# EDGAR Filing Document

**Accession Number:** 0001111565
**File Stem:** 0001775697-23-000033
**Filing Date:** 2023-1
**Character Count:** 106185
**Document Hash:** 2a72658359690314551dd9b5b84024c1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000033.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001775697-23-000033

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY MELLON FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001111565
- **IRS NUMBER:** 134121547

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09903
- **FILM NUMBER:** 23560982

**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

STATEMENT OF INVESTMENTS<br>BNY Mellon Bond Fund

November 30, 2022 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) |  | Value ($) |
| **Bonds and Notes - 98.5%**  | **Bonds and Notes - 98.5%**  | **Bonds and Notes - 98.5%**  |  |  |  |
| **Aerospace & Defense - .5%**  | **Aerospace & Defense - .5%**  | **Aerospace & Defense - .5%**  |  |  |  |
| The Boeing Company, Sr. Unscd. Notes | 3.63 | 2/1/2031 | 3000000 |  | 2646693 |
| The Boeing Company, Sr. Unscd. Notes | 4.88 | 5/1/2025 | 3000000 |  | 2973904 |
|  |  |  |  | **5620597** | **5620597** |
| **Airlines - .6%**  | **Airlines - .6%**  | **Airlines - .6%**  |  |  |  |
| American Airlines Pass Through Trust, Ser. 2015-1, Cl. A | 3.38 | 5/1/2027 | 3845535 |  | 3212309 |
| Delta Air Lines Pass Through Trust, Ser. 2019-1, Cl. AA | 3.20 | 4/25/2024 | 4225000 |  | 4076440 |
|  |  |  |  | **7288749** | **7288749** |
| **Automobiles & Components - .2%**  | **Automobiles & Components - .2%**  | **Automobiles & Components - .2%**  |  |  |  |
| General Motors Financial Co., Sr. Unscd. Notes | 3.10 | 1/12/2032 | 3100000 |  | **2489683** |
| **Banks - 7.6%**  | **Banks - 7.6%**  | **Banks - 7.6%**  |  |  |  |
| Bank of America Corp., Jr. Sub. Notes, Ser. TT | 6.13 | 4/27/2027 | 8650000 | <sup>a</sup>  | 8390500 |
| Barclays PLC, Sr. Unscd. Notes | 7.33 | 11/2/2026 | 7675000 |  | 7894614 |
| Citigroup Inc., Sub. Notes | 4.45 | 9/29/2027 | 7500000 |  | 7228310 |
| Credit Suisse Group AG, Sr. Unscd. Notes | 1.31 | 2/2/2027 | 6500000 | <sup>b</sup>  | 5140838 |
| Credit Suisse Group AG, Sr. Unscd. Notes | 2.59 | 9/11/2025 | 4825000 | <sup>b</sup>  | 4276850 |
| Deutsche Bank AG, Sr. Unscd. Notes | 2.55 | 1/7/2028 | 8490000 |  | 7131956 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 4.76 | 6/9/2028 | 6000000 |  | 5693602 |
| JPMorgan Chase & Co., Jr. Sub. Bonds, Ser. II | 4.00 | 4/1/2025 | 5475000 | <sup>a,c</sup>  | 4562482 |
| Morgan Stanley, Sr. Unscd. Notes | 1.59 | 5/4/2027 | 8500000 |  | 7492591 |
| NatWest Group PLC, Sr. Unscd. Notes | 5.08 | 1/27/2030 | 5500000 |  | 5153956 |
| Nordea Bank Abp, Jr. Sub. Notes | 6.63 | 3/26/2026 | 4280000 | <sup>a,b,c</sup>  | 4228492 |
| Societe Generale SA, Sub. Notes | 6.22 | 6/15/2033 | 9750000 | <sup>b</sup>  | 9083714 |
| The Goldman Sachs Group Inc., Sub. Notes | 6.75 | 10/1/2037 | 8270000 |  | 8873421 |
|  |  |  |  | **85151326** | **85151326** |
| **Beverage Products - .5%**  | **Beverage Products - .5%**  | **Beverage Products - .5%**  |  |  |  |
| Anheuser-Busch InBev Worldwide Inc., Gtd. Notes | 4.90 | 2/1/2046 | 6250000 |  | **5856818** |
| **Chemicals - .6%**  | **Chemicals - .6%**  | **Chemicals - .6%**  |  |  |  |
| Celanese US Holdings LLC, Gtd. Notes | 5.90 | 7/5/2024 | 4785000 |  | 4757419 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 98.5% (continued)** | **Bonds and Notes - 98.5% (continued)** | **Bonds and Notes - 98.5% (continued)** |  |  |
| **Chemicals - .6% (continued)** | **Chemicals - .6% (continued)** | **Chemicals - .6% (continued)** |  |  |
| Nutrien Ltd., Sr. Unscd. Notes | 5.95 | 11/7/2025 | 2000000 | 2042285 |
|  |  |  |  | **6799704** |
| **Commercial & Professional Services - .2%**  | **Commercial & Professional Services - .2%**  | **Commercial & Professional Services - .2%**  |  |  |
| The George Washington University, Unscd. Bonds, Ser. 2018 | 4.13 | 9/15/2048 | 2905000 | **2431474** |
| **Commercial Mortgage Pass-Through Certificates - .8%**  | **Commercial Mortgage Pass-Through Certificates - .8%**  | **Commercial Mortgage Pass-Through Certificates - .8%**  |  |  |
| WFRBS Commercial Mortgage Trust, Ser. 2013-C13, Cl. A4 | 3.00 | 5/15/2045 | 9045000 | **8945115** |
| **Consumer Discretionary - 1.1%**  | **Consumer Discretionary - 1.1%**  | **Consumer Discretionary - 1.1%**  |  |  |
| WarnerMedia Holdings Inc., Gtd. Notes | 3.76 | 3/15/2027 | 7185000<br> <sup>b</sup>  | 6551415 |
| WarnerMedia Holdings Inc., Gtd. Notes | 4.28 | 3/15/2032 | 6225000<br> <sup>b</sup>  | 5291505 |
|  |  |  |  | **11842920** |
| **Diversified Financials - 3.4%**  | **Diversified Financials - 3.4%**  | **Diversified Financials - 3.4%**  |  |  |
| AerCap Global Aviation Trust, Gtd. Notes | 1.75 | 1/30/2026 | 3800000 | 3354060 |
| AerCap Global Aviation Trust, Gtd. Notes | 2.45 | 10/29/2026 | 7000000 | 6158421 |
| Aircastle Ltd., Sr. Unscd. Notes | 2.85 | 1/26/2028 | 10500000<br> <sup>b</sup>  | 8558720 |
| Ares Capital Corp., Sr. Unscd. Notes | 2.88 | 6/15/2028 | 6000000 | 4932522 |
| BlackRock TCP Capital Corp., Sr. Unscd. Notes | 2.85 | 2/9/2026 | 3800000 | 3422421 |
| Blackstone Secured Lending Fund, Sr. Unscd. Notes | 2.85 | 9/30/2028 | 6890000 | 5475383 |
| Blue Owl Finance LLC, Gtd. Notes | 4.13 | 10/7/2051 | 7650000<br> <sup>b</sup>  | 4606983 |
| Owl Rock Capital Corp., Sr. Unscd. Notes | 2.63 | 1/15/2027 | 2500000 | 2072340 |
|  |  |  |  | **38580850** |
| **Electronic Components - .4%**  | **Electronic Components - .4%**  | **Electronic Components - .4%**  |  |  |
| Jabil Inc., Sr. Unscd. Notes | 3.60 | 1/15/2030 | 5500000<br> <sup>c</sup>  | **4895010** |
| **Energy - 2.3%**  | **Energy - 2.3%**  | **Energy - 2.3%**  |  |  |
| Boardwalk Pipelines LP, Gtd. Notes | 3.60 | 9/1/2032 | 3825000 | 3211510 |
| BP Capital Markets America Inc., Gtd. Notes | 2.72 | 1/12/2032 | 6485000 | 5500465 |
| Diamondback Energy Inc., Gtd. Notes | 3.13 | 3/24/2031 | 4800000<br> <sup>c</sup>  | 4043824 |
| Marathon Petroleum Corp., Sr. Unscd. Notes | 3.80 | 4/1/2028 | 4825000 | 4486166 |
| Sabine Pass Liquefaction LLC, Sr. Scd. Notes | 4.50 | 5/15/2030 | 4000000 | 3783550 |
| TransCanada PipeLines Ltd., Sr. Unscd. Notes | 2.50 | 10/12/2031 | 5775000 | 4683408 |
|  |  |  |  | **25708923** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) |  | Value ($) |
| **Bonds and Notes - 98.5% (continued)** | **Bonds and Notes - 98.5% (continued)** | **Bonds and Notes - 98.5% (continued)** |  |  |  |
| **Food Products - .5%**  | **Food Products - .5%**  | **Food Products - .5%**  |  |  |  |
| The Kroger Company, Sr. Unscd. Notes | 1.70 | 1/15/2031 | 6500000 | <sup>c</sup>  | **5054905** |
| **Foreign Governmental - .3%**  | **Foreign Governmental - .3%**  | **Foreign Governmental - .3%**  |  |  |  |
| Province of Quebec, Unscd. Bonds | 0.60 | 7/23/2025 | 4000000 |  | **3633724** |
| **Health Care - 1.9%**  | **Health Care - 1.9%**  | **Health Care - 1.9%**  |  |  |  |
| AbbVie Inc., Sr. Unscd. Notes | 3.20 | 11/21/2029 | 6000000 |  | 5483740 |
| Amgen Inc., Sr. Unscd. Notes | 5.65 | 6/15/2042 | 4955000 |  | 5033056 |
| Astrazeneca Finance LLC, Gtd. Notes | 1.20 | 5/28/2026 | 4450000 |  | 3976401 |
| CVS Health Corp., Sr. Unscd. Notes | 4.78 | 3/25/2038 | 7250000 |  | 6710036 |
|  |  |  |  | **21203233** | **21203233** |
| **Industrial - .3%**  | **Industrial - .3%**  | **Industrial - .3%**  |  |  |  |
| LBJ Infrastructure Group LLC, Sr. Scd. Bonds | 3.80 | 12/31/2057 | 5000000 | <sup>b</sup>  | **3221916** |
| **Information Technology - .4%**  | **Information Technology - .4%**  | **Information Technology - .4%**  |  |  |  |
| Oracle Corp., Sr. Unscd. Notes | 3.90 | 5/15/2035 | 4790000 |  | **4009085** |
| **Insurance - .6%**  | **Insurance - .6%**  | **Insurance - .6%**  |  |  |  |
| MetLife Inc., Jr. Sub. Notes, Ser. G | 3.85 | 9/15/2025 | 1900000 | <sup>a,c</sup>  | 1730197 |
| Prudential Financial Inc., Sr. Unscd. Notes | 4.35 | 2/25/2050 | 6375000 |  | 5490697 |
|  |  |  |  | **7220894** | **7220894** |
| **Internet Software & Services - 1.4%**  | **Internet Software & Services - 1.4%**  | **Internet Software & Services - 1.4%**  |  |  |  |
| Amazon.com Inc., Sr. Unscd. Notes | 1.65 | 5/12/2028 | 7000000 |  | 6090819 |
| eBay Inc., Sr. Unscd. Notes | 1.90 | 3/11/2025 | 6000000 | <sup>c</sup>  | 5634418 |
| Meta Platforms Inc., Sr. Unscd. Notes | 4.45 | 8/15/2052 | 5000000 | <sup>b</sup>  | 4115975 |
|  |  |  |  | **15841212** | **15841212** |
| **Media - .5%**  | **Media - .5%**  | **Media - .5%**  |  |  |  |
| Comcast Corp., Gtd. Notes | 5.35 | 11/15/2027 | 5120000 |  | **5278201** |
| **Metals & Mining - .6%**  | **Metals & Mining - .6%**  | **Metals & Mining - .6%**  |  |  |  |
| Glencore Funding LLC, Gtd. Notes | 2.63 | 9/23/2031 | 4775000 | <sup>b</sup>  | 3805608 |
| Nucor Corp., Sr. Unscd. Notes | 4.30 | 5/23/2027 | 2875000 |  | 2811050 |
|  |  |  |  | **6616658** | **6616658** |
| **Municipal Securities - 2.6%**  | **Municipal Securities - 2.6%**  | **Municipal Securities - 2.6%**  |  |  |  |
| Golden State Tobacco Securitization Corp., Revenue Bonds, Refunding, Ser. A1 | 3.49 | 6/1/2036 | 3000000 |  | 2476665 |
| Massachusetts, GO (Build America Bonds) | 4.91 | 5/1/2029 | 4990000 |  | 4998642 |
| Michigan Building Authority, Revenue Bonds, Refunding, Ser. II | 2.71 | 10/15/2040 | 5000000 |  | 3640581 |
| New Jersey Transportation Trust Fund Authority, Revenue Bonds, Refunding | 4.13 | 6/15/2042 | 5445000 |  | 4405392 |
| New Jersey Turnpike Authority, Revenue Bonds, Refunding, Ser. B | 1.48 | 1/1/2028 | 4800000 |  | 4101858 |
| New York City, GO, Refunding, Ser. D | 1.92 | 8/1/2031 | 3825000 |  | 3023855 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 98.5% (continued)** | **Bonds and Notes - 98.5% (continued)** | **Bonds and Notes - 98.5% (continued)** |  |  |
| **Municipal Securities - 2.6% (continued)** | **Municipal Securities - 2.6% (continued)** | **Municipal Securities - 2.6% (continued)** |  |  |
| Port Authority of New York & New Jersey, Revenue Bonds, Ser. AAA | 1.09 | 7/1/2023 | 4755000 | 4649703 |
| Sales Tax Securitization Corp., Revenue Bonds, Refunding (Insured; Build America Mutual) Ser. B | 3.41 | 1/1/2043 | 2000000 | 1505200 |
|  |  |  |  | **28801896** |
| **Real Estate - 2.4%**  | **Real Estate - 2.4%**  | **Real Estate - 2.4%**  |  |  |
| Alexandria Real Estate Equities Inc., Gtd. Notes | 2.95 | 3/15/2034 | 4775000 | 3879996 |
| American Homes 4 Rent LP, Sr. Unscd. Notes | 4.90 | 2/15/2029 | 6000000 | 5719147 |
| Goodman US Finance Five LLC, Gtd. Notes | 4.63 | 5/4/2032 | 2875000<br> <sup>b</sup>  | 2647297 |
| Hudson Pacific Properties LP, Gtd. Notes | 3.25 | 1/15/2030 | 3746000 | 2937378 |
| Kimco Realty Corp., Sr. Unscd. Notes | 3.20 | 4/1/2032 | 4800000 | 4023255 |
| Prologis LP, Sr. Unscd. Notes | 2.25 | 1/15/2032 | 2825000 | 2265924 |
| Prologis LP, Sr. Unscd. Notes | 4.63 | 1/15/2033 | 1900000 | 1860299 |
| Simon Property Group LP, Sr. Unscd. Notes | 2.65 | 2/1/2032 | 4000000 | 3213408 |
|  |  |  |  | **26546704** |
| **Retailing - .8%**  | **Retailing - .8%**  | **Retailing - .8%**  |  |  |
| McDonald's Corp., Sr. Unscd. Notes | 4.60 | 9/9/2032 | 4800000 | 4777038 |
| The Home Depot Inc., Sr. Unscd. Notes | 1.38 | 3/15/2031 | 5595000 | 4394377 |
|  |  |  |  | **9171415** |
| **Semiconductors & Semiconductor Equipment - 1.9%**  | **Semiconductors & Semiconductor Equipment - 1.9%**  | **Semiconductors & Semiconductor Equipment - 1.9%**  |  |  |
| Broadcom Inc., Gtd. Notes | 2.45 | 2/15/2031 | 4000000<br> <sup>b</sup>  | 3160133 |
| Broadcom Inc., Sr. Unscd. Notes | 3.19 | 11/15/2036 | 6000000<br> <sup>b</sup>  | 4376232 |
| KLA Corp., Sr. Unscd. Notes | 4.10 | 3/15/2029 | 5000000 | 4875444 |
| Microchip Technology Inc., Sr. Unscd. Notes | 0.97 | 2/15/2024 | 3000000 | 2839301 |
| Microchip Technology Inc., Sr. Unscd. Notes | 0.98 | 9/1/2024 | 2000000 | 1850204 |
| NXP BV, Gtd. Notes | 5.35 | 3/1/2026 | 4500000 | 4482770 |
|  |  |  |  | **21584084** |
| **Technology Hardware & Equipment - .3%**  | **Technology Hardware & Equipment - .3%**  | **Technology Hardware & Equipment - .3%**  |  |  |
| Dell International LLC, Gtd. Notes | 3.38 | 12/15/2041 | 4800000<br> <sup>b</sup>  | **3313995** |
| **Telecommunication Services - 1.6%**  | **Telecommunication Services - 1.6%**  | **Telecommunication Services - 1.6%**  |  |  |
| AT&T Inc., Sr. Unscd. Notes | 4.55 | 3/9/2049 | 7000000 | 5912862 |
| T-Mobile USA Inc., Sr. Unscd. Notes | 3.00 | 2/15/2041 | 6675000 | 4862455 |
| Verizon Communications Inc., Sr. Unscd. Notes | 2.99 | 10/30/2056 | 8498000 | 5373092 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 98.5% (continued)** | **Bonds and Notes - 98.5% (continued)** | **Bonds and Notes - 98.5% (continued)** |  |  |
| **Telecommunication Services - 1.6% (continued)** | **Telecommunication Services - 1.6% (continued)** | **Telecommunication Services - 1.6% (continued)** |  |  |
| Verizon Communications Inc., Sr. Unscd. Notes | 3.40 | 3/22/2041 | 2610000 | 2006664 |
|  |  |  |  | **18155073** |
| **Transportation - .4%**  | **Transportation - .4%**  | **Transportation - .4%**  |  |  |
| J.B. Hunt Transport Services Inc., Gtd. Notes | 3.88 | 3/1/2026 | 5000000 | **4864209** |
| **U.S. Government Agencies Collateralized Municipal-Backed Securities - .4%**  | **U.S. Government Agencies Collateralized Municipal-Backed Securities - .4%**  | **U.S. Government Agencies Collateralized Municipal-Backed Securities - .4%**  |  |  |
| Government National Mortgage Association, Ser. 2012-135, Cl. AE | 1.83 | 12/16/2052 | 5764393 | **4998708** |
| **U.S. Government Agencies Mortgage-Backed - 25.1%**  | **U.S. Government Agencies Mortgage-Backed - 25.1%**  | **U.S. Government Agencies Mortgage-Backed - 25.1%**  |  |  |
| Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 10/1/2050 |  |  | 5636103 <br> <sup>d</sup>  | 4248549 |
| &nbsp;&nbsp;&nbsp;2.00%, 8/1/2041-5/1/2051 |  |  | 19413768 <br> <sup>d</sup>  | 15968576 |
| &nbsp;&nbsp;&nbsp;2.50%, 3/1/2042 |  |  | 9164244 <br> <sup>d</sup>  | 8084517 |
| &nbsp;&nbsp;&nbsp;3.00%, 1/1/2052 |  |  | 16566324 <br> <sup>d</sup>  | 14701685 |
| &nbsp;&nbsp;&nbsp;3.50%, 1/1/2052 |  |  | 13974445 <br> <sup>d</sup>  | 12815005 |
| &nbsp;&nbsp;&nbsp;4.00%, 1/1/2052 |  |  | 10112575 <br> <sup>d</sup>  | 9586884 |
| &nbsp;&nbsp;&nbsp;5.00%, 8/1/2049-11/1/2052 |  |  | 9343853 <br> <sup>d</sup>  | 9350899 |
| Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 1/1/2042 |  |  | 5774774 <br> <sup>d</sup>  | 4728033 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/1/2046-1/1/2052 |  |  | 38057931 <br> <sup>d</sup>  | 31517733 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/1/2036-11/1/2051 |  |  | 49587293 <br> <sup>d</sup>  | 43602830 |
| &nbsp;&nbsp;&nbsp;3.00%, 1/1/2035-2/1/2052 |  |  | 16889641 <br> <sup>d</sup>  | 15546906 |
| &nbsp;&nbsp;&nbsp;3.50%, 3/1/2052 |  |  | 13159366 <br> <sup>d</sup>  | 12079468 |
| &nbsp;&nbsp;&nbsp;4.00%, 4/1/2052-6/1/2052 |  |  | 24207381 <br> <sup>d</sup>  | 22931170 |
| &nbsp;&nbsp;&nbsp;4.50%, 3/1/2050-6/1/2052 |  |  | 17718262 <br> <sup>d</sup>  | 17298024 |
| &nbsp;&nbsp;&nbsp;5.00%, 6/1/2052 |  |  | 5518286 <br> <sup>d</sup>  | 5501316 |
| Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 8/20/2051-9/20/2051 |  |  | 9133235  | 7464811 |
| &nbsp;&nbsp;&nbsp;2.50%, 5/20/2051 |  |  | 11996596  | 10369662 |
| &nbsp;&nbsp;&nbsp;3.00%, 6/20/2050-11/20/2051 |  |  | 15538253  | 14091553 |
