# EDGAR Filing Document

**Accession Number:** 0001111565
**File Stem:** 0000940400-25-004996
**Filing Date:** 2025-10
**Character Count:** 78373
**Document Hash:** 93496b367323d39855399d8345cde9b1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-004996.hdr.sgml**: 20251021

**ACCESSION NUMBER**: 0000940400-25-004996

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251021

**DATE AS OF CHANGE**: 20251021

**PERIOD START**: 20250831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09903
- **FILM NUMBER:** 251407722

**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 Bond Fund (Series ID: S000000375)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000000967 | Class M Shares  | MPBFX           |
| C000000968 | Investor Shares | MIBDX           |

## 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 Bond Fund

- **b. EDGAR series identifier (if any):** S000000375

- **c. LEI of Series:** 549300GYL9XGY3ZTF246

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1271011328.61

**Total Liabilities:** $10316126.57

**Net Assets:** $1260695202.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 294.93945000 | **1-Year:** 19190.41702000 | **5-Year:** 251582.85786000 | **10-Year:** 151923.02732000 | **30-Year:** 14045.64189000

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

- **3-Month:** 123.61363000 | **1-Year:** 44.64372000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000967 | 1.52%                | -0.13%               | 1.15%                |
| Class ID C000000968 | 1.49%                | -0.24%               | 1.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1948671.66             | $17008701.40                               |
| Month 2  | $-2008475.16             | $-4549642.65                               |
| Month 3  | $-1543596.28             | $12607458.16                               |

