2-Year T-Note Futures, Jun-2026,ETH

NPORT-P false 0001111565 XXXXXXXX S000000375 C000000967 C000000968 BNY MELLON FUNDS TRUST 811-09903 0001111565 549300HDJ28GEP2W5P96 240 Greenwich Street New York 10286 212-922-6400 BNY Mellon Bond Fund S000000375 549300GYL9XGY3ZTF246 2026-08-31 2026-02-28 N 1217406042.37 12208982.28 1205197060.09 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3806511.98000000 0.00000000 0.00000000 601212.17000000 USD AMBS UST BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 2-Year T-Note Futures, Jun-2026,ETH 000000000 166.00000000 NC USD 55496.79000000 0.004604789692 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long United States Treasury Notes T 3.875 03/15/28 2026-06-30 34683893.92000000 USD 55496.79000000 N N N NatWest Group PLC 2138005O9XJIJN4JPN90 NWG V5.076 01/27/30 78009PEH0 5500000.00000000 PA USD 5645436.61000000 0.468424359546 Long DBT CORP GB N 2 2030-01-27 Fixed 5.07600000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 GS 6.75 10/01/37 38141GFD1 8000000.00000000 PA USD 8990000.80000000 0.745936170747 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 G2 MA9167 36179YFG4 5291677.79000000 PA USD 5108431.59000000 0.423866914313 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 3.50000000 N N N N N N Indiana Michigan Power Company JHR9V15J0ZRG02MIRD06 AEP 5.6 03/15/56 454889AW6 1789000.00000000 PA USD 1784392.54000000 0.148058155723 Long DBT CORP US N 2 2056-03-15 Fixed 5.60000000 N N N N N N GOLDEN ST TOB SECURITIZATION CORP CALIF N/A CA GLDGEN 3.49 06/01/2036 38122ND41 3000000.00000000 PA USD 2625339.30000000 0.217834857629 Long DBT MUN US N 2 2036-06-01 Fixed 3.48700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 G2 MA6930 36179VVX5 9967342.74000000 PA USD 8461608.47000000 0.702093354705 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.00000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 3.875 12/31/32 91282CPQ8 23750000.00000000 PA USD 23987500.00000000 1.990338409737 Long DBT UST US N 2 2032-12-31 Fixed 3.87500000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 TRGP 5.5 02/15/35 87612GAK7 1750000.00000000 PA USD 1811666.15000000 0.150321155767 Long DBT CORP US N 2 2035-02-15 Fixed 5.50000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 T 4.75 11/15/53 912810TV0 5750000.00000000 PA USD 5844785.19000000 0.484965105172 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N CDP Financial Inc. 549300OXMGVYFCBFV096 CADEPO 4.875 06/05/29 144A 125094BG6 3500000.00000000 PA USD 3644025.07000000 0.302359273074 Long DBT CORP CA N 2 2029-06-05 Fixed 4.87500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FR SD1727 3132DN4L4 6271879.50000000 PA USD 6379239.65000000 0.529310920284 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FN MA4624 31418ED64 9732490.20000000 PA USD 8838067.54000000 0.733329663062 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 BA 3.625 02/01/31 097023DC6 4750000.00000000 PA USD 4615433.02000000 0.382960859500 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N New Residential Mortgage Loan Trust 2025-Nqm2 2138006ZAYPD4ZHQYX81 NRZT 2025-NQM2 A1 64831XAC2 3237435.28000000 PA USD 3291645.81000000 0.273120962455 Long ABS-O CORP US N 2 2065-04-25 Variable 5.56600000 N N N N N N FHLMC Super 30Y Fixed S6XOOCT0IEG5ABCC6L87 FR SL2465 31427PW34 12191415.11000000 PA USD 12506231.46000000 1.037691832658 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 5.50000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 T 4.625 11/15/55 912810UP1 12600000.00000000 PA USD 12581296.81000000 1.043920303710 Long DBT UST US N 2 2055-11-15 Fixed 4.62500000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 G2 MA7359 36179WE87 9352987.39000000 PA USD 8108771.92000000 0.672817100914 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 3.625 03/31/30 91282CGS4 10000000.00000000 PA USD 10059960.90000000 0.834715021562 Long DBT UST US N 2 2030-03-31 Fixed 3.62500000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 T 4.75 02/15/45 912810UJ5 19500000.00000000 PA USD 19993593.75000000 1.658948101691 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 GM 3.1 01/12/32 37045XDS2 7400000.00000000 PA USD 6845426.76000000 0.567992321478 Long DBT CORP US N 2 2032-01-12 Fixed 3.10000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FN FA3523 3140W34H9 7223566.46000000 PA USD 7413759.64000000 0.615149164025 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN BU9102 3140MBDG4 4842431.71000000 PA USD 4083461.80000000 0.338821088701 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 PCG 5.2 05/01/36 694308LA3 456000.00000000 PA USD 457688.28000000 0.037976219421 Long DBT CORP US N 2 2036-05-01 Fixed 5.20000000 N N N N N N Marsh & McLennan Companies, Inc. 549300XMP3KDCKJXIU47 MRSH 4.95 03/15/36 571748CF7 1461000.00000000 PA USD 1474556.40000000 0.122349817206 Long DBT CORP US N 2 2036-03-15 Fixed 4.95000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 EXC V6.5 03/15/55 30161NBQ3 2000000.00000000 PA USD 2094023.32000000 0.173749454702 Long DBT CORP US N 2 2055-03-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN FS3655 3140XKBZ2 7908100.55000000 PA USD 6587761.16000000 0.546612780445 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 G2 MA7362 36179WFB9 2352238.42000000 PA USD 2238534.58000000 0.185740129488 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 4.00000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 T 3.875 02/15/43 912810TQ1 15435000.00000000 PA USD 14305109.84000000 1.186951936219 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N Aircastle Limited 549300PNK8AKY3OIKP58 AYR 2.85 01/26/28 144A 00928QAU5 4000000.00000000 PA USD 3908852.32000000 0.324333044731 Long DBT CORP BM N 2 2028-01-26 Fixed 2.85000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 PRU 4.35 02/25/50 MTN 74432QCE3 7250000.00000000 PA USD 5934080.34000000 0.492374279402 Long DBT CORP US N 2 2050-02-25 Fixed 4.35000000 N N N N N N DATABANK ISSUER II LLC N/A HYPER 2025-1A A2 23802YAA5 3500000.00000000 PA USD 3499151.60000000 0.290338544282 Long ABS-O CORP US N 2 2055-09-27 Fixed 5.18000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX 6.1 04/01/56 55336VCF5 2896000.00000000 PA USD 2895389.49000000 0.240241997419 Long DBT CORP US N 2 2056-04-01 Fixed 6.10000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 AMGN 5.65 06/15/42 031162BH2 1605000.00000000 PA USD 1661596.78000000 0.137869302458 Long DBT CORP US N 2 2042-06-15 Fixed 5.65000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 3.75 05/15/28 91282CND9 8026000.00000000 PA USD 8087605.81000000 0.671060864469 Long DBT UST US N 2 2028-05-15 Fixed 3.75000000 N N N N N N Jabil Inc 5493000CGCQY2OQU7669 JBL 3.6 01/15/30 466313AJ2 5500000.00000000 PA USD 5357186.12000000 0.444507068379 Long DBT CORP US N 2 2030-01-15 Fixed 3.60000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 SANUSA V7.66 11/09/31 80282KBH8 6800000.00000000 PA USD 7678113.31000000 0.637083640863 Long DBT CORP US N 2 2031-11-09 Fixed 7.66000000 N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 3.625 08/31/30 91282CNX5 5110000.00000000 PA USD 5136947.28000000 0.426232974681 Long DBT UST US N 2 2030-08-31 Fixed 3.62500000 N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 3.25 06/30/29 91282CEV9 17435000.00000000 PA USD 17345781.79000000 1.439248597959 Long DBT UST US N 2 2029-06-30 Fixed 3.25000000 N N N N N N DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND N/A DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND 000000000 1627393.73000000 NS USD 1627393.73000000 0.135031339180 Long STIV RF US N 1 N N United States Treasury Bonds 254900HROIFWPRGM1V77 T 4.625 11/15/45 912810UQ9 34600000.00000000 PA USD 34835172.05000000 2.890412962623 Long DBT UST US N 2 2045-11-15 Fixed 4.62500000 N N N N N American Electric Power Co, Inc. 1B4S6S7G0TW5EE83BO58 AEP V6.05 03/15/56 D 02557TAF6 2000000.00000000 PA USD 2007830.00000000 0.166597651661 Long DBT CORP US N 2 2056-03-15 Fixed 6.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN FS3392 3140XJXW8 5281592.17000000 PA USD 5158395.28000000 0.428012600662 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FR SD6307 3132DUAG2 9696201.58000000 PA USD 9823418.46000000 0.815088153240 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.00000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 TMUS 3 02/15/41 87264ABL8 5685000.00000000 PA USD 4329258.71000000 0.359215837257 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 AMZN 1.65 05/12/28 023135BY1 5250000.00000000 PA USD 5034176.18000000 0.417705647209 Long DBT CORP US N 2 2028-05-12 Fixed 1.65000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FN MA4466 31418D6C1 6158927.84000000 PA USD 5381357.23000000 0.446512641642 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N AERCAP IRELAND CAPITAL DAC 549300TI38531ODB1G63 AER V6.95 03/10/55 00774MBK0 6500000.00000000 PA USD 6871861.69000000 0.570185732903 Long DBT CORP IE N 2 2055-03-10 Fixed 6.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN FA0317 3140W0K79 6180473.70000000 PA USD 6261218.19000000 0.519518209705 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.00000000 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 BCRED 5.35 03/12/31 09261HBZ9 1800000.00000000 PA USD 1744785.81000000 0.144771827593 Long DBT CORP US N 2 2031-03-12 Fixed 5.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN CB9444 3140QVP65 5661351.12000000 PA USD 5823966.35000000 0.483237683102 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 G2 MB0874 3618N56L8 7540316.71000000 PA USD 7864829.32000000 0.652576211844 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 6.50000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 AMGN 5.6 03/02/43 031162DS6 5075000.00000000 PA USD 5189585.38000000 0.430600567480 Long DBT CORP US N 2 2043-03-02 Fixed 5.60000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 T 4.55 03/09/49 00206RDK5 10250000.00000000 PA USD 8621302.37000000 0.715343793599 Long DBT CORP US N 2 2049-03-09 Fixed 4.55000000 N N N N N N CENTERPOINT ENERGY RESOURCES CORP 2JADVB0458J06WCD4N56 CNP 4.85 04/01/36 AR 15189XBL1 1097000.00000000 PA USD 1100818.26000000 0.091339275248 Long DBT CORP US N 2 2036-04-01 Fixed 4.85000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 3.625 08/31/29 91282CLK5 21750000.00000000 PA USD 21889760.72000000 1.816280627034 Long DBT UST US N 2 2029-08-31 Fixed 3.62500000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 EPD 5.35 01/31/33 29379VCD3 2000000.00000000 PA USD 2114917.92000000 0.175483162881 Long DBT CORP US N 2 2033-01-31 Fixed 5.35000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FN MA4325 31418DYX4 5349887.94000000 PA USD 4468371.92000000 0.370758614335 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FR SL3258 31427QTQ5 5811108.22000000 PA USD 5963039.47000000 0.494777133753 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 HCA 5.75 03/01/35 404119DB2 5100000.00000000 PA USD 5400577.94000000 0.448107460500 Long DBT CORP US N 2 2035-03-01 Fixed 5.75000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 2.875 04/30/29 91282CEM9 1000000.00000000 PA USD 984257.81000000 0.081667790487 Long DBT UST US N 2 2029-04-30 Fixed 2.87500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FR QD3216 3133B0SD6 7468836.69000000 PA USD 6569045.92000000 0.545059902445 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 WFC V5.244 01/24/31 95000U3P6 8500000.00000000 PA USD 8820034.95000000 0.731833427252 Long DBT CORP US N 2 2031-01-24 Fixed 5.24400000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FN MA4618 31418EDY3 5069117.37000000 PA USD 4943038.03000000 0.410143551929 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 BACR V7.437 11/02/33 06738ECE3 7250000.00000000 PA USD 8323500.47000000 0.690633983904 Long DBT CORP GB N 2 2033-11-02 Fixed 7.43700000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 KMI 5.2 06/01/33 49456BAX9 5500000.00000000 PA USD 5741013.14000000 0.476354724892 Long DBT CORP US N 2 2033-06-01 Fixed 5.20000000 N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 4.625 05/31/31 91282CKU4 10455000.00000000 PA USD 10985713.78000000 0.911528425001 Long DBT UST US N 2 2031-05-31 Fixed 4.62500000 N N N N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 BA 6.528 05/01/34 097023DS1 3825000.00000000 PA USD 4289844.52000000 0.355945484938 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS 4.78 03/25/38 126650CY4 7250000.00000000 PA USD 6930453.71000000 0.575047346156 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 4.125 08/31/30 91282CHW4 13500000.00000000 PA USD 13848046.88000000 1.149027602089 Long DBT UST US N 2 2030-08-31 Fixed 4.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2012-135 AE 38378BT82 4416875.36000000 PA USD 3795911.27000000 0.314961876003 Long ABS-O USGA US N 2 2052-12-16 Variable 1.82799000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2 213800CZKHCTHKMD9W65 NRZT 2026-NQM2 A1 64832MAE1 2020511.02000000 PA USD 2030939.69000000 0.168515154679 Long ABS-O CORP US N 2 2065-12-28 Variable 4.74300000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 BXSL 2.85 09/30/28 09261XAG7 6890000.00000000 PA USD 6456712.98000000 0.535739191026 Long DBT CORP US N 2 2028-09-30 Fixed 2.85000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FR SD2075 3132DPJU3 5636206.19000000 PA USD 4730735.58000000 0.392527972118 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 G2 MA7307 36179WDL9 1468006.31000000 PA USD 1397040.89000000 0.115918046621 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 4.00000000 N N N N N N Societe Generale S.A. O2RNE8IBXP4R0TD8PU41 SOCGEN V6.691 01/10/34 144A 83368RBS0 8000000.00000000 PA USD 8788273.68000000 0.729198068185 Long DBT CORP FR N 2 2034-01-10 Fixed 6.69100000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 3.5 09/30/29 91282CLN9 15150000.00000000 PA USD 15183732.38000000 1.259854747643 Long DBT UST US N 2 2029-09-30 Fixed 3.50000000 N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 3.5 11/30/30 91282CPN5 10750000.00000000 PA USD 10745800.84000000 0.891621892870 Long DBT UST US N 2 2030-11-30 Fixed 3.50000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 ABT 5.5 03/15/56 002824BW9 2951000.00000000 PA USD 2963303.46000000 0.245877089990 Long DBT CORP US N 2 2056-03-15 Fixed 5.50000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 4.25 02/28/29 91282CKD2 16105000.00000000 PA USD 16495042.97000000 1.368659409836 Long DBT UST US N 2 2029-02-28 Fixed 4.25000000 N N N N N N Pfizer Investment Enterprises Pte Ltd. 5493000FQO8XF9C0RT95 PFE 4.65 05/19/30 716973AD4 6520000.00000000 PA USD 6685982.64000000 0.554762607826 Long DBT CORP SG N 2 2030-05-19 Fixed 4.65000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 3.75 05/31/30 91282CHF1 11250000.00000000 PA USD 11369091.83000000 0.943338828685 Long DBT UST US N 2 2030-05-31 Fixed 3.75000000 N N N N N N American Airlines Pass Through Trust 2015-1A N/A AAL 3.375 05/01/27 023770AA8 2913257.47000000 PA USD 2882316.05000000 0.239157242035 Long ABS-O CORP US N 2 2027-05-01 Fixed 3.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN MA3305 31418CU77 5629970.59000000 PA USD 5374621.98000000 0.445953791125 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N TARGA RESOURCES PARTNERS LP 6OQWTZ1SPC04IFT4T704 TRGP 5 01/15/28 87612BBG6 5000000.00000000 PA USD 5002917.20000000 0.415111965144 Long DBT CORP US N 2 2028-01-15 Fixed 5.00000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 4.5 05/31/29 91282CKT7 4915000.00000000 PA USD 5078673.33000000 0.421397752963 Long DBT UST US N 2 2029-05-31 Fixed 4.50000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 VZ 2.987 10/30/56 92343VFW9 10303000.00000000 PA USD 6285870.40000000 0.521563701751 Long DBT CORP US N 2 2056-10-30 Fixed 2.98700000 N N N N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 AEE 5 05/15/36 023608AS1 2798000.00000000 PA USD 2802128.06000000 0.232503725141 Long DBT CORP US N 2 2036-05-15 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FR SD5482 3132DTCT5 5898685.94000000 PA USD 6080659.93000000 0.504536571765 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.50000000 N N N N N N VERUS SECURITIZATION TRUST 2025-5 213800Z7TIVJRAYLRV98 VERUS 2025-5 A1 92540XAA9 2902157.23000000 PA USD 2933107.00000000 0.243371569441 Long ABS-O CORP US N 2 2070-06-25 Variable 5.42700000 N N N N N N Japan Finance Organization for Municipalities 5493007YYYNZ4NMEOD64 JFM 1.375 02/10/31 144A 471068AT3 4130000.00000000 PA USD 3681481.34000000 0.305467168972 Long DBT NUSS JP N 2 2031-02-10 Fixed 1.37500000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 NEE V6.7 09/01/54 65339KCW8 4295000.00000000 PA USD 4462337.50000000 0.370257914474 Long DBT CORP US N 2 2054-09-01 Fixed 6.70000000 N N N N N N Lbj Infrastructure Group Llc 254900DEJSU2OQFZWQ97 CINCON 3.797 12/31/57 144A 50203UAA1 5000000.00000000 PA USD 3647465.90000000 0.302644772443 Long DBT CORP US N 2 2057-12-31 Fixed 3.79700000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 UNH 4.95 01/15/32 91324PFH0 4775000.00000000 PA USD 4931482.29000000 0.409184726158 Long DBT CORP US N 2 2032-01-15 Fixed 4.95000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 3.75 11/30/32 91282CPM7 7675000.00000000 PA USD 7696436.04000000 0.638603950745 Long DBT UST US N 2 2032-11-30 Fixed 3.75000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 4.25 01/31/30 91282CMG3 6000000.00000000 PA USD 6173437.50000000 0.512234696252 Long DBT UST US N 2 2030-01-31 Fixed 4.25000000 N N N N N N CMS Energy Corporation 549300IA9XFBAGNIBW29 CMS V6.5 06/01/55 125896BY5 2000000.00000000 PA USD 2091116.00000000 0.173508222783 Long DBT CORP US N 2 2055-06-01 Fixed 6.50000000 N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 T 3.625 05/15/53 912810TR9 17890000.00000000 PA USD 15014322.22000000 1.245798111960 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N Ontario Teachers Finance Trust 635400ZZE5J8OXXBBY26 ONTTFT 4.625 04/10/29 144A 68329AAQ1 3500000.00000000 PA USD 3611266.37000000 0.299641153267 Long DBT MUN CA N 2 2029-04-10 Fixed 4.62500000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 META 4.45 08/15/52 30303M8J4 7700000.00000000 PA USD 6324926.69000000 0.524804357681 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FN FA2166 3140W2MQ1 15327085.34000000 PA USD 12884496.95000000 1.069078026877 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Coterra Energy Inc FCNMH6O7VWU7LHXMK351 CTRA 5.9 02/15/55 127097AN3 1800000.00000000 PA USD 1791974.77000000 0.148687283544 Long DBT CORP US N 2 2055-02-15 Fixed 5.90000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 5-Year T-Note Futures, Jun-2026,ETH 000000000 -284.00000000 NC USD -171305.96000000 -0.01421393775 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short United States Treasury Notes T 3.625 08/31/30 2026-06-30 -31108632.96000000 USD -171305.96000000 N N N DEUTSCHE BANK AG NEW YORK BRANCH 7LTWFZYICNSX8D621K86 DB V5.297 05/09/31 251526DA4 8675000.00000000 PA USD 8960408.37000000 0.743480768973 Long DBT CORP US N 2 2031-05-09 Fixed 5.29700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 G2 MA7578 36179WM39 4892665.92000000 PA USD 4012191.64000000 0.332907519679 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 G2 MA7188 36179V6Z8 1558653.27000000 PA USD 1483303.97000000 0.123075637928 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FR RA6135 3133KMY82 7207000.01000000 PA USD 6361144.40000000 0.527809485323 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 CEG 5.875 01/15/66 210385AR1 1200000.00000000 PA USD 1198730.27000000 0.099463424671 Long DBT CORP US N 2 2066-01-15 Fixed 5.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 G2 MA9783 36179Y2Q6 2313651.11000000 PA USD 2404613.34000000 0.199520345645 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 7.50000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 EXC 4.95 03/15/36 30161NBV2 3000000.00000000 PA USD 2983643.76000000 0.247564805690 Long DBT CORP US N 2 2036-03-15 Fixed 4.95000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 BAC V4.456 02/06/32 060505GQ1 6968000.00000000 PA USD 7021693.94000000 0.582617911420 Long DBT CORP US N 2 2032-02-06 Fixed 4.45600000 N N N N N N Nordea Bank ABP 529900ODI3047E2LIV03 NDAFH V6.625 PERP 144A 65559CAA9 4280000.00000000 PA USD 4290006.64000000 0.355958936680 Long DBT CORP FI N 2 N/A Fixed 6.62500000 N N N N N N Foundry JV Holdco LLC. 21380048QROAMGM6EP30 FABSJV 5.875 01/25/34 350930AA1 5275000.00000000 PA USD 5512716.61000000 0.457412052564 Long DBT CORP US N 2 2034-01-25 Fixed 5.87500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 10-Year T-Note Futures, Jun-2026,ETH 000000000 13.00000000 NC USD 13222.95000000 0.001097160824 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long United States Treasury Notes T 4 01/31/33 2026-06-18 1466339.55000000 USD 13222.95000000 N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 ABBV 3.2 11/21/29 00287YBX6 6000000.00000000 PA USD 5861695.38000000 0.486368210984 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N British Columbia (Province Of) 54930058TO7MEKUHWL16 BRCOL 4.2 07/06/33 11070TAM0 2075000.00000000 PA USD 2100240.74000000 0.174265338802 Long DBT MUN CA N 2 2033-07-06 Fixed 4.20000000 N N N N N N Home Depot Inc. QEKMOTMBBKA8I816DO57 HD 1.375 03/15/31 437076CF7 5595000.00000000 PA USD 4929046.06000000 0.408982582452 Long DBT CORP US N 2 2031-03-15 Fixed 1.37500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FR SD8220 3132DWDZ3 5415485.75000000 PA USD 4911634.64000000 0.407537887591 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FR SD3161 3132DQQN9 5729937.94000000 PA USD 5847603.42000000 0.485198944939 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Nucor Corporation 549300GGJCRSI2TIEJ46 NUE 3.125 04/01/32 670346AV7 5470000.00000000 PA USD 5148898.15000000 0.427224585962 Long DBT CORP US N 2 2032-04-01 Fixed 3.12500000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 T 4.75 08/15/55 912810UM8 7750000.00000000 PA USD 7894101.56000000 0.655005046179 Long DBT UST US N 2 2055-08-15 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN FS3063 3140XJMM2 5431816.85000000 PA USD 5406169.44000000 0.448571409525 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FR SL3203 31427QRZ7 6632555.80000000 PA USD 5510469.10000000 0.457225567708 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 AVGO 3.187 11/15/36 144A 11135FBQ3 6000000.00000000 PA USD 5178321.78000000 0.429665981728 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH 000000000 1.00000000 NC USD 1162.70000000 0.000096473849 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States Treasury Notes T 4 11/15/35 2026-06-18 115571.68000000 USD 1162.70000000 N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 CFG V5.718 07/23/32 174610BH7 7325000.00000000 PA USD 7718877.92000000 0.640466042907 Long DBT CORP US N 2 2032-07-23 Fixed 5.71800000 N N N N N N Ontario Teachers Finance Trust 635400ZZE5J8OXXBBY26 ONTTFT 2 04/16/31 144A 68329AAJ7 4130000.00000000 PA USD 3802431.98000000 0.315502925282 Long DBT MUN CA N 2 2031-04-16 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN FS6599 3140XNKM5 5299187.78000000 PA USD 4999307.38000000 0.414812444002 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 G2 MA8151 36179XBU9 6717227.23000000 PA USD 6695902.65000000 0.555585710564 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 4.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FN FA2248 3140W2QA2 14678400.04000000 PA USD 13306858.41000000 1.104123039348 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 3.875 04/30/30 91282CMZ1 5500000.00000000 PA USD 5585078.13000000 0.463416176071 Long DBT UST US N 2 2030-04-30 Fixed 3.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 G2 MA7523 36179WLC0 2523881.03000000 PA USD 2087477.14000000 0.173206292076 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.00000000 N N N N N N ANHEUSER-BUSCH COMPANIES LLC 5493002J2SVENP0PVK27 ABIBB 4.9 02/01/46 * 03522AAJ9 6250000.00000000 PA USD 5882356.69000000 0.488082562162 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 PCG 6 05/01/56 694308LB1 2221000.00000000 PA USD 2195235.67000000 0.182147446479 Long DBT CORP US N 2 2056-05-01 Fixed 6.00000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 4.375 08/31/28 91282CHX2 12920000.00000000 PA USD 13224326.59000000 1.097275045544 Long DBT UST US N 2 2028-08-31 Fixed 4.37500000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Ultra U.S. Treasury Bond Futures, Jun-2026,ETH 000000000 -38.00000000 NC USD -64205.18000000 -0.00532735949 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States Treasury Bonds T 4.75 11/15/53 2026-06-18 -4556357.32000000 USD -64205.18000000 N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 4.25 05/15/35 91282CNC1 6250000.00000000 PA USD 6411376.94000000 0.531977479228 Long DBT UST US N 2 2035-05-15 Fixed 4.25000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 ETR 4.9 04/15/36 29364WBR8 1739000.00000000 PA USD 1741859.37000000 0.144529009211 Long DBT CORP US N 2 2036-04-15 Fixed 4.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 G2 MA7829 36179WVW5 4337852.80000000 PA USD 4123317.91000000 0.342128108883 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 G2 MA6700 36179VNR7 2143591.09000000 PA USD 1924256.56000000 0.159663230497 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3.00000000 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 LVS 6.2 08/15/34 517834AL1 2000000.00000000 PA USD 2112717.60000000 0.175300593567 Long DBT CORP US N 2 2034-08-15 Fixed 6.20000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 3.875 06/30/30 91282CNK3 10000000.00000000 PA USD 10156640.60000000 0.842736921316 Long DBT UST US N 2 2030-06-30 Fixed 3.87500000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 FANG 3.125 03/24/31 25278XAR0 4800000.00000000 PA USD 4555358.45000000 0.377976233169 Long DBT CORP US N 2 2031-03-24 Fixed 3.12500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FR SC0809 3132D93S1 1242466.26000000 PA USD 1281841.59000000 0.106359501897 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 5.50000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 T 4 11/15/52 912810TL2 2323000.00000000 PA USD 2087841.62000000 0.173236534433 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN FA1218 3140W1K85 7255457.90000000 PA USD 6314855.48000000 0.523968709277 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 ORCL 3.9 05/15/35 68389XBE4 7135000.00000000 PA USD 6265026.60000000 0.519834208650 Long DBT CORP US N 2 2035-05-15 Fixed 3.90000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 T 4.125 08/15/53 912810TT5 9250000.00000000 PA USD 8489043.02000000 0.704369708582 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 G2 MA7413 36179WGW2 1701771.04000000 PA USD 1619507.68000000 0.134377002204 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 4.00000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 4.375 05/15/34 91282CKQ3 5000.00000000 PA USD 5191.99000000 0.000430800088 Long DBT UST US N 2 2034-05-15 Fixed 4.37500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPM V6.5 PERP OO 48128AAJ2 5475000.00000000 PA USD 5738285.36000000 0.476128390121 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N FHLMC Super 30Y Fixed S6XOOCT0IEG5ABCC6L87 FR SL2031 31427PHH0 7073723.41000000 PA USD 7228861.27000000 0.599807409873 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 5.50000000 N N N N N N Blue Owl Capital Corp. 2549000BD79OOCPF2L94 OBDC 2.625 01/15/27 69121KAF1 2500000.00000000 PA USD 2437750.75000000 0.202269888529 Long DBT CORP US N 2 2027-01-15 Fixed 2.62500000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 T 3.625 02/15/53 912810TN8 7000000.00000000 PA USD 5878632.83000000 0.487773578667 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FN MA4371 31418D2D3 3129998.16000000 PA USD 2656388.78000000 0.220411156645 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FR SD7192 3132DU7D3 4262388.99000000 PA USD 4289483.12000000 0.355915498140 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FN FA2241 3140W2P39 6073943.53000000 PA USD 6229927.87000000 0.516921927235 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.50000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 C V6.174 05/25/34 17327CAR4 9300000.00000000 PA USD 9930960.55000000 0.824011348754 Long DBT CORP US N 2 2034-05-25 Fixed 6.17400000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 TII 0.5 01/15/28 9128283R9 10509920.00000000 PA USD 10440222.73000000 0.866266860061 Long DBT UST US N 2 2028-01-15 Fixed 0.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FR ZS4726 3132A5HB4 4982905.41000000 PA USD 4782669.55000000 0.396837140445 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Mizuho Financial Group Inc. 353800CI5L6DDAN5XZ33 MIZUHO V4.438 05/12/32 60687YDR7 4768000.00000000 PA USD 4796432.20000000 0.397979082328 Long DBT CORP JP N 2 2032-05-12 Fixed 4.43800000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 GOOGL 5.65 02/15/56 02079KBP1 2286000.00000000 PA USD 2340857.26000000 0.194230249767 Long DBT CORP US N 2 2056-02-15 Fixed 5.65000000 N N N N N N J. B. Hunt Transport Services, Inc. 549300XCD1MPI1C5GK90 JBHT 3.875 03/01/26 445658CF2 3750000.00000000 PA USD 3750000.00000000 0.311152435081 Long DBT CORP US N 2 2026-03-01 Fixed 3.87500000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 4.875 10/31/28 91282CJF9 13800000.00000000 PA USD 14318039.03000000 1.188024722606 Long DBT UST US N 2 2028-10-31 Fixed 4.87500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC V6.254 03/09/34 404280DV8 8000000.00000000 PA USD 8748530.32000000 0.725900403320 Long DBT CORP GB N 2 2034-03-09 Fixed 6.25400000 N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 3.5 01/31/28 91282CGH8 35000000.00000000 PA USD 35069726.65000000 2.909874891943 Long DBT UST US N 2 2028-01-31 Fixed 3.50000000 N N N N N PK ALIFT LOAN FUNDING 8 LP N/A PKAIR 2026-1 A 72585CAA3 859000.00000000 PA USD 867263.58000000 0.071960313273 Long ABS-O CORP US N 2 2043-09-15 Fixed 4.61400000 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 ARCC 2.875 06/15/28 04010LBB8 5500000.00000000 PA USD 5247821.59000000 0.435432657760 Long DBT CORP US N 2 2028-06-15 Fixed 2.87500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 BAC V6.125 PERP TT 06055HAB9 8650000.00000000 PA USD 8771584.40000000 0.727813292155 Long DBT CORP US N 2 N/A Fixed 6.12500000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 4 11/15/35 91282CPJ4 15500000.00000000 PA USD 15558125.00000000 1.290919594413 Long DBT UST US N 2 2035-11-15 Fixed 4.00000000 N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 KR 1.7 01/15/31 501044DQ1 6500000.00000000 PA USD 5790685.49000000 0.480476237601 Long DBT CORP US N 2 2031-01-15 Fixed 1.70000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 3.625 12/31/30 91282CPR6 25000000.00000000 PA USD 25119140.50000000 2.084235128994 Long DBT UST US N 2 2030-12-31 Fixed 3.62500000 N N N N N N Dreyfus Institutional Preferred Money Market Funds 5493006CKAQEE1JHBZ16 Dreyfus Institutional Preffered Money Market Funds INST PFD PL MM 26200T208 613962.29000000 PA USD 613962.29000000 0.050942896421 Long STIV RF US N 1 2099-12-01 Floating 0.01000000 N N N N N N Manitoba (Province of) 5493003QILFOB3JRKE30 MP 4.3 07/27/33 563469VC6 3720000.00000000 PA USD 3785350.24000000 0.314085585283 Long DBT MUN CA N 2 2033-07-27 Fixed 4.30000000 N N N N N N Apollo Debt Solutions BDC 549300UMUGX092P8DW87 APODS 6.7 07/29/31 03770DAD5 5000000.00000000 PA USD 5164870.35000000 0.428549863008 Long DBT CORP US N 2 2031-07-29 Fixed 6.70000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 ORCL 6.55 02/04/46 68389XEA9 1931000.00000000 PA USD 1882693.60000000 0.156214586173 Long DBT CORP US N 2 2046-02-04 Fixed 6.55000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 4 07/31/30 91282CHR5 16500000.00000000 PA USD 16842890.63000000 1.397521715555 Long DBT UST US N 2 2030-07-31 Fixed 4.00000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 4.25 06/30/29 91282CKX8 18660000.00000000 PA USD 19148002.66000000 1.588786041227 Long DBT UST US N 2 2029-06-30 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 G2 MB0427 3618N5PM5 5311215.67000000 PA USD 5495050.23000000 0.455946202655 Long ABS-MBS USGA US N 2 2055-06-20 Fixed 7.00000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ET 5.55 05/15/34 29273VAY6 4000000.00000000 PA USD 4163083.28000000 0.345427600005 Long DBT CORP US N 2 2034-05-15 Fixed 5.55000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 INTC 5.6 02/21/54 458140CM0 3150000.00000000 PA USD 2976899.34000000 0.247005194302 Long DBT CORP US N 2 2054-02-21 Fixed 5.60000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 4.375 11/30/28 91282CJN2 19500000.00000000 PA USD 20000449.17000000 1.659516923191 Long DBT UST US N 2 2028-11-30 Fixed 4.37500000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 AVGO 2.45 02/15/31 11135FCQ2 4000000.00000000 PA USD 3698322.68000000 0.306864562026 Long DBT CORP US N 2 2031-02-15 Fixed 2.45000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPM V5.193 02/05/37 46647PFK7 3400000.00000000 PA USD 3435958.37000000 0.285095150310 Long DBT CORP US N 2 2037-02-05 Fixed 5.19300000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MS V5.587 01/18/36 61748UAF9 7770000.00000000 PA USD 8171160.83000000 0.677993757252 Long DBT CORP US N 2 2036-01-18 Fixed 5.58700000 N N N N N N VERUS SECURITIZATION TRUST 2026-2 213800OKSLL73WD2H386 VERUS 2026-2 A3 92490GAM0 2055555.00000000 PA USD 2054529.48000000 0.170472493506 Long ABS-O CORP US N 2 2071-02-25 Variable 5.04700000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FR RJ5223 3142GVYV7 6672423.84000000 PA USD 6761083.87000000 0.560994055984 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN CB2376 3140QMUA0 7038105.83000000 PA USD 6207611.74000000 0.515070269050 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N DTE Electric Co. 9N0FWODEJVKHC2DYLO03 DTE 5.55 03/01/56 B 23338VBA3 1517000.00000000 PA USD 1515418.07000000 0.125740272705 Long DBT CORP US N 2 2056-03-01 Fixed 5.55000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 3.625 09/30/30 91282CPA3 1250000.00000000 PA USD 1256591.80000000 0.104264426259 Long DBT UST US N 2 2030-09-30 Fixed 3.62500000 N N N N N N 2026-04-23 BNY MELLON FUNDS TRUST James Windels James Windels Treasurer