# EDGAR Filing Document

**Accession Number:** 0001111565
**File Stem:** 0000940400-26-014642
**Filing Date:** 2026-4
**Character Count:** 85612
**Document Hash:** 81cc603560d4e30969d8ce823b26f34e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-014642.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000940400-26-014642

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09903
- **FILM NUMBER:** 26890928

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

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

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

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

## Series and Classes Contracts Data

### BNY Mellon Bond Fund (Series ID: S000000375)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

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

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

- **a. Name of Series:** BNY Mellon Bond Fund

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

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

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

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

- **b. Date as of which information is reported:** 2026-02-28

**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:** $1217406042.37

**Total Liabilities:** $12208982.28

**Net Assets:** $1205197060.09

**Delayed Delivery Securities:** $3806511.98

**Cash Not Reported:** $601212.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 182.43391000 | **1-Year:** 22150.91730000 | **5-Year:** 229526.05624000 | **10-Year:** 157114.56161000 | **30-Year:** 16707.66702000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000967 | -0.23%               | 0.21%                | 1.54%                |
| Class ID C000000968 | -0.26%               | 0.18%                | 1.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-805330.91              | $-6525338.67                               |
| Month 2  | $430260.59               | $-1546542.34                               |
| Month 3  | $-5487149.63             | $21141177.42                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | 2-Year T-Note Futures, Jun-2026,ETH                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       166 | NC      | $55496.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                                 | NWG V5.076 01/27/30                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5500000 | PA      | $5645436.61   | 0.47%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                         | GS 6.75 10/01/37                                                  | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8990000.80   | 0.75%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA9167                                                         | CUSIP: 36179YFG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5291678 | PA      | $5108431.59   | 0.42%             | 2053-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Company                                    | AEP 5.6 03/15/56                                                  | CUSIP: 454889AW6<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |   1789000 | PA      | $1784392.54   | 0.15%             | 2056-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                           | CA GLDGEN 3.49 06/01/2036                                         | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2625339.30   | 0.22%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA6930                                                         | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9967343 | PA      | $8461608.47   | 0.70%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 12/31/32                                                  | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23750000 | PA      | $23987500.00  | 1.99%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                             | TRGP 5.5 02/15/35                                                 | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1811666.15   | 0.15%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.75 11/15/53                                                   | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5750000 | PA      | $5844785.19   | 0.48%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CDP Financial Inc.                                                | CADEPO 4.875 06/05/29 144A                                        | CUSIP: 125094BG6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |   3500000 | PA      | $3644025.07   | 0.30%             | 2029-06-05      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD1727                                                         | CUSIP: 3132DN4L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6271880 | PA      | $6379239.65   | 0.53%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4624                                                         | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9732490 | PA      | $8838067.54   | 0.73%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                        | BA 3.625 02/01/31                                                 | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4615433.02   | 0.38%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2025-Nqm2                     | NRZT 2025-NQM2 A1                                                 | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-O            | CORP              | US        |   3237435 | PA      | $3291645.81   | 0.27%             | 2065-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| FHLMC Super 30Y Fixed                                             | FR SL2465                                                         | CUSIP: 31427PW34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12191415 | PA      | $12506231.46  | 1.04%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.625 11/15/55                                                  | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12600000 | PA      | $12581296.81  | 1.04%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                          | G2 MA7359                                                         | CUSIP: 36179WE87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9352987 | PA      | $8108771.92   | 0.67%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 03/31/30                                                  | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10059960.90  | 0.83%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.75 02/15/45                                                   | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19500000 | PA      | $19993593.75  | 1.66%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                              | GM 3.1 01/12/32                                                   | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $6845426.76   | 0.57%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN FA3523                                                         | CUSIP: 3140W34H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7223566 | PA      | $7413759.64   | 0.62%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BU9102                                                         | CUSIP: 3140MBDG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4842432 | PA      | $4083461.80   | 0.34%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                  | PCG 5.2 05/01/36                                                  | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    456000 | PA      | $457688.28    | 0.04%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                  | MRSH 4.95 03/15/36                                                | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1461000 | PA      | $1474556.40   | 0.12%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                      | EXC V6.5 03/15/55                                                 | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2094023.32   | 0.17%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS3655                                                         | CUSIP: 3140XKBZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7908101 | PA      | $6587761.16   | 0.55%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA7362                                                         | CUSIP: 36179WFB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2352238 | PA      | $2238534.58   | 0.19%             | 2051-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 3.875 02/15/43                                                  | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15435000 | PA      | $14305109.84  | 1.19%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                 | AYR 2.85 01/26/28 144A                                            | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $3908852.32   | 0.32%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                        | PRU 4.35 02/25/50 MTN                                             | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $5934080.34   | 0.49%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER II LLC                                            | HYPER 2025-1A A2                                                  | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3499151.60   | 0.29%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX 6.1 04/01/56                                                 | CUSIP: 55336VCF5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2896000 | PA      | $2895389.49   | 0.24%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                        | AMGN 5.65 06/15/42                                                | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1661596.78   | 0.14%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.75 05/15/28                                                   | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8026000 | PA      | $8087605.81   | 0.67%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                         | JBL 3.6 01/15/30                                                  | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5357186.12   | 0.44%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                       | SANUSA V7.66 11/09/31                                             | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $7678113.31   | 0.64%             | 2031-11-09      | Fixed         | 7.66%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                      | T 3.625 08/31/30                                                  | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5110000 | PA      | $5136947.28   | 0.43%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                      | T 3.25 06/30/29                                                   | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17435000 | PA      | $17345781.79  | 1.44%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1627394 | NS      | $1627393.73   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.625 11/15/45                                                  | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34600000 | PA      | $34835172.05  | 2.89%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| American Electric Power Co, Inc.                                  | AEP V6.05 03/15/56 D                                              | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007830.00   | 0.17%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS3392                                                         | CUSIP: 3140XJXW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5281592 | PA      | $5158395.28   | 0.43%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD6307                                                         | CUSIP: 3132DUAG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9696202 | PA      | $9823418.46   | 0.82%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                | TMUS 3 02/15/41                                                   | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5685000 | PA      | $4329258.71   | 0.36%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                  | AMZN 1.65 05/12/28                                                | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5034176.18   | 0.42%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4466                                                         | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6158928 | PA      | $5381357.23   | 0.45%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                        | AER V6.95 03/10/55                                                | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   6500000 | PA      | $6871861.69   | 0.57%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FA0317                                                         | CUSIP: 3140W0K79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6180474 | PA      | $6261218.19   | 0.52%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                    | BCRED 5.35 03/12/31                                               | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1744785.81   | 0.14%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB9444                                                         | CUSIP: 3140QVP65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5661351 | PA      | $5823966.35   | 0.48%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MB0874                                                         | CUSIP: 3618N56L8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7540317 | PA      | $7864829.32   | 0.65%             | 2056-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                        | AMGN 5.6 03/02/43                                                 | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $5189585.38   | 0.43%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | T 4.55 03/09/49                                                   | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  10250000 | PA      | $8621302.37   | 0.72%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP                                 | CNP 4.85 04/01/36 AR                                              | CUSIP: 15189XBL1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1100818.26   | 0.09%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 08/31/29                                                  | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21750000 | PA      | $21889760.72  | 1.82%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                 | EPD 5.35 01/31/33                                                 | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2114917.92   | 0.18%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4325                                                         | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5349888 | PA      | $4468371.92   | 0.37%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SL3258                                                         | CUSIP: 31427QTQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5811108 | PA      | $5963039.47   | 0.49%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                          | HCA 5.75 03/01/35                                                 | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5400577.94   | 0.45%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 2.875 04/30/29                                                  | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $984257.81    | 0.08%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR QD3216                                                         | CUSIP: 3133B0SD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7468837 | PA      | $6569045.92   | 0.55%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                 | WFC V5.244 01/24/31                                               | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8820034.95   | 0.73%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4618                                                         | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5069117 | PA      | $4943038.03   | 0.41%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                      | BACR V7.437 11/02/33                                              | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7250000 | PA      | $8323500.47   | 0.69%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                               | KMI 5.2 06/01/33                                                  | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5741013.14   | 0.48%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                      | T 4.625 05/31/31                                                  | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10455000 | PA      | $10985713.78  | 0.91%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                        | BA 6.528 05/01/34                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $4289844.52   | 0.36%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                   | CVS 4.78 03/25/38                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $6930453.71   | 0.58%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.125 08/31/30                                                  | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $13848046.88  | 1.15%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GNR 2012-135 AE                                                   | CUSIP: 38378BT82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   4416875 | PA      | $3795911.27   | 0.31%             | 2052-12-16      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2                     | NRZT 2026-NQM2 A1                                                 | CUSIP: 64832MAE1<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-O            | CORP              | US        |   2020511 | PA      | $2030939.69   | 0.17%             | 2065-12-28      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                   | BXSL 2.85 09/30/28                                                | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   6890000 | PA      | $6456712.98   | 0.54%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD2075                                                         | CUSIP: 3132DPJU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5636206 | PA      | $4730735.58   | 0.39%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA7307                                                         | CUSIP: 36179WDL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1468006 | PA      | $1397040.89   | 0.12%             | 2051-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                             | SOCGEN V6.691 01/10/34 144A                                       | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   8000000 | PA      | $8788273.68   | 0.73%             | 2034-01-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.5 09/30/29                                                    | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15150000 | PA      | $15183732.38  | 1.26%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                      | T 3.5 11/30/30                                                    | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10750000 | PA      | $10745800.84  | 0.89%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                               | ABT 5.5 03/15/56                                                  | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2951000 | PA      | $2963303.46   | 0.25%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.25 02/28/29                                                   | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16105000 | PA      | $16495042.97  | 1.37%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                            | PFE 4.65 05/19/30                                                 | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   6520000 | PA      | $6685982.64   | 0.55%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.75 05/31/30                                                   | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11250000 | PA      | $11369091.83  | 0.94%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass Through Trust 2015-1A                      | AAL 3.375 05/01/27                                                | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2913257 | PA      | $2882316.05   | 0.24%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN MA3305                                                         | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5629971 | PA      | $5374621.98   | 0.45%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                       | TRGP 5 01/15/28                                                   | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5002917.20   | 0.42%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.5 05/31/29                                                    | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4915000 | PA      | $5078673.33   | 0.42%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 2.987 10/30/56                                                 | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  10303000 | PA      | $6285870.40   | 0.52%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                      | AEE 5 05/15/36                                                    | CUSIP: 023608AS1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   2798000 | PA      | $2802128.06   | 0.23%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FR SD5482                                                         | CUSIP: 3132DTCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5898686 | PA      | $6080659.93   | 0.50%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-5                                 | VERUS 2025-5 A1                                                   | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-O            | CORP              | US        |   2902157 | PA      | $2933107.00   | 0.24%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                     | JFM 1.375 02/10/31 144A                                           | CUSIP: 471068AT3<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |   4130000 | PA      | $3681481.34   | 0.31%             | 2031-02-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                               | NEE V6.7 09/01/54                                                 | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4462337.50   | 0.37%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Lbj Infrastructure Group Llc                                      | CINCON 3.797 12/31/57 144A                                        | CUSIP: 50203UAA1<br>LEI: 254900DEJSU2OQFZWQ97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3647465.90   | 0.30%             | 2057-12-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                           | UNH 4.95 01/15/32                                                 | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $4931482.29   | 0.41%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.75 11/30/32                                                   | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7675000 | PA      | $7696436.04   | 0.64%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.25 01/31/30                                                   | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6173437.50   | 0.51%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                            | CMS V6.5 06/01/55                                                 | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2091116.00   | 0.17%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury Bonds                                      | T 3.625 05/15/53                                                  | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17890000 | PA      | $15014322.22  | 1.25%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers Finance Trust                                    | ONTTFT 4.625 04/10/29 144A                                        | CUSIP: 68329AAQ1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | MUN               | CA        |   3500000 | PA      | $3611266.37   | 0.30%             | 2029-04-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                | META 4.45 08/15/52                                                | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $6324926.69   | 0.52%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN FA2166                                                         | CUSIP: 3140W2MQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15327085 | PA      | $12884496.95  | 1.07%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                | CTRA 5.9 02/15/55                                                 | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1791974.77   | 0.15%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | 5-Year T-Note Futures, Jun-2026,ETH                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -284 | NC      | $-171305.96   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                  | DB V5.297 05/09/31                                                | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   8675000 | PA      | $8960408.37   | 0.74%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA7578                                                         | CUSIP: 36179WM39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4892666 | PA      | $4012191.64   | 0.33%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA7188                                                         | CUSIP: 36179V6Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1558653 | PA      | $1483303.97   | 0.12%             | 2051-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RA6135                                                         | CUSIP: 3133KMY82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7207000 | PA      | $6361144.40   | 0.53%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                               | CEG 5.875 01/15/66                                                | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1198730.27   | 0.10%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA9783                                                         | CUSIP: 36179Y2Q6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2313651 | PA      | $2404613.34   | 0.20%             | 2054-07-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                      | EXC 4.95 03/15/36                                                 | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2983643.76   | 0.25%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                             | BAC V4.456 02/06/32                                               | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6968000 | PA      | $7021693.94   | 0.58%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Nordea Bank ABP                                                   | NDAFH V6.625 PERP 144A                                            | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   4280000 | PA      | $4290006.64   | 0.36%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                            | FABSJV 5.875 01/25/34                                             | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   5275000 | PA      | $5512716.61   | 0.46%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | 10-Year T-Note Futures, Jun-2026,ETH                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        13 | NC      | $13222.