### 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        |   7135000 | PA      | $6438107.28   | 0.51%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4404990.24   | 0.35%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140XKBZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8183856 | PA      | $6546386.64   | 0.52%             | 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        |   2617951 | PA      | $2414273.08   | 0.19%             | 2051-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18435000 | PA      | $16386266.65  | 1.30%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                     | Aircastle Ltd                                                       | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   6250000 | PA      | $6017853.06   | 0.48%             | 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        |   7250000 | PA      | $5948819.59   | 0.47%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16760000 | PA      | $17015655.53  | 1.35%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7250000 | PA      | $7370219.72   | 0.58%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20250000 | PA      | $20157846.71  | 1.60%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140XLTB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7886288 | PA      | $6569434.22   | 0.52%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                       | MetLife Inc                                                         | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1896418.50   | 0.15%             | N/A             | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                      | Broadcom Inc                                                        | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3617882.64   | 0.29%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                         | Amgen Inc                                                           | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1593654.34   | 0.13%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                            | Santander Holdings USA Inc                                          | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $7663572.19   | 0.61%             | 2031-11-09      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                         | Jabil Inc                                                           | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5286203.62   | 0.42%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17435000 | PA      | $17202419.89  | 1.36%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4017581 | NS      | $4017580.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140XJXW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5574067 | PA      | $5218657.11   | 0.41%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                  | T-Mobile USA Inc                                                    | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  10685000 | PA      | $7813231.76   | 0.62%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DUAG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10240987 | PA      | $10162750.27  | 0.81%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6399579 | PA      | $5330628.76   | 0.42%             | 2051-11-01      | Fixed         | 2.50%                 | 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        |   6500000 | PA      | $6809249.40   | 0.54%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                          | Enterprise Products Operating LLC                                   | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3501126.82   | 0.28%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                              | Blue Owl Finance LLC                                                | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $5387661.60   | 0.43%             | 2051-10-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140W0K79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6469317 | PA      | $6427787.28   | 0.51%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140QVP65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6229932 | PA      | $6378972.38   | 0.51%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                         | Amgen Inc                                                           | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $5019506.70   | 0.40%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                          | AT&T Inc                                                            | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  10250000 | PA      | $8446601.98   | 0.67%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DSPR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9104010 | PA      | $8578484.75   | 0.68%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21750000 | PA      | $21743627.90  | 1.72%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5527624 | PA      | $4427429.05   | 0.35%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA Inc                                                             | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5248707.23   | 0.42%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $974863.28    | 0.08%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                   | United States Treasury Inflation Indexed Bonds                      | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6677000 | PA      | $6633064.00   | 0.53%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3133B0SD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7668697 | PA      | $6434407.48   | 0.51%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                            | Motorola Solutions Inc                                              | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4932240.91   | 0.39%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                    | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8783058.08   | 0.70%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5537275.37   | 0.44%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5341194 | PA      | $4988477.76   | 0.40%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | Barclays PLC                                                        | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7250000 | PA      | $8281750.47   | 0.66%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                 | Kinder Morgan Inc                                                   | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5565717.03   | 0.44%             | 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        |  10455000 | PA      | $10900358.54  | 0.86%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                   | CVS Health Corp                                                     | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $6674801.17   | 0.53%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $13755234.38  | 1.09%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | Boeing Co/The                                                       | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $4191329.66   | 0.33%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                            | CUSIP: 38378BT82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4593985 | PA      | $3904740.11   | 0.31%             | 2052-12-16      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                           | Blackstone Secured Lending Fund                                     | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   6890000 | PA      | $6512740.25   | 0.52%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DTGK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8008608 | PA      | $8110425.13   | 0.64%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                           | Dell International LLC / EMC Corp                                   | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6280000 | PA      | $4678933.22   | 0.37%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DPJU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5886321 | PA      | $4720004.02   | 0.37%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19750000 | PA      | $19365414.97  | 1.54%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140QNL75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11775989 | PA      | $9791992.22   | 0.78%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WDL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1484548 | PA      | $1369044.14   | 0.11%             | 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        |   8000000 | PA      | $8613760.40   | 0.68%             | 2034-01-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15150000 | PA      | $15071586.93  | 1.20%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1466082.04   | 0.12%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16105000 | PA      | $16444400.31  | 1.30%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                           | Pfizer Investment Enterprises Pte Ltd                               | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   6520000 | PA      | $6648503.98   | 0.53%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11250000 | PA      | $11281640.63  | 0.89%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | 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        |   3069551 | PA      | $3014178.35   | 0.24%             | 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        |   8921581 | PA      | $8202867.76   | 0.65%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5005557.65   | 0.40%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4915000 | PA      | $5064465.94   | 0.40%             | 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        |  10303000 | PA      | $6161560.68   | 0.49%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | Glencore Funding LLC                                                | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $4263085.81   | 0.34%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DTCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6322309 | PA      | $6389900.51   | 0.51%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140W2MQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15782442 | PA      | $12667336.90  | 1.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DT7L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9691460 | PA      | $9764333.44   | 0.77%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                           | Japan Finance Organization for Municipalities                       | CUSIP: 471068AT3<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |   4130000 | PA      | $3594717.60   | 0.29%             | 2031-02-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                            | NextEra Energy Capital Holdings Inc                                 | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4422604.45   | 0.35%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21475000 | PA      | $21603346.63  | 1.71%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3133B4CR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7499740 | PA      | $6005536.74   | 0.48%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LBJ INFRASTRUCTURE GROUP                                          | LBJ Infrastructure Group LLC                                        | CUSIP: 50203UAA1<br>LEI: 254900DEJSU2OQFZWQ97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3390183.65   | 0.27%             | 2057-12-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                            | UnitedHealth Group Inc                                              | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $4874218.01   | 0.39%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140XQ6E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7411838 | PA      | $7589153.69   | 0.60%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6142265.64   | 0.49%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17890000 | PA      | $14308855.30  | 1.13%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                  | Deutsche Bank AG/New York NY                                        | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   8675000 | PA      | $8890604.11   | 0.71%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DSY97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5765790 | PA      | $5842511.15   | 0.46%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                          | Ontario Teachers' Finance Trust                                     | CUSIP: 68329AAQ1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |   3500000 | PA      | $3592691.59   | 0.28%             | 2029-04-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                | Meta Platforms Inc                                                  | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $6420295.50   | 0.51%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WM39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5087547 | PA      | $3996885.82   | 0.32%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3133KMY82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7491467 | PA      | $6303225.43   | 0.50%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | Citigroup Inc                                                       | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $9801062.42   | 0.78%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179V6Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1925914 | PA      | $1776062.92   | 0.14%             | 2051-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179Y2Q6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3184272 | PA      | $3310047.75   | 0.26%             | 