| &nbsp;&nbsp;&nbsp;3.50%, 1/20/2052 |  |  | 5830494  | 5446312 |
| &nbsp;&nbsp;&nbsp;4.00%, 2/20/2051-6/20/2051 |  |  | 9321274  | 8772875 |
| &nbsp;&nbsp;&nbsp;4.50%, 7/20/2052 |  |  | 8905487  | 8735868 |
|  |  |  |  | **282842676** |
| **U.S. Treasury Securities - 38.3%**  | **U.S. Treasury Securities - 38.3%**  | **U.S. Treasury Securities - 38.3%**  |  |  |
| U.S. Treasury Bonds | 1.88 | 11/15/2051 | 7000000 | 4605508 |
| U.S. Treasury Bonds | 1.88 | 2/15/2041 | 13475000 | 9745952 |
| U.S. Treasury Bonds | 2.00 | 8/15/2051 | 5500000 | 3740000 |
| U.S. Treasury Bonds | 2.25 | 2/15/2052 | 7745000 | 5595460 |
| U.S. Treasury Bonds | 2.88 | 5/15/2052 | 2750000 | 2286797 |
| U.S. Treasury Bonds | 3.00 | 8/15/2052 | 18500000<br> <sup>c</sup>  | 15846406 |
| U.S. Treasury Bonds | 3.25 | 5/15/2042 | 12825000 | 11525467 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) |  | Value ($) |
| **Bonds and Notes - 98.5% (continued)** | **Bonds and Notes - 98.5% (continued)** | **Bonds and Notes - 98.5% (continued)** |  |  |  |
| **U.S. Treasury Securities - 38.3% (continued)** | **U.S. Treasury Securities - 38.3% (continued)** | **U.S. Treasury Securities - 38.3% (continued)** |  |  |  |
| U.S. Treasury Floating Rate Notes, 3 Month U.S. T-BILL -0.02% | 4.32 | 1/31/2024 | 11850000 | <sup>c,e</sup>  | 11846142 |
| U.S. Treasury Floating Rate Notes, 3 Month U.S. T-BILL -0.08% | 4.26 | 4/30/2024 | 21250000 | <sup>e</sup>  | 21214177 |
| U.S. Treasury Inflation Indexed Notes, US CPI Urban Consumers Not Seasonally Adjusted | 0.38 | 1/15/2027 | 6143600 | <sup>f</sup>  | 5862080 |
| U.S. Treasury Inflation Indexed Notes, US CPI Urban Consumers Not Seasonally Adjusted | 0.38 | 7/15/2025 | 10638600 | <sup>f</sup>  | 10277361 |
| U.S. Treasury Inflation Indexed Notes, US CPI Urban Consumers Not Seasonally Adjusted | 0.50 | 1/15/2028 | 9626240 | <sup>f</sup>  | 9183511 |
| U.S. Treasury Notes | 0.13 | 5/31/2023 | 6000000 |  | 5868424 |
| U.S. Treasury Notes | 0.13 | 12/15/2023 | 9000000 | <sup>c</sup>  | 8581021 |
| U.S. Treasury Notes | 0.25 | 6/15/2024 | 16000000 |  | 14982500 |
| U.S. Treasury Notes | 0.75 | 12/31/2023 | 6500000 |  | 6230606 |
| U.S. Treasury Notes | 0.75 | 4/30/2026 | 11315000 |  | 10143279 |
| U.S. Treasury Notes | 0.88 | 1/31/2024 | 15195000 |  | 14549213 |
| U.S. Treasury Notes | 1.38 | 11/15/2031 | 17975000 |  | 14872206 |
| U.S. Treasury Notes | 1.63 | 8/15/2029 | 16810000 |  | 14764564 |
| U.S. Treasury Notes | 1.75 | 12/31/2026 | 11740000 |  | 10790482 |
| U.S. Treasury Notes | 1.88 | 2/15/2032 | 4200000 |  | 3617578 |
| U.S. Treasury Notes | 2.38 | 5/15/2027 | 18300000 |  | 17174121 |
| U.S. Treasury Notes | 2.50 | 5/31/2024 | 17500000 |  | 16975342 |
| U.S. Treasury Notes | 2.50 | 1/31/2024 | 13820000 |  | 13486916 |
| U.S. Treasury Notes | 2.50 | 3/31/2027 | 19500000 |  | 18418359 |
| U.S. Treasury Notes | 2.50 | 2/28/2026 | 15000000 |  | 14298047 |
| U.S. Treasury Notes | 2.63 | 1/31/2026 | 10995000 | <sup>c</sup>  | 10533725 |
| U.S. Treasury Notes | 2.63 | 7/31/2029 | 20000000 |  | 18662500 |
| U.S. Treasury Notes | 2.75 | 7/31/2027 | 2000000 |  | 1905938 |
| U.S. Treasury Notes | 2.75 | 8/15/2032 | 11995000 | <sup>c</sup>  | 11112243 |
| U.S. Treasury Notes | 2.88 | 4/30/2029 | 16930000 |  | 16046466 |
| U.S. Treasury Notes | 2.88 | 5/15/2032 | 31455000 |  | 29489063 |
| U.S. Treasury Notes | 3.00 | 7/31/2024 | 10490000 | <sup>c</sup>  | 10243116 |
| U.S. Treasury Notes | 3.25 | 6/30/2029 | 25750000 |  | 24953359 |
| U.S. Treasury Notes | 3.25 | 6/30/2027 | 11750000 |  | 11446152 |
|  |  |  |  | **430874081** | **430874081** |
| **Total Bonds and Notes**<br> (cost $1,232,423,206) | **Total Bonds and Notes**<br> (cost $1,232,423,206) | **Total Bonds and Notes**<br> (cost $1,232,423,206) | **1108843838** | **1108843838** | **1108843838** |
| **Preferred Stocks - .5%** | **Preferred Stocks - .5%** | **Preferred Stocks - .5%** |  |  |  |
| **Telecommunication Services - .5%**  | **Telecommunication Services - .5%**  | **Telecommunication Services - .5%**  |  |  |  |
| AT&T Inc., Ser. A<br>(cost $6,500,000) | 5.00 |  | 260000 |  | **5135000** |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Description | 1-Day<br>Yield (%) | Shares | Value ($) |
| **Investment Companies - .6%** | **Investment Companies - .6%** |  |  |
| **Registered Investment Companies - .6%**  | **Registered Investment Companies - .6%**  |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares<br>(cost $6,665,676) | 3.94 | 6665676<br> <sup>g</sup>  | **6665676** |
| **Investment of Cash Collateral for Securities Loaned - 1.5%** | **Investment of Cash Collateral for Securities Loaned - 1.5%** |  |  |
| **Registered Investment Companies - 1.5%**  | **Registered Investment Companies - 1.5%**  |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, SL Shares<br>(cost $17,247,760) | 3.94 | 17247760<br> <sup>g</sup>  | **17247760** |
| **Total Investments** (cost $1,262,836,642) | **Total Investments** (cost $1,262,836,642) | **101.1%** | **1137892274** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(1.1%)** | **(12621879)** |
| **Net Assets** | **Net Assets** | **100.0%** | **1125270395** |

---

*GO—General Obligation* 

*U.S. T-BILL—U.S. Treasury Bill Money Market Yield* 

*<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 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, 2022, these securities were valued at $72,379,673 or 6.43% of net assets.*

*<sup>c</sup> Security, or portion thereof, on loan. At November 30, 2022, the value of the fund's securities on loan was $82,326,122 and the value of the collateral was $84,685,043, consisting of cash collateral of $17,247,760 and U.S. Government & Agency securities valued at $67,437,283. In addition, the value of collateral may include pending sales that are also on loan.*

*<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> Variable rate security—interest rate resets periodically and rate shown is the interest rate in effect at period end. Security description also includes the reference rate and spread if published and available.*

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

*<sup>g</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.*

------

STATEMENT OF INVESTMENTS<br>BNY Mellon Bond Fund

November 30, 2022 (Unaudited)

The following is a summary of the inputs used as of November 30, 2022 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
| | Level 1-Unadjusted Quoted Prices | Level 2- Other Significant Observable Inputs | Level 3-Significant Unobservable Inputs | **Total** |
| **Assets ($)** | **Assets ($)** | **Assets ($)** | **Assets ($)** |  |
| Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> |  |
| Commercial Mortgage-Backed | - | 8945115 | - | **8945115** |
| Corporate Bonds | - | 348747638 | - | **348747638** |
| Equity Securities - Preferred Stocks | 5135000 | - | - | **5135000** |
| Foreign Governmental | - | 3633724 | - | **3633724** |
| Investment Companies | 23913436 | - | - | **23913436** |
| Municipal Securities | - | 28801896 | - | **28801896** |
| U.S. Government Agencies Collateralized Municipal-Backed Securities | - | 4998708 | - | **4998708** |
| U.S. Government Agencies Mortgage-Backed | - | 282842676 | - | **282842676** |
| U.S. Treasury Securities | - | 430874081 | - | **430874081** |

---

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

------

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 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, effective September 8, 2022, 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.

------

Registered investment companies that are not traded on an exchange are valued at their net asset value and are generally categorized within Level 1 of the fair value hierarchy.

Investments in debt securities, excluding short-term investments (other than U.S. Treasury Bills), financial futures and forward foreign currency exchange contracts ("forward contracts")are valued each business day by one or more independent pricing services (each, a "Service") approved by the Board. 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 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 Board. These securities are generally categorized within Level 2 of the fair value hierarchy.U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by the Service. These securities are generally categorized within 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 (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

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

Pursuant to a securities lending agreement with The Bank of New York Mellon, a subsidiary of BNY Mellon and an affiliate of BNY Mellon Investment Adviser, Inc., 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 BNY Mellon Investment Adviser Inc., or U.S. Government and Agency securities. 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, The Bank of New York Mellon 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, 2022, accumulated net unrealized depreciation on investments was $124,944,368, consisting of $2,351,904 gross unrealized appreciation and $127,296,272 gross unrealized depreciation.

At November 30, 2022, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement 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.

------

## 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:** 212 495 1784

**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:** 2023-08-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1128632861.87

**Total Liabilities:** $3362467.20

**Net Assets:** $1125270394.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1098.67461633 | **1-Year:** -30376.35519744 | **5-Year:** -120641.7960041 | **10-Year:** -172051.65656306 | **30-Year:** -68779.49420527

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

- **3-Month:** -196.40483301 | **1-Year:** -4080.3563139 | **5-Year:** -10401.77146067 | **10-Year:** -17431.24406923 | **30-Year:** -7077.57187857

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000967 | -4.23%               | -1.16%               | 3.66%                |
| Class ID C000000968 | -4.35%               | -1.19%               | 3.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2117517.78             | $-50794084.78                              |
| Month 2  | $-7923576.16             | $-8017369.25                               |
| Month 3  | $-3363523.14             | $40371930.11                               |

**Designated Index Information**

- **Index Name:** 0

- **Index Identifier:** 0

### Schedule of Portfolio Investments

| Name                                       | Title                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T INC                                   | AT&T INC                                                          | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5912862.41   | 0.53%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPORT SERVICES INC             | JB HUNT TRANSPORT SERVICES INC                                    | CUSIP: 445658CF2<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4864209.40   | 0.43%             | 2026-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10365000 | PA      | $9930155.91   | 0.88%             | 2026-01-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                   | PRUDENTIAL FINANCIAL INC                                          | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $5490696.85   | 0.49%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                      | AMERICAN HOMES 4 RENT LP                                          | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6195742.22   | 0.55%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2019-1AA                   | DELTA AIR LINES 2019-1 CLASS AA PASS THROUGH TRUST                | CUSIP: 24737BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4225000 | PA      | $4076439.71   | 0.36%             | 2024-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                    | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC       | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6250000 | PA      | $5856818.19   | 0.52%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                            | NORDEA BANK ABP                                                   | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   4280000 | PA      | $4228491.83   | 0.38%             | 2171-09-26      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: —       |
| KLA CORP                                   | KLA CORP                                                          | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4875444.45   | 0.43%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14298046.80  | 1.27%             | 2026-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T INC                                                          | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |    260000 | NS      | $5135000.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                    | MARATHON PETROLEUM CORP                                           | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $4486165.92   | 0.40%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 9128285Z9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13820000 | PA      | $13486916.44  | 1.20%             | 2024-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                   | HUDSON PACIFIC PROPERTIES LP                                      | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   3746000 | PA      | $2937378.48   | 0.26%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP              | SALES TAX SECURITIZATION CORP                                     | CUSIP: 79467BDK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1505200.20   | 0.13%             | 2043-01-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11740000 | PA      | $10790481.60  | 0.96%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE             | PORT AUTHORITY OF NEW YORK & NEW JERSEY                           | CUSIP: 73358W4V3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   4755000 | PA      | $4649703.38   | 0.41%             | 2023-07-01      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSPRTN TRUST              | NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY                    | CUSIP: 6461366S5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   5445000 | PA      | $4405392.14   | 0.39%             | 2042-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                | METLIFE INC                                                       | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1730197.00   | 0.15%             | 2170-03-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: —       |
| PROVINCE OF QUEBEC                         | PROVINCE OF QUEBEC CANADA                                         | CUSIP: 748148SC8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGSE             | CA        |   4000000 | PA      | $3633723.60   | 0.32%             | 2025-07-23      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMORGAN CHASE & CO                                               | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5475000 | PA      | $4562481.75   | 0.41%             | 2169-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14055000 | PA      | $12344791.96  | 1.10%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                  | JABIL INC                                                         | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   5975000 | PA      | $5317760.70   | 0.47%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| YARA INTERNATIONAL ASA                     | YARA INTERNATIONAL ASA                                            | CUSIP: 984851AG0<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |   3000000 | PA      | $2435304.96   | 0.22%             | 2030-06-04      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS ST                           | COMMONWEALTH OF MASSACHUSETTS                                     | CUSIP: 57582PUT5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4990000 | PA      | $4998642.18   | 0.44%             | 2029-05-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                   | GEORGE WASHINGTON UNIVERSITY/THE                                  | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2431474.34   | 0.22%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST BLDG AUTH REVENUE              | MICHIGAN STATE BUILDING AUTHORITY                                 | CUSIP: 594615HY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3640581.00   | 0.32%             | 2040-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A             | GINNIE MAE II POOL                                                | CUSIP: 36179VNR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1498080 | OU      | $1337035.29   | 0.12%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS HEALTH CORP                                                   | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $6710035.59   | 0.60%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                | FREDDIE MAC POOL                                                  | CUSIP: 3133KGK64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1468655 | OU      | $1484903.76   | 0.13%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | CITIGROUP INC                                                     | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7228310.03   | 0.64%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | GOLDMAN SACHS GROUP INC/THE                                       | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8270000 | PA      | $8873421.05   | 0.79%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                      | AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST               | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3845535 | PA      | $3212309.00   | 0.29%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18300000 | PA      | $17174121.05  | 1.53%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                          | NATWEST GROUP PLC                                                 | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5500000 | PA      | $5153956.28   | 0.46%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | AMGEN INC                                                         | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4955000 | PA      | $5033056.12   | 0.45%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU             | WFRBS COMMERCIAL MORTGAGE TRUST 2013-C13                          | CUSIP: 92937UAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9045000 | OU      | $8945115.16   | 0.79%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO/THE                              | KROGER CO/THE                                                     | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5054904.60   | 0.45%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                | ORACLE CORP                                                       | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4790000 | PA      | $4009085.01   | 0.36%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                            | UNITED STATES TREASURY INFLATION INDEXED BONDS                    | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6143600 | PA      | $5862080.10   | 0.52%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                | CITY OF NEW YORK NY                                               | CUSIP: 64966QRQ5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   3825000 | PA      | $3023855.28   | 0.27%             | 2031-08-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD/A                   | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST         | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4500000 | PA      | $3971912.72   | 0.35%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 3140QC6X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3013242 | OU      | $2964347.15   | 0.26%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                   | SABINE PASS LIQUEFACTION LLC                                      | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3783549.64   | 0.34%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CBA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8581020.84   | 0.76%             | 2023-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                     | VERIZON COMMUNICATIONS INC                                        | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2006663.60   | 0.18%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | ABBVIE INC                                                        | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5483739.78   | 0.49%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE                         | HOME DEPOT INC/THE                                                | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   5595000 | PA      | $4394377.45   | 0.39%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                | FREDDIE MAC POOL                                                  | CUSIP: 3133N2TB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5636103 | OU      | $4248549.19   | 0.38%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC | FIDELITY NATIONAL INFORMATION SERVICES INC                        | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $3359467.91   | 0.30%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                              | AIRCASTLE LTD                                                     | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |  10500000 | PA      | $8558719.68   | 0.76%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU             | NEW JERSEY TURNPIKE AUTHORITY                                     | CUSIP: 646140DR1<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   4800000 | PA      | $4101858.24   | 0.36%             | 2028-01-01      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                     | DIAMONDBACK ENERGY INC                                            | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4043824.22   | 0.36%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                           | T-MOBILE USA INC                                                  | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6675000 | PA      | $4862454.95   | 0.43%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                   | EBAY INC                                                          | CUSIP: 278642AV5<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5634418.20   | 0.50%             | 2025-03-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13475000 | PA      | $9745951.68   | 0.87%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $14982500.00  | 1.33%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                      | OWL ROCK CAPITAL CORP                                             | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2072339.73   | 0.18%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                    | ASTRAZENECA FINANCE LLC                                           | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $3976400.83   | 0.35%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A             | GINNIE MAE II POOL                                                | CUSIP: 36179V6Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2609453 | OU      | $2457239.95   | 0.22%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | MORGAN STANLEY                                                    | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $7492591.22   | 0.67%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A             | GINNIE MAE II POOL                                                | CUSIP: 36179WGW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1818784 | OU      | $1711426.44   | 0.15%             | 2051-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                              | BOEING CO/THE                                                     | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2973903.93   | 0.26%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11315000 | PA      | $10143278.68  | 0.90%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | VERIZON COMMUNICATIONS INC                                        | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   8498000 | PA      | $5373091.48   | 0.48%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                            | UNITED STATES TREASURY INFLATION INDEXED BONDS                    | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10638600 | PA      | $10277360.49  | 0.91%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                       | GLENCORE FUNDING LLC                                              | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $3805607.86   | 0.34%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A             | GINNIE MAE II POOL                                                | CUSIP: 36179WE87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11996596 | OU      | $10369661.90  | 0.92%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                          | ARES CAPITAL CORP                                                 | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $4932522.12   | 0.44%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                | FREDDIE MAC POOL                                                  | CUSIP: 3133KYVN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7708334 | OU      | $6595600.54   | 0.59%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 31418D2D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3751479 | OU      | $3147086.44   | 0.28%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                       | BLUE OWL FINANCE LLC                                              | CUSIP: 09581JAC0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $4606982.85   | 0.41%             | 2051-10-07      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 3140X5TE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2880319 | OU      | $2720408.31   | 0.24%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | BROADCOM INC                                                      | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $4376231.58   | 0.39%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A             | GINNIE MAE II POOL                                                | CUSIP: 36179WDL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1823327 | OU      | $1715697.19   | 0.15%             | 2051-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A             | GINNIE MAE II POOL                                                | CUSIP: 36179WFB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3069710 | OU      | $2888511.89   | 0.26%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A             | GINNIE MAE II POOL                                                | CUSIP: 36179WLC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3033763 | OU      | $2479568.23   | 0.22%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 3140XC6S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5910571 | OU      | $5078482.58   | 0.45%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 3140XCRX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8929192 | OU      | $7676831.52   | 0.68%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A             | GINNIE MAE II POOL                                                | CUSIP: 36179WM39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6099472 | OU      | $4985243.03   | 0.44%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $3740000.00   | 0.33%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD/A                   | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST         | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7000000 | PA      | $6158420.66   | 0.55%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 3140XCUH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7921168 | OU      | $6809932.48   | 0.61%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 3140LYY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8970224 | OU      | $7414868.63   | 0.66%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $4605507.83   | 0.41%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 3140QMLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9763324 | OU      | $8104723.19   | 0.72%             | 2046-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | AMAZON.COM INC                                                    | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6090818.58   | 0.54%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                      | TRANSCANADA PIPELINES LTD                                         | CUSIP: 89352HBC2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   5775000 | PA      | $4683408.46   | 0.42%             | 2031-10-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | BROADCOM INC                                                      | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3160132.72   | 0.28%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | DELL INTERNATIONAL LLC / EMC CORP                                 | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4800000 | PA      | $3313995.12   | 0.29%             | 2041-12-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4035870 | OU      | $3335833.19   | 0.30%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A             | GINNIE MAE II POOL                                                | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14040173 | OU      | $12754517.83  | 1.13%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                           | DEUTSCHE BANK AG/NEW YORK NY                                      | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   8490000 | PA      | $7131955.65   | 0.63%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| BLACKROCK TCP CAP CORP                     | BLACKROCK TCP CAPITAL CORP                                        | CUSIP: 09259EAB4<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3422420.87   | 0.30%             | 2026-02-09      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 3140XD3X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9098505 | OU      | $7519453.72   | 0.67%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | GENERAL MOTORS FINANCIAL CO INC                                   | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2489682.66   | 0.22%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | SIMON PROPERTY GROUP LP                                           | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3213407.84   | 0.29%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7634171 | OU      | $6562981.45   | 0.58%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 31418D7L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6152941 | OU      | $5709533.38   | 0.51%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                     | BOARDWALK PIPELINES LP                                            | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3211510.28   | 0.29%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                | FREDDIE MAC POOL                                                  | CUSIP: 3132DWC43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  13974445 | OU      | $12815004.51  | 1.14%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A             | GINNIE MAE II POOL                                                | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5830494 | OU      | $5446312.14   | 0.48%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP CAPITAL MARKETS AMERICA INC                                    | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   6485000 | PA      | $5500464.74   | 0.49%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6230605.49   | 0.55%             | 2023-12-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                              | BOEING CO/THE                                                     | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2646692.73   | 0.24%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC        | ALEXANDRIA REAL ESTATE EQUITIES INC                               | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $3879995.68   | 0.34%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                   | MICROCHIP TECHNOLOGY INC                                          | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2839301.31   | 0.25%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| LBJ INFRASTRUCTURE GROUP                   | LBJ INFRASTRUCTURE GROUP LLC                                      | CUSIP: 50203UAA1<br>LEI: 254900DEJSU2OQFZWQ97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3221916.30   | 0.29%             | 2057-12-31      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                                | FREDDIE MAC POOL                                                  | CUSIP: 3133B3ES2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8361388 | OU      | $7421057.27   | 0.66%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17975000 | PA      | $14872206.01  | 1.32%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 31418ECE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9287771 | OU      | $8617981.56   | 0.77%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                | FREDDIE MAC POOL                                                  | CUSIP: 3133KYWJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9164244 | OU      | $8084517.07   | 0.72%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                          | KIMCO REALTY CORP                                                 | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4023254.78   | 0.36%             | 2032-04-01      | Fixed         | 3.20%                 | 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      | $2476665.30   | 0.22%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                   | WARNERMEDIA HOLDINGS INC                                          | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   6225000 | PA      | $5291505.29   | 0.47%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7745000 | PA      | $5595459.98   | 0.50%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15195000 | PA      | $14549212.50  | 1.29%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                | FREDDIE MAC POOL                                                  | CUSIP: 3133KNNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10112575 | OU      | $9586883.72   | 0.85%             | 2052-01-01      | Fixed         | 4.00%                 | 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        |   9626240 | PA      | $9183511.22   | 0.82%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                   | WARNERMEDIA HOLDINGS INC                                          | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   7185000 | PA      | $6551414.99   | 0.58%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19500000 | PA      | $18418359.38  | 1.64%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 3140MBDG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6190008 | OU      | $5142853.87   | 0.46%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                | FREDDIE MAC POOL                                                  | CUSIP: 3132DWC35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8204936 | OU      | $7280628.20   | 0.65%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 3140XGNE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6897150 | OU      | $6514216.04   | 0.58%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY FRN                            | UNITED STATES TREASURY FLOATING RATE NOTE                         | CUSIP: 91282CDU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11850000 | PA      | $11846142.35  | 1.05%             | 2024-01-31      | Variable      | 4.32%                 | No            |                  2 | On Loan: —       |
| CREDIT SUISSE GROUP AG                     | CREDIT SUISSE GROUP AG                                            | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   6500000 | PA      | $5140838.37   | 0.46%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 3140XFXD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7112172 | OU      | $6312282.12   | 0.56%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5774774 | OU      | $4728033.02   | 0.42%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4200000 | PA      | $3617578.10   | 0.32%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2750000 | PA      | $2286796.88   | 0.20%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | BANK OF AMERICA CORP                                              | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8650000 | PA      | $8390500.00   | 0.75%             | 2171-07-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                   | MICROCHIP TECHNOLOGY INC                                          | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1850204.34   | 0.16%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                     | NXP BV / NXP FUNDING LLC                                          | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4482770.22   | 0.40%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN FIVE LLC                    | GOODMAN US FINANCE FIVE LLC                                       | CUSIP: 38239PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2647296.90   | 0.24%             | 2032-05-04      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7038655 | OU      | $6667731.02   | 0.59%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5619854 | OU      | $5477580.21   | 0.49%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38378BT82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5764393 | OU      | $4998707.79   | 0.44%             | 2052-12-01      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                           | SOCIETE GENERALE SA                                               | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   9750000 | PA      | $9083713.57   | 0.81%             | 2033-06-15      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9100000 | PA      | $8177914.11   | 0.73%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                 | NUCOR CORP                                                        | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2811050.40   | 0.25%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31455000 | PA      | $29489062.50  | 2.62%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                   | CELANESE US HOLDINGS LLC                                          | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   4785000 | PA      | $4757419.40   | 0.42%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15165000.00  | 1.35%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 3140XHEX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8785728 | OU      | $8322466.01   | 0.74%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5518286 | OU      | $5501315.76   | 0.49%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 3140XG3K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8382998 | OU      | $7940973.11   | 0.71%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11995000 | PA      | $11112242.97  | 0.99%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10490000 | PA      | $10243116.17  | 0.91%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT NATIONAL MORTGAGE A             | GINNIE MAE II POOL                                                | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8905487 | OU      | $8735868.42   | 0.78%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC HOLDINGS PLC                                                 | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6000000 | PA      | $5693601.84   | 0.51%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25750000 | PA      | $24953359.38  | 2.22%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1905937.50   | 0.17%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY FRN                            | UNITED STATES TREASURY FLOATING RATE NOTE                         | CUSIP: 91282CEL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21250000 | PA      | $21214176.75  | 1.89%             | 2024-04-30      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11750000 | PA      | $11446152.29  | 1.02%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $18662500.00  | 1.66%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18500000 | PA      | $15846406.25  | 1.41%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE SECURED LEND                    | BLACKSTONE SECURED LENDING FUND                                   | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   6890000 | PA      | $5475383.16   | 0.49%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                     | CREDIT SUISSE GROUP AG                                            | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4825000 | PA      | $4276850.37   | 0.38%             | 2025-09-11      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| NUTRIEN LTD                                | NUTRIEN LTD                                                       | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2042284.62   | 0.18%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 3140MSUC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9085166 | OU      | $8856097.32   | 0.79%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | COMCAST CORP                                                      | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5120000 | PA      | $5278200.73   | 0.47%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                            | MCDONALD'S CORP                                                   | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4777037.71   | 0.42%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                | PROLOGIS LP                                                       | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1860298.80   | 0.17%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                | PROLOGIS LP                                                       | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2265924.42   | 0.20%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | FANNIE MAE POOL                                                   | CUSIP: 3140XGPS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13159366 | OU      | $12079468.29  | 1.07%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | BARCLAYS PLC                                                      | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7675000 | PA      | $7894614.29   | 0.70%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                | FREDDIE MAC POOL                                                  | CUSIP: 3132DN4L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7875198 | OU      | $7865995.04   | 0.70%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                | FREDDIE MAC POOL                                                  | CUSIP: 3133SKB26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11705434 | OU      | $9372975.21   | 0.83%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                         | META PLATFORMS INC                                                | CUSIP: 30303M8E5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4115975.10   | 0.37%             | 2052-08-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CCD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5868423.84   | 0.52%             | 2023-05-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17500000 | PA      | $16975341.78  | 1.51%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE             | Dreyfus Institutional Preferred Government Plus Money Market Fund | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |   6665676 | OU      | $6665676.44   | 0.59%             | 2099-12-01      | Variable      | 3.93%                 | No            |                  1 | On Loan: No      |
| 99VVB9HH4                                  | DREYFUS INST PREF GOVT PLUS-SL #4134                              | CUSIP: 99VVB9HH4<br>LEI: N/A                  | Long             |  | RF                | US        |  17247769 | OU      | $17247768.97  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Fund Treasurer