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                                       | ABBV 3.2 11/21/29                                                 | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5861695.38   | 0.49%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| British Columbia (Province Of)                                    | BRCOL 4.2 07/06/33                                                | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |   2075000 | PA      | $2100240.74   | 0.17%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                   | HD 1.375 03/15/31                                                 | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   5595000 | PA      | $4929046.06   | 0.41%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8220                                                         | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5415486 | PA      | $4911634.64   | 0.41%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD3161                                                         | CUSIP: 3132DQQN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5729938 | PA      | $5847603.42   | 0.49%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                 | NUE 3.125 04/01/32                                                | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   5470000 | PA      | $5148898.15   | 0.43%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.75 08/15/55                                                   | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7750000 | PA      | $7894101.56   | 0.66%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS3063                                                         | CUSIP: 3140XJMM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5431817 | PA      | $5406169.44   | 0.45%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SL3203                                                         | CUSIP: 31427QRZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6632556 | PA      | $5510469.10   | 0.46%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                      | AVGO 3.187 11/15/36 144A                                          | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5178321.78   | 0.43%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         1 | NC      | $1162.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                                      | CFG V5.718 07/23/32                                               | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   7325000 | PA      | $7718877.92   | 0.64%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers Finance Trust                                    | ONTTFT 2 04/16/31 144A                                            | CUSIP: 68329AAJ7<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | MUN               | CA        |   4130000 | PA      | $3802431.98   | 0.32%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS6599                                                         | CUSIP: 3140XNKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5299188 | PA      | $4999307.38   | 0.41%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA8151                                                         | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6717227 | PA      | $6695902.65   | 0.56%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN FA2248                                                         | CUSIP: 3140W2QA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14678400 | PA      | $13306858.41  | 1.10%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 04/30/30                                                  | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5585078.13   | 0.46%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA7523                                                         | CUSIP: 36179WLC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2523881 | PA      | $2087477.14   | 0.17%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC                                      | ABIBB 4.9 02/01/46 *                                              | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $5882356.69   | 0.49%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                  | PCG 6 05/01/56                                                    | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2221000 | PA      | $2195235.67   | 0.18%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.375 08/31/28                                                  | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12920000 | PA      | $13224326.59  | 1.10%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -38 | NC      | $-64205.18    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                      | T 4.25 05/15/35                                                   | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6250000 | PA      | $6411376.94   | 0.53%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                             | ETR 4.9 04/15/36                                                  | CUSIP: 29364WBR8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1741859.37   | 0.14%             | 2036-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA7829                                                         | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4337853 | PA      | $4123317.91   | 0.34%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA6700                                                         | CUSIP: 36179VNR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2143591 | PA      | $1924256.56   | 0.16%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                              | LVS 6.2 08/15/34                                                  | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2112717.60   | 0.18%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 06/30/30                                                  | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10156640.60  | 0.84%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                            | FANG 3.125 03/24/31                                               | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4555358.45   | 0.38%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SC0809                                                         | CUSIP: 3132D93S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1242466 | PA      | $1281841.59   | 0.11%             | 2045-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4 11/15/52                                                      | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2323000 | PA      | $2087841.62   | 0.17%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FN FA1218                                                         | CUSIP: 3140W1K85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7255458 | PA      | $6314855.48   | 0.52%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 3.9 05/15/35                                                 | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7135000 | PA      | $6265026.60   | 0.52%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.125 08/15/53                                                  | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9250000 | PA      | $8489043.02   | 0.70%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MA7413                                                         | CUSIP: 36179WGW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1701771 | PA      | $1619507.68   | 0.13%             | 2051-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.375 05/15/34                                                  | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $5191.99      | 0.00%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM V6.5 PERP OO                                                  | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5475000 | PA      | $5738285.36   | 0.48%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Super 30Y Fixed                                             | FR SL2031                                                         | CUSIP: 31427PHH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7073723 | PA      | $7228861.27   | 0.60%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                            | OBDC 2.625 01/15/27                                               | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2437750.75   | 0.20%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 3.625 02/15/53                                                  | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $5878632.83   | 0.49%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4371                                                         | CUSIP: 31418D2D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3129998 | PA      | $2656388.78   | 0.22%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD7192                                                         | CUSIP: 3132DU7D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4262389 | PA      | $4289483.12   | 0.36%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN FA2241                                                         | CUSIP: 3140W2P39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6073944 | PA      | $6229927.87   | 0.52%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                    | C V6.174 05/25/34                                                 | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $9930960.55   | 0.82%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | TII 0.5 01/15/28                                                  | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10509920 | PA      | $10440222.73  | 0.87%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FR ZS4726                                                         | CUSIP: 3132A5HB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4982905 | PA      | $4782669.55   | 0.40%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                       | MIZUHO V4.438 05/12/32                                            | CUSIP: 60687YDR7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   4768000 | PA      | $4796432.20   | 0.40%             | 2032-05-12      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                     | GOOGL 5.65 02/15/56                                               | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2286000 | PA      | $2340857.26   | 0.19%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.                               | JBHT 3.875 03/01/26                                               | CUSIP: 445658CF2<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3750000.00   | 0.31%             | 2026-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.875 10/31/28                                                  | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13800000 | PA      | $14318039.03  | 1.19%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC V6.254 03/09/34                                              | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $8748530.32   | 0.73%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                      | T 3.5 01/31/28                                                    | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $35069726.65  | 2.91%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| PK ALIFT LOAN FUNDING 8 LP                                        | PKAIR 2026-1 A                                                    | CUSIP: 72585CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    859000 | PA      | $867263.58    | 0.07%             | 2043-09-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                | ARCC 2.875 06/15/28                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5247821.59   | 0.44%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                             | BAC V6.125 PERP TT                                                | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8650000 | PA      | $8771584.40   | 0.73%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4 11/15/35                                                      | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15500000 | PA      | $15558125.00  | 1.29%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| The Kroger Co.                                                    | KR 1.7 01/15/31                                                   | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5790685.49   | 0.48%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 12/31/30                                                  | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25119140.50  | 2.08%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dreyfus Institutional Preferred Money Market Funds                | Dreyfus Institutional Preffered Money Market Funds INST PFD PL MM | CUSIP: 26200T208<br>LEI: 5493006CKAQEE1JHBZ16 | Long             | STIV             | RF                | US        |    613962 | PA      | $613962.29    | 0.05%             | 2099-12-01      | Floating      | 0.01%                 | No            |                  1 | On Loan: No      |
| Manitoba (Province of)                                            | MP 4.3 07/27/33                                                   | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | MUN               | CA        |   3720000 | PA      | $3785350.24   | 0.31%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                         | APODS 6.7 07/29/31                                                | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5164870.35   | 0.43%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 6.55 02/04/46                                                | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $1882693.60   | 0.16%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4 07/31/30                                                      | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $16842890.63  | 1.40%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.25 06/30/29                                                   | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18660000 | PA      | $19148002.66  | 1.59%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | G2 MB0427                                                         | CUSIP: 3618N5PM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5311216 | PA      | $5495050.23   | 0.46%             | 2055-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                | ET 5.55 05/15/34                                                  | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4163083.28   | 0.35%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                 | INTC 5.6 02/21/54                                                 | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2976899.34   | 0.25%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.375 11/30/28                                                  | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19500000 | PA      | $20000449.17  | 1.66%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                      | AVGO 2.45 02/15/31                                                | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3698322.68   | 0.31%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM V5.193 02/05/37                                               | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3435958.37   | 0.29%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MS V5.587 01/18/36                                                | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7770000 | PA      | $8171160.83   | 0.68%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2026-2                                 | VERUS 2026-2 A3                                                   | CUSIP: 92490GAM0<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-O            | CORP              | US        |   2055555 | PA      | $2054529.48   | 0.17%             | 2071-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RJ5223                                                         | CUSIP: 3142GVYV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6672424 | PA      | $6761083.87   | 0.56%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB2376                                                         | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7038106 | PA      | $6207611.74   | 0.52%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                  | DTE 5.55 03/01/56 B                                               | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1517000 | PA      | $1515418.07   | 0.13%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 09/30/30                                                  | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1256591.80   | 0.10%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-23

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer