# EDGAR Filing Document

**Accession Number:** 0000799295
**File Stem:** 0000940400-26-021270
**Filing Date:** 2026-5
**Character Count:** 333382
**Document Hash:** 5c7959e70d6756afe494919243ddcf00
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021270.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021270

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY Mellon Investment Funds I
- **CENTRAL INDEX KEY:** 0000799295

**ORGANIZATION NAME:**
- **EIN:** 043106135
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04813
- **FILM NUMBER:** 261023835

**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:** 212-922-6400

**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:** DREYFUS INVESTMENT FUNDS
- **DATE OF NAME CHANGE:** 20081201

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MELLON INSTITUTIONAL FUNDS INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 20030707

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STANDISH AYER & WOOD INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### BNY Mellon Global Fixed Income Fund (Series ID: S000011502)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000031763 | Class I      | SDGIX           |
| C000081694 | Class A      | DHGAX           |
| C000081695 | Class C      | DHGCX           |
| C000130461 | Class Y      | DSDYX           |

## Nport-Ex

BNY Mellon Global Fixed Income Fund

SCHEDULE OF INVESTMENTS

March 31, 2026 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%)<br>| Maturity <br>Date<br>|  | Principal <br>Amount ($)<sup>(a)</sup> <br>| Value ($) |
| **Asset-Backed Securities — 2.2%** | **Asset-Backed Securities — 2.2%** | **Asset-Backed Securities — 2.2%** | **Asset-Backed Securities — 2.2%** | **Asset-Backed Securities — 2.2%** | **Asset-Backed Securities — 2.2%** |
| **Canada — .1%** | **Canada — .1%** | **Canada — .1%** | **Canada — .1%** | **Canada — .1%** | **Canada — .1%** |
| Ford Auto Securitization Trust II, Ser. 2022-AA, Cl. A3<sup>(b)</sup> <br>| 5.40 | 9/15/2028 | CAD<br>| 9082009 | **6614178** |
| **United States — 2.1%** | **United States — 2.1%** | **United States — 2.1%** | **United States — 2.1%** | **United States — 2.1%** | **United States — 2.1%** |
| Aligned Data Centers Issuer LLC, Ser. 2023-1A, Cl. A2<sup>(b)</sup> <br>| 6.00 | 8/17/2048 |  | 3914000 | 3932731 |
| AutoNation Finance Trust, Ser. 2025-1A, Cl. A3<sup>(b)</sup> <br>| 4.62 | 11/13/2029 |  | 2656000 | 2668815 |
| Avis Budget Rental Car Funding AESOP LLC, Ser. 2023-4A, Cl. A<sup>(b)</sup> <br>| 5.49 | 6/20/2029 |  | 3643000 | 3714870 |
| Avis Budget Rental Car Funding AESOP LLC, Ser. 2023-8A, Cl. A<sup>(b)</sup> <br>| 6.02 | 2/20/2030 |  | 2831000 | 2939214 |
| Avis Budget Rental Car Funding AESOP LLC, Ser. 2025-2A, Cl. A<sup>(b)</sup> <br>| 5.12 | 8/20/2031 |  | 3804000 | 3863536 |
| Avis Budget Rental Car Funding AESOP LLC, Ser. 2025-3A, Cl. A<sup>(b)</sup> <br>| 4.17 | 2/20/2030 |  | 2055000 | 2040517 |
| Carvana Auto Receivables Trust, Ser. 2021-N2, Cl. C | 1.07 | 3/10/2028 |  | 357900 | 351517 |
| CyrusOne Data Centers Issuer I LLC, Ser. 2023-1A, Cl. B<sup>(b)</sup> <br>| 5.45 | 4/20/2048 |  | 1095195 | 1083227 |
| CyrusOne Data Centers Issuer I LLC, Ser. 2023-2A, Cl. A2<sup>(b)</sup> <br>| 5.56 | 11/20/2048 |  | 5979000 | 5989571 |
| DataBank Issuer II LLC, Ser. 2025-1A, Cl. A2<sup>(b)</sup> <br>| 5.18 | 9/27/2055 |  | 20920000 | 20334035 |
| Domino's Pizza Master Issuer LLC, Ser. 2021-1A, Cl. A2I<sup>(b)</sup> <br>| 2.66 | 4/25/2051 |  | 5470313 | 5183401 |
| Ent Auto Receivables Trust, Ser. 2023-1A, Cl. A3<sup>(b)</sup> <br>| 6.24 | 1/16/2029 |  | 847731 | 851277 |
| Exeter Automobile Receivables Trust, Ser. 2024-5A, Cl. C | 4.64 | 1/15/2030 |  | 720000 | 721963 |
| Merchants Fleet Funding LLC, Ser. 2025-1A, Cl. A<sup>(b)</sup> <br>| 4.49 | 1/20/2039 |  | 8687000 | 8704704 |
| Mosaic Solar Loan Trust, Ser. 2023-2A, Cl. A<sup>(b)</sup> <br>| 5.36 | 9/22/2053 |  | 1885340 | 1803978 |
| OneMain Financial Issuance Trust, Ser. 2019-2A, Cl. B<sup>(b)</sup> <br>| 3.41 | 10/14/2036 |  | 500000 | 482387 |
| PenFed Auto Receivables Owner Trust, Ser. 2025-A, Cl. A3<sup>(b)</sup> <br>| 4.03 | 7/15/2030 |  | 1513000 | 1510184 |
| Retained Vantage Data Centers Issuer LLC, Ser. 2023-1A, Cl. A2A<sup>(b)</sup> <br>| 5.00 | 9/15/2048 |  | 5630000 | 5618349 |
| SpringCastle America Funding LLC, Ser. 2020-AA, Cl. A<sup>(b)</sup> <br>| 1.97 | 9/25/2037 |  | 1246955 | 1175989 |
| Stack Infrastructure Issuer LLC, Ser. 2025-1A, Cl. A2<sup>(b)</sup> <br>| 5.00 | 5/25/2050 |  | 4900000 | 4834820 |
| Sunnova Hestia I Issuer LLC, Ser. 2023-GRID1, Cl. 1A<sup>(b)</sup> <br>| 5.75 | 12/20/2050 |  | 723851 | 709222 |
| TIF Funding III LLC, Ser. 2024-1A, Cl. A<sup>(b)</sup> <br>| 5.48 | 4/20/2049 |  | 6709900 | 6753569 |
| Triumph Rail Holdings LLC, Ser. 2021-2, Cl. A<sup>(b)</sup> <br>| 2.15 | 6/19/2051 |  | 5679596 | 5506932 |
| TRP LLC, Ser. 2021-1, Cl. A<sup>(b)</sup> <br>| 2.07 | 6/19/2051 |  | 5819308 | 5645342 |
|  |  |  |  |  | **96420150** |
| &nbsp;&nbsp;&nbsp; **Total Asset-Backed Securities** <br>(cost $102,981,904) | &nbsp;&nbsp;&nbsp; **Total Asset-Backed Securities** <br>(cost $102,981,904) | &nbsp;&nbsp;&nbsp; **Total Asset-Backed Securities** <br>(cost $102,981,904) |  |  | **103034328** |
| **Collateralized Loan Obligations — .6%** | **Collateralized Loan Obligations — .6%** | **Collateralized Loan Obligations — .6%** | **Collateralized Loan Obligations — .6%** | **Collateralized Loan Obligations — .6%** | **Collateralized Loan Obligations — .6%** |
| **Cayman Islands — .3%** | **Cayman Islands — .3%** | **Cayman Islands — .3%** | **Cayman Islands — .3%** | **Cayman Islands — .3%** | **Cayman Islands — .3%** |
| Octagon 61 Ltd., Ser. 2023-2A, Cl. A1R, (3 Month TSFR +1.40%)<sup>(b),(c)</sup> <br>| 5.07 | 4/20/2038 |  | 7900000 | 7907213 |
| &nbsp;&nbsp;&nbsp; Regatta XXV Funding Ltd., Ser. 2023-1A, Cl. A1R, (3 Month TSFR <br> +1.34%)<sup>(b),(c)</sup> <br>| 5.01 | 7/15/2038 |  | 5775000 | 5780607 |
|  |  |  |  |  | **13687820** |
| **Jersey — .3%** | **Jersey — .3%** | **Jersey — .3%** | **Jersey — .3%** | **Jersey — .3%** | **Jersey — .3%** |
| &nbsp;&nbsp;&nbsp; Ballyrock 24 Ltd. CLO, Ser. 2023-24A, Cl. A1R, (3 Month TSFR <br> +1.32%)<sup>(b),(c)</sup> <br>| 4.99 | 7/15/2038 |  | 5420000 | 5419875 |
| &nbsp;&nbsp;&nbsp; Invesco US Ltd. CLO, Ser. 2023-3A, Cl. AR, (3 Month TSFR <br> +1.31%)<sup>(b),(c)</sup> <br>| 4.98 | 7/15/2038 |  | 11113232 | 11117444 |
|  |  |  |  |  | **16537319** |
| &nbsp;&nbsp;&nbsp; **Total Collateralized Loan Obligations** <br>(cost $30,208,232) | &nbsp;&nbsp;&nbsp; **Total Collateralized Loan Obligations** <br>(cost $30,208,232) | &nbsp;&nbsp;&nbsp; **Total Collateralized Loan Obligations** <br>(cost $30,208,232) |  |  | **30225139** |
| **Commercial Mortgage-Backed — .6%** | **Commercial Mortgage-Backed — .6%** | **Commercial Mortgage-Backed — .6%** | **Commercial Mortgage-Backed — .6%** | **Commercial Mortgage-Backed — .6%** | **Commercial Mortgage-Backed — .6%** |
| **Ireland — .2%** | **Ireland — .2%** | **Ireland — .2%** | **Ireland — .2%** | **Ireland — .2%** | **Ireland — .2%** |
| &nbsp;&nbsp;&nbsp; Sequoia Logistics DAC, Ser. 2025-1A, Cl. B, (3 Month EURIBOR <br> +1.75%)<sup>(b),(c)</sup> <br>| 3.75 | 2/17/2037 | EUR<br>| 7793000 | **9012700** |

---

**3**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>|  | Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Commercial Mortgage-Backed — .6% (continued)** | **Commercial Mortgage-Backed — .6% (continued)** | **Commercial Mortgage-Backed — .6% (continued)** | **Commercial Mortgage-Backed — .6% (continued)** | **Commercial Mortgage-Backed — .6% (continued)** | **Commercial Mortgage-Backed — .6% (continued)** |
| **United States — .4%** | **United States — .4%** | **United States — .4%** | **United States — .4%** | **United States — .4%** | **United States — .4%** |
| A&D Mortgage Trust, Ser. 2023-NQM2, Cl. A1<sup>(b)</sup> <br>| 6.13 | 5/25/2068 |  | 2142412 | 2138996 |
| COLT Mortgage Loan Trust, Ser. 2023-2, Cl. A1<sup>(b)</sup> <br>| 6.60 | 7/25/2068 |  | 1513747 | 1516543 |
| COLT Mortgage Loan Trust, Ser. 2023-4, Cl. A1<sup>(b)</sup> <br>| 7.16 | 10/25/2068 |  | 3712447 | 3741440 |
| New Residential Mortgage Loan Trust, Ser. 2022-NQM1, Cl. A1<sup>(b)</sup> <br>| 2.28 | 4/25/2061 |  | 4097828 | 3704306 |
| OBX Trust, Ser. 2025-NQM18, Cl. A1<sup>(b)</sup> <br>| 5.06 | 9/25/2065 |  | 5182092 | 5169279 |
| Verus Securitization Trust, Ser. 2023-4, Cl. A1<sup>(b)</sup> <br>| 5.81 | 5/25/2068 |  | 1307042 | 1304882 |
| Verus Securitization Trust, Ser. 2023-5, Cl. A1<sup>(b)</sup> <br>| 6.48 | 6/25/2068 |  | 1444818 | 1445367 |
|  |  |  |  |  | **19020813** |
| &nbsp;&nbsp;&nbsp; **Total Commercial Mortgage-Backed** <br>(cost $27,477,612) | &nbsp;&nbsp;&nbsp; **Total Commercial Mortgage-Backed** <br>(cost $27,477,612) | &nbsp;&nbsp;&nbsp; **Total Commercial Mortgage-Backed** <br>(cost $27,477,612) |  |  | **28033513** |
| **Corporate Bonds and Notes — 10.1%** | **Corporate Bonds and Notes — 10.1%** | **Corporate Bonds and Notes — 10.1%** | **Corporate Bonds and Notes — 10.1%** | **Corporate Bonds and Notes — 10.1%** | **Corporate Bonds and Notes — 10.1%** |
| **Austria — .3%** | **Austria — .3%** | **Austria — .3%** | **Austria — .3%** | **Austria — .3%** | **Austria — .3%** |
| Volksbank Wien AG, Sub. Bonds | 5.75 | 6/21/2034 | EUR<br>| 3200000 | 3789068 |
| Volksbank Wien AG, Sub. Notes<sup>(d)</sup> <br>| 5.50 | 12/4/2035 | EUR<br>| 7700000 | 9046446 |
|  |  |  |  |  | **12835514** |
| **Bermuda — .3%** | **Bermuda — .3%** | **Bermuda — .3%** | **Bermuda — .3%** | **Bermuda — .3%** | **Bermuda — .3%** |
| Athora Holding Ltd., Sub. Notes | 5.88 | 9/10/2034 | EUR<br>| 6300000 | 7408707 |
| RLGH Finance Bermuda Ltd., Gtd. Notes | 8.25 | 7/17/2031 |  | 7045000 | 7749376 |
|  |  |  |  |  | **15158083** |
| **France — .4%** | **France — .4%** | **France — .4%** | **France — .4%** | **France — .4%** | **France — .4%** |
| Arkema SA, Sr. Unscd. Notes | 3.50 | 9/9/2033 | EUR<br>| 5800000 | 6424933 |
| Suez SACA, Sr. Unscd. Notes | 5.00 | 11/3/2032 | EUR<br>| 8700000 | 10634134 |
| Verallia SA, Sr. Unscd. Bonds<sup>(d)</sup> <br>| 4.38 | 11/14/2033 | EUR<br>| 1100000 | 1223853 |
|  |  |  |  |  | **18282920** |
| **Germany — .4%** | **Germany — .4%** | **Germany — .4%** | **Germany — .4%** | **Germany — .4%** | **Germany — .4%** |
| Aareal Bank AG, Sub. Notes | 5.63 | 12/12/2034 | EUR<br>| 9800000 | 11552744 |
| Deutsche Bahn AG, Sr. Unscd. Notes | 0.63 | 4/15/2036 | EUR<br>| 2890000 | 2512646 |
| Deutsche Bahn AG, Sr. Unscd. Notes | 1.13 | 5/29/2051 | EUR<br>| 230000 | 140270 |
| Deutsche Bahn AG, Sr. Unscd. Notes | 1.38 | 3/3/2034 | EUR<br>| 726000 | 721203 |
| Deutsche Bahn AG, Sr. Unscd. Notes | 1.63 | 8/16/2033 | EUR<br>| 1390000 | 1425825 |
| Deutsche Bahn AG, Sr. Unscd. Notes | 1.88 | 5/24/2030 | EUR<br>| 977000 | 1078237 |
| Merck KGaA, Jr. Sub. Notes | 3.88 | 8/27/2054 | EUR<br>| 1400000 | 1600346 |
|  |  |  |  |  | **19031271** |
| **Italy — .2%** | **Italy — .2%** | **Italy — .2%** | **Italy — .2%** | **Italy — .2%** | **Italy — .2%** |
| Eni SpA, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.50 | 5/15/2034 |  | 4609000 | 4723057 |
| Eni SpA, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.95 | 5/15/2054 |  | 5459000 | 5435142 |
|  |  |  |  |  | **10158199** |
| **Japan — .6%** | **Japan — .6%** | **Japan — .6%** | **Japan — .6%** | **Japan — .6%** | **Japan — .6%** |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 5.06 | 1/14/2037 |  | 19867000 | 19527039 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 3.69 | 10/6/2036 | EUR<br>| 9360000 | 10438137 |
|  |  |  |  |  | **29965176** |
| **Jersey — .2%** | **Jersey — .2%** | **Jersey — .2%** | **Jersey — .2%** | **Jersey — .2%** | **Jersey — .2%** |
| Aptiv Swiss Holdings Ltd., Gtd. Notes | 3.10 | 12/1/2051 |  | 2770000 | 1710559 |
| Heathrow Funding Ltd., Sr. Scd. Notes | 3.88 | 1/16/2036 | EUR<br>| 8000000 | 8955645 |
|  |  |  |  |  | **10666204** |
| **Luxembourg — .2%** | **Luxembourg — .2%** | **Luxembourg — .2%** | **Luxembourg — .2%** | **Luxembourg — .2%** | **Luxembourg — .2%** |
| P3 Group Sarl, Sr. Unscd. Notes | 3.75 | 4/2/2033 | EUR<br>| 6890000 | 7625001 |
| P3 Group Sarl, Sr. Unscd. Notes | 4.00 | 4/19/2032 | EUR<br>| 1909000 | 2162962 |
|  |  |  |  |  | **9787963** |

---

**4**

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>|  | Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Corporate Bonds and Notes — 10.1% (continued)** | **Corporate Bonds and Notes — 10.1% (continued)** | **Corporate Bonds and Notes — 10.1% (continued)** | **Corporate Bonds and Notes — 10.1% (continued)** | **Corporate Bonds and Notes — 10.1% (continued)** | **Corporate Bonds and Notes — 10.1% (continued)** |
| **Netherlands — .5%** | **Netherlands — .5%** | **Netherlands — .5%** | **Netherlands — .5%** | **Netherlands — .5%** | **Netherlands — .5%** |
| ABN AMRO Bank NV, Sr. Notes<sup>(b)</sup> <br>| 5.52 | 12/3/2035 |  | 11200000 | 11359989 |
| Sartorius Finance BV, Gtd. Notes | 4.88 | 9/14/2035 | EUR<br>| 4000000 | 4781073 |
| Wintershall Dea Finance 2 BV, Gtd. Notes, Ser. NC8<sup>(e)</sup> <br>| 3.00 | 7/20/2028 | EUR<br>| 6900000 | 7630857 |
|  |  |  |  |  | **23771919** |
| **Singapore — .1%** | **Singapore — .1%** | **Singapore — .1%** | **Singapore — .1%** | **Singapore — .1%** | **Singapore — .1%** |
| Pfizer Investment Enterprises Pte Ltd., Gtd. Notes | 5.11 | 5/19/2043 |  | 3387000 | **3198377** |
| **Spain — .4%** | **Spain — .4%** | **Spain — .4%** | **Spain — .4%** | **Spain — .4%** | **Spain — .4%** |
| Banco Santander SA, Sr. Notes | 5.13 | 11/6/2035 |  | 11400000 | 11118941 |
| Cellnex Finance Co. SA, Gtd. Notes | 2.00 | 9/15/2032 | EUR<br>| 3600000 | 3682842 |
| Cellnex Finance Co. SA, Gtd. Notes | 2.00 | 2/15/2033 | EUR<br>| 1600000 | 1612708 |
| Cellnex Finance Co. SA, Gtd. Notes | 3.50 | 5/22/2032 | EUR<br>| 2100000 | 2360729 |
|  |  |  |  |  | **18775220** |
| **United Kingdom — .5%** | **United Kingdom — .5%** | **United Kingdom — .5%** | **United Kingdom — .5%** | **United Kingdom — .5%** | **United Kingdom — .5%** |
| British Telecommunications PLC, Gtd. Notes | 3.75 | 1/3/2035 | EUR<br>| 4369000 | 4906305 |
| Northumbrian Water Finance PLC, Gtd. Notes | 5.50 | 10/2/2037 | GBP<br>| 4130000 | 5044146 |
| Northumbrian Water Finance PLC, Gtd. Notes | 6.38 | 10/28/2034 | GBP<br>| 4510000 | 6090094 |
| Severn Trent Utilities Finance PLC, Gtd. Notes | 5.25 | 4/4/2036 | GBP<br>| 1657000 | 2072022 |
| Yorkshire Water Finance PLC, Sr. Scd. Bonds | 6.60 | 4/17/2031 | GBP<br>| 2200000 | 3010698 |
|  |  |  |  |  | **21123265** |
| **United States — 6.0%** | **United States — 6.0%** | **United States — 6.0%** | **United States — 6.0%** | **United States — 6.0%** | **United States — 6.0%** |
| Alphabet, Inc., Sr. Unscd. Notes | 5.65 | 2/15/2056 |  | 20071000 | 20020781 |
| Amazon.com, Inc., Sr. Unscd. Notes | 5.80 | 3/13/2056 |  | 7537000 | 7536265 |
| Amazon.com, Inc., Sr. Unscd. Notes | 5.95 | 3/13/2066 |  | 15197000 | 15258394 |
| Apollo Debt Solutions BDC, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.70 | 1/23/2031 |  | 7775000 | 7590043 |
| Ares Capital Corp., Sr. Unscd. Bonds<sup>(d)</sup> <br>| 5.80 | 3/8/2032 |  | 4600000 | 4540429 |
| Ares Capital Corp., Sr. Unscd. Notes | 5.50 | 9/1/2030 |  | 4615000 | 4535522 |
| Blackstone Private Credit Fund, Sr. Unscd. Notes | 5.35 | 3/12/2031 |  | 5434000 | 5165252 |
| Blackstone Private Credit Fund, Sr. Unscd. Notes | 6.25 | 1/25/2031 |  | 6236000 | 6164352 |
| Brown & Brown, Inc., Sr. Unscd. Notes | 5.25 | 6/23/2032 |  | 2770000 | 2766566 |
| Brown & Brown, Inc., Sr. Unscd. Notes<sup>(d)</sup> <br>| 5.55 | 6/23/2035 |  | 4140000 | 4136717 |
| Brown & Brown, Inc., Sr. Unscd. Notes | 5.65 | 6/11/2034 |  | 4020000 | 4061269 |
| Carrier Global Corp., Sr. Unscd. Notes | 5.90 | 3/15/2034 |  | 4583000 | 4837250 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications <br> Operating Capital Corp., Sr. Scd. Notes<sup>(d)</sup> <br>| 3.70 | 4/1/2051 |  | 3560000 | 2205465 |
| Citigroup, Inc., Sr. Unscd. Notes | 5.45 | 6/11/2035 |  | 670000 | 679578 |
| Duke Energy Carolinas LLC, First Mortgage Bonds<sup>(d)</sup> <br>| 4.85 | 1/15/2034 |  | 9715000 | 9711786 |
| Eversource Energy, Jr. Sub. Notes, Ser. A | 6.10 | 8/15/2056 |  | 3158000 | 3120300 |
| Eversource Energy, Jr. Sub. Notes, Ser. B | 6.35 | 8/15/2056 |  | 1603000 | 1582302 |
| Exelon Corp., Sr. Unscd. Notes | 5.60 | 3/15/2053 |  | 4480000 | 4222578 |
| Exelon Corp., Sr. Unscd. Notes<sup>(d)</sup> <br>| 5.88 | 3/15/2055 |  | 6700000 | 6536109 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 7.12 | 11/7/2033 |  | 840000 | 882815 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 7.20 | 6/10/2030 |  | 1600000 | 1686411 |
| Foundry JV Holdco LLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 6.25 | 1/25/2035 |  | 8370000 | 8775326 |
| Global Payments, Inc., Sr. Unscd. Notes | 5.20 | 11/15/2032 |  | 6590000 | 6400731 |
| Global Payments, Inc., Sr. Unscd. Notes | 5.55 | 11/15/2035 |  | 1920000 | 1851107 |
| Kraft Heinz Foods Co., Gtd. Notes | 4.38 | 6/1/2046 |  | 3540000 | 2770486 |
| Kraft Heinz Foods Co., Gtd. Notes | 5.00 | 6/4/2042 |  | 5747000 | 5057983 |
| Morgan Stanley, Sr. Unscd. Notes | 3.98 | 1/23/2037 | EUR<br>| 15468000 | 17433812 |
| Morgan Stanley, Sr. Unscd. Notes | 5.32 | 7/19/2035 |  | 17340000 | 17405923 |
| Morgan Stanley, Sr. Unscd. Notes, Ser. I | 4.89 | 10/22/2036 |  | 10506000 | 10160284 |

---

**5**

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*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>|  | Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Corporate Bonds and Notes — 10.1% (continued)** | **Corporate Bonds and Notes — 10.1% (continued)** | **Corporate Bonds and Notes — 10.1% (continued)** | **Corporate Bonds and Notes — 10.1% (continued)** | **Corporate Bonds and Notes — 10.1% (continued)** | **Corporate Bonds and Notes — 10.1% (continued)** |
| **United States — 6.0% (continued)** | **United States — 6.0% (continued)** | **United States — 6.0% (continued)** | **United States — 6.0% (continued)** | **United States — 6.0% (continued)** | **United States — 6.0% (continued)** |
| Oracle Corp., Sr. Unscd. Notes | 4.80 | 9/26/2032 |  | 1260000 | 1200333 |
| Oracle Corp., Sr. Unscd. Notes | 5.95 | 9/26/2055 |  | 3853000 | 3243811 |
| Oracle Corp., Sr. Unscd. Notes | 6.10 | 9/26/2065 |  | 3407000 | 2827078 |
| Pacific Gas and Electric Co., First Mortgage Bonds | 5.20 | 5/1/2036 |  | 9592000 | 9352250 |
| PG&E Corp., Jr. Sub. Notes | 7.38 | 3/15/2055 |  | 6623000 | 6670980 |
| Repsol E&P Capital Markets US LLC, Gtd. Notes<sup>(b)</sup> <br>| 5.98 | 9/16/2035 |  | 3423000 | 3485925 |
| SBA Tower Trust, Asset Backed Notes<sup>(b)</sup> <br>| 2.59 | 10/15/2031 |  | 6340000 | 5677478 |
| Sierra Pacific Power Co., Jr. Sub. Notes | 6.38 | 9/15/2056 |  | 23038000 | 22856650 |
| Spire, Inc., Jr. Sub. Bonds | 6.25 | 6/1/2056 |  | 2816000 | 2793423 |
| Store Capital LLC, Sr. Unscd. Notes | 5.40 | 4/30/2030 |  | 1740000 | 1748719 |
| Take-Two Interactive Software, Inc., Sr. Unscd. Notes | 5.60 | 6/12/2034 |  | 1590000 | 1618713 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 5.30 | 9/30/2035 |  | 8890000 | 8885739 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 6.00 | 11/30/2065 |  | 4543000 | 4405641 |
| WEA Finance LLC, Gtd. Notes<sup>(b)</sup> <br>| 2.88 | 1/15/2027 |  | 5510000 | 5442990 |
| WEA Finance LLC, Gtd. Notes | 2.88 | 1/15/2027 |  | 2764000 | 2730386 |
| WEA Finance LLC, Gtd. Notes<sup>(b),(d)</sup> <br>| 4.13 | 9/20/2028 |  | 2326000 | 2296456 |
| &nbsp;&nbsp;&nbsp; WEA Finance LLC/Westfield UK & Europe Finance PLC, Gtd. <br> Notes<sup>(b)</sup> <br>| 4.75 | 9/17/2044 |  | 1662000 | 1391635 |
| Western Alliance Bank, Sub. Notes | 6.54 | 11/15/2035 |  | 7840000 | 7686218 |
|  |  |  |  |  | **281410261** |
| &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $482,803,073) | &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $482,803,073) | &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $482,803,073) |  |  | **474164372** |
| **Foreign Governmental — 30.5%** | **Foreign Governmental — 30.5%** | **Foreign Governmental — 30.5%** | **Foreign Governmental — 30.5%** | **Foreign Governmental — 30.5%** | **Foreign Governmental — 30.5%** |
| **Angola — .1%** | **Angola — .1%** | **Angola — .1%** | **Angola — .1%** | **Angola — .1%** | **Angola — .1%** |
| Angola, Sr. Unscd. Notes<sup>(b)</sup> <br>| 9.88 | 3/31/2037 |  | 5640000 | **5587794** |
| **Australia — 2.6%** | **Australia — 2.6%** | **Australia — 2.6%** | **Australia — 2.6%** | **Australia — 2.6%** | **Australia — 2.6%** |
| Australia, Sr. Unscd. Bonds, Ser. 140 | 4.50 | 4/21/2033 | AUD<br>| 22400000 | 15163555 |
| Australia, Sr. Unscd. Bonds, Ser. 150 | 3.00 | 3/21/2047 | AUD<br>| 5240000 | 2561431 |
| New South Wales Treasury Corp., Govt. Gtd. Notes | 1.75 | 3/20/2034 | AUD<br>| 8862000 | 4677651 |
| New South Wales Treasury Corp., Govt. Gtd. Notes | 2.00 | 3/8/2033 | AUD<br>| 19591000 | 10971595 |
| New South Wales Treasury Corp., Govt. Gtd. Notes | 4.25 | 2/20/2036 | AUD<br>| 10116000 | 6285768 |
| New South Wales Treasury Corp., Govt. Gtd. Notes | 4.75 | 2/20/2035 | AUD<br>| 4848000 | 3177099 |
| New South Wales Treasury Corp., Govt. Gtd. Notes | 4.75 | 2/20/2037 | AUD<br>| 7835600 | 5005521 |
| Queensland Treasury Corp., Govt. Gtd. Bonds<sup>(b)</sup> <br>| 1.75 | 7/20/2034 | AUD<br>| 27809000 | 14451704 |
| Queensland Treasury Corp., Govt. Gtd. Bonds | 2.00 | 8/22/2033 | AUD<br>| 9256000 | 5085696 |
| Queensland Treasury Corp., Govt. Gtd. Bonds<sup>(b)</sup> <br>| 4.50 | 8/22/2035 | AUD<br>| 17503000 | 11134976 |
| Queensland Treasury Corp., Govt. Gtd. Notes<sup>(b)</sup> <br>| 5.00 | 7/21/2037 | AUD<br>| 17200000 | 11128055 |
| Treasury Corp. of Victoria, Govt. Gtd. Bonds | 2.00 | 9/17/2035 | AUD<br>| 8814000 | 4464406 |
| Treasury Corp. of Victoria, Govt. Gtd. Notes | 4.75 | 9/15/2036 | AUD<br>| 41354000 | 26439071 |
|  |  |  |  |  | **120546528** |
| **Austria — .5%** | **Austria — .5%** | **Austria — .5%** | **Austria — .5%** | **Austria — .5%** | **Austria — .5%** |
| Austria, Sr. Unscd. Bonds<sup>(b)</sup> <br>| 2.90 | 2/20/2034 | EUR<br>| 20575000 | **23354876** |
| **Belgium — .4%** | **Belgium — .4%** | **Belgium — .4%** | **Belgium — .4%** | **Belgium — .4%** | **Belgium — .4%** |
| Kingdom of Belgium, Sr. Unscd. Notes, Ser. 103<sup>(b)</sup> <br>| 3.10 | 6/22/2035 | EUR<br>| 8800000 | 9847957 |
| Kingdom of Belgium, Sr. Unscd. Notes, Ser. 98<sup>(b)</sup> <br>| 3.30 | 6/22/2054 | EUR<br>| 8225000 | 7940658 |
|  |  |  |  |  | **17788615** |
| **Canada — 1.1%** | **Canada — 1.1%** | **Canada — 1.1%** | **Canada — 1.1%** | **Canada — 1.1%** | **Canada — 1.1%** |
| Canada, Bonds | 3.25 | 9/1/2028 | CAD<br>| 17600000 | 12761929 |
| Province of Alberta Canada, Unscd. Bonds | 4.45 | 12/1/2054 | CAD<br>| 4176000 | 2882344 |
| Province of Alberta Canada, Unscd. Debs. | 3.10 | 6/1/2050 | CAD<br>| 4172000 | 2308711 |

---

**6**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>|  | Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Foreign Governmental — 30.5% (continued)** | **Foreign Governmental — 30.5% (continued)** | **Foreign Governmental — 30.5% (continued)** | **Foreign Governmental — 30.5% (continued)** | **Foreign Governmental — 30.5% (continued)** | **Foreign Governmental — 30.5% (continued)** |
| **Canada — 1.1% (continued)** | **Canada — 1.1% (continued)** | **Canada — 1.1% (continued)** | **Canada — 1.1% (continued)** | **Canada — 1.1% (continued)** | **Canada — 1.1% (continued)** |
| Province of Ontario Canada, Sr. Unscd. Notes | 4.15 | 12/2/2054 | CAD<br>| 11261000 | 7414078 |
| Province of Ontario Canada, Sr. Unscd. Notes | 4.60 | 12/2/2055 | CAD<br>| 21393000 | 15211621 |
| Province of Quebec Canada, Sr. Unscd. Notes | 4.20 | 12/1/2057 | CAD<br>| 19487000 | 12745487 |
|  |  |  |  |  | **53324170** |
| **China — 3.7%** | **China — 3.7%** | **China — 3.7%** | **China — 3.7%** | **China — 3.7%** | **China — 3.7%** |
| China, Bonds, Ser. INBK | 1.61 | 2/15/2035 | CNY<br>| 526050000 | 75215557 |
| China, Bonds, Ser. INBK | 1.92 | 1/15/2055 | CNY<br>| 406020000 | 53585372 |
| China, Bonds, Ser. INBK | 2.15 | 8/25/2055 | CNY<br>| 106000000 | 14881607 |
| China, Bonds, Ser. INBK | 3.00 | 10/15/2053 | CNY<br>| 30610000 | 5029242 |
| China, Bonds, Ser. INBK | 3.73 | 5/25/2070 | CNY<br>| 123170000 | 23749227 |
|  |  |  |  |  | **172461005** |
| **Colombia — 1.1%** | **Colombia — 1.1%** | **Colombia — 1.1%** | **Colombia — 1.1%** | **Colombia — 1.1%** | **Colombia — 1.1%** |
| Colombian TES, Bonds, Ser. B | 13.25 | 2/9/2033 | COP<br>| 195440000000 | **52728323** |
| **Czechia — .1%** | **Czechia — .1%** | **Czechia — .1%** | **Czechia — .1%** | **Czechia — .1%** | **Czechia — .1%** |
| Czech Republic, Sr. Unscd. Bonds, Ser. 156 | 3.00 | 3/3/2033 | CZK<br>| 149730000 | **6350531** |
| **Denmark — .1%** | **Denmark — .1%** | **Denmark — .1%** | **Denmark — .1%** | **Denmark — .1%** | **Denmark — .1%** |
| Denmark, Bonds, Ser. 31Y | 4.50 | 11/15/2039 | DKK<br>| 14250000 | **2561704** |
| **Finland — .1%** | **Finland — .1%** | **Finland — .1%** | **Finland — .1%** | **Finland — .1%** | **Finland — .1%** |
| Finland, Sr. Unscd. Bonds, Ser. 10Y<sup>(b)</sup> <br>| 3.00 | 9/15/2033 | EUR<br>| 3750000 | **4293434** |
| **France — 1.1%** | **France — 1.1%** | **France — 1.1%** | **France — 1.1%** | **France — 1.1%** | **France — 1.1%** |
| France, Bonds, Ser. OAT<sup>(b)</sup> <br>| 3.00 | 5/25/2033 | EUR<br>| 26150000 | 29397904 |
| France, Bonds, Ser. OAT<sup>(b)</sup> <br>| 3.25 | 5/25/2055 | EUR<br>| 8625000 | 8020545 |
| France, Bonds, Ser. OAT<sup>(b)</sup> <br>| 4.00 | 10/25/2038 | EUR<br>| 11685000 | 13565480 |
|  |  |  |  |  | **50983929** |
| **Greece — .1%** | **Greece — .1%** | **Greece — .1%** | **Greece — .1%** | **Greece — .1%** | **Greece — .1%** |
| Hellenic Republic, Sr. Unscd. Notes<sup>(b)</sup> <br>| 4.38 | 7/18/2038 | EUR<br>| 3438000 | **4104332** |
| **Hungary — .0%** | **Hungary — .0%** | **Hungary — .0%** | **Hungary — .0%** | **Hungary — .0%** | **Hungary — .0%** |
| Hungary, Bonds, Ser. 33A | 2.25 | 4/20/2033 | HUF<br>| 710000 | **1569** |
| **Ireland — .2%** | **Ireland — .2%** | **Ireland — .2%** | **Ireland — .2%** | **Ireland — .2%** | **Ireland — .2%** |
| Ireland, Unscd. Bonds | 2.60 | 10/18/2034 | EUR<br>| 9050000 | **10065472** |
| **Italy — 1.6%** | **Italy — 1.6%** | **Italy — 1.6%** | **Italy — 1.6%** | **Italy — 1.6%** | **Italy — 1.6%** |
| Italy Buoni Poliennali Del Tesoro, Sr. Unscd. Notes, Ser. 30Y<sup>(b)</sup> <br>| 4.30 | 10/1/2054 | EUR<br>| 69495000 | **77143027** |
| **Japan — 3.4%** | **Japan — 3.4%** | **Japan — 3.4%** | **Japan — 3.4%** | **Japan — 3.4%** | **Japan — 3.4%** |
| Japan (20 Year Issue), Bonds, Ser. 183 | 1.40 | 12/20/2042 | JPY<br>| 157850000 | 779194 |
| Japan (20 Year Issue), Bonds, Ser. 184 | 1.10 | 3/20/2043 | JPY<br>| 453400000 | 2112772 |
| Japan (30 Year Issue), Bonds, Ser. 69 | 0.70 | 12/20/2050 | JPY<br>| 188750000 | 629355 |
| Japan (30 Year Issue), Bonds, Ser. 83 | 2.20 | 6/20/2054 | JPY<br>| 17883300000 | 83619541 |
| Japan (40 Year Issue), Bonds, Ser. 15 | 1.00 | 3/20/2062 | JPY<br>| 431700000 | 1284791 |
| Japan (40 Year Issue), Bonds, Ser. 17 | 2.20 | 3/20/2064 | JPY<br>| 16119900000 | 69920276 |
|  |  |  |  |  | **158345929** |
| **Malaysia — .4%** | **Malaysia — .4%** | **Malaysia — .4%** | **Malaysia — .4%** | **Malaysia — .4%** | **Malaysia — .4%** |
| Malaysia, Bonds, Ser. 225 | 3.48 | 7/2/2035 | MYR<br>| 76000000 | **18536510** |
| **Mexico — .5%** | **Mexico — .5%** | **Mexico — .5%** | **Mexico — .5%** | **Mexico — .5%** | **Mexico — .5%** |
| Mexico, Sr. Unscd. Notes | 6.13 | 2/9/2038 |  | 3858000 | 3764444 |
| Mexico, Sr. Unscd. Notes, Ser. 10 | 5.63 | 9/22/2035 |  | 4693000 | 4547517 |
| United Mexican States, Bonds, Ser. M | 8.00 | 2/21/2036 | MXN<br>| 280000000 | 14324789 |
|  |  |  |  |  | **22636750** |
| **Netherlands — .6%** | **Netherlands — .6%** | **Netherlands — .6%** | **Netherlands — .6%** | **Netherlands — .6%** | **Netherlands — .6%** |
| Netherlands, Bonds<sup>(b)</sup> <br>| 2.50 | 7/15/2034 | EUR<br>| 23600000 | **26212463** |

---

**7**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>|  | Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Foreign Governmental — 30.5% (continued)** | **Foreign Governmental — 30.5% (continued)** | **Foreign Governmental — 30.5% (continued)** | **Foreign Governmental — 30.5% (continued)** | **Foreign Governmental — 30.5% (continued)** | **Foreign Governmental — 30.5% (continued)** |
| **New Zealand — .1%** | **New Zealand — .1%** | **New Zealand — .1%** | **New Zealand — .1%** | **New Zealand — .1%** | **New Zealand — .1%** |
| New Zealand, Unscd. Bonds, Ser. 534 | 4.25 | 5/15/2034 | NZD<br>| 9220000 | **5190157** |
| **Peru — .8%** | **Peru — .8%** | **Peru — .8%** | **Peru — .8%** | **Peru — .8%** | **Peru — .8%** |
| Peru, Bonds<sup>(b)</sup> <br>| 7.60 | 8/12/2039 | PEN<br>| 8000000 | 2378632 |
| Peru, Sr. Unscd. Notes | 6.90 | 8/12/2037 | PEN<br>| 128600000 | 36664346 |
|  |  |  |  |  | **39042978** |
| **Poland — .1%** | **Poland — .1%** | **Poland — .1%** | **Poland — .1%** | **Poland — .1%** | **Poland — .1%** |
| Poland, Bonds, Ser. 1033 | 6.00 | 10/25/2033 | PLN<br>| 24625000 | **6781648** |
| **Portugal — .2%** | **Portugal — .2%** | **Portugal — .2%** | **Portugal — .2%** | **Portugal — .2%** | **Portugal — .2%** |
| Portugal Obrigacoes do Tesouro OT, Sr. Unscd. Notes, Ser. 11Y<sup>(b)</sup> <br>| 2.88 | 10/20/2034 | EUR<br>| 9550000 | **10709921** |
| **Romania — .4%** | **Romania — .4%** | **Romania — .4%** | **Romania — .4%** | **Romania — .4%** | **Romania — .4%** |
| Romania, Sr. Unscd. Bonds<sup>(b)</sup> <br>| 5.75 | 7/4/2036 |  | 9296000 | 8643955 |
| Romania, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.25 | 5/30/2032 | EUR<br>| 9096000 | 10411627 |
|  |  |  |  |  | **19055582** |
| **Singapore — .1%** | **Singapore — .1%** | **Singapore — .1%** | **Singapore — .1%** | **Singapore — .1%** | **Singapore — .1%** |
| Singapore, Bonds | 3.38 | 9/1/2033 | SGD<br>| 5615000 | **4723203** |
| **South Korea — 4.0%** | **South Korea — 4.0%** | **South Korea — 4.0%** | **South Korea — 4.0%** | **South Korea — 4.0%** | **South Korea — 4.0%** |
| Korea, Bonds, Ser. 2812 | 2.38 | 12/10/2028 | KRW<br>| 11350200000 | 7194347 |
| Korea, Bonds, Ser. 3212 | 4.25 | 12/10/2032 | KRW<br>| 42127800000 | 28157338 |
| Korea, Bonds, Ser. 3506 | 2.63 | 6/10/2035 | KRW<br>| 220500000000 | 129706998 |
| Korea, Bonds, Ser. 5209 | 3.13 | 9/10/2052 | KRW<br>| 8610000000 | 4932550 |
| Korea, Bonds, Ser. 5303 | 3.25 | 3/10/2053 | KRW<br>| 18165000000 | 10667599 |
| Korea Treasury Bond, Bonds, Ser. 3512 | 3.25 | 12/10/2035 | KRW<br>| 15000000000 | 9306138 |
|  |  |  |  |  | **189964970** |
| **Spain — 1.7%** | **Spain — 1.7%** | **Spain — 1.7%** | **Spain — 1.7%** | **Spain — 1.7%** | **Spain — 1.7%** |
| Spain, Sr. Unscd. Bonds<sup>(b)</sup> <br>| 0.70 | 4/30/2032 | EUR<br>| 21750000 | 21862282 |
| Spain, Sr. Unscd. Bonds<sup>(b)</sup> <br>| 3.25 | 4/30/2034 | EUR<br>| 16975000 | 19512960 |
| Spain, Sr. Unscd. Notes<sup>(b)</sup> <br>| 3.45 | 10/31/2034 | EUR<br>| 31250000 | 36330939 |
|  |  |  |  |  | **77706181** |
| **Supranational — .4%** | **Supranational — .4%** | **Supranational — .4%** | **Supranational — .4%** | **Supranational — .4%** | **Supranational — .4%** |
| European Union, Sr. Unscd. Bonds, Ser. UFA | 3.00 | 3/4/2053 | EUR<br>| 8406311 | 8012502 |
| European Union, Sr. Unscd. Notes, Ser. SURE | 0.20 | 6/4/2036 | EUR<br>| 14551000 | 12275253 |
|  |  |  |  |  | **20287755** |
| **Sweden — .1%** | **Sweden — .1%** | **Sweden — .1%** | **Sweden — .1%** | **Sweden — .1%** | **Sweden — .1%** |
| Sweden, Bonds, Ser. 1066 | 2.25 | 5/11/2035 | SEK<br>| 48000000 | **4846762** |
| **Switzerland — .4%** | **Switzerland — .4%** | **Switzerland — .4%** | **Switzerland — .4%** | **Switzerland — .4%** | **Switzerland — .4%** |
| Swiss Confederation, Bonds | 0.50 | 6/27/2032 | CHF<br>| 14445000 | **18368585** |
| **Thailand — .4%** | **Thailand — .4%** | **Thailand — .4%** | **Thailand — .4%** | **Thailand — .4%** | **Thailand — .4%** |
| Thailand, Sr. Unscd. Bonds | 2.41 | 3/17/2035 | THB<br>| 574550000 | **17765296** |
| **United Kingdom — 4.1%** | **United Kingdom — 4.1%** | **United Kingdom — 4.1%** | **United Kingdom — 4.1%** | **United Kingdom — 4.1%** | **United Kingdom — 4.1%** |
| United Kingdom Gilt, Bonds | 1.50 | 7/31/2053 | GBP<br>| 113800000 | 65287984 |
| United Kingdom Gilt, Bonds | 4.38 | 7/31/2054 | GBP<br>| 111865000 | 123337718 |
| United Kingdom Gilt, Bonds | 5.38 | 1/31/2056 | GBP<br>| 2500000 | 3235525 |
|  |  |  |  |  | **191861227** |
| &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $1,506,953,727) | &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $1,506,953,727) | &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $1,506,953,727) |  |  | **1433331226** |
| **U.S. Government Agencies Mortgage-Backed — 15.3%** | **U.S. Government Agencies Mortgage-Backed — 15.3%** | **U.S. Government Agencies Mortgage-Backed — 15.3%** | **U.S. Government Agencies Mortgage-Backed — 15.3%** | **U.S. Government Agencies Mortgage-Backed — 15.3%** | **U.S. Government Agencies Mortgage-Backed — 15.3%** |
| Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: |
| 2.00%, 3/1/2051<sup>(f)</sup> <br>|  |  |  | 22326174 | 18044063 |
| 2.50%, 10/1/2035-4/1/2052<sup>(f)</sup> <br>|  |  |  | 52801962 | 46398636 |
| 3.00%, 7/1/2052<sup>(f)</sup> <br>|  |  |  | 5856369 | 5208635 |

---

**8**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **U.S. Government Agencies Mortgage-Backed — 15.3% (continued)** | **U.S. Government Agencies Mortgage-Backed — 15.3% (continued)** | **U.S. Government Agencies Mortgage-Backed — 15.3% (continued)** | **U.S. Government Agencies Mortgage-Backed — 15.3% (continued)** | **U.S. Government Agencies Mortgage-Backed — 15.3% (continued)** |
| 5.00%, 4/1/2036-10/1/2054<sup>(f)</sup> <br>|  |  | 81950566 | 82137752 |
| 5.50%, 11/1/2040-11/1/2055<sup>(f)</sup> <br>|  |  | 143525902 | 145693016 |
| Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: |
| 2.00%, 4/1/2051-5/1/2052<sup>(f)</sup> <br>|  |  | 31341583 | 25661618 |
| 2.50%, 4/1/2056<sup>(f),(g)</sup> <br>|  |  | 84800000 | 71311500 |
| 2.50%, 3/1/2042-4/1/2052<sup>(f)</sup> <br>|  |  | 66864435 | 58061316 |
| 3.00%, 4/1/2056<sup>(f),(g)</sup> <br>|  |  | 32450000 | 28507064 |
| 3.00%, 5/1/2040-6/1/2050<sup>(f)</sup> <br>|  |  | 35230737 | 31783991 |
| 3.50%, 7/1/2037<sup>(f)</sup> <br>|  |  | 8666040 | 8579697 |
| 4.50%, 8/1/2053<sup>(f)</sup> <br>|  |  | 17869363 | 17397032 |
| 5.00%, 9/1/2054<sup>(f)</sup> <br>|  |  | 17292108 | 17162609 |
| 5.50%, 3/1/2035-12/1/2054<sup>(f)</sup> <br>|  |  | 113042976 | 114823161 |
| 6.00%, 1/1/2055-7/1/2055<sup>(f)</sup> <br>|  |  | 25170415 | 25940983 |
| Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: |
| 4.00%, 1/20/2055 |  |  | 24875794 | 23333005 |
| &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Mortgage-Backed** <br>(cost $721,161,264) | &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Mortgage-Backed** <br>(cost $721,161,264) | &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Mortgage-Backed** <br>(cost $721,161,264) |  | **720044078** |
| **U.S. Treasury Securities — 38.2%** | **U.S. Treasury Securities — 38.2%** | **U.S. Treasury Securities — 38.2%** | **U.S. Treasury Securities — 38.2%** | **U.S. Treasury Securities — 38.2%** |
| U.S. Treasury Bonds | 4.63 | 2/15/2046 | 116200000 | 112033140 |
| U.S. Treasury Bonds | 4.63 | 2/15/2055 | 14275000 | 13618685 |
| U.S. Treasury Bonds<sup>(d)</sup> <br>| 4.75 | 2/15/2045 | 38400000 | 37741500 |
| U.S. Treasury Bonds | 4.75 | 5/15/2055 | 35850000 | 34918740 |
| U.S. Treasury Bonds | 5.00 | 5/15/2045 | 25600000 | 25940000 |
| U.S. Treasury Inflation Indexed Bonds<sup>(h)</sup> <br>| 0.13 | 2/15/2052 | 69356224 | 36049099 |
| U.S. Treasury Inflation Indexed Bonds<sup>(h)</sup> <br>| 2.38 | 2/15/2055 | 57040674 | 53071764 |
| U.S. Treasury Notes | 3.50 | 10/31/2027 | 78000000 | 77594766 |
| U.S. Treasury Notes | 3.63 | 9/30/2030 | 145302800 | 143506381 |
| U.S. Treasury Notes | 3.63 | 10/31/2030 | 138520000 | 136747918 |
| U.S. Treasury Notes | 3.75 | 8/31/2031 | 60000000 | 59266406 |
| U.S. Treasury Notes | 3.88 | 8/31/2032 | 16800000 | 16591641 |
| U.S. Treasury Notes | 4.00 | 3/31/2030 | 138175000 | 138687759 |
| U.S. Treasury Notes | 4.00 | 2/15/2034 | 37170000 | 36670528 |
| U.S. Treasury Notes | 4.00 | 11/15/2035 | 222700000 | 217254290 |
| U.S. Treasury Notes | 4.25 | 2/28/2031 | 19300000 | 19552936 |
| U.S. Treasury Notes<sup>(d)</sup> <br>| 4.25 | 11/15/2034 | 44825000 | 44820622 |
| U.S. Treasury Notes | 4.25 | 5/15/2035 | 50900000 | 50773744 |
| U.S. Treasury Notes<sup>(d)</sup> <br>| 4.25 | 8/15/2035 | 220056000 | 219265174 |
| U.S. Treasury Notes | 4.63 | 9/30/2030 | 114250000 | 117512373 |
| U.S. Treasury Notes<sup>(d)</sup> <br>| 4.63 | 2/15/2035 | 196924500 | 202082230 |
| &nbsp;&nbsp;&nbsp; **Total U.S. Treasury Securities** <br>(cost $1,811,752,675) | &nbsp;&nbsp;&nbsp; **Total U.S. Treasury Securities** <br>(cost $1,811,752,675) | &nbsp;&nbsp;&nbsp; **Total U.S. Treasury Securities** <br>(cost $1,811,752,675) |  | **1793699696** |

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description/Number of Contracts/Counterparty | Exercise <br>Price<br>| Expiration <br>Date<br>|  | Notional <br>Amount ($)<sup>(i)</sup> <br>|  |
| **Options Purchased — .1%** | **Options Purchased — .1%** | **Options Purchased — .1%** | **Options Purchased — .1%** | **Options Purchased — .1%** | **Options Purchased — .1%** |
| **Call Options — .1%** | **Call Options — .1%** | **Call Options — .1%** | **Call Options — .1%** | **Call Options — .1%** | **Call Options — .1%** |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit CDX North America Investment Grade Index <br> Series 45, Receiver 3 Month Fixed Rate of 1.00% terminating on <br> 12/20/2030, Contracts N/A, Morgan Stanley & Co. LLC<br>| 0.58 | 5/20/2026 |  | 455000000 | 725020 |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit iTraxx Europe Index Series 44, Receiver <br> 3 Month Fixed Rate of 1.00% terminating on 12/20/2030, Contracts <br> N/A, Citigroup Global Markets, Inc.<br>| 0.58 | 5/20/2026 | EUR | 317300000 | 302496 |

---

**9**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description/Number of Contracts/Counterparty | Exercise<br> Price<br>| Expiration<br> Date<br>|  | Notional<br> Amount ($)<sup>(i)</sup><br>| Value ($) |
| **Options Purchased — .1% (continued)** | **Options Purchased — .1% (continued)** | **Options Purchased — .1% (continued)** | **Options Purchased — .1% (continued)** | **Options Purchased — .1% (continued)** | **Options Purchased — .1% (continued)** |
| **Call Options — .1% (continued)** | **Call Options — .1% (continued)** | **Call Options — .1% (continued)** | **Call Options — .1% (continued)** | **Call Options — .1% (continued)** | **Call Options — .1% (continued)** |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit iTraxx Europe Index Series 44, Receiver <br> 3 Month Fixed Rate of 1.00% terminating on 12/20/2030, Contracts <br> N/A, Citigroup Global Markets, Inc.<br>| 0.58 | 5/20/2026 | EUR | 317300000 | 302496 |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit iTraxx Europe Index Series 45, Receiver <br> 3 Month Fixed Rate of 1.00% terminating on 06/20/2031, Contracts <br> N/A, J.P. Morgan Securities LLC<br>| 0.65 | 5/20/2026 | EUR | 276975000 | 468016 |
|  |  |  |  |  | **1798028** |
| **Put Options — .0%** | **Put Options — .0%** | **Put Options — .0%** | **Put Options — .0%** | **Put Options — .0%** | **Put Options — .0%** |
| &nbsp;&nbsp;&nbsp; Swaption Receiver Markit iTraxx Europe Index Series 44, Payer <br> 3 Month Fixed Rate of 1.00% terminating on 12/20/2030, Contracts <br> N/A, Goldman Sachs & Co. LLC<br>| 0.78 | 4/15/2026 | EUR | 327100000 | 322590 |
| &nbsp;&nbsp;&nbsp; Swaption Receiver Markit iTraxx Europe Index Series 44, Payer <br> 3 Month Fixed Rate of 1.00% terminating on 12/20/2030, Contracts <br> N/A, Citigroup Global Markets, Inc.<br>| 0.78 | 5/20/2026 | EUR | 327100000 | 815564 |
|  |  |  |  |  | **1138154** |
| &nbsp;&nbsp;&nbsp; **Total Options Purchased** <br>(cost $3,990,033)<br>|  |  |  |  | **2936182** |

---

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

---

| | | | |
|:---|:---|:---|:---|
| Description | 1-Day <br>Yield (%)<br>| Shares |  |
| **Investment Companies — 1.2%** | **Investment Companies — 1.2%** | **Investment Companies — 1.2%** | **Investment Companies — 1.2%** |
| **Registered Investment Companies — 1.2%** | **Registered Investment Companies — 1.2%** | **Registered Investment Companies — 1.2%** | **Registered Investment Companies — 1.2%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, <br> Institutional Shares<sup>(j)</sup> <br>(cost $57,691,282)<br>| 3.72 | 57691282 | **57691282** |
| **Investment of Cash Collateral for Securities Loaned — .2%** | **Investment of Cash Collateral for Securities Loaned — .2%** | **Investment of Cash Collateral for Securities Loaned — .2%** | **Investment of Cash Collateral for Securities Loaned — .2%** |
| **Registered Investment Companies — .2%** | **Registered Investment Companies — .2%** | **Registered Investment Companies — .2%** | **Registered Investment Companies — .2%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, <br> Institutional Shares<sup>(j)</sup> <br>(cost $9,787,760)<br>| 3.72 | 9787760 | **9787760** |
| **Total Investments** (cost $4,754,807,562) | **Total Investments** (cost $4,754,807,562) | **99.0%** | **4652947576** |
| **Cash and Receivables (Net)** | **Cash and Receivables (Net)** | **1.0%** | **49335799** |
| **Net Assets**  | **Net Assets**  | **100.0%** | **4702283375** |

---

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

---

| |
|:---|
| *AUD—Australian Dollar* |
| *CAD—Canadian Dollar* |
| *CHF—Swiss Franc* |
| *CLO—Collateralized Loan Obligation* |
| *CNY—Chinese Yuan Renminbi* |
| *COP—Colombian Peso* |
| *CZK—Czech Koruna* |
| *DKK—Danish Krone* |
| *EUR—Euro* |
| *EURIBOR—Euro Interbank Offered Rate* |
| *GBP—British Pound* |
| *HUF—Hungarian Forint* |
| *JPY—Japanese Yen* |
| *KRW—South Korean Won* |
| *MXN—Mexican Peso* |
| *MYR—Malaysian Ringgit* |

---

**10**

------

---

| |
|:---|
| *NZD—New Zealand Dollar* |
| *PEN—Peruvian Sol* |
| *PLN—Polish Zloty* |
| *SEK—Swedish Krona* |
| *SGD—Singapore Dollar* |
| *THB—Thai Baht* |
| *TSFR—Term Secured Overnight Financing Rate Reference Rates* |
| *USD—United States Dollar* |

---

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

<sup>(a)</sup> *Amount stated in U.S. Dollars unless otherwise noted above.*

<sup>(b)</sup> *Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be resold in transactions exempt from* *registration, normally to qualified institutional buyers. At March 31, 2026, these securities amounted to $572,431,062 or 12.2% of net assets.* 

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

<sup>(d)</sup> *Security, or portion thereof, on loan. At March 31, 2026, the value of the fund's securities on loan was $376,510,446 and the value of the collateral was* *$386,158,841, consisting of cash collateral of $9,787,760 and U.S. Government & Agency securities valued at $376,371,081. In addition, the value of* *collateral may include pending sales that are also on loan.* 

<sup>(e)</sup> *Security is a perpetual bond with no specified maturity date. Maturity date shown is next reset date of the bond.*

<sup>(f)</sup> *The Federal Housing Finance Agency ("FHFA") placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into* *conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies.* 

<sup>(g)</sup> *Purchased on a forward commitment basis.*

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

<sup>(i)</sup> *Notional amount stated in U.S. Dollars unless otherwise indicated.*

<sup>(j)</sup> *Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company's* *prospectus.* 

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

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments** | **TBA Sale Commitments** | **TBA Sale Commitments** |
| Description | Principal <br>Amount ($)<br>| Value ($) |
| **U.S. Government Agencies Mortgage-Backed — (2.8%)** | **U.S. Government Agencies Mortgage-Backed — (2.8%)** | **U.S. Government Agencies Mortgage-Backed — (2.8%)** |
| Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: |
| 2.50%, 4/1/2056<sup>(a),(b)</sup> <br>| (84800000) | (71311500) |
| 3.00%, 4/1/2056<sup>(a),(b)</sup> <br>| (32450000) | (28507064) |
| 5.00%, 4/1/2056<sup>(a),(b)</sup> <br>| (31750000) | (31316962) |
| **Total Sale Commitments** (Proceeds $133,054,095) |  | **(131135526)** |

---

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

<sup>(a)</sup> *The Federal Housing Finance Agency ("FHFA") placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into* *conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies.* 

<sup>(b)</sup> *Sold on a delayed delivery basis.*

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures** | **Futures** | **Futures** | **Futures** | **Futures** | **Futures** |
| Description | Number of <br>Contracts<br>| Expiration | Notional <br>Value ($)<br>| Market <br>Value ($)<br>| Unrealized <br>Appreciation <br>(Depreciation) ($)<br>|
| **Futures Long** |  |  |  |  |  |
| 2 Year U.S. Treasury Note | &nbsp;&nbsp;&nbsp; 978 | &nbsp;&nbsp; 6/30/2026 | &nbsp;&nbsp; 203990482 | &nbsp;&nbsp; 202881515 | &nbsp;&nbsp; (1108967) |
| 10 Year U.S. Treasury Note | &nbsp;&nbsp;&nbsp; 238 | &nbsp;&nbsp; 6/18/2026 | &nbsp;&nbsp; 26825435 | &nbsp;&nbsp; 26429157 | &nbsp;&nbsp;&nbsp; (396278) |
| Australian 3-Year Bond | &nbsp;&nbsp;&nbsp; 594 | &nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp; 42642503<sup>(a)</sup> <br>| &nbsp;&nbsp; 42480919 | &nbsp;&nbsp;&nbsp; (161584) |
| Australian 10-Year Bond | &nbsp;&nbsp; 7225 | &nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp; 540898730<sup>(a)</sup> <br>| &nbsp;&nbsp; 537140606 | &nbsp;&nbsp; (3758124) |
| Canadian 10 Year Bond | &nbsp;&nbsp;&nbsp; 331 | &nbsp;&nbsp; 6/19/2026 | &nbsp;&nbsp; 28941300<sup>(a)</sup> <br>| &nbsp;&nbsp; 28555323 | &nbsp;&nbsp;&nbsp; (385977) |
| Euro-Bobl | &nbsp;&nbsp; 1533 | &nbsp;&nbsp; 6/8/2026 | &nbsp;&nbsp; 208386372<sup>(a)</sup> <br>| &nbsp;&nbsp; 204532501 | &nbsp;&nbsp; (3853871) |
| Euro-BTP | &nbsp;&nbsp;&nbsp; 681 | &nbsp;&nbsp; 6/8/2026 | &nbsp;&nbsp; 94497373<sup>(a)</sup> <br>| &nbsp;&nbsp; 91527924 | &nbsp;&nbsp; (2969449) |

---

**11**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures (continued)** | **Futures (continued)** | **Futures (continued)** | **Futures (continued)** | **Futures (continued)** | **Futures (continued)** |
| Description | Number of<br> Contracts<br>| Expiration | Notional<br> Value ($)<br>| Market<br> Value ($)<br>| Unrealized<br> Appreciation<br> (Depreciation) ($)<br>|
| **Futures Long (continued)** |  |  |  |  |  |
| Euro-Buxl 30 Year Bond | &nbsp;&nbsp; 1246 | &nbsp;&nbsp; 6/8/2026 | &nbsp;&nbsp; 160875316<sup>(a)</sup> <br>| &nbsp;&nbsp; 158795250 | &nbsp;&nbsp; (2080066) |
| Euro-Schatz | &nbsp;&nbsp; 2109 | &nbsp;&nbsp; 6/8/2026 | &nbsp;&nbsp; 260281254<sup>(a)</sup> <br>| &nbsp;&nbsp; 257785469 | &nbsp;&nbsp; (2495785) |
| U.S. Treasury Long-Term Bond | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1291630 | &nbsp;&nbsp;&nbsp;&nbsp; 1252625 | &nbsp;&nbsp;&nbsp;&nbsp; (39005) |
| **Futures Short** |  |  |  |  |  |
| 5 Year U.S. Treasury Note | &nbsp;&nbsp; 2699 | &nbsp;&nbsp; 6/30/2026 | &nbsp;&nbsp; 292403762 | &nbsp;&nbsp; 291976983 | &nbsp;&nbsp;&nbsp;&nbsp; 426779 |
| Euro-Bund | &nbsp;&nbsp;&nbsp; 518 | &nbsp;&nbsp; 6/8/2026 | &nbsp;&nbsp; 75954360<sup>(a)</sup> <br>| &nbsp;&nbsp; 75074792 | &nbsp;&nbsp;&nbsp;&nbsp; 879568 |
| Euro-OAT | &nbsp;&nbsp; 1642 | &nbsp;&nbsp; 6/8/2026 | &nbsp;&nbsp; 230772472<sup>(a)</sup> <br>| &nbsp;&nbsp; 225262428 | &nbsp;&nbsp;&nbsp; 5510044 |
| Japanese 10 Year Bond | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp; 54868847<sup>(a)</sup> <br>| &nbsp;&nbsp; 54191487 | &nbsp;&nbsp;&nbsp;&nbsp; 677360 |
| Long Gilt | &nbsp;&nbsp; 1298 | &nbsp;&nbsp; 6/26/2026 | &nbsp;&nbsp; 159113637<sup>(a)</sup> <br>| &nbsp;&nbsp; 150826100 | &nbsp;&nbsp;&nbsp; 8287537 |
| Ultra 10 Year U.S. Treasury Note | &nbsp;&nbsp; 4275 | &nbsp;&nbsp; 6/18/2026 | &nbsp;&nbsp; 492571199 | &nbsp;&nbsp; 485279318 | &nbsp;&nbsp;&nbsp; 7291881 |
| Ultra U.S. Treasury Bond | &nbsp;&nbsp; 3326 | &nbsp;&nbsp; 6/18/2026 | &nbsp;&nbsp; 395348864 | &nbsp;&nbsp; 387686875 | &nbsp;&nbsp;&nbsp; 7661989 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  |  | **30735158** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** |  |  | **(17249106)** |

---

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

<sup>(a)</sup> *Notional amounts in foreign currency have been converted to USD using relevant foreign exchange rates.*

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Options Written** |  |  |  |  |  |
| Description/Contracts/Counterparty | Exercise Price | Expiration <br>Date<br>| Notional <br>Amount ($)<sup>(a)</sup> <br>|  | Value ($) |
| **Call Options:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Swaption Receiver Markit CDX North America Investment Grade <br> Index Series 45, Payer 3 Month Fixed Rate of 1.00% terminating <br> on 12/20/2030, Contracts N/A, Goldman Sachs & Co. LLC<br>| 0.50 | &nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp; 233700000 |  | &nbsp;&nbsp; (12421) |
| &nbsp;&nbsp;&nbsp; Swaption Receiver Markit CDX North America Investment Grade <br> Index Series 45, Payer 3 Month Fixed Rate of 1.00% terminating <br> on 12/20/2030, Contracts N/A, Goldman Sachs & Co. LLC<br>| 0.53 | &nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp; 235550000 |  | &nbsp;&nbsp; (45471) |
| &nbsp;&nbsp;&nbsp; Swaption Receiver Markit CDX North America Investment Grade <br> Index Series 45, Payer 3 Month Fixed Rate of 1.00% terminating <br> on 12/20/2030, Contracts N/A, Goldman Sachs & Co. LLC<br>| 0.50 | &nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp; 234550000 |  | &nbsp;&nbsp; (12466) |
| &nbsp;&nbsp;&nbsp; Swaption Receiver Markit iTraxx Europe Index Series 44, Payer <br> 3 Month Fixed Rate of 1.00% terminating on 12/20/2030, <br> Contracts N/A, Bank of America Corp.<br>| 0.50 | &nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp; 163650000 | &nbsp;&nbsp; EUR | (958) |
| &nbsp;&nbsp;&nbsp; Swaption Receiver Markit iTraxx Europe Index Series 44, Payer <br> 3 Month Fixed Rate of 1.00% terminating on 12/20/2030, <br> Contracts N/A, Morgan Stanley & Co. LLC<br>| 0.53 | &nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp; 163650000 | &nbsp;&nbsp; EUR | &nbsp;&nbsp; (4893) |
| &nbsp;&nbsp;&nbsp; Swaption Receiver Markit iTraxx Europe Index Series 44, Payer <br> 3 Month Fixed Rate of 1.00% terminating on 12/20/2030, <br> Contracts N/A, Bank of America Corp.<br>| 0.53 | &nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp; 164750000 | &nbsp;&nbsp; EUR | &nbsp;&nbsp; (4926) |
| &nbsp;&nbsp;&nbsp; Swaption Receiver Markit iTraxx Europe Index Series 44, Payer <br> 3 Month Fixed Rate of 1.00% terminating on 12/20/2030, <br> Contracts N/A, Citigroup Global Markets, Inc.<br>| 0.50 | &nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp; 167350000 | &nbsp;&nbsp; EUR | (980) |
| **Put Options:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit CDX North America Investment Grade <br> Index Series 45, Receiver 3 Month Fixed Rate of 1.00% <br> terminating on 12/20/2030, Contracts N/A, Goldman Sachs & <br> Co. LLC<br>| 0.50 | &nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp; 233700000 |  | &nbsp;&nbsp; (947578) |

---

**12**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Options Written (continued)** |  |  |  |  |  |
| Description/Contracts/Counterparty | Exercise Price | Expiration<br> Date<br>| Notional<br> Amount ($)<sup>(a)</sup><br>|  | Value ($) |
| **Put Options: (continued)** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit CDX North America Investment Grade <br> Index Series 45, Receiver 3 Month Fixed Rate of 1.00% <br> terminating on 12/20/2030, Contracts N/A, Goldman Sachs & <br> Co. LLC<br>| 0.53 | &nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp; 235550000 |  | &nbsp;&nbsp; (732479) |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit CDX North America Investment Grade <br> Index Series 45, Receiver 3 Month Fixed Rate of 1.00% <br> terminating on 12/20/2030, Contracts N/A, Goldman Sachs & <br> Co. LLC<br>| 0.50 | &nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp; 234550000 |  | &nbsp;&nbsp; (951024) |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit CDX North America Investment Grade <br> Index Series 45, Receiver 3 Month Fixed Rate of 1.00% <br> terminating on 12/20/2030, Contracts N/A, Goldman Sachs & <br> Co. LLC<br>| 0.75 | &nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp; 463900000 |  | &nbsp;&nbsp; (147466) |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit CDX North America Investment Grade <br> Index Series 45, Receiver 3 Month Fixed Rate of 1.00% <br> terminating on 12/20/2030, Contracts N/A, Citigroup Global <br> Markets, Inc.<br>| 0.75 | &nbsp;&nbsp; 5/20/2026 | &nbsp;&nbsp; 463900000 |  | &nbsp;&nbsp; (544890) |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit CDX North America Investment Grade <br> Index Series 45, Receiver 3 Month Fixed Rate of 1.00% <br> terminating on 12/20/2030, Contracts N/A, Morgan Stanley & <br> Co. LLC<br>| 0.73 | &nbsp;&nbsp; 5/20/2026 | &nbsp;&nbsp; 910000000 |  | &nbsp;&nbsp; (1188813) |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit iTraxx Europe Index Series 44, Receiver <br> 3 Month Fixed Rate of 1.00% terminating on 12/20/2030, <br> Contracts N/A, Bank of America Corp.<br>| 0.50 | &nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp; 163650000 | &nbsp;&nbsp; EUR | &nbsp;&nbsp; (1441662) |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit iTraxx Europe Index Series 44, Receiver <br> 3 Month Fixed Rate of 1.00% terminating on 12/20/2030, <br> Contracts N/A, Morgan Stanley & Co. LLC<br>| 0.53 | &nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp; 163650000 | &nbsp;&nbsp; EUR | &nbsp;&nbsp; (1235128) |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit iTraxx Europe Index Series 44, Receiver <br> 3 Month Fixed Rate of 1.00% terminating on 12/20/2030, <br> Contracts N/A, Bank of America Corp.<br>| 0.53 | &nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp; 164750000 | &nbsp;&nbsp; EUR | &nbsp;&nbsp; (1243430) |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit iTraxx Europe Index Series 44, Receiver <br> 3 Month Fixed Rate of 1.00% terminating on 12/20/2030, <br> Contracts N/A, Citigroup Global Markets, Inc.<br>| 0.50 | &nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp; 167350000 | &nbsp;&nbsp; EUR | &nbsp;&nbsp; (1474257) |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit iTraxx Europe Index Series 44, Receiver <br> 3 Month Fixed Rate of 1.00% terminating on 12/20/2030, <br> Contracts N/A, Citigroup Global Markets, Inc.<br>| 0.75 | &nbsp;&nbsp; 5/20/2026 | &nbsp;&nbsp; 317300000 | &nbsp;&nbsp; EUR | &nbsp;&nbsp; (883903) |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit iTraxx Europe Index Series 44, Receiver <br> 3 Month Fixed Rate of 1.00% terminating on 12/20/2030, <br> Contracts N/A, Citigroup Global Markets, Inc.<br>| 0.75 | &nbsp;&nbsp; 5/20/2026 | &nbsp;&nbsp; 317300000 | &nbsp;&nbsp; EUR | &nbsp;&nbsp; (883903) |
| &nbsp;&nbsp;&nbsp; **Total Options Written** <br>(premiums received $8,108,303)<br>|  |  |  |  | &nbsp;&nbsp; **(11756648)** |

---

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

*EUR—Euro*<br>

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

<sup>(a)</sup> *Notional amount stated in U.S. Dollars unless otherwise indicated.*

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** |
| Counterparty/ <br>Purchased <br>Currency<br>| Purchased <br>Currency <br>Amounts<br>| &nbsp;&nbsp; Currency <br>Sold<br>| Sold <br>Currency <br>Amounts<br>| Settlement <br>Date<br>| Unrealized <br>Appreciation <br>(Depreciation) ($)<br>|
| **Bank of America Corp.** | **Bank of America Corp.** | **Bank of America Corp.** | **Bank of America Corp.** | **Bank of America Corp.** | **Bank of America Corp.** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1206000 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1049000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7008) |

---

**13**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** |
| Counterparty/<br> Purchased<br> Currency<br>| Purchased<br> Currency<br> Amounts<br>| &nbsp;&nbsp; Currency<br> Sold<br>| Sold<br> Currency<br> Amounts<br>| Settlement<br> Date<br>| Unrealized<br> Appreciation<br> (Depreciation) ($)<br>|
| **Bank of America Corp. (continued)** | **Bank of America Corp. (continued)** | **Bank of America Corp. (continued)** | **Bank of America Corp. (continued)** | **Bank of America Corp. (continued)** | **Bank of America Corp. (continued)** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3949006 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2939000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59018 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21551916 | Colombian Peso | &nbsp;&nbsp; 79783037000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp; (113462) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1971002 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1707000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2883) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4369738 | Czech Koruna | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90694000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98084 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6503161 | South Korean Won | &nbsp;&nbsp;&nbsp;&nbsp; 9731785000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 147745 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1246000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 872634 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (13058) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8669536 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6481000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92186 |
| Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 1378391000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8697145 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26640 |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9693000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5691419 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp; (111232) |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6859605 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8749719 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp; (122191) |
| **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7797000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8993574 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22466 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6837550 | Polish Zloty | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24739000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 173393 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11803 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8811 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3753628 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6473000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27171 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26907000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31061468 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 113956 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1758945 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1523561 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6308) |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38175 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50696 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (173) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6351809 | Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58852000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 118655 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5890763 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8069753 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76875 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3135329 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2721837 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (18290) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 852342 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1169000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10131 |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2440288 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3257206 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (27580) |
| **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23564427 | South Korean Won | &nbsp;&nbsp; 35073263000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 659569 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121337668 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171575000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp; 2973545 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4878364 | Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33590000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1956) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59976997 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81867000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp; 1102815 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 489257837 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 422076000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp; 1191429 |
| Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58920000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6283872 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (43516) |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5609000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7437641 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (14349) |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18970000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13073166 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6172 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12169637 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10537000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (38913) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6113760 | Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41898000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8372 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5515603 | Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52809000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63619 |
| Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44173000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4765887 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (87421) |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5965000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3474079 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (40074) |
| **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** |
| South Korean Won | &nbsp;&nbsp;&nbsp;&nbsp; 8306557000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5451749 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (27089) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43971619 | Peruvian Sol | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148052000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp; 1451846 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8564919 | Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6744000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82790 |
| Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29268000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3127752 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (27909) |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9693000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5678033 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (97846) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3108419 | Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2474000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3204) |

---

**14**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** |
| Counterparty/<br> Purchased<br> Currency<br>| Purchased<br> Currency<br> Amounts<br>| &nbsp;&nbsp; Currency<br> Sold<br>| Sold<br> Currency<br> Amounts<br>| Settlement<br> Date<br>| Unrealized<br> Appreciation<br> (Depreciation) ($)<br>|
| **Deutsche Bank AG** | **Deutsche Bank AG** | **Deutsche Bank AG** | **Deutsche Bank AG** | **Deutsche Bank AG** | **Deutsche Bank AG** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2621286 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2247000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22974 |
| Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30374000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3124919 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10883 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3133150 | Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29110564 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49981 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7270189 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6309312 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (40009) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4684746 | Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45876000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (51477) |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9261000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6344952 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40275 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18988000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13162880 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (71132) |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6478230 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4734787 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (67518) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8655711 | Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83121000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74327 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4703272 | Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44875000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70392 |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11868849 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8685424 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp; (134461) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4611195 | Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44792000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (13116) |
| **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** |
| Malaysian Ringgit | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3488000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 885279 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (23602) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164567216 | Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp; 1133867625 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp; (173401) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2279421 | Czech Koruna | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48054000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16095 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200166321 | Japanese Yen | &nbsp;&nbsp; 31467787000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp; 1729082 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3695931 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3196000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26326770 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19240228 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp; (272994) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31835268 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44783531 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 958149 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 799 | Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7436 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2454000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3085182 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1287 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5705038 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9684000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 130032 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8097850 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12948000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54019 |
| Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145393000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14994410 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15914 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33185055 | Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 306604424 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 711859 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8819806 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7674000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (71569) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8255226 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11309247 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 107431 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5258513 | Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49470000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19029 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9530000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6533473 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37223 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5149937 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7394000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51960 |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5217755 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3062441 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (58619) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9348590 | Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90643000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9363) |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27043151 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19798706 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp; (315351) |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5524000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3845488 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (36829) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2649000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3064411 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4816 |
| Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7506000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 770426 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4491 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22022558 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18954000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61768 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3306144 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2844000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10983 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8638074 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6120075 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp; (164340) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3003181 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2598000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6955) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4562000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5253175 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32523 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1773000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2060721 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6459) |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9154000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6677877 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (82838) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19057388 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14211220 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 249393 |

---

**15**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** |
| Counterparty/<br> Purchased<br> Currency<br>| Purchased<br> Currency<br> Amounts<br>| &nbsp;&nbsp; Currency<br> Sold<br>| Sold<br> Currency<br> Amounts<br>| Settlement<br> Date<br>| Unrealized<br> Appreciation<br> (Depreciation) ($)<br>|
| **Goldman Sachs & Co. LLC (continued)** | **Goldman Sachs & Co. LLC (continued)** | **Goldman Sachs & Co. LLC (continued)** | **Goldman Sachs & Co. LLC (continued)** | **Goldman Sachs & Co. LLC (continued)** | **Goldman Sachs & Co. LLC (continued)** |
| Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77707000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8155903 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74228 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4644687 | Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45472000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (49827) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2456086 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2131851 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (13953) |
| Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440785000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2787251 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2461 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17353000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20085785 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20028 |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6512000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8641001 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (22623) |
| **HSBC Securities (USA), Inc.** | **HSBC Securities (USA), Inc.** | **HSBC Securities (USA), Inc.** | **HSBC Securities (USA), Inc.** | **HSBC Securities (USA), Inc.** | **HSBC Securities (USA), Inc.** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40347817 | Thai Baht | &nbsp;&nbsp;&nbsp;&nbsp; 1268725000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp; 1851646 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1898811 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1642000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89 |
| Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5101000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 738980 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2149 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7354328 | Indonesian Rupiah | &nbsp;&nbsp; 124302636000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41289 |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8880000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5269971 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp; (165552) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1371000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1595275 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9923) |
| Thai Baht | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 333400000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10234497 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp; (118338) |
| Indonesian Rupiah | &nbsp;&nbsp; 118173630000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6961255 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8800) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5244811 | Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47942000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 178066 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11062029 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9549000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20069 |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1575000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1149731 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (17079) |
| Hungarian Forint | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 540256000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1658723 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (35165) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30721120 | Colombian Peso | &nbsp;&nbsp; 117201379000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp; (1105347) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11673000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13567703 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (42943) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7818783 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11301000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27028 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17697000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12320085 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp; (118448) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13920169 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10389969 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 169450 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37571515 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51309551 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 605329 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18079589 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25146000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (36955) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13721312 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11865439 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (26415) |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10397000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7236251 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (67780) |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29743926 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21024310 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp; (516620) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10564000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12220138 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19694 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8817129 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12187000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36952 |
| **J.P. Morgan Securities LLC** | **J.P. Morgan Securities LLC** | **J.P. Morgan Securities LLC** | **J.P. Morgan Securities LLC** | **J.P. Morgan Securities LLC** | **J.P. Morgan Securities LLC** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167244594 | South Korean Won | &nbsp;&nbsp; 245725792000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp; 6771519 |
| Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23452000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2530999 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (52477) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3101000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3591134 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5301) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9658421 | South Korean Won | &nbsp;&nbsp; 14548354000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 157509 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32495000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37631494 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (55992) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2382000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2733711 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20708 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12030609 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16462000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 170491 |
| Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26989000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2834065 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24404 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6892596 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5967000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (20986) |
| Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96313852 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10024048 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (80638) |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9017825 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12006062 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (71322) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26127475 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 4127357194 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5584 |

---

**16**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** |
| Counterparty/<br> Purchased<br> Currency<br>| Purchased<br> Currency<br> Amounts<br>| &nbsp;&nbsp; Currency<br> Sold<br>| Sold<br> Currency<br> Amounts<br>| Settlement<br> Date<br>| Unrealized<br> Appreciation<br> (Depreciation) ($)<br>|
| **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** |
| Thai Baht | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296833000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9056955 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (50327) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14347031 | Mexican Peso | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255527000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 100836 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19347550 | Malaysian Ringgit | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76210000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 520585 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1178000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 834612 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (21947) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7687918 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10674000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2211) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2780376 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440590000 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8102) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5918606 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6845732 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11779 |
| **RBC Capital Markets, LLC** | **RBC Capital Markets, LLC** | **RBC Capital Markets, LLC** | **RBC Capital Markets, LLC** | **RBC Capital Markets, LLC** | **RBC Capital Markets, LLC** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185956935 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139051000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp; 1912465 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19065193 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14342000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82476 |
| **UBS Securities LLC** | **UBS Securities LLC** | **UBS Securities LLC** | **UBS Securities LLC** | **UBS Securities LLC** | **UBS Securities LLC** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4410784 | Singapore Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5609000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45323 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17206553 | Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13374000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 463796 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2635621 | Danish Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16792000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36988 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1288554 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 967000 | &nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8656 |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1091395 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1393685 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (21005) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13399158 | Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10468963 | &nbsp;&nbsp; 5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 232033 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **26585392** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **(5150571)** |

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Centrally Cleared Credit Default Swaps** | **Centrally Cleared Credit Default Swaps** | **Centrally Cleared Credit Default Swaps** | **Centrally Cleared Credit Default Swaps** | **Centrally Cleared Credit Default Swaps** | **Centrally Cleared Credit Default Swaps** |
| Reference <br>Obligations<br>| Maturity <br>Date<br>| Notional <br>Amount ($)<sup>(a)</sup> <br>| Market <br>Value ($)<br>| Upfront <br>Payments/ <br>Receipts ($)<br>| Unrealized <br>Appreciation <br>(Depreciation) ($)<br>|
| **Purchased Contracts:**<sup>(b)</sup> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Markit iTraxx Europe Crossover Index Series 45, <br> Paid 3 Month Fixed Rate of 5.00%<br>| &nbsp;&nbsp; 6/20/2031 | &nbsp;&nbsp; 8530173 | &nbsp;&nbsp; (549117) | &nbsp;&nbsp; (555122) | &nbsp;&nbsp; 6005 |
| &nbsp;&nbsp;&nbsp; Markit iTraxx Europe Senior Financial Index <br> Series 45, Paid 3 Month Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 6/20/2031 | &nbsp;&nbsp; 1241648746 | &nbsp;&nbsp; (13635320) | &nbsp;&nbsp; (15743341) | &nbsp;&nbsp; 2108021 |
| **Sold Contracts:**<sup>(c)</sup> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Markit CDX North America Investment Grade Index <br> Series 46, Received 3 Month Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 6/20/2031 | &nbsp;&nbsp; 321560000 | &nbsp;&nbsp; 5657610 | &nbsp;&nbsp; 5112233 | &nbsp;&nbsp; 545377 |
| &nbsp;&nbsp;&nbsp; Markit iTraxx Europe Index Series 45, Received <br> 3 Month Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 6/20/2031 | &nbsp;&nbsp; 1432433347 | &nbsp;&nbsp; 20131329 | &nbsp;&nbsp; 22603538 | &nbsp;&nbsp; (2472209) |
| **Gross Unrealized Appreciation** |  |  |  |  | &nbsp;&nbsp; **2659403** |
| **Gross Unrealized Depreciation** |  |  |  |  | &nbsp;&nbsp; **(2472209)** |

---

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

<sup>(a)</sup> *The maximum potential amount the fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs* *as defined under the terms of the swap agreement.* 

<sup>(b)</sup> *If the fund is a buyer of protection and a credit event occurs, as defined under the terms of the swap agreement, the fund will either (i) receive from the seller of* *protection an amount equal to the notional amount of the swap and deliver the reference obligation or (ii) receive a net settlement amount in the form of cash or* *securities equal to the notional amount of the swap less the recovery value of the reference obligation.* 

<sup>(c)</sup> *If the fund is a seller of protection and a credit event occurs, as defined under the terms of the swap agreement, the fund will either (i) pay to the buyer of* *protection an amount equal to the notional amount of the swap and take delivery of the reference obligation or (ii) pay a net settlement amount in the form of* *cash or securities equal to the notional amount of the swap less the recovery value of the reference obligation.* 

**17**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **OTC Credit Default Swaps** |  |  |  |  |  |
| Reference <br>Obligations/ <br>Counterparty<br>| Maturity <br>Date<br>| Notional <br>Amount ($)<sup>(a)</sup> <br>| Market <br>Value ($)<br>| Upfront <br>Payments/ <br>Receipts ($)<br>| Unrealized <br>Appreciation <br>(Depreciation) ($)<br>|
| **Purchased Contracts:**<sup>(b)</sup> |  |  |  |  |  |
| **Bank of America Corp.** | **Bank of America Corp.** | **Bank of America Corp.** | **Bank of America Corp.** | **Bank of America Corp.** | **Bank of America Corp.** |
| &nbsp;&nbsp;&nbsp; YUM! Brands, 3.63%, 3/15/2031, Paid 3 Month Fixed Rate <br> of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 7930000 | &nbsp;&nbsp; (93363) | &nbsp;&nbsp; (21053) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (72310) |
| &nbsp;&nbsp;&nbsp; YUM! Brands, 3.63%, 3/15/2031, Paid 3 Month Fixed Rate <br> of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 5280000 | &nbsp;&nbsp; (62164) | &nbsp;&nbsp; (17363) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (44801) |
| **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** |
| &nbsp;&nbsp;&nbsp; Intesa Sanpaolo SpA, 4.20%, 6/1/2032, Paid 3 Month <br> Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 14078253 | &nbsp;&nbsp; (71229) | &nbsp;&nbsp;&nbsp; 221589 | &nbsp;&nbsp;&nbsp;&nbsp; (292818) |
| &nbsp;&nbsp;&nbsp; UniCredit SpA, 2.73%, 1/15/2032, Paid 3 Month Fixed <br> Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 13662147 | &nbsp;&nbsp; (21499) | &nbsp;&nbsp;&nbsp; 239606 | &nbsp;&nbsp;&nbsp;&nbsp; (261105) |
| **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** |
| &nbsp;&nbsp;&nbsp; Mediobanca Banca di Credito Finanziario SpA, 2.30%, <br> 11/23/2030, Paid 3 Month Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 7050685 | &nbsp;&nbsp;&nbsp;&nbsp; (3366) | &nbsp;&nbsp;&nbsp; 105324 | &nbsp;&nbsp;&nbsp;&nbsp; (108690) |
| **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** |
| &nbsp;&nbsp;&nbsp; TransDigm Inc., 5.50%, 11/15/2027, Paid 3 Month Fixed <br> Rate of 5.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 5560000 | &nbsp;&nbsp; (792351) | &nbsp;&nbsp; (659882) | &nbsp;&nbsp;&nbsp;&nbsp; (132469) |
| **Sold Contracts:**<sup>(c)</sup> |  |  |  |  |  |
| **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** |
| &nbsp;&nbsp;&nbsp; Electrolux AB, 2.50%, 5/18/2030, Received 3 Month <br> Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 3594694 | &nbsp;&nbsp;&nbsp;&nbsp; (2134) | &nbsp;&nbsp; (40677) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38543 |
| &nbsp;&nbsp;&nbsp; Electrolux AB, 2.50%, 5/18/2030, Received 3 Month <br> Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 1363903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (810) | &nbsp;&nbsp; (20239) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19429 |
| &nbsp;&nbsp;&nbsp; Electrolux AB, 2.50%, 5/18/2030, Received 3 Month <br> Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 3513784 | &nbsp;&nbsp;&nbsp;&nbsp; (2086) | &nbsp;&nbsp; (50374) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48288 |
| **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** |
| &nbsp;&nbsp;&nbsp; Electrolux AB, 2.50%, 5/18/2030, Received 3 Month <br> Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 1791568 | &nbsp;&nbsp;&nbsp;&nbsp; (1064) | &nbsp;&nbsp; (19243) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18179 |
| &nbsp;&nbsp;&nbsp; Electrolux AB, 2.50%, 5/18/2030, Received 3 Month <br> Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp; 4623400 | &nbsp;&nbsp;&nbsp;&nbsp; 24517 | &nbsp;&nbsp; (83319) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107836 |
| &nbsp;&nbsp;&nbsp; Virgin Media Finance PLC, 3.75%, 7/15/2030, Received <br> 3 Month Fixed Rate of 5.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 6126005 | &nbsp;&nbsp;&nbsp; 222693 | &nbsp;&nbsp;&nbsp; 160819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61874 |
| &nbsp;&nbsp;&nbsp; Ziggo BondCo, 5.13%, 2/28/2030, Received 3 Month <br> Fixed Rate of 5.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 3143912 | &nbsp;&nbsp;&nbsp;&nbsp; 33300 | &nbsp;&nbsp;&nbsp; 128956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (95656) |
| &nbsp;&nbsp;&nbsp; Ziggo BondCo, 5.13%, 2/28/2030, Received 3 Month <br> Fixed Rate of 5.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 3398199 | &nbsp;&nbsp;&nbsp;&nbsp; 35994 | &nbsp;&nbsp;&nbsp; 139086 | &nbsp;&nbsp;&nbsp;&nbsp; (103092) |
| **Gross Unrealized Appreciation** |  |  |  |  | &nbsp;&nbsp; **294149** |
| **Gross Unrealized Depreciation** |  |  |  |  | &nbsp;&nbsp; **(1110941)** |

---

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

<sup>(a)</sup> *The maximum potential amount the fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs* *as defined under the terms of the swap agreement.* 

<sup>(b)</sup> *If the fund is a buyer of protection and a credit event occurs, as defined under the terms of the swap agreement, the fund will either (i) receive from the seller of* *protection an amount equal to the notional amount of the swap and deliver the reference obligation or (ii) receive a net settlement amount in the form of cash or* *securities equal to the notional amount of the swap less the recovery value of the reference obligation.* 

<sup>(c)</sup> *If the fund is a seller of protection and a credit event occurs, as defined under the terms of the swap agreement, the fund will either (i) pay to the buyer of* *protection an amount equal to the notional amount of the swap and take delivery of the reference obligation or (ii) pay a net settlement amount in the form of* *cash or securities equal to the notional amount of the swap less the recovery value of the reference obligation.* 

**18**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Centrally Cleared Interest Rate Swaps** | **Centrally Cleared Interest Rate Swaps** | **Centrally Cleared Interest Rate Swaps** | **Centrally Cleared Interest Rate Swaps** | **Centrally Cleared Interest Rate Swaps** | **Centrally Cleared Interest Rate Swaps** | **Centrally Cleared Interest Rate Swaps** |
| Received <br>Reference <br>Entity<br>| &nbsp;&nbsp; Paid <br>Reference <br>Entity<br>| Maturity <br>Date<br>| Notional <br>Amount ($)<br>| Market <br>Value ($)<br>| Upfront <br>Payments/ <br>Receipts ($)<br>| Unrealized <br>Appreciation <br>(Depreciation) ($)<br>|
| &nbsp;&nbsp;&nbsp; EUR - 12 Month Fixed at <br> 2.65%<br>| &nbsp;&nbsp; EUR - 6 Month EURIBOR <br> at 2.13%<br>| &nbsp;&nbsp; 11/6/2035 | &nbsp;&nbsp; 55769763 | &nbsp;&nbsp; (1765870) | &nbsp;&nbsp; — | &nbsp;&nbsp; (1765870) |
| &nbsp;&nbsp;&nbsp; EUR - 12 Month Fixed at <br> 2.65%<br>| &nbsp;&nbsp; EUR - 6 Month EURIBOR <br> at 2.13%<br>| &nbsp;&nbsp; 11/6/2035 | &nbsp;&nbsp; 55769763 | &nbsp;&nbsp; (1782917) | &nbsp;&nbsp; — | &nbsp;&nbsp; (1782917) |
| &nbsp;&nbsp;&nbsp; SEK - 3 Month STIBOR at <br> 2.00%<br>| &nbsp;&nbsp; SEK - 12 Month Fixed at <br> 2.72%<br>| &nbsp;&nbsp; 11/6/2035 | &nbsp;&nbsp; 55457844 | &nbsp;&nbsp; 1191550 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1191550 |
| &nbsp;&nbsp;&nbsp; SEK - 3 Month STIBOR at <br> 2.00%<br>| &nbsp;&nbsp; SEK - 12 Month Fixed at <br> 2.75%<br>| &nbsp;&nbsp; 11/6/2035 | &nbsp;&nbsp; 55457844 | &nbsp;&nbsp; 608774 | &nbsp;&nbsp; — | &nbsp;&nbsp; 608774 |
| &nbsp;&nbsp;&nbsp; EUR - 12 Month Fixed at <br> 2.70%<br>| &nbsp;&nbsp; EUR - 6 Month EURIBOR <br> at 2.14%<br>| &nbsp;&nbsp; 11/14/2035 | &nbsp;&nbsp; 9755374 | &nbsp;&nbsp; (267852) | &nbsp;&nbsp; — | &nbsp;&nbsp; (267852) |
| &nbsp;&nbsp;&nbsp; SEK - 3 Month STIBOR at <br> 2.00%<br>| &nbsp;&nbsp; SEK - 12 Month Fixed at <br> 2.82%<br>| &nbsp;&nbsp; 11/14/2035 | &nbsp;&nbsp; 9779595 | &nbsp;&nbsp; 124931 | &nbsp;&nbsp; — | &nbsp;&nbsp; 124931 |
| &nbsp;&nbsp;&nbsp; EUR - 12 Month Fixed at <br> 2.76%<br>| &nbsp;&nbsp; EUR - 6 Month EURIBOR <br> at 2.12%<br>| &nbsp;&nbsp; 11/25/2035 | &nbsp;&nbsp; 257407795 | &nbsp;&nbsp; (5679205) | &nbsp;&nbsp; 487218 | &nbsp;&nbsp; (6166423) |
| &nbsp;&nbsp;&nbsp; EUR Maturity Fixed at <br> 2.80%<br>| &nbsp;&nbsp; EUR - CPTFEMU at <br> Maturity<br>| &nbsp;&nbsp; 7/28/2053 | &nbsp;&nbsp; 12156074 | &nbsp;&nbsp; 1666995 | &nbsp;&nbsp; 1957925 | &nbsp;&nbsp; (290930) |
| &nbsp;&nbsp;&nbsp; USD - CPURNSA at <br> Maturity<br>| &nbsp;&nbsp; USD Maturity Fixed at <br> 2.53%<br>| &nbsp;&nbsp; 7/28/2053 | &nbsp;&nbsp; 15405000 | &nbsp;&nbsp; (501744) | &nbsp;&nbsp; (599117) | &nbsp;&nbsp; 97373 |
| &nbsp;&nbsp;&nbsp; EUR Maturity Fixed at <br> 2.50%<br>| &nbsp;&nbsp; EUR - CPTFEMU at <br> Maturity<br>| &nbsp;&nbsp; 12/7/2053 | &nbsp;&nbsp; 37888763 | &nbsp;&nbsp; 2089996 | &nbsp;&nbsp; 719444 | &nbsp;&nbsp; 1370552 |
| &nbsp;&nbsp;&nbsp; USD - CPURNSA at <br> Maturity<br>| &nbsp;&nbsp; USD Maturity Fixed at <br> 2.46%<br>| &nbsp;&nbsp; 12/7/2053 | &nbsp;&nbsp; 48869000 | &nbsp;&nbsp; (1044467) | &nbsp;&nbsp; 48427 | &nbsp;&nbsp; (1092894) |
| &nbsp;&nbsp;&nbsp; EUR - 6 Month EURIBOR <br> at 2.12%<br>| &nbsp;&nbsp; EUR - 12 Month Fixed at <br> 3.08%<br>| &nbsp;&nbsp; 11/25/2055 | &nbsp;&nbsp; 114671879 | &nbsp;&nbsp; 146764 | &nbsp;&nbsp; (333442) | &nbsp;&nbsp; 480206 |
| &nbsp;&nbsp;&nbsp; GBP Maturity Fixed at <br> 3.19%<br>| GBP - UKRPI at Maturity | &nbsp;&nbsp; 2/15/2056 | &nbsp;&nbsp; 59231100 | &nbsp;&nbsp; (1560939) | &nbsp;&nbsp; (99566) | &nbsp;&nbsp; (1461373) |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  | **3873386** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** |  | **(12828259)** |

---

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

---

| |
|:---|
| *CPTFEMU—Eurostat Eurozone HICP Ex Tobacco Unrevised NSA* |
| *CPURNSA—US CPI Urban Consumers NSA* |
| *EUR—Euro* |
| *EURIBOR—Euro Interbank Offered Rate* |
| *GBP—British Pound* |
| *SEK—Swedish Krona* |
| *STIBOR—Stockholm Interbank Offered Rate* |
| *UKRPI—UK RPI All Items NSA* |
| *USD—United States Dollar* |

---

*See notes to schedule of investments.*

**19**

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Schedule of Investments

BNY Mellon Global Fixed Income Fund

March 31, 2026 (Unaudited)

The following is a summary of the inputs used as of March 31, 2026 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2- Other** <br>**Significant** <br>**Observable Inputs**<br>| **Level 3-** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Assets ($)** |  |  |  |  |
| Investments in Securities:<sup>†</sup> <br>|  |  |  |  |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 103034328 | &nbsp;&nbsp; — | &nbsp;&nbsp; **103034328** |
| Collateralized Loan Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30225139 | &nbsp;&nbsp; — | &nbsp;&nbsp; **30225139** |
| Commercial Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28033513 | &nbsp;&nbsp; — | &nbsp;&nbsp; **28033513** |
| Corporate Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 474164372 | &nbsp;&nbsp; — | &nbsp;&nbsp; **474164372** |
| Foreign Governmental | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 1433331226 | &nbsp;&nbsp; — | &nbsp;&nbsp; **1433331226** |
| U.S. Government Agencies Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 720044078 | &nbsp;&nbsp; — | &nbsp;&nbsp; **720044078** |
| U.S. Treasury Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 1793699696 | &nbsp;&nbsp; — | &nbsp;&nbsp; **1793699696** |
| Investment Companies | &nbsp;&nbsp;&nbsp;&nbsp; 67479042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **67479042** |
|  | &nbsp;&nbsp; **67479042** | &nbsp;&nbsp; **4582532352** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **4650011394** |
| Other Financial Instruments: |  |  |  |  |
| Forward Foreign Currency Exchange Contracts<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26585392 | &nbsp;&nbsp; — | &nbsp;&nbsp; **26585392** |
| Futures<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 30735158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **30735158** |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2936182 | &nbsp;&nbsp; — | &nbsp;&nbsp; **2936182** |
| Swap Agreements<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6826938 | &nbsp;&nbsp; — | &nbsp;&nbsp; **6826938** |
|  | &nbsp;&nbsp; **30735158** | &nbsp;&nbsp; **36348512** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **67083670** |
| **Liabilities ($)** |  |  |  |  |
| Investments in Securities:<sup>†</sup> <br>|  |  |  |  |
| U.S. Government Agencies Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; (131135526) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(131135526)** |
| Other Financial Instruments: |  |  |  |  |
| Forward Foreign Currency Exchange Contracts<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5150571) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(5150571)** |
| Futures<sup>††</sup> <br>| &nbsp;&nbsp; (17249106) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **(17249106)** |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (11756648) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(11756648)** |
| Swap Agreements<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (16411409) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(16411409)** |
|  | &nbsp;&nbsp; **(17249106)** | &nbsp;&nbsp; **(164454154)** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **(181703260)** |

---

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

---

| | |
|:---|:---|
| <sup>†</sup> <br>| *See Schedule of Investments for additional detailed categorizations, if any.* |
| <sup>††</sup> <br>| *Amount shown represents unrealized appreciation (depreciation) at period end.* |

---

**20**

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The Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") is the exclusive reference of authoritative U.S. generally accepted accounting principles ("GAAP") recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange Commission ("SEC") under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund's financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).

Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.

Various inputs are used in determining the value of the fund's investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:

**Level 1**—unadjusted quoted prices in active markets for identical investments.

**Level 2**—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).

**Level 3**—significant unobservable inputs (including the fund's own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund's investments are as follows:

Investments in other open-end investment companies are valued at their reported net asset values ("NAVs") each day and are generally categorized within Level 1 of the fair value hierarchy.

Investments in debt securities and instruments generally will be valued, to the extent possible, by one or more independent pricing services (the "Service"). When, in the judgment of the Service, quoted bid prices for investments are readily available and are representative of the bid side of the market, these investments are valued at the mean between the quoted bid prices (as obtained by the Service from dealers in such securities) and asked prices (as calculated by the Service based upon its evaluation of the market for such securities). The value of other debt securities and instruments is determined by the Service based on methods which include consideration of: yields or prices of securities of comparable quality, coupon, maturity and type; indications as to values from dealers; and general market conditions. The Services are engaged under the general supervision of the Trust's Board of Trustees (the "Board"). Overnight and certain other short-term debt securities and instruments (excluding Treasury bills) will be valued by the amortized cost method, which approximates value, unless a Service provides a valuation for such security or, in the opinion of the board or a committee or other persons designated by the Board, such as the Adviser, the amortized cost method would not represent fair value. These securities are generally categorized within Level 2 of the fair value hierarchy.

Restricted securities, as well as securities or other assets for which recent market quotations or official closing prices are not readily available or are determined not to reflect accurately fair value (such as when the value of a security has been materially affected by events occurring after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its NAV), or which are not valued by the Service, are valued at fair value as determined in good faith based on procedures approved by the Trust's Board of Trustees (the "Board"). Fair value of investments is determined by the Adviser, as the fund's valuation designee pursuant to Rule 2a-5 under the Act, using such information as it deems appropriate under the circumstances. The factors that may be considered when fair valuing a security include fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. Using fair value to price investments may result in a value that is different from a security's most recent closing price and from the prices used by other mutual funds to calculate their NAVs. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

**21**

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Market quotations of foreign securities in foreign currencies and any fund assets or liabilities initially expressed in terms of foreign currency are translated into U.S. dollars at the spot rate.

Forward foreign currency exchange contracts ("forward contracts") generally are valued using the forward rate obtained from a Service and are categorized within Level 2 of the fair value hierarchy. Futures contracts will be valued at the most recent settlement price and are generally categorized within Level 1 of the fair value hierarchy. Generally, over-the-counter ("OTC") option contracts are valued at the mean between the bid and asked price and are generally categorized within Level 2 of the fair value hierarchy. Investments in swap agreements are valued each business day by a Service. Swap agreements are valued by the Service by using a swap pricing model which incorporates among other factors, default probabilities, recovery rates, credit curves of the underlying issuer and swap spreads on interest rates and are generally categorized within Level 2 of the fair value hierarchy.

Pursuant to a securities lending agreement with BNY, the fund may lend securities to qualified institutions. It is the fund's policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by the Adviser, or U.S. Government and Agency securities. The securities on loan, if any, are also disclosed in the fund's Schedule of Investments. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, BNY is required to replace the securities for the benefit of the fund or credit the fund with the market value of the unreturned securities and is subrogated to the fund's rights against the borrower and the collateral. Additionally, the contractual maturity of security lending transactions are on an overnight and continuous basis.

**TBA Securities:** During the period ended March 31, 2026, the fund transacted in TBA securities that involved buying or selling mortgage-backed securities on a forward commitment basis. A TBA transaction typically does not designate the actual security to be delivered and only includes an approximate principal amount; however, delivered securities must meet specified terms defined by industry guidelines, including issuer, rate and current principal amount outstanding on underlying mortgage pools. TBA securities subject to a forward commitment to sell at period end are included at the end of the fund's Schedule of Investments.

**Derivatives:** A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at March 31, 2026 is discussed below.

**Futures:** In the normal course of pursuing its investment objective, the fund is exposed to market risk, including interest rate risk, as a result of changes in value of underlying financial instruments. The fund invests in futures in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, these investments require initial margin deposits with a counterparty, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss which is reflected in the Statement of Operations. There is minimal counterparty credit risk to the fund with futures since they are exchange traded, and the exchange guarantees the futures against default. Futures open at March 31, 2026 are set forth in the fund's Schedule of Investments.

**Options Transactions**: The fund purchases and writes (sells) put and call options to hedge against changes in the values of foreign currencies, credit, or as a substitute for an investment. The fund is subject to market risk, currency risk and credit risk in the course of pursuing its investment objectives through its investments in options contracts. A call option gives the purchaser of the option the right (but not the obligation) to buy, and obligates the writer to sell, the underlying financial instrument at the exercise price at any time during the option period, or at a specified date. Conversely, a put option gives the purchaser of the option the right (but not the obligation) to sell, and obligates the writer to buy the underlying financial instrument at the exercise price at any time during the option period, or at a specified date.

As a writer of call options, the fund receives a premium at the outset and then bears the market risk of unfavorable changes in the price of the financial instrument underlying the option. Generally, the fund realizes a gain, to the extent of the premium, if the price of the underlying financial instrument decreases between the date the option is written and the date on which the option is terminated. Generally, the fund incurs a loss if the price of the financial instrument increases between those dates. The maximum payout for those contracts is limited to the number of call option contracts written and the underlying price of the instrument above the strike price, respectively. <br>As a writer of put options, the fund receives a premium at the outset and then bears the market risk of unfavorable changes in the price of the financial instrument underlying the option. Generally, the fund realizes a gain, to the extent of the premium, if the price of the

**22**

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underlying financial instrument increases between the date the option is written and the date on which the option is terminated. Generally, the fund incurs a loss if the price of the financial instrument decreases between those dates. The maximum payout for those contracts is limited to the number of put option contracts written and the related strike prices, respectively. <br>As a writer of an option, the fund has no control over whether the underlying financial instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the financial instrument underlying the written option. There is a risk of loss from a change in value of such options which may exceed the related premiums received. The risk of non-payment may be mitigated by Master Agreements, if any, between the fund and the counterparty and the posting of collateral, if any, by the counterparty to the fund to cover the fund's exposure to the counterparty. The Statement of Operations reflects any unrealized gains or losses which occurred during the period as well as any realized gains or losses which occurred upon the expiration or closing of the option transaction. <br>Purchased and written options on swaps ("swaptions") are used primarily to preserve a return or spread on a particular investment or portion of the fund holdings. The purchaser and writer of a swaption is buying or granting the right to enter into a previously agreed upon interest rate or credit default swap agreement (interest rate risk and/or credit risk) at any time before the expiration of the option. Options purchased and written open at March 31, 2026 are set forth in the Schedule of Investments.

**Forward Foreign Currency Exchange Contracts**: The fund enters into forward contracts in order to hedge its exposure to changes in foreign currency exchange rates on its foreign portfolio holdings, to settle foreign currency transactions or as a part of its investment strategy. When executing forward contracts, the fund is obligated to buy or sell a foreign currency at a specified rate on a certain date in the future. With respect to sales of forward contracts, the fund incurs a loss if the value of the contract increases between the date the forward contract is opened and the date the forward contract is closed. The fund realizes a gain if the value of the contract decreases between those dates. With respect to purchases of forward contracts, the fund incurs a loss if the value of the contract decreases between the date the forward contract is opened and the date the forward contract is closed. The fund realizes a gain if the value of the contract increases between those dates. Any realized or unrealized gains or losses which occurred during the period are reflected in the Statement of Operations. The fund is exposed to foreign currency risk as a result of changes in value of underlying financial instruments. The fund is also exposed to credit risk associated with counterparty non-performance on these forward contracts, which is generally limited to the unrealized gain on each open contract. The risk of non-payment may be mitigated by Master Agreements, if any, between the fund and the counterparty and the posting of collateral, if any, by the counterparty to the fund to cover the fund's exposure to the counterparty. Forward contracts open at March 31, 2026 are set forth in the Schedule of Investments.

**Swap Agreements**: The fund enters into swap agreements to exchange the interest rate on, or return generated by, one nominal instrument for the return generated by another nominal instrument. Swap agreements are privately negotiated in the over-the-counter ("OTC") market or centrally cleared. The fund enters into these agreements to hedge certain market or interest rate risks, to manage the interest rate sensitivity (sometimes called duration) of fixed income securities, to provide a substitute for purchasing or selling particular securities or to increase potential returns.

For OTC swaps, the fund accrues for interim payments on a daily basis, with the net amount recorded within unrealized appreciation (depreciation) on swap agreements in the Statement of Assets and Liabilities. Once the interim payments are settled in cash, the net amount is recorded as a realized gain (loss) on swaps, in addition to realized gain (loss) recorded upon the termination of swap agreements in the Statement of Operations. Upfront payments made and/or received by the fund, are recorded as an asset and/or liability in the Statement of Assets and Liabilities and are recorded as a realized gain or loss ratably over the agreement's term/event with the exception of forward starting interest rate swaps which are recorded as realized gains or losses on the termination date.

Upon entering into centrally cleared swap agreements, an initial margin deposit is required with a counterparty, which consists of cash or cash equivalents. The amount of these deposits is determined by the exchange on which the agreement is traded and is subject to change. The change in valuation of centrally cleared swaps is recorded as a receivable or payable for variation margin in the Statement of Assets and Liabilities. Payments received from (paid to) the counterparty, including upon termination, are recorded as realized gain (loss) in the Statement of Operations.

Fluctuations in the value of swap agreements are recorded for financial statement purposes as unrealized appreciation or depreciation on swap agreements.

**Interest Rate Swaps:** Interest rate swaps involve the exchange of commitments to pay and receive interest based on a notional principal amount. The fund may elect to pay a fixed rate and receive a floating rate, or receive a fixed rate and pay a floating rate on a notional

**23**

------

principal amount. The net interest received or paid on interest rate swap agreements is included within realized gain (loss) on swap agreements in the Statement of Operations. Interest rate swap agreements are subject to general market risk, liquidity risk, counterparty risk and interest rate risk.

The fund enters into inflation swap agreement to gain exposure to inflation. An inflation swap is an agreement in which one party agrees to pay the cumulative percentage increase in a price index (such as the Consumer Price Index (CPI) with respect to CPI swaps) over the term of the swap (with some lag on the inflation index), and the other pays a compounded fixed rate. Inflation swaps may be used to protect the value of securities against an unexpected change in the rate of inflation measured by an inflation index since the value of these agreements is expected to increase if there are unexpected inflation increases. Inflation swap agreements are within Interest rate swaps open at March 31, 2026 which are set forth in the Schedule of Investments.

For OTC swaps, the fund's maximum risk of loss from counterparty risk is the discounted value of the cash flows to be received from the counterparty over the agreement's remaining life, to the extent that the amount is positive. The risk of non-payment may be mitigated by Master Agreements, if any, between the fund and the counterparty and the posting of collateral, if any, by the counterparty to the fund to cover the fund's exposure to the counterparty. There is minimal counterparty risk to the fund with centrally cleared swaps since they are exchange traded and the exchange guarantees these swaps against default. Interest rate swaps open at March 31, 2026 are set forth in the Schedule of Investments.

**Credit Default Swaps:** Credit default swaps involve commitments to pay a fixed interest rate in exchange for payment if a credit event affecting a third party (the referenced obligation or index) occurs. Credit events may include a failure to pay interest or principal, bankruptcy, or restructuring. The fund enters into these agreements to manage its exposure to the market or certain sectors of the market, to reduce its risk exposure to defaults of corporate and sovereign issuers, or to create exposure to corporate or sovereign issuers to which it is not otherwise exposed. For those credit default swaps in which the fund is paying a fixed rate, the fund is buying credit protection on the instrument. In the event of a credit event, the fund would receive the full notional amount for the reference obligation. For those credit default swaps in which the fund is receiving a fixed rate, the fund is selling credit protection on the underlying instrument. The maximum payouts for these agreements are limited to the notional amount of each swap. Credit default swaps may involve greater risks than if the fund had invested in the reference obligation directly and are subject to general market risk, liquidity risk, counterparty risk and credit risk. The risk of non-payment may be mitigated by Master Agreements, if any, between the fund and the counterparty and the posting of collateral, if any, by the counterparty to the fund to cover the fund's exposure to the counterparty. <br>The maximum potential amount of future payments (undiscounted) that a fund as a seller of protection could be required to make under a credit default swap agreement would be an amount equal to the notional amount of the agreement which may exceed the amount of unrealized appreciation or depreciation reflected in the Statement of Assets and Liabilities. Notional amounts of all credit default swap agreements are disclosed in the Schedule of Investments, which summarizes open credit default swaps entered into by the fund. These potential amounts would be partially offset by any recovery values of the respective referenced obligations, underlying securities comprising the referenced index, upfront payments received upon entering into the agreement, or net amounts received from the settlement of buy protection credit default swap agreements entered into by the fund for the same referenced entity or entities. Credit default swaps open at March 31, 2026 are set forth in the Schedule of Investments. <br>GAAP requires disclosure for (i) the nature and terms of the credit derivative, reasons for entering into the credit derivative, the events or circumstances that would require the seller to perform under the credit derivative, and the current status of the payment/performance risk of the credit derivative, (ii) the maximum potential amount of future payments (undiscounted) the seller could be required to make under the credit derivative, (iii) the fair value of the credit derivative, and (iv) the nature of any recourse provisions and assets held either as collateral or by third parties. All required disclosures have been made and are incorporated within the current period as part of the Notes to the Schedule of Investments and disclosures within this Note.

At March 31, 2026, accumulated net unrealized depreciation on investments inclusive of derivative contracts was $78,253,360, consisting of $94,617,206 gross unrealized appreciation and $172,870,566 gross unrealized depreciation.

At March 31, 2026, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Schedule of Investments).

Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC on Form N-CSR.

**24**

------

## 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 Investment Funds I

- **b. Investment Company Act file number:** 811-04813

- **c. CIK number of Registrant:** 0000799295

- **d. LEI of Registrant:** 5493000M3XIJVKIWWS65

- **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 Global Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000011502

- **c. LEI of Series:** 54930048HUN7HSXSKS89

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4972471232.18

**Total Liabilities:** $276190382.97

**Net Assets:** $4696280849.21

**Stand-by Commitments:** $100970414.17

**Cash Not Reported:** $175116893.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 306.22742000 | **1-Year:** 91284.46587000 | **5-Year:** 1215247.17670000 | **10-Year:** 612150.38593000 | **30-Year:** -56930.97892000

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

- **3-Month:** 0.00000000 | **1-Year:** 3785.07490000 | **5-Year:** 53973.49083000 | **10-Year:** 46110.90317000 | **30-Year:** 4799.25736000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000081694 | 0.05%                | 1.29%                | -2.13%               |
| Class ID C000031763 | 0.05%                | 1.33%                | -2.13%               |
| Class ID C000130461 | 0.05%                | 1.33%                | -2.11%               |
| Class ID C000081695 | 0.00%                | 1.19%                | -2.20%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10307273.08             | $-2756011.92                               |
| Month 2  | $-20044893.86            | $81181285.50                               |
| Month 3  | $11697810.78             | $-180252687.38                             |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate Index (Hedged)

- **Index Identifier:** LEGATRUH

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Stack Infrastructure Issuer Llc                                                      | SIDC 2025-1A A2                                                   | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |      4900000 | PA      | $4834819.71   | 0.10%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                    | Euro(FGBS) Schatz Futures                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         2109 | NC      | $-2495784.54  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                                   | ARCC 5.8 03/08/32                                                 | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      4600000 | PA      | $4540428.53   | 0.10%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Quebec (Province Of)                                                                 | Q 4.2 12/01/57                                                    | CUSIP: 74814ZFU2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |     19487000 | PA      | $12745486.99  | 0.27%             | 2057-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                         | NOK/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $63619.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RJ2655                                                         | CUSIP: 3142GS5R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15397149 | PA      | $15308818.75  | 0.33%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2023-NQM2                                                         | ADMT 2023-NQM2 A1                                                 | CUSIP: 00002DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2142412 | PA      | $2138996.32   | 0.05%             | 2068-05-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES V6.1 08/15/56 A                                                | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      3158000 | PA      | $3120299.57   | 0.07%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Australia (Commonwealth of)                                                          | ACGB 4.5 04/21/33 140                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     22400000 | PA      | $15163555.51  | 0.32%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                    | Euro(FGBL) Bund Futures                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -729 | NC      | $1255706.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                           | GBP/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $169450.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                   | SPGB 3.45 10/31/34                                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     31250000 | PA      | $36330939.07  | 0.77%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS EUR                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-267851.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.625 02/15/46                                                  | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83600000 | PA      | $80602155.83  | 1.72%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 6 11/30/65                                                     | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4543000 | PA      | $4405640.58   | 0.09%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Zealand (Government Of)                                                          | NZGB 4.25 05/15/34 0534                                           | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      9220000 | PA      | $5190157.29   | 0.11%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                         | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -31750000 | PA      | $-31316962.39 | -0.67%            | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                         | USD/CAD FORWARD                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1102815.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                      | QTC 5 07/21/37                                                    | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     17200000 | PA      | $11128054.52  | 0.24%             | 2037-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA6051                                                         | CUSIP: 3140QDWM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28886568 | PA      | $25925118.82  | 0.55%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                         | USD/GBP FORWARD                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-27753.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                           | THB/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1851646.04   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK, NATIONAL ASSOCIATION                                            | SWOP CDS ITRAXX.EU.45.V1                                          | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DCR              | CORP              | US        |    276975000 | NC      | $468016.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA5689                                                         | CUSIP: 3140QDKB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1721643 | PA      | $1544329.08   | 0.03%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | GBP/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $249393.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                           | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-9923.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021-N2                                               | CRVNA 2021-N2 C                                                   | CUSIP: 14686KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       357900 | PA      | $351517.06    | 0.01%             | 2028-03-10      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK, NATIONAL ASSOCIATION                                            | SWOP CDS CDX.NA.IG.45.V1                                          | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DCR              | CORP              | US        |    455000000 | NC      | $725019.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RB5255                                                         | CUSIP: 3133KYZU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8565847 | PA      | $8695465.55   | 0.19%             | 2043-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                             | AESOP 2023-8A A                                                   | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      2831000 | PA      | $2939214.41   | 0.06%             | 2030-02-20      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                              | FR SD7526                                                         | CUSIP: 3132DVLF0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     15006037 | PA      | $12888574.62  | 0.27%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                                                  | CZGB 3 03/03/33 156                                               | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    149730000 | PA      | $6350530.48   | 0.14%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH (Berlin)                                                  | DBHNGR 1.375 03/03/34 EMTN                                        | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |       726000 | PA      | $721203.52    | 0.02%             | 2034-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | SWOP CDS ITRAXX.EU.44.V1                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |    327100000 | NC      | $322590.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | USD/AUD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1010109.53   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | CDS TRANSDIGM INC                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-792351.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                     | PCG V7.375 03/15/55                                               | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      6623000 | PA      | $6670979.79   | 0.14%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | SWOP CDS CDX.NA.IG.45.V1                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -234550000 | NC      | $-12465.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                    | BRO 5.25 06/23/32                                                 | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      2770000 | PA      | $2766565.84   | 0.06%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SA0142                                                         | CUSIP: 3132CJEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24359398 | PA      | $24643538.44  | 0.52%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.75 05/15/55                                                   | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35850000 | PA      | $34918740.32  | 0.74%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | SWOP CDS ITRAXX.EU.44.V1                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |   -163650000 | NC      | $-958.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                      | SBATOW 2.593 10/15/31 144A                                        | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6340000 | PA      | $5677478.24   | 0.12%             | 2031-10-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | USD/CHF FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1286.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Belgium (Kingdom Of)                                                                 | BGB 3.1 06/22/35 103                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      8800000 | PA      | $9847957.06   | 0.21%             | 2035-06-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                           | CNH/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2149.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                       | SWOP CDS ITRAXX.EU.44.V1                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |    327100000 | NC      | $815563.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                   | GBP/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $8656.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                      | QTC 2 08/22/33                                                    | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      9256000 | PA      | $5085696.07   | 0.11%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                           | COP/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1105347.03  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CC0666                                                         | CUSIP: 3140Y6W48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14037916 | PA      | $14455254.25  | 0.31%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                | CZK/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $98083.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK V3.686 10/06/36 EMTN                                       | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      9360000 | PA      | $10438136.69  | 0.22%             | 2036-10-06      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                    | Euro(FOAT) OAT Futures                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -1642 | NC      | $5510044.34   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 7.122 11/07/33                                                  | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       840000 | PA      | $882814.71    | 0.02%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 2.2 03/20/64 17                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  16119900000 | PA      | $69920275.74  | 1.49%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-9890.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sweden (Kingdom Of)                                                                  | SGB 2.25 05/11/35 1066                                            | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     48000000 | PA      | $4846762.21   | 0.10%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                           | USD/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-23248.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance plc                                                       | NWGLN 6.375 10/28/34 EMTN                                         | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      4510000 | PA      | $6090094.00   | 0.13%             | 2034-10-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB0090                                                         | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14067545 | PA      | $11432681.29  | 0.24%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 7.2 06/10/30                                                    | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1686411.33   | 0.04%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                      | URWFP 2.875 01/15/27 144A                                         | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      5510000 | PA      | $5442990.36   | 0.12%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.75 02/15/45                                                   | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     38400000 | PA      | $37741499.90  | 0.80%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| MERCHANTS FLEET FUNDING LLC                                                          | MFF 2025-1A A                                                     | CUSIP: 588926AL9<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |      8687000 | PA      | $8704704.11   | 0.19%             | 2039-01-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                         | CGB 3 10/15/53 INBK                                               | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     30610000 | PA      | $5029242.45   | 0.11%             | 2053-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Springcastle I Spv Llc                                                               | SCFT 2020-AA A                                                    | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1246955 | PA      | $1175989.19   | 0.03%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Austria (Republic of)                                                                | RAGB 2.9 02/20/34                                                 | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     20575000 | PA      | $23354876.47  | 0.50%             | 2034-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                    | BRO 5.55 06/23/35                                                 | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      4140000 | PA      | $4136717.19   | 0.09%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Cellnex Finance Company S.A.U.                                                       | CLNXSM 2 02/15/33 EMTN                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      1600000 | PA      | $1612708.16   | 0.03%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB8995                                                         | CUSIP: 3140QU7H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8181399 | PA      | $8296753.71   | 0.18%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RR0038                                                         | CUSIP: 3142JCBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19500059 | PA      | $19656709.67  | 0.42%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.5 10/31/27                                                    | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     78000000 | PA      | $77594765.82  | 1.65%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD6304                                                         | CUSIP: 3132DUAD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16772974 | PA      | $17097534.69  | 0.36%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | SWOP CDS ITRAXX.EU.44.V1                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |   -164750000 | NC      | $-1243429.98  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | USD/JPY FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1729081.57   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ENT AUTO RECEIVABLES TRUST 2023-1                                                    | ENT 2023-1A A3                                                    | CUSIP: 293601AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       847731 | PA      | $851276.46    | 0.02%             | 2029-01-16      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                        | NZD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-97846.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS EUR                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-1782916.63  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                           | USD/NZD FORWARD                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-165551.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                                                       | EU 0.2 06/04/36 SURE                                              | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | BE        |     14551000 | PA      | $12275252.54  | 0.26%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 6.125 02/09/38                                                | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      3858000 | PA      | $3764443.50   | 0.08%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 B.V.                                                       | HBRLN V3 PERP NC8                                                 | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      6900000 | PA      | $7630857.15   | 0.16%             | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                           | MRKGR V3.875 08/27/54                                             | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |      1400000 | PA      | $1600345.90   | 0.03%             | 2054-08-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS1365                                                         | CUSIP: 3140XGQT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11979308 | PA      | $