2054-07-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3131XYGQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9061484 | PA      | $8306374.86   | 0.66%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                   | Nordea Bank Abp                                                     | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   4280000 | PA      | $4315331.40   | 0.34%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| FOUNDRY JV HOLDCO LLC                                             | Foundry JV Holdco LLC                                               | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   5275000 | PA      | $5420652.09   | 0.43%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                        | AbbVie Inc                                                          | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5783119.20   | 0.46%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                          | Province of British Columbia Canada                                 | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2075000 | PA      | $2058876.46   | 0.16%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                    | Home Depot Inc/The                                                  | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   5595000 | PA      | $4809314.63   | 0.38%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5599253 | PA      | $4864948.13   | 0.39%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                      | Comerica Inc                                                        | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5966892.82   | 0.47%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | Energy Transfer LP                                                  | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4063855.88   | 0.32%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3032285.16   | 0.24%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DQQN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5909253 | PA      | $5910985.49   | 0.47%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3507382.83   | 0.28%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| NUCOR CORP                                                        | Nucor Corp                                                          | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   5470000 | PA      | $5007232.15   | 0.40%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7750000 | PA      | $7542929.69   | 0.60%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140XJMM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5680787 | PA      | $5498797.34   | 0.44%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                      | Broadcom Inc                                                        | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5011771.20   | 0.40%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140XNKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5498325 | PA      | $4972062.74   | 0.39%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                          | Citizens Financial Group Inc                                        | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   7325000 | PA      | $7652508.15   | 0.61%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                          | Ontario Teachers' Finance Trust                                     | CUSIP: 68329AAJ7<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |   4130000 | PA      | $3721836.77   | 0.30%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8650000 | PA      | $8752030.21   | 0.69%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140W2QA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15277432 | PA      | $13257217.23  | 1.05%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7079188 | PA      | $6876101.08   | 0.55%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7564746.08   | 0.60%             | 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        |   2587972 | PA      | $2051368.88   | 0.16%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                           | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc         | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6250000 | PA      | $5710540.13   | 0.45%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12920000 | PA      | $13207167.16  | 1.05%             | 2028-08-31      | 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        |  12250000 | PA      | $12291152.41  | 0.97%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4547874 | PA      | $4172320.67   | 0.33%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179VNR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2262069 | PA      | $1967302.02   | 0.16%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10083203.10  | 0.80%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                 | NatWest Group PLC                                                   | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5500000 | PA      | $5622334.14   | 0.45%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                            | Diamondback Energy Inc                                              | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4447398.48   | 0.35%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $9443242.16   | 0.75%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9250000 | PA      | $8104228.49   | 0.64%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WGW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1720902 | PA      | $1587012.54   | 0.13%             | 2051-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9250000 | PA      | $9381162.13   | 0.74%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23860000 | PA      | $24331141.71  | 1.93%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                                 | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5475000 | PA      | $5636912.18   | 0.45%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                             | Blue Owl Capital Corp                                               | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2425127.58   | 0.19%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9750000 | PA      | $7806284.17   | 0.62%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 31418D2D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3227470 | PA      | $2636740.45   | 0.21%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10103557 | PA      | $8778601.49   | 0.70%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DU7D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4527936 | PA      | $4473306.00   | 0.35%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140W2P39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6446962 | PA      | $6530770.09   | 0.52%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                   | United States Treasury Inflation Indexed Bonds                      | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10462000 | PA      | $10372617.90  | 0.82%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11215000 | PA      | $11358254.13  | 0.90%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132A5HB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7900916 | PA      | $7303076.30   | 0.58%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                             | JB Hunt Transport Services Inc                                      | CUSIP: 445658CF2<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3738350.81   | 0.30%             | 2026-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13800000 | PA      | $14323699.24  | 1.14%             | 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        |   8000000 | PA      | $8642042.24   | 0.69%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 31427MQJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7718657 | PA      | $7812129.16   | 0.62%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                 | Ares Capital Corp                                                   | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5251186.27   | 0.42%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24750000 | PA      | $24853447.33  | 1.97%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 31427M5K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7182878 | PA      | $7342960.17   | 0.58%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                         | Kroger Co/The                                                       | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5672962.36   | 0.45%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BLACKROCK TCP CAP CORP                                            | BlackRock TCP Capital Corp                                          | CUSIP: 09259EAB4<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3747379.96   | 0.30%             | 2026-02-09      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| MANITOBA (PROVINCE OF)                                            | Province of Manitoba Canada                                         | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   3720000 | PA      | $3699441.87   | 0.29%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| DREYFUS INSTITUTIONAL PREFERRE                                    | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND   | CUSIP: 000000000<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |   5920346 | NS      | $5920345.73   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                          | Apollo Debt Solutions BDC                                           | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $6141221.25   | 0.49%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18660000 | PA      | $19072196.41  | 1.51%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 3618N5PM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6421229 | PA      | $6655003.27   | 0.53%             | 2055-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20250000 | PA      | $20518945.31  | 1.63%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                        | Intel Corp                                                          | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   5650000 | PA      | $5142282.75   | 0.41%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                                    | Amazon.com Inc                                                      | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $4962609.80   | 0.39%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $13307988.33  | 1.06%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                      | Synopsys Inc                                                        | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $6251394.46   | 0.50%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                      | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7770000 | PA      | $8036787.38   | 0.64%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7335739 | PA      | $6170716.09   | 0.49%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179YFG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5740019 | PA      | $5313894.84   | 0.42%             | 2053-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8895765.76   | 0.71%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBACCO SECURITIZATI                                    | Golden State Tobacco Securitization Corp                            | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2517323.10   | 0.20%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10411791 | PA      | $8539566.09   | 0.68%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                              | Targa Resources Corp                                                | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1765868.51   | 0.14%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7750000 | PA      | $7536118.14   | 0.60%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 3618N5RH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7704327 | PA      | $7941333.26   | 0.63%             | 2055-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                                 | CDP Financial Inc                                                   | CUSIP: 125094BG6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   3500000 | PA      | $3633656.60   | 0.29%             | 2029-06-05      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                         | Boeing Co/The                                                       | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4537256.00   | 0.36%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DN4L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6577727 | PA      | $6545895.75   | 0.52%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WE87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9693826 | PA      | $8110116.25   | 0.64%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9979296.90   | 0.79%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                            | General Motors Financial Co Inc                                     | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $6582800.17   | 0.52%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19500000 | PA      | $19216640.63  | 1.52%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140MBDG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5078240 | PA      | $4101668.50   | 0.33%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11250000 | PA      | $11172656.25  | 0.89%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                      | Comcast Corp                                                        | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3083606.64   | 0.24%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer