# EDGAR Filing Document

**Accession Number:** 0001111565
**File Stem:** 0000940400-26-002280
**Filing Date:** 2026-1
**Character Count:** 106910
**Document Hash:** eb8fe8ec350221645257468b677dccbb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-002280.hdr.sgml**: 20260126

**ACCESSION NUMBER**: 0000940400-26-002280

**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:** 26559336

**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           |

## Nport-Ex

BNY Mellon Bond 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 — 99.1%** | **Bonds and Notes — 99.1%** | **Bonds and Notes — 99.1%** | **Bonds and Notes — 99.1%** | **Bonds and Notes — 99.1%** |
| **Aerospace & Defense — .7%** | **Aerospace & Defense — .7%** | **Aerospace & Defense — .7%** | **Aerospace & Defense — .7%** | **Aerospace & Defense — .7%** |
| The Boeing Company, Sr. Unscd. Notes | 3.63 | 2/1/2031 | 4750000 | 4568816 |
| The Boeing Company, Sr. Unscd. Notes | 6.53 | 5/1/2034 | 3825000 | 4255198 |
|  |  |  |  | **8824014** |
| **Airlines — .2%** | **Airlines — .2%** | **Airlines — .2%** | **Airlines — .2%** | **Airlines — .2%** |
| American Airlines Pass-Through Trust, Ser. 2015-1, Cl. A | 3.38 | 5/1/2027 | 2913257 | **2872391** |
| **Automobiles & Components — .6%** | **Automobiles & Components — .6%** | **Automobiles & Components — .6%** | **Automobiles & Components — .6%** | **Automobiles & Components — .6%** |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 3.10 | 1/12/2032 | 7400000 | **6747718** |
| **Banks — 9.1%** | **Banks — 9.1%** | **Banks — 9.1%** | **Banks — 9.1%** | **Banks — 9.1%** |
| Bank of America Corp., Jr. Sub. Notes, Ser. TT<sup>(a),(b)</sup> <br>| 6.13 | 4/27/2027 | 8650000 | 8740920 |
| Barclays PLC, Sr. Unscd. Notes | 7.44 | 11/2/2033 | 7250000 | 8346441 |
| Citigroup, Inc., Sub. Notes | 6.17 | 5/25/2034 | 9300000 | 9939656 |
| Citizens Financial Group, Inc., Sr. Unscd. Notes | 5.72 | 7/23/2032 | 7325000 | 7685027 |
| Deutsche Bank AG, Sr. Notes | 5.30 | 5/9/2031 | 8675000 | 8922390 |
| HSBC Holdings PLC, Sr. Unscd. Notes<sup>(b)</sup> <br>| 6.25 | 3/9/2034 | 8000000 | 8769993 |
| JPMorgan Chase & Co., Jr. Sub. Notes, Ser. OO<sup>(a),(b)</sup> <br>| 6.50 | 4/1/2030 | 5475000 | 5660252 |
| Morgan Stanley, Sr. Unscd. Notes | 5.59 | 1/18/2036 | 7770000 | 8204748 |
| NatWest Group PLC, Sr. Unscd. Notes | 5.08 | 1/27/2030 | 5500000 | 5634080 |
| Nordea Bank Abp, Jr. Sub. Notes<sup>(a),(c)</sup> <br>| 6.63 | 3/26/2026 | 4280000 | 4319920 |
| Santander Holdings USA, Inc., Sr. Unscd. Bonds | 7.66 | 11/9/2031 | 6800000 | 7630544 |
| Societe Generale SA, Sr. Notes<sup>(c)</sup> <br>| 6.69 | 1/10/2034 | 8000000 | 8760770 |
| The Goldman Sachs Group, Inc., Sub. Notes | 6.75 | 10/1/2037 | 8000000 | 9014679 |
| Wells Fargo & Co., Sr. Unscd. Notes | 5.24 | 1/24/2031 | 8500000 | 8835071 |
|  |  |  |  | **110464491** |
| **Beverage Products — .5%** | **Beverage Products — .5%** | **Beverage Products — .5%** | **Beverage Products — .5%** | **Beverage Products — .5%** |
| Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 4.90 | 2/1/2046 | 6250000 | **5890058** |
| **Diversified Financials — 4.2%** | **Diversified Financials — 4.2%** | **Diversified Financials — 4.2%** | **Diversified Financials — 4.2%** | **Diversified Financials — 4.2%** |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes | 6.95 | 3/10/2055 | 6500000 | 6820752 |
| Aircastle Ltd., Gtd. Notes<sup>(c)</sup> <br>| 2.85 | 1/26/2028 | 4000000 | 3884434 |
| Apollo Debt Solutions BDC, Sr. Unscd. Notes | 6.70 | 7/29/2031 | 5000000 | 5254472 |
| Ares Capital Corp., Sr. Unscd. Notes | 2.88 | 6/15/2028 | 5500000 | 5250938 |
| BlackRock TCP Capital Corp., Sr. Unscd. Notes<sup>(b)</sup> <br>| 2.85 | 2/9/2026 | 3800000 | 3773811 |
| Blackstone Secured Lending Fund, Sr. Unscd. Notes | 2.85 | 9/30/2028 | 6890000 | 6515635 |
| Blue Owl Capital Corp., Sr. Unscd. Notes | 2.63 | 1/15/2027 | 2500000 | 2436398 |
| Blue Owl Finance LLC, Gtd. Notes<sup>(b)</sup> <br>| 4.13 | 10/7/2051 | 7650000 | 5327347 |
| CDP Financial, Inc., Gtd. Notes<sup>(c)</sup> <br>| 4.88 | 6/5/2029 | 3500000 | 3635969 |
| Ontario Teachers' Finance Trust, Gtd. Notes<sup>(c)</sup> <br>| 2.00 | 4/16/2031 | 4130000 | 3755780 |
| Ontario Teachers' Finance Trust, Gtd. Notes<sup>(c)</sup> <br>| 4.63 | 4/10/2029 | 3500000 | 3604497 |
|  |  |  |  | **50260033** |
| **Electronic Components — .4%** | **Electronic Components — .4%** | **Electronic Components — .4%** | **Electronic Components — .4%** | **Electronic Components — .4%** |
| Jabil, Inc., Sr. Unscd. Notes | 3.60 | 1/15/2030 | 5500000 | **5309599** |
| **Energy — 1.9%** | **Energy — 1.9%** | **Energy — 1.9%** | **Energy — 1.9%** | **Energy — 1.9%** |
| Diamondback Energy, Inc., Gtd. Notes | 3.13 | 3/24/2031 | 4800000 | 4489033 |
| Energy Transfer LP, Sr. Unscd. Notes | 5.55 | 5/15/2034 | 4000000 | 4135256 |
| Enterprise Products Operating LLC, Gtd. Notes | 5.35 | 1/31/2033 | 2000000 | 2107616 |
| Kinder Morgan, Inc., Gtd. Notes | 5.20 | 6/1/2033 | 5500000 | 5680507 |

---

**3**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Energy — 1.9% (continued)** | **Energy — 1.9% (continued)** | **Energy — 1.9% (continued)** | **Energy — 1.9% (continued)** | **Energy — 1.9% (continued)** |
| Targa Resources Corp., Gtd. Notes | 5.50 | 2/15/2035 | 1750000 | 1794916 |
| &nbsp;&nbsp;&nbsp; Targa Resources Partners LP/Targa Resources Partners Finance Corp., Gtd. <br> Notes<br>| 5.00 | 1/15/2028 | 5000000 | 5000951 |
|  |  |  |  | **23208279** |
| **Food Products — .5%** | **Food Products — .5%** | **Food Products — .5%** | **Food Products — .5%** | **Food Products — .5%** |
| The Kroger Company, Sr. Unscd. Notes | 1.70 | 1/15/2031 | 6500000 | **5733078** |
| **Foreign Governmental — .8%** | **Foreign Governmental — .8%** | **Foreign Governmental — .8%** | **Foreign Governmental — .8%** | **Foreign Governmental — .8%** |
| British Columbia, Sr. Unscd. Notes | 4.20 | 7/6/2033 | 2075000 | 2084427 |
| Japan Finance Organization for Municipalities, Sr. Unscd. Notes<sup>(c)</sup> <br>| 1.38 | 2/10/2031 | 4130000 | 3645254 |
| Province of Manitoba, Sr. Unscd. Notes | 4.30 | 7/27/2033 | 3720000 | 3744035 |
|  |  |  |  | **9473716** |
| **Health Care — 3.0%** | **Health Care — 3.0%** | **Health Care — 3.0%** | **Health Care — 3.0%** | **Health Care — 3.0%** |
| AbbVie, Inc., Sr. Unscd. Notes | 3.20 | 11/21/2029 | 6000000 | 5821492 |
| Amgen, Inc., Sr. Unscd. Notes | 5.60 | 3/2/2043 | 5075000 | 5188668 |
| Amgen, Inc., Sr. Unscd. Notes | 5.65 | 6/15/2042 | 1605000 | 1651889 |
| CVS Health Corp., Sr. Unscd. Notes | 4.78 | 3/25/2038 | 7250000 | 6894470 |
| HCA, Inc., Gtd. Notes | 5.75 | 3/1/2035 | 5100000 | 5387266 |
| Pfizer Investment Enterprises Pte Ltd., Gtd. Notes | 4.65 | 5/19/2030 | 6520000 | 6678093 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.95 | 1/15/2032 | 4775000 | 4921939 |
|  |  |  |  | **36543817** |
| **Industrial — .3%** | **Industrial — .3%** | **Industrial — .3%** | **Industrial — .3%** | **Industrial — .3%** |
| LBJ Infrastructure Group LLC, Sr. Scd. Bonds<sup>(c)</sup> <br>| 3.80 | 12/31/2057 | 5000000 | **3563282** |
| **Information Technology — 1.0%** | **Information Technology — 1.0%** | **Information Technology — 1.0%** | **Information Technology — 1.0%** | **Information Technology — 1.0%** |
| Oracle Corp., Sr. Unscd. Notes | 3.90 | 5/15/2035 | 7135000 | 6310811 |
| Synopsys, Inc., Sr. Unscd. Notes | 5.00 | 4/1/2032 | 6125000 | 6285511 |
|  |  |  |  | **12596322** |
| **Insurance — .5%** | **Insurance — .5%** | **Insurance — .5%** | **Insurance — .5%** | **Insurance — .5%** |
| Prudential Financial, Inc., Sr. Unscd. Notes | 4.35 | 2/25/2050 | 7250000 | **6137570** |
| **Internet Software & Services — 1.0%** | **Internet Software & Services — 1.0%** | **Internet Software & Services — 1.0%** | **Internet Software & Services — 1.0%** | **Internet Software & Services — 1.0%** |
| Amazon.com, Inc., Sr. Unscd. Notes | 1.65 | 5/12/2028 | 5250000 | 4999135 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 4.45 | 8/15/2052 | 7700000 | 6490349 |
|  |  |  |  | **11489484** |
| **Media — .4%** | **Media — .4%** | **Media — .4%** | **Media — .4%** | **Media — .4%** |
| Comcast Corp., Gtd. Notes<sup>(c)</sup> <br>| 5.17 | 1/15/2037 | 5027000 | **5022472** |
| **Metals & Mining — .4%** | **Metals & Mining — .4%** | **Metals & Mining — .4%** | **Metals & Mining — .4%** | **Metals & Mining — .4%** |
| Nucor Corp., Sr. Unscd. Notes | 3.13 | 4/1/2032 | 5470000 | **5097952** |
| **Municipal Securities — .2%** | **Municipal Securities — .2%** | **Municipal Securities — .2%** | **Municipal Securities — .2%** | **Municipal Securities — .2%** |
| Golden State Tobacco Securitization Corp., Revenue Bonds, Refunding, Ser. A-1 | 3.49 | 6/1/2036 | 3000000 | **2568526** |
| **Retailing — .4%** | **Retailing — .4%** | **Retailing — .4%** | **Retailing — .4%** | **Retailing — .4%** |
| The Home Depot, Inc., Sr. Unscd. Notes | 1.38 | 3/15/2031 | 5595000 | **4864088** |
| **Semiconductors & Semiconductor Equipment — 1.6%** | **Semiconductors & Semiconductor Equipment — 1.6%** | **Semiconductors & Semiconductor Equipment — 1.6%** | **Semiconductors & Semiconductor Equipment — 1.6%** | **Semiconductors & Semiconductor Equipment — 1.6%** |
| Broadcom, Inc., Gtd. Notes | 2.45 | 2/15/2031 | 4000000 | 3677836 |
| Broadcom, Inc., Sr. Unscd. Notes<sup>(c)</sup> <br>| 3.19 | 11/15/2036 | 6000000 | 5184190 |
| Foundry JV Holdco LLC, Sr. Scd. Notes<sup>(c)</sup> <br>| 5.88 | 1/25/2034 | 5275000 | 5473709 |
| Intel Corp., Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.60 | 2/21/2054 | 5650000 | 5391011 |
|  |  |  |  | **19726746** |
| **Technology Hardware & Equipment — .4%** | **Technology Hardware & Equipment — .4%** | **Technology Hardware & Equipment — .4%** | **Technology Hardware & Equipment — .4%** | **Technology Hardware & Equipment — .4%** |
| Dell International LLC/EMC Corp., Gtd. Notes | 3.38 | 12/15/2041 | 6280000 | **4857960** |
| **Telecommunication Services — 2.3%** | **Telecommunication Services — 2.3%** | **Telecommunication Services — 2.3%** | **Telecommunication Services — 2.3%** | **Telecommunication Services — 2.3%** |
| AT&T, Inc., Sr. Unscd. Notes | 4.55 | 3/9/2049 | 10250000 | 8674869 |

---

**4**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Telecommunication Services — 2.3% (continued)** | **Telecommunication Services — 2.3% (continued)** | **Telecommunication Services — 2.3% (continued)** | **Telecommunication Services — 2.3% (continued)** | **Telecommunication Services — 2.3% (continued)** |
| Motorola Solutions, Inc., Sr. Unscd. Notes | 5.40 | 4/15/2034 | 4800000 | 4968141 |
| T-Mobile USA, Inc., Gtd. Notes | 3.00 | 2/15/2041 | 10685000 | 8066972 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 2.99 | 10/30/2056 | 10303000 | 6300923 |
|  |  |  |  | **28010905** |
| **Transportation — .3%** | **Transportation — .3%** | **Transportation — .3%** | **Transportation — .3%** | **Transportation — .3%** |
| J.B. Hunt Transport Services, Inc., Gtd. Notes | 3.88 | 3/1/2026 | 3750000 | **3746022** |
| **U.S. Government Agencies Collateralized Municipal-Backed Securities — .3%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .3%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .3%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .3%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .3%** |
| Government National Mortgage Association, Ser. 2012-135, Cl. AE | 1.83 | 12/16/2052 | 4547113 | **3894000** |
| **U.S. Government Agencies Mortgage-Backed — 25.0%** | **U.S. Government Agencies Mortgage-Backed — 25.0%** | **U.S. Government Agencies Mortgage-Backed — 25.0%** | **U.S. Government Agencies Mortgage-Backed — 25.0%** | **U.S. Government Agencies Mortgage-Backed — 25.0%** |
| 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>|  |  | 12431483 | 10184863 |
| 2.50%, 10/1/2051-12/1/2051<sup>(d)</sup> <br>|  |  | 14896345 | 12832735 |
| 3.00%, 6/1/2052<sup>(d)</sup> <br>|  |  | 5505063 | 4903705 |
| 3.50%, 7/1/2047<sup>(d)</sup> <br>|  |  | 7734062 | 7310668 |
| 4.00%, 6/1/2053<sup>(d)</sup> <br>|  |  | 8701831 | 8377654 |
| 5.00%, 11/1/2052-12/1/2054<sup>(d)</sup> <br>|  |  | 26668678 | 26866721 |
| 5.50%, 6/1/2054-11/1/2055<sup>(d)</sup> <br>|  |  | 47946051 | 48866316 |
| 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>|  |  | 33932562 | 27929643 |
| 2.50%, 6/1/2051-4/1/2052<sup>(d)</sup> <br>|  |  | 23983057 | 20513011 |
| 3.00%, 6/1/2052-7/1/2052<sup>(d)</sup> <br>|  |  | 24893666 | 22174241 |
| 3.50%, 3/1/2048-9/1/2052<sup>(d)</sup> <br>|  |  | 14122965 | 13205988 |
| 4.00%, 4/1/2052-9/1/2052<sup>(d)</sup> <br>|  |  | 10549066 | 10107434 |
| 4.50%, 10/1/2052<sup>(d)</sup> <br>|  |  | 5574661 | 5525056 |
| 5.00%, 1/1/2055<sup>(d)</sup> <br>|  |  | 6257296 | 6299845 |
| 5.50%, 7/1/2055<sup>(d)</sup> <br>|  |  | 6408097 | 6544916 |
| 6.00%, 11/1/2054<sup>(d)</sup> <br>|  |  | 5936639 | 6100919 |
| 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 |  |  | 17707540 | 14560810 |
| 2.50%, 5/20/2051 |  |  | 9510873 | 8104926 |
| 3.00%, 6/20/2050 |  |  | 2178179 | 1944378 |
| 3.50%, 1/20/2052-9/20/2053 |  |  | 9865514 | 9184046 |
| 4.00%, 2/20/2051-6/20/2051 |  |  | 7551243 | 7079263 |
| 4.50%, 7/20/2052 |  |  | 6877846 | 6782840 |
| 6.50%, 7/20/2055 |  |  | 7630580 | 7879896 |
| 7.00%, 6/20/2055 |  |  | 6349164 | 6550916 |
| 7.50%, 7/20/2054 |  |  | 2807585 | 2909882 |
|  |  |  |  | **302740672** |
| **U.S. Treasury Securities — 42.7%** | **U.S. Treasury Securities — 42.7%** | **U.S. Treasury Securities — 42.7%** | **U.S. Treasury Securities — 42.7%** | **U.S. Treasury Securities — 42.7%** |
| U.S. Treasury Bonds | 3.63 | 2/15/2053 | 7000000 | 5841582 |
| U.S. Treasury Bonds | 3.63 | 5/15/2053 | 17890000 | 14912293 |
| U.S. Treasury Bonds | 3.88 | 2/15/2043 | 18435000 | 16924914 |
| U.S. Treasury Bonds<sup>(b)</sup> <br>| 4.00 | 11/15/2052 | 9000000 | 8037070 |
| U.S. Treasury Bonds | 4.13 | 8/15/2053 | 9250000 | 8437915 |
| U.S. Treasury Bonds | 4.75 | 2/15/2045 | 19500000 | 19813066 |
| U.S. Treasury Bonds | 4.75 | 11/15/2053 | 7750000 | 7831133 |
| U.S. Treasury Bonds | 4.75 | 8/15/2055 | 7750000 | 7849297 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Inflation Indexed Notes, U.S. CPI Urban Consumers Not <br> Seasonally Adjusted<sup>(e)</sup> <br>| 0.50 | 1/15/2028 | 10534080 | 10372440 |
| U.S. Treasury Notes | 2.88 | 4/30/2029 | 1000000 | 979277 |

---

**5**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **U.S. Treasury Securities — 42.7% (continued)** | **U.S. Treasury Securities — 42.7% (continued)** | **U.S. Treasury Securities — 42.7% (continued)** | **U.S. Treasury Securities — 42.7% (continued)** | **U.S. Treasury Securities — 42.7% (continued)** |
| U.S. Treasury Notes | 3.25 | 6/30/2027 | 11250000 | 11201880 |
| U.S. Treasury Notes | 3.25 | 6/30/2029 | 17435000 | 17268142 |
| U.S. Treasury Notes<sup>(b)</sup> <br>| 3.38 | 9/15/2027 | 20250000 | 20199771 |
| U.S. Treasury Notes<sup>(b)</sup> <br>| 3.50 | 9/30/2029 | 15150000 | 15124849 |
| U.S. Treasury Notes<sup>(b)</sup> <br>| 3.63 | 8/31/2029 | 21750000 | 21809898 |
| U.S. Treasury Notes | 3.63 | 3/31/2030 | 10000000 | 10020508 |
| U.S. Treasury Notes<sup>(b)</sup> <br>| 3.63 | 8/31/2030 | 6110000 | 6117160 |
| U.S. Treasury Notes | 3.63 | 9/30/2030 | 1250000 | 1251367 |
| U.S. Treasury Notes | 3.75 | 5/15/2028 | 24750000 | 24903721 |
| U.S. Treasury Notes | 3.75 | 5/31/2030 | 11250000 | 11327783 |
| U.S. Treasury Notes | 3.75 | 10/31/2032 | 8000000 | 7982500 |
| U.S. Treasury Notes | 3.88 | 4/30/2030 | 7500000 | 7591260 |
| U.S. Treasury Notes | 3.88 | 6/30/2030 | 10000000 | 10121680 |
| U.S. Treasury Notes | 3.88 | 8/31/2032 | 25000000 | 25151367 |
| U.S. Treasury Notes | 3.88 | 9/30/2032 | 4000000 | 4022500 |
| U.S. Treasury Notes | 3.88 | 8/15/2034 | 13000000 | 12949473 |
| U.S. Treasury Notes<sup>(b)</sup> <br>| 4.00 | 2/28/2030 | 9250000 | 9405732 |
| U.S. Treasury Notes | 4.00 | 7/31/2030 | 16500000 | 16786816 |
| U.S. Treasury Notes<sup>(b)</sup> <br>| 4.00 | 11/15/2035 | 14000000 | 13979219 |
| U.S. Treasury Notes | 4.13 | 8/31/2030 | 13500000 | 13807178 |
| U.S. Treasury Notes | 4.13 | 5/31/2032 | 3500000 | 3575537 |
| U.S. Treasury Notes | 4.25 | 2/15/2028 | 16760000 | 17027440 |
| U.S. Treasury Notes | 4.25 | 2/28/2029 | 16105000 | 16465790 |
| U.S. Treasury Notes | 4.25 | 6/30/2029 | 18660000 | 19108642 |
| U.S. Treasury Notes | 4.25 | 1/31/2030 | 6000000 | 6157852 |
| U.S. Treasury Notes | 4.25 | 5/15/2035 | 12250000 | 12505527 |
| U.S. Treasury Notes<sup>(b)</sup> <br>| 4.25 | 8/15/2035 | 7250000 | 7392168 |
| U.S. Treasury Notes | 4.38 | 8/31/2028 | 12920000 | 13216504 |
| U.S. Treasury Notes | 4.38 | 11/30/2028 | 19500000 | 19983691 |
| U.S. Treasury Notes | 4.38 | 5/15/2034 | 9380000 | 9699689 |
| U.S. Treasury Notes | 4.50 | 5/31/2029 | 4915000 | 5071570 |
| U.S. Treasury Notes | 4.63 | 5/31/2031 | 10455000 | 10956513 |
| U.S. Treasury Notes | 4.88 | 10/31/2028 | 13800000 | 14322621 |
|  |  |  |  | **517505335** |
| **Utilities — .4%** | **Utilities — .4%** | **Utilities — .4%** | **Utilities — .4%** | **Utilities — .4%** |
| NextEra Energy Capital Holdings, Inc., Gtd. Notes | 6.70 | 9/1/2054 | 4295000 | **4468187** |
| &nbsp;&nbsp;&nbsp; **Total Bonds and Notes** <br>(cost $1,217,044,660)<br>|  |  |  | **1201616717** |

---

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

---

| | | |
|:---|:---|:---|
|  | 1-Day <br>Yield (%)<br>| Shares |
| **Investment Companies — .4%** | **Investment Companies — .4%** | **Investment Companies — .4%** |
| **Registered Investment Companies — .4%** | **Registered Investment Companies — .4%** | **Registered Investment Companies — .4%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(f)</sup> <br>(cost $4,729,260)<br>| 4.15 | 4729260 |

---

**6**

------

---

| | | | |
|:---|:---|:---|:---|
| Description | 1-Day<br> Yield (%)<br>| Shares | Value ($) |
| **Investment of Cash Collateral for Securities Loaned — 1.0%** |  |  |  |
| **Registered Investment Companies — 1.0%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(f)</sup> <br>(cost $12,168,839)<br>| 4.15 | 12168839 | **12168839** |
| **Total Investments** (cost $1,233,942,759) | **Total Investments** (cost $1,233,942,759) | **100.5%** | **1218514816** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(.5%)** | **(5679483)** |
| **Net Assets**  | **Net Assets**  | **100.0%** | **1212835333** |

---

&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 $107,866,353 and the value of the collateral was* *$110,816,335, consisting of cash collateral of $12,168,839 and U.S. Government & Agency securities valued at $98,647,496. 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 $50,850,277 or 4.2% 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> *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.*

**7**

------

Schedule of Investments

BNY Mellon Bond 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; 365434468 | &nbsp;&nbsp; — | &nbsp;&nbsp; **365434468** |
| Foreign Governmental | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9473716 | &nbsp;&nbsp; — | &nbsp;&nbsp; **9473716** |
| Municipal Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2568526 | &nbsp;&nbsp; — | &nbsp;&nbsp; **2568526** |
| &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; 3894000 | &nbsp;&nbsp; — | &nbsp;&nbsp; **3894000** |
| U.S. Government Agencies Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 302740672 | &nbsp;&nbsp; — | &nbsp;&nbsp; **302740672** |
| U.S. Treasury Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 517505335 | &nbsp;&nbsp; — | &nbsp;&nbsp; **517505335** |
| Investment Companies | &nbsp;&nbsp; 16898099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **16898099** |
|  | &nbsp;&nbsp; **16898099** | &nbsp;&nbsp; **1201616717** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **1218514816** |

---

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

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

**8**

------

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. These securities are generally categorized within Level 2 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 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.

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.

**9**

------

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 depreciation on investments was $15,427,943, consisting of $20,736,237 gross unrealized appreciation and $36,164,180 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.

**10**

------

## 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:** 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:** $1228980416.10

**Total Liabilities:** $16508204.27

**Net Assets:** $1212472211.83

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 238.99486000 | **1-Year:** 19403.09244000 | **5-Year:** 232107.68436000 | **10-Year:** 154844.05031000 | **30-Year:** 14800.02206000

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

- **3-Month:** 75.47622000 | **1-Year:** 0.00000000 | **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 | 1.04%                | 0.59%                | 0.57%                |
| Class ID C000000968 | 1.02%                | 0.57%                | 0.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1885161.67              | $7191695.04                                |
| Month 2  | $51969.21                | $2697597.06                                |
| Month 3  | $35041.80                | $3762140.01                                |

### 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      | $6310810.89   | 0.52%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                          | Enterprise Products Operating LLC                                   | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2107616.16   | 0.17%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WFB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2602371 | PA      | $2439718.56   | 0.20%             | 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      | $16924914.30  | 1.40%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                     | Aircastle Ltd                                                       | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $3884434.08   | 0.32%             | 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      | $6137570.37   | 0.51%             | 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      | $17027439.82  | 1.40%             | 2028-02-15      | Fixed         | 4.25%                 | 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      | $20199770.48  | 1.67%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                         | Amgen Inc                                                           | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1651889.47   | 0.14%             | 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      | $7630543.36   | 0.63%             | 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      | $5309598.47   | 0.44%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6110000 | PA      | $6117160.19   | 0.50%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| BOEING CO/THE                                                     | Boeing Co/The                                                       | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $4255197.94   | 0.35%             | 2034-05-01      | Fixed         | 6.53%                 | 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        |  12168835 | NS      | $12168835.33  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17435000 | PA      | $17268141.65  | 1.42%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140XJXW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5360580 | PA      | $5140510.45   | 0.42%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DUAG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9863443 | PA      | $9923943.50   | 0.82%             | 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        |   6267347 | PA      | $5379814.74   | 0.44%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                  | T-Mobile USA Inc                                                    | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  10685000 | PA      | $8066972.20   | 0.67%             | 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        |   6500000 | PA      | $6820752.12   | 0.56%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                              | Blue Owl Finance LLC                                                | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $5327347.09   | 0.44%             | 2051-10-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140W0K79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6257296 | PA      | $6299844.75   | 0.52%             | 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        |   5936639 | PA      | $6100918.75   | 0.50%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140W2MQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15545017 | PA      | $12792956.77  | 1.06%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                         | Amgen Inc                                                           | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $5188668.48   | 0.43%             | 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      | $8674868.87   | 0.72%             | 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        |   8701831 | PA      | $8377653.52   | 0.69%             | 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      | $21809897.54  | 1.80%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5432591 | PA      | $4455701.97   | 0.37%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 31427QTQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5865000 | PA      | $5989248.09   | 0.49%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA Inc                                                             | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5387265.61   | 0.44%             | 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      | $979277.34    | 0.08%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                            | Motorola Solutions Inc                                              | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4968141.41   | 0.41%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3133B0SD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7551485 | PA      | $6496848.46   | 0.54%             | 2051-12-01      | Fixed         | 2.50%                 | 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      | $8922390.18   | 0.74%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                    | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8835071.11   | 0.73%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5188486 | PA      | $4966924.10   | 0.41%             | 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      | $8346441.21   | 0.69%             | 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      | $5680507.42   | 0.47%             | 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      | $10956513.28  | 0.90%             | 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      | $6894470.37   | 0.57%             | 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      | $13807177.79  | 1.14%             | 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        |   4547113 | PA      | $3894000.15   | 0.32%             | 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      | $6515634.67   | 0.54%             | 2028-09-30      | Fixed         | 2.85%                 | 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      | $4857959.50   | 0.40%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WM39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4989362 | PA      | $4012577.45   | 0.33%             | 2051-09-20      | 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        |  13000000 | PA      | $12949472.64  | 1.07%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DPJU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5721483 | PA      | $4704499.32   | 0.39%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7982500.00   | 0.66%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WDL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1476470 | PA      | $1384183.17   | 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      | $8760770.24   | 0.72%             | 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      | $15124848.58  | 1.25%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16105000 | PA      | $16465789.69  | 1.36%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                      | Comcast Corp                                                        | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5027000 | PA      | $5022471.88   | 0.41%             | 2037-01-15      | Fixed         | 5.17%                 | 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      | $11327783.18  | 0.93%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                           | Pfizer Investment Enterprises Pte Ltd                               | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   6520000 | PA      | $6678092.59   | 0.55%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179V6Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1761012 | PA      | $1650936.94   | 0.14%             | 2051-02-20      | Fixed         | 4.00%                 | 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        |   2913257 | PA      | $2872391.46   | 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        |   8724956 | PA      | $8208165.40   | 0.68%             | 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      | $5000950.90   | 0.41%             | 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      | $5071569.64   | 0.42%             | 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      | $6300922.46   | 0.52%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DTCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6158344 | PA      | $6305153.57   | 0.52%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DT7L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8747256 | PA      | $8878946.54   | 0.73%             | 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      | $3645254.51   | 0.30%             | 2031-02-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4022500.00   | 0.33%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                            | NextEra Energy Capital Holdings Inc                                 | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4468187.29   | 0.37%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3133KMY82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7344860 | PA      | $6335887.45   | 0.52%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LBJ INFRASTRUCTURE GROUP                                          | LBJ Infrastructure Group LLC                                        | CUSIP: 50203UAA1<br>LEI: 254900DEJSU2OQFZWQ97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3563282.05   | 0.29%             | 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      | $4921938.74   | 0.41%             | 2032-01-15      | Fixed         | 4.95%                 | 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      | $6157851.54   | 0.51%             | 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      | $14912293.40  | 1.23%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                          | Ontario Teachers' Finance Trust                                     | CUSIP: 68329AAQ1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |   3500000 | PA      | $3604496.95   | 0.30%             | 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      | $6490349.25   | 0.54%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179Y2Q6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2807585 | PA      | $2909882.31   | 0.24%             | 2054-07-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                   | Nordea Bank Abp                                                     | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   4280000 | PA      | $4319919.56   | 0.36%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                             | Foundry JV Holdco LLC                                               | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   5275000 | PA      | $5473709.20   | 0.45%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | Citigroup Inc                                                       | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $9939656.23   | 0.82%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                        | AbbVie Inc                                                          | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5821491.66   | 0.48%             | 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      | $2084426.81   | 0.17%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5505063 | PA      | $4903705.39   | 0.40%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                    | Home Depot Inc/The                                                  | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   5595000 | PA      | $4864088.45   | 0.40%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7250000 | PA      | $7392168.01   | 0.61%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DQQN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5875515 | PA      | $5947796.48   | 0.49%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                        | Nucor Corp                                                          | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   5470000 | PA      | $5097951.82   | 0.42%             | 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      | $7849296.88   | 0.65%             | 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        |   5574661 | PA      | $5525055.92   | 0.46%             | 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      | $5184190.02   | 0.43%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8650000 | PA      | $8740920.15   | 0.72%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140XNKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5398010 | PA      | $4997823.47   | 0.41%             | 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      | $7685027.12   | 0.63%             | 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      | $3755779.83   | 0.31%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 31427QRZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6710000 | PA      | $5480363.51   | 0.45%             | 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        |  14980142 | PA      | $13343592.99  | 1.10%             | 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        |   6877846 | PA      | $6782839.98   | 0.56%             | 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      | $7591259.78   | 0.63%             | 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        |   2549732 | PA      | $2071666.50   | 0.17%             | 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      | $5890058.19   | 0.49%             | 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      | $13216503.92  | 1.09%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | Energy Transfer LP                                                  | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4135255.92   | 0.34%             | 2034-05-15      | Fixed         | 5.55%                 | 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      | $12505527.41  | 1.03%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4435995 | PA      | $4113974.46   | 0.34%             | 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        |   2178179 | PA      | $1944377.74   | 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      | $10121679.70  | 0.83%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                            | Diamondback Energy Inc                                              | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4489033.06   | 0.37%             | 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        |   9000000 | PA      | $8037070.29   | 0.66%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140W1K85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7377687 | PA      | $6294172.04   | 0.52%             | 2052-04-01      | Fixed         | 2.50%                 | 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      | $8437915.03   | 0.70%             | 2053-08-15      | Fixed         | 4.12%                 | 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      | $9405732.45   | 0.78%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25151367.25  | 2.07%             | 2032-08-31      | 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      | $5634080.05   | 0.46%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WGW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1711390 | PA      | $1604423.51   | 0.13%             | 2051-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9380000 | PA      | $9699689.44   | 0.80%             | 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      | $5660252.10   | 0.47%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 31427PHH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7167791 | PA      | $7289179.46   | 0.60%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                             | Blue Owl Capital Corp                                               | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2436398.13   | 0.20%             | 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        |   7000000 | PA      | $5841582.04   | 0.48%             | 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        |   3174057 | PA      | $2642927.95   | 0.22%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DU7D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4415537 | PA      | $4418912.67   | 0.36%             | 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        |   6408097 | PA      | $6544916.36   | 0.54%             | 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        |  10534080 | PA      | $10372439.91  | 0.86%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9913524 | PA      | $8830648.03   | 0.73%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3575537.11   | 0.29%             | 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        |   7734062 | PA      | $7310668.06   | 0.60%             | 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      | $3746021.63   | 0.31%             | 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      | $14322621.04  | 1.18%             | 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      | $8769992.48   | 0.72%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ARES CAPITAL CORP                                                 | Ares Capital Corp                                                   | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5250937.67   | 0.43%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 31427MQJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7670817 | PA      | $7821060.62   | 0.65%             | 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        |  14000000 | PA      | $13979218.68  | 1.15%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BLACKROCK TCP CAP CORP                                            | BlackRock TCP Capital Corp                                          | CUSIP: 09259EAB4<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3773811.46   | 0.31%             | 2026-02-09      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                                         | Kroger Co/The                                                       | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5733078.13   | 0.47%             | 2031-01-15      | Fixed         | 1.70%                 | 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      | $24903720.77  | 2.05%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                            | Province of Manitoba Canada                                         | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   3720000 | PA      | $3744034.99   | 0.31%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE                                    | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND   | CUSIP: 000000000<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |   4729260 | NS      | $4729259.97   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                          | Apollo Debt Solutions BDC                                           | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5254471.65   | 0.43%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $16786816.37  | 1.38%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 3618N5PM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6349164 | PA      | $6550915.64   | 0.54%             | 2055-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18660000 | PA      | $19108641.82  | 1.58%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                    | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19500000 | PA      | $19983691.46  | 1.65%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                        | Intel Corp                                                          | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   5650000 | PA      | $5391010.78   | 0.44%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| SYNOPSYS INC                                                      | Synopsys Inc                                                        | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $6285511.08   | 0.52%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                      | Broadcom Inc                                                        | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3677836.32   | 0.30%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                    | Amazon.com Inc                                                      | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $4999134.89   | 0.41%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                      | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7770000 | PA      | $8204747.58   | 0.68%             | 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        |   7163966 | PA      | $6196096.36   | 0.51%             | 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        |   1250000 | PA      | $1251367.19   | 0.10%             | 2030-09-30      | Fixed         | 3.62%                 | 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      | $9014679.12   | 0.74%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179YFG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5429519 | PA      | $5070071.61   | 0.42%             | 2053-09-20      | Fixed         | 3.50%                 | 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      | $2568525.60   | 0.21%             | 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        |  10168446 | PA      | $8476566.43   | 0.70%             | 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      | $1794915.97   | 0.15%             | 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      | $7831132.81   | 0.65%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                                 | CDP Financial Inc                                                   | CUSIP: 125094BG6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   3500000 | PA      | $3635968.81   | 0.30%             | 2029-06-05      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 3618N5RH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7630580 | PA      | $7879896.02   | 0.65%             | 2055-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 3132DN4L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6514184 | PA      | $6576067.35   | 0.54%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                         | Boeing Co/The                                                       | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4568816.48   | 0.38%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                    | CUSIP: 31427PW34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12336843 | PA      | $12582727.14  | 1.04%             | 2055-09-01      | Fixed         | 5.50%                 | 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      | $10020507.80  | 0.83%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                  | CUSIP: 36179WE87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9510873 | PA      | $8104926.25   | 0.67%             | 2051-05-20      | Fixed         | 2.50%                 | 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      | $6747718.42   | 0.56%             | 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      | $19813066.46  | 1.63%             | 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        |   4935736 | PA      | $4110535.36   | 0.34%             | 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      | $11201879.93  | 0.92%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                     | CUSIP: 3140XKBZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8019218 | PA      | $6570448.54   | 0.54%             | 2052-01-01      | Fixed         | 2.00%                 | 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