High Yield Fund                                          | CUSIP: 05588E850<br>LEI: 549300U20XX0ZDIYNO84 | Long             | EC               | RF                | US        |   2572228 | NS      | $14018644.24  | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                             | Quest Diagnostics Inc                                               | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       711 | NS      | $134506.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                          | Fox Corp                                                            | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      1795 | NS      | $117572.50    | 0.03%             |  |  |  | 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      | $209610.35    | 0.05%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Synopsys Inc                                                      | Synopsys Inc                                                        | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       446 | NS      | $186432.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                                     | DR Horton Inc                                                       | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      1885 | NS      | $299733.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DT7L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    335954 | PA      | $341012.17    | 0.07%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                        | Mondelez International Inc                                          | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      4860 | NS      | $279790.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                                 | Tractor Supply Co                                                   | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      4200 | NS      | $230076.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                     | Kroger Co/The                                                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      3210 | NS      | $215968.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                           | Aon PLC                                                             | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | GB        |       551 | NS      | $195009.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                                 | Allstate Corp/The                                                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1605 | NS      | $341832.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179Y2Q6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108627 | PA      | $112584.74    | 0.02%             | 2054-07-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                | J M Smucker Co/The                                                  | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      1338 | NS      | $139392.84    | 0.03%             |  |  |  | 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      | $11647528.00  | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                                 | Kinder Morgan Inc                                                   | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      5102 | NS      | $139386.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                                   | Caterpillar Inc                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1778 | NS      | $1023701.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                                | Analog Devices Inc                                                  | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2120 | NS      | $562520.80    | 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      | $186129.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                                 | NatWest Group PLC                                                   | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $215119.42    | 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        |       298 | NS      | $58092.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                                           | Lululemon Athletica Inc                                             | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |       245 | NS      | $45124.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                                      | AutoZone Inc                                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       111 | NS      | $438930.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                                 | Devon Energy Corp                                                   | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      3210 | NS      | $118962.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                           | Dow Inc                                                             | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     24465 | NS      | $583490.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WM39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    187711 | PA      | $150962.28    | 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      | $679122.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3133KMY82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291987 | PA      | $251876.26    | 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        |      8695 | NS      | $122251.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                                          | Crowdstrike Holdings Inc                                            | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       529 | NS      | $269345.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                            | Diamondback Energy Inc                                              | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      1550 | NS      | $236514.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                             | Foundry JV Holdco LLC                                               | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233475.75    | 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      | $198900.97    | 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      | $562417.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                      | Thermo Fisher Scientific Inc                                        | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1811 | NS      | $1069993.13   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                       | Netflix Inc                                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     17790 | NS      | $1913848.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                         | Healthpeak Properties Inc                                           | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |      9535 | NS      | $174109.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                               | Quanta Services Inc                                                 | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      1592 | NS      | $740088.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                             | Norfolk Southern Corp                                               | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1441 | NS      | $420901.69    | 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      | $178310.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                                       | Textron Inc                                                         | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1495 | NS      | $124324.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                                         | Cincinnati Financial Corp                                           | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      1075 | NS      | $180159.25    | 0.04%             |  |  |  | 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        |      1539 | NS      | $293518.08    | 0.06%             |  |  |  | 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      | $156886.04    | 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      | $446503.91    | 0.10%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| DTE Energy Co                                                     | DTE Energy Co                                                       | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1047 | NS      | $143470.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                            | Diamondback Energy Inc                                              | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187043.04    | 0.04%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                    | Globe Life Inc                                                      | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       498 | NS      | $67095.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                        | Cadence Design Systems Inc                                          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1956 | NS      | $609959.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                          | Visa Inc                                                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      6310 | NS      | $2110316.40   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                       | PepsiCo Inc                                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      4035 | NS      | $600165.90    | 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      | $354667.48    | 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        |       398 | NS      | $43429.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                                          | APA Corp                                                            | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      3640 | NS      | $90890.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                        | Deere & Co                                                          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1194 | NS      | $554601.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                                       | Viatris Inc                                                         | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      2385 | NS      | $25495.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                            | Roper Technologies Inc                                              | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       283 | NS      | $126280.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                                 | State Street Corp                                                   | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1985 | NS      | $236254.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                              | Progressive Corp/The                                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      3663 | NS      | $838057.77    | 0.18%             |  |  |  | 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      | $140112.60    | 0.03%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC Holdings PLC                                                   | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    315000 | PA      | $345318.45    | 0.07%             | 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      | $84899.70     | 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      | $129183.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                                     | Marriott International Inc/MD                                       | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1160 | NS      | $353556.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                  | Wells Fargo & Co                                                    | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     11599 | NS      | $995774.15    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                         | Amgen Inc                                                           | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2342 | NS      | $809067.32    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                        | Zoetis Inc                                                          | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      2188 | NS      | $280457.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                    | Home Depot Inc/The                                                  | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    210000 | PA      | $182566.32    | 0.04%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                            | Motorola Solutions Inc                                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       428 | NS      | $158223.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                                      | Citizens Financial Group Inc                                        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      3815 | NS      | $206391.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                                       | Fastenal Co                                                         | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      6130 | NS      | $247652.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                                      | Synopsys Inc                                                        | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220634.27    | 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      | $316785.62    | 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      | $65757.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                | Meta Platforms Inc                                                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      7804 | NS      | $5056601.80   | 1.09%             |  |  |  | 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        |    556527 | NS      | $12566380.61  | 2.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                        | Biogen Inc                                                          | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       734 | NS      | $133654.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PL                                    | Seagate Technology Holdings PLC                                     | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |      1105 | NS      | $305742.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DQQN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220696 | PA      | $223411.20    | 0.05%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                    | S&P Global Inc                                                      | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1736 | NS      | $865968.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                               | American Tower Corp                                                 | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       827 | NS      | $149910.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                               | General Electric Co                                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      3973 | NS      | $1185741.85   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                           | Charles Schwab Corp/The                                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      5180 | NS      | $480341.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                                       | Datadog Inc                                                         | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       549 | NS      | $87845.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 31427PW34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    475256 | PA      | $484727.85    | 0.10%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                               | Abbott Laboratories                                                 | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      6299 | NS      | $811941.10    | 0.17%             |  |  |  | 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      | $731559.38    | 0.16%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140MBDG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183190 | PA      | $152562.90    | 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      | $752937.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                                             | ON Semiconductor Corp                                               | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      1255 | NS      | $63051.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                     | Hilton Worldwide Holdings Inc                                       | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      1179 | NS      | $336050.37    | 0.07%             |  |  |  | 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      | $94593.65     | 0.02%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                        | Fiserv Inc                                                          | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      2427 | NS      | $149187.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                             | Dell Technologies Inc                                               | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      1020 | NS      | $136017.00    | 0.03%             |  |  |  | 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      | $45686.43     | 0.01%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                | NextEra Energy Inc                                                  | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      7407 | NS      | $639150.03    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LTD                                                     | Aircastle Ltd                                                       | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $291332.56    | 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      | $232804.39    | 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      | $404336.00    | 0.09%             |  |  |  | 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      | $1089544.93   | 0.23%             | 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      | $442467.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140XJMM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210434 | PA      | $208561.72    | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                        | Garmin Ltd                                                          | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       319 | NS      | $62307.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                                                | Domino's Pizza Inc                                                  | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       158 | NS      | $66301.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                              | Colgate-Palmolive Co                                                | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      1902 | NS      | $152901.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $841865.24    | 0.18%             | 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      | $191209.20    | 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      | $112552.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                                    | Salesforce Inc                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3083 | NS      | $710754.82    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                          | MSCI Inc                                                            | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       452 | NS      | $254801.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries                                     | Huntington Ingalls Industries Inc                                   | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       137 | NS      | $42965.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DUAG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    406571 | PA      | $409065.33    | 0.09%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                          | Citizens Financial Group Inc                                        | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    275000 | PA      | $288516.38    | 0.06%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | Morgan Stanley                                                      | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      5530 | NS      | $938219.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                         | Tesla Inc                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     10127 | NS      | $4356331.59   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                     | Medtronic PLC                                                       | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       318 | NS      | $33494.94     | 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      | $75552.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                                      | NiSource Inc                                                        | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      3490 | NS      | $154013.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                                     | Blackrock Inc                                                       | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       555 | NS      | $581251.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                          | Willis Towers Watson PLC                                            | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |       631 | NS      | $202551.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                                             | Molina Healthcare Inc                                               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       137 | NS      | $20311.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I                                    | American International Group Inc                                    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      4315 | NS      | $328630.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                               | Leidos Holdings Inc                                                 | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      1450 | NS      | $277095.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    256833 | PA      | $253285.62    | 0.05%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | Barclays PLC                                                        | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $316589.15    | 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      | $541962.93    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                    | Microsoft Corp                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     27967 | NS      | $13760043.67  | 2.96%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                                    | GE Vernova Inc                                                      | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1269 | NS      | $761108.13    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                          | Marsh & McLennan Cos Inc                                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1500 | NS      | $275175.00    | 0.06%             |  |  |  | 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      | $189522.31    | 0.04%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $672376.46    | 0.14%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                            | CenterPoint Energy Inc                                              | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      5400 | NS      | $215892.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                         | Block Inc                                                           | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       154 | NS      | $10287.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    595000 | PA      | $608329.39    | 0.13%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                   | Cigna Group/The                                                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1074 | NS      | $297798.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                            | F5 Inc                                                              | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       460 | NS      | $110013.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                           | Cboe Global Markets Inc                                             | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       456 | NS      | $117725.52    | 0.03%             |  |  |  | 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      | $126336.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                                   | Ulta Beauty Inc                                                     | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       169 | NS      | $91062.27     | 0.02%             |  |  |  | No            |                  1 | 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      | $185035.18    | 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      | $54817.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                                  | Crown Castle Inc                                                    | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      2142 | NS      | $195521.76    | 0.04%             |  |  |  | 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      | $176525.64    | 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      | $223262.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                        | Intuit Inc                                                          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1192 | NS      | $755823.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In                                    | Philip Morris International Inc                                     | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6633 | NS      | $1044564.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                                        | Hasbro Inc                                                          | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      1520 | NS      | $125552.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                             | Texas Instruments Inc                                               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2937 | NS      | $494208.99    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                 | Johnson & Johnson                                                   | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     10970 | NS      | $2269912.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                            | UnitedHealth Group Inc                                              | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231923.81    | 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      | $278161.12    | 0.06%             |  |  |  | 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      | $114288.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                        | Chipotle Mexican Grill Inc                                          | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      5600 | NS      | $193312.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                        | AbbVie Inc                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      6503 | NS      | $1480733.10   | 0.32%             |  |  |  | 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      | $143683.20    | 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      | $1341289.98   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                                | Coterra Energy Inc                                                  | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      3295 | NS      | $88437.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                    | Mastercard Inc                                                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      2972 | NS      | $1636175.16   | 0.35%             |  |  |  | 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      | $125750.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                                       | Lennar Corp                                                         | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1475 | NS      | $193667.50    | 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      | $121265.20    | 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      | $298100.75    | 0.06%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                | Energy Transfer LP                                                  | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139564.89    | 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        |    394405 | PA      | $351322.92    | 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      | $3189844.02   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                    | Amazon.com Inc                                                      | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    245000 | PA      | $233292.96    | 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      | $131726.01    | 0.03%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $484991.70    | 0.10%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| RTX Corp                                                          | RTX Corp                                                            | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      5027 | NS      | $879272.57    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                                        | Pinnacle West Capital Corp                                          | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      1855 | NS      | $168545.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                     | Boeing Co/The                                                       | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $194682.26    | 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        |      3280 | NS      | $142548.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                               | Dominion Energy Inc                                                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      5420 | NS      | $340213.40    | 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      | $154010.94    | 0.03%             |  |  |  | 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      | $311707.62    | 0.07%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                          | Province of British Columbia Canada                                 | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $100454.30    | 0.02%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                            | Boston Scientific Corp                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      6465 | NS      | $656714.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                                      | Comerica Inc                                                        | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234595.34    | 0.05%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | 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        |   1254439 | NS      | $19619428.60  | 4.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                                      | Veralto Corp                                                        | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      1088 | NS      | $110127.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell's Company/The                                            | Campbell's Company/The                                              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     14110 | NS      | $430072.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $275294.53    | 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      | $93082.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                                        | Nucor Corp                                                          | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186396.78    | 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        |    215043 | PA      | $199100.29    | 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      | $199231.00    | 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      | $109009.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                       | Honeywell International Inc                                         | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1669 | NS      | $320765.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                         | AvalonBay Communities Inc                                           | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       578 | NS      | $105161.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    445000 | PA      | $455212.40    | 0.10%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                   | Yum! Brands Inc                                                     | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1012 | NS      | $155048.52    | 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      | $226178.23    | 0.05%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                             | Monster Beverage Corp                                               | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      6048 | NS      | $453539.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                                       | Jack Henry & Associates Inc                                         | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       240 | NS      | $41875.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                              | Booking Holdings Inc                                                | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       139 | NS      | $683141.91    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                                       | Invesco Ltd                                                         | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |      7075 | NS      | $172983.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                                 | Iron Mountain Inc                                                   | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      2770 | NS      | $239189.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                       | MetLife Inc                                                         | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      2105 | NS      | $161158.80    | 0.03%             |  |  |  | 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      | $282784.18    | 0.06%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $855146.49    | 0.18%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                               | Cardinal Health Inc                                                 | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2520 | NS      | $534895.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                  | Duke Energy Corp                                                    | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       570 | NS      | $70645.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1005000 | PA      | $1039252.44   | 0.22%             | 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      | $62656.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                                        | Evergy Inc                                                          | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      5005 | NS      | $388638.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                           | UDR Inc                                                             | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      1810 | NS      | $65920.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                                         | Warner Bros Discovery Inc                                           | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      8360 | NS      | $200640.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                                         | Constellation Energy Corp                                           | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1678 | NS      | $611396.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                        | Pfizer Inc                                                          | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     24686 | NS      | $635417.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                        | Ecolab Inc                                                          | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       820 | NS      | $225631.20    | 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      | $345040.43    | 0.07%             | 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      | $63778.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                           | Sherwin-Williams Co/The                                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       814 | NS      | $279763.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                                 | Cisco Systems Inc                                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      8355 | NS      | $642833.70    | 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      | $198621.66    | 0.04%             | 2026-02-09      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Franklin Resources Inc                                            | Franklin Resources Inc                                              | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      6905 | NS      | $155983.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                                        | NetApp Inc                                                          | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       492 | NS      | $54887.52     | 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        |   3184129 | NS      | $3184129.01   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                | Home Depot Inc/The                                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3684 | NS      | $1314893.28   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $225377.93    | 0.05%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                               | Dollar General Corp                                                 | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1395 | NS      | $152738.55    | 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        |    251013 | PA      | $258989.68    | 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      | $466286.13    | 0.10%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    575000 | PA      | $586994.14    | 0.13%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                           | Rockwell Automation Inc                                             | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       226 | NS      | $89464.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                     | Intercontinental Exchange Inc                                       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2071 | NS      | $325768.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                                     | Automatic Data Processing Inc                                       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1844 | NS      | $470773.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179YFG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    227299 | PA      | $212251.48    | 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      | $400481.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                             | DuPont de Nemours Inc                                               | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       850 | NS      | $33804.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                                          | Digital Realty Trust Inc                                            | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      1366 | NS      | $218723.92    | 0.05%             |  |  |  | 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      | $313245.31    | 0.07%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Insulet Corp                                                      | Insulet Corp                                                        | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       755 | NS      | $247028.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                           | O'Reilly Automotive Inc                                             | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      4440 | NS      | $451548.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon International Fund                                     | BNY Mellon International Fund                                       | CUSIP: 05569M871<br>LEI: 549300O06LCKXJLWYY67 | Long             | EC               | RF                | US        |     21630 | NS      | $373763.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                       | Oracle Corp                                                         | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      5928 | NS      | $1197159.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DN4L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245509 | PA      | $247841.73    | 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      | $705505.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                        | Sysco Corp                                                          | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       990 | NS      | $75438.00     | 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      | $156170.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                                            | Darden Restaurants Inc                                              | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1035 | NS      | $185865.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                       | Equinix Inc                                                         | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       321 | NS      | $241812.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                                   | First Solar Inc                                                     | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       437 | NS      | $119266.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                         | Palantir Technologies Inc                                           | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      7200 | NS      | $1212840.00   | 0.26%             |  |  |  | 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      | $633479.30    | 0.14%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                            | IDEXX Laboratories Inc                                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       587 | NS      | $441940.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $482579.59    | 0.10%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $470758.01    | 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      | $959524.37    | 0.21%             |  |  |  | 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      | $224441.89    | 0.05%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| AppLovin Corp                                                     | AppLovin Corp                                                       | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       730 | NS      | $437620.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                                     | Boeing Co/The                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2539 | NS      | $479871.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                          | Microchip Technology Inc                                            | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1186 | NS      | $63545.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                         | Aflac Inc                                                           | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      3275 | NS      | $361265.25    | 0.08%             |  |  |  | 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      | $100143.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                                    | Albemarle Corp                                                      | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       950 | NS      | $123490.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                                     | Carnival Corp                                                       | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |      7455 | NS      | $192189.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                                               | TransDigm Group Inc                                                 | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       269 | NS      | $365885.73    | 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      | $113887.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                            | Berkshire Hathaway Inc                                              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      6394 | NS      | $3285301.14   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon Floating Rate Income Fund                              | BNY Mellon Floating Rate Income Fund                                | CUSIP: 05589K400<br>LEI: 5493006EE56XEFEOYO53 | Long             | EC               | RF                | US        |    942158 | NS      | $10363741.45  | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                             | Micron Technology Inc                                               | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      3617 | NS      | $855348.16    | 0.18%             |  |  |  | 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      | $78837.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140XJXW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203868 | PA      | $195498.75    | 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        |    259614 | PA      | $222849.73    | 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      | $181060.16    | 0.04%             | 2051-10-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Johnson Controls International                                    | Johnson Controls International plc                                  | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      3182 | NS      | $370098.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179VNR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80125 | PA      | $71524.49     | 0.02%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                          | CSX Corp                                                            | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      3563 | NS      | $125987.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                        | Humana Inc                                                          | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       111 | NS      | $27280.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DSPR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    329771 | PA      | $317485.69    | 0.07%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ResMed Inc                                                        | ResMed Inc                                                          | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       547 | NS      | $139939.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                         | Amgen Inc                                                           | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178919.60    | 0.04%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                     | Amphenol Corp                                                       | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      5902 | NS      | $831591.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                                    | Halliburton Co                                                      | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      4010 | NS      | $105142.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                    | Public Storage                                                      | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      1155 | NS      | $317093.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $94545.70     | 0.02%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 31427QTQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235000 | PA      | $239978.40    | 0.05%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMorgan Chase & Co                                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     10404 | NS      | $3257284.32   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                                    | CBRE Group Inc                                                      | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1730 | NS      | $279965.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3133B0SD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287531 | PA      | $247374.99    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193446 | PA      | $185184.92    | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                      | Danaher Corp                                                        | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      3264 | NS      | $740209.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                                | HCA Healthcare Inc                                                  | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1032 | NS      | $524555.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE SECURED LEND                                           | Blackstone Secured Lending Fund                                     | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    235000 | PA      | $222231.37    | 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      | $457428.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WDL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54619 | PA      | $51204.86     | 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      | $328528.88    | 0.07%             | 2034-01-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                      | Comcast Corp                                                        | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    193000 | PA      | $192826.15    | 0.04%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                               | TE Connectivity PLC                                                 | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      1378 | NS      | $311634.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                           | Pfizer Investment Enterprises Pte Ltd                               | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    245000 | PA      | $250940.60    | 0.05%             | 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      | $250532.81    | 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      | $1543053.51   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions                                    | Cognizant Technology Solutions Corp                                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       965 | NS      | $74990.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DTCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230599 | PA      | $236096.06    | 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      | $486378.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                        | STERIS PLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       559 | NS      | $148850.52    | 0.03%             |  |  |  | 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      | $559249.22    | 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      | $549983.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                      | Prologis Inc                                                        | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       955 | NS      | $122746.15    | 0.03%             |  |  |  | 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        |    668398 | NS      | $14758217.15  | 3.17%             |  |  |  | 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      | $500132.81    | 0.11%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou                                    | Public Service Enterprise Group Inc                                 | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      2960 | NS      | $247219.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                                 | Lam Research Corp                                                   | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      4800 | NS      | $748800.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                         | Edwards Lifesciences Corp                                           | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      1836 | NS      | $159126.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                         | Keysight Technologies Inc                                           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       945 | NS      | $187062.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                        | Dover Corp                                                          | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       998 | NS      | $184909.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                            | Trane Technologies PLC                                              | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      1257 | NS      | $529800.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                     | Citigroup Inc                                                       | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    365000 | PA      | $390104.79    | 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      | $616187.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                         | MGM Resorts International                                           | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      2730 | NS      | $96341.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                                      | Newmont Corp                                                        | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      4460 | NS      | $404655.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                                       | Waters Corp                                                         | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       302 | NS      | $121832.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc                                             | Qnity Electronics Inc                                               | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |       425 | NS      | $34463.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 3618N5RH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    306211 | PA      | $316215.89    | 0.07%             | 2055-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                             | Uber Technologies Inc                                               | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      6020 | NS      | $526990.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                               | Arista Networks Inc                                                 | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      5440 | NS      | $710899.20    | 0.15%             |  |  |  | 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      | $334268.22    | 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      | $355324.72    | 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        |     64756 | PA      | $60708.61     | 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        |       559 | NS      | $112934.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA BANK ABP                                                   | Nordea Bank Abp                                                     | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    255000 | PA      | $257378.39    | 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      | $186134.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                                  | Altria Group Inc                                                    | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      4051 | NS      | $239049.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215805 | PA      | $192231.06    | 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      | $181877.96    | 0.04%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                      | Broadcom Inc                                                        | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    225000 | PA      | $194407.13    | 0.04%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 31427QRZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270000 | PA      | $220521.33    | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140W2QA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    590230 | PA      | $525748.86    | 0.11%             | 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      | $232798.63    | 0.05%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WLC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92577 | PA      | $75219.36     | 0.02%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                            | International Paper Co                                              | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      2990 | NS      | $118045.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                              | Western Digital Corp                                                | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      1645 | NS      | $268677.85    | 0.06%             |  |  |  | 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      | $1151499.76   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                              | Edison International                                                | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      3795 | NS      | $223487.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                                     | Ford Motor Co                                                       | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     21775 | NS      | $289172.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    169934 | PA      | $157598.38    | 0.03%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                           | KeyCorp                                                             | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      8355 | NS      | $153564.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                                              | Waste Management Inc                                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1345 | NS      | $293035.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140W1K85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285036 | PA      | $243174.71    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                       | Corning Inc                                                         | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      3035 | NS      | $255547.00    | 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      | $15252.54     | 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      | $126577.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                                 | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196428.84    | 0.04%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 31427PHH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287505 | PA      | $292373.73    | 0.06%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                      | Centene Corp                                                        | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      2240 | NS      | $88121.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                                               | Eastman Chemical Co                                                 | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1785 | NS      | $110812.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                    | Amazon.com Inc                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     34372 | NS      | $8016237.84   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                            | UnitedHealth Group Inc                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      3136 | NS      | $1034158.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DU7D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155179 | PA      | $155297.25    | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                          | Prudential Financial Inc                                            | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      2335 | NS      | $252763.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon Corporate Bond Fund                                    | BNY Mellon Corporate Bond Fund                                      | CUSIP: 05569M368<br>LEI: 549300VTEMMMR676OI33 | Long             | EC               | RF                | US        |   1620668 | NS      | $20371793.91  | 4.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                                       | Cintas Corp                                                         | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1912 | NS      | $355670.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                              | Howmet Aerospace Inc                                                | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      2805 | NS      | $573874.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                         | Occidental Petroleum Corp                                           | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      2815 | NS      | $118230.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                         | Chubb Ltd                                                           | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1244 | NS      | $368447.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 31418D2D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120407 | PA      | $100258.60    | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                            | Province of Manitoba Canada                                         | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    160000 | PA      | $161033.76    | 0.03%             | 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      | $210178.87    | 0.05%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                        | Verizon Communications Inc                                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     14038 | NS      | $577102.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                                         | CH Robinson Worldwide Inc                                           | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       920 | NS      | $146160.40    | 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      | $523952.15    | 0.11%             | 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      | $568722.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                      | Broadcom Inc                                                        | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160905.34    | 0.03%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                       | NVIDIA Corp                                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     90276 | NS      | $15978852.00  | 3.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                          | Simon Property Group Inc                                            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      1964 | NS      | $365932.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                                  | Coca-Cola Co/The                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     13183 | NS      | $963940.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie                                    | Alexandria Real Estate Equities Inc                                 | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       760 | NS      | $40789.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                               | Coinbase Global Inc                                                 | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       781 | NS      | $213072.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247410 | PA      | $213984.03    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $145158.59    | 0.03%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                      | DoorDash Inc                                                        | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       868 | NS      | $172185.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                         | Apple Inc                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     55050 | NS      | $15350692.50  | 3.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                                   | Fair Isaac Corp                                                     | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        29 | NS      | $52369.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                                       | Equifax Inc                                                         | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       612 | NS      | $129970.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                        | AMETEK Inc                                                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1235 | NS      | $244394.15    | 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        |    421129 | PA      | $351059.12    | 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      | $115666.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140W2P39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253147 | PA      | $258552.08    | 0.06%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                                 | CDP Financial Inc                                                   | CUSIP: 125094BG6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $155827.23    | 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      | $272493.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                                             | Southwest Airlines Co                                               | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      1565 | NS      | $54477.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                    | ConocoPhillips                                                      | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      8204 | NS      | $727612.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                     | Citigroup Inc                                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      5676 | NS      | $588033.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WE87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    353677 | PA      | $301394.52    | 0.06%             | 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      | $194297.27    | 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      | $2025316.77   | 0.44%             |  |  |  | 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        |    286666 | NS      | $7487727.39   | 1.61%             |  |  |  | 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        |    355525 | PA      | $350069.85    | 0.08%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials In                                    | Solstice Advanced Materials Inc                                     | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |       417 | NS      | $19882.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                            | Regions Financial Corp                                              | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     10080 | NS      | $256536.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                         | Amgen Inc                                                           | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82337.17     | 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      | $107727.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                                         | Jabil Inc                                                           | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    205000 | PA      | $197903.22    | 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      | $280534.68    | 0.06%             | 2031-11-09      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| Trade Desk Inc/The                                                | Trade Desk Inc/The                                                  | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      1135 | NS      | $44900.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95000 | PA      | $95111.33     | 0.02%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Williams Cos Inc/The                                              | Williams Cos Inc/The                                                | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      3810 | NS      | $232143.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                            | HP Inc                                                              | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      3601 | NS      | $87936.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132A5HB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    305065 | PA      | $288364.36    | 0.06%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                              | Las Vegas Sands Corp                                                | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      1670 | NS      | $113827.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                               | Emerson Electric Co                                                 | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      2685 | NS      | $358125.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                       | Phillips 66                                                         | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      1441 | NS      | $197359.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                    | ServiceNow Inc                                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       633 | NS      | $514255.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                  | T-Mobile USA Inc                                                    | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    385000 | PA      | $290667.69    | 0.06%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | 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      | $230856.23    | 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        |    400000 | PA      | $338531.47    | 0.07%             | 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      | $306975.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                            | Motorola Solutions Inc                                              | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170779.86    | 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      | $172437.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                             | JB Hunt Transport Services Inc                                      | CUSIP: 445658CF2<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184803.73    | 0.04%             | 2026-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $306802.73    | 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      | $175579.32    | 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      | $822655.47    | 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      | $6464284.32   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                                   | Xcel Energy Inc                                                     | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      2465 | NS      | $202401.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                                      | Huntington Bancshares Inc/OH                                        | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      9280 | NS      | $151264.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                            | Intuitive Surgical Inc                                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1376 | NS      | $789108.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DPJU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199418 | PA      | $163972.00    | 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      | $78325.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                                      | Autodesk Inc                                                        | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       800 | NS      | $242672.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                      | Alphabet Inc                                                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     21275 | NS      | $6811829.50   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                        | Capital One Financial Corp                                          | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      2785 | NS      | $610109.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                            | Palo Alto Networks Inc                                              | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      2234 | NS      | $424750.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                                       | Snap-on Inc                                                         | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       691 | NS      | $234974.55    | 0.05%             |  |  |  | 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        |    182523 | PA      | $179962.69    | 0.04%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352447 | PA      | $331571.56    | 0.07%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                      | Stryker Corp                                                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1438 | NS      | $533756.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                                      | FactSet Research Systems Inc                                        | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       165 | NS      | $45749.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                           | Procter & Gamble Co/The                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      8699 | NS      | $1288843.84   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                              | Lockheed Martin Corp                                                | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1035 | NS      | $473885.10    | 0.10%             |  |  |  | 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      | $30955.66     | 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      | $244624.77    | 0.05%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                 | Ares Capital Corp                                                   | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    205000 | PA      | $195716.77    | 0.04%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                            | NextEra Energy Capital Holdings Inc                                 | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213266.22    | 0.05%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| CME Group Inc                                                     | CME Group Inc                                                       | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1199 | NS      | $337470.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                                       | Corteva Inc                                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      2493 | NS      | $168202.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                                   | McDonald's Corp                                                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      2512 | NS      | $783291.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                                         | Teledyne Technologies Inc                                           | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       187 | NS      | $93410.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                                  | Exxon Mobil Corp                                                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     13960 | NS      | $1618243.20   | 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      | $65669.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                          | KLA Corp                                                            | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       775 | NS      | $910989.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                                          | Molson Coors Beverage Co                                            | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      1840 | NS      | $85578.40     | 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      | $154478.44    | 0.03%             | 2029-04-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                | Valero Energy Corp                                                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1107 | NS      | $195673.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                | Meta Platforms Inc                                                  | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    285000 | PA      | $240227.21    | 0.05%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 31427MQJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268894 | PA      | $274160.83    | 0.06%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    525000 | PA      | $524220.70    | 0.11%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $118530.86    | 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        |    255000 | PA      | $224913.07    | 0.05%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                                | United Rentals Inc                                                  | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       542 | NS      | $441827.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                        | Intel Corp                                                          | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    215000 | PA      | $205144.66    | 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      | $1283924.05   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                                      | QUALCOMM Inc                                                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      4034 | NS      | $678075.06    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                                      | Fortinet Inc                                                        | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      4585 | NS      | $371981.05    | 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      | $373982.22    | 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        |    315000 | PA      | $354952.99    | 0.08%             | 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      | $76196.70     | 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      | $113236.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                                           | Consolidated Edison Inc                                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      3385 | NS      | $339718.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                         | Boeing Co/The                                                       | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144278.42    | 0.03%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                       | Exelon Corp                                                         | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      6870 | NS      | $323714.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                        | PACCAR Inc                                                          | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      3442 | NS      | $362855.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                | Union Pacific Corp                                                  | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      3079 | NS      | $713804.57    | 0.15%             |  |  |  | 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      | $1001179.89   | 0.22%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    690000 | PA      | $691415.04    | 0.15%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp                                              | Regency Centers Corp                                                | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      1970 | NS      | $140185.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                            | General Motors Financial Co Inc                                     | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    275000 | PA      | $250759.81    | 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        |     19134 | NS      | $6125176.08   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                             | Northrop Grumman Corp                                               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       562 | NS      | $321604.50    | 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      | $1816481.70   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                               | Vulcan Materials Co                                                 | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       548 | NS      | $162887.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                        | Intel Corp                                                          | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     11348 | NS      | $460274.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon Intermediate Bond Fund                                 | BNY Mellon Intermediate Bond Fund                                   | CUSIP: 05569M814<br>LEI: 549300EFHDSWMQ4VXS91 | Long             | EC               | RF                | US        |   1812379 | NS      | $22038528.91  | 4.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                                       | Paychex Inc                                                         | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      1685 | NS      | $188197.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                       | Royal Caribbean Cruises Ltd                                         | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |       930 | NS      | $247612.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                               | Carrier Global Corp                                                 | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      4240 | NS      | $232691.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140XKBZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304349 | PA      | $249364.93    | 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        |     95496 | PA      | $89527.69     | 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      | $138022.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                         | News Corp                                                           | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      6050 | NS      | $155364.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                                     | Accenture PLC                                                       | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      3162 | NS      | $790500.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                                               | Otis Worldwide Corp                                                 | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       714 | NS      | $63438.90     | 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      | $94915.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                             | Applied Materials Inc                                               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      3367 | NS      | $849325.75    | 0.18%             |  |  |  | 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        |    750899 | NS      | $750898.62    | 0.16%             |  |  |  | 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      | $816350.39    | 0.18%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Copart Inc                                                        | Copart Inc                                                          | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      4406 | NS      | $171745.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                          | eBay Inc                                                            | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      2567 | NS      | $212521.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                                | Walt Disney Co/The                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      2863 | NS      | $299097.61    | 0.06%             |  |  |  | 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      | $5912002.31   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                               | Delta Air Lines Inc                                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      4300 | NS      | $275630.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                            | Church & Dwight Co Inc                                              | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      1145 | NS      | $97508.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                               | Elevance Health Inc                                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       836 | NS      | $282785.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                           | Marathon Petroleum Corp                                             | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1585 | NS      | $307062.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                                    | Blackstone Inc                                                      | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       204 | NS      | $29869.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140W0K79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223645 | PA      | $225165.56    | 0.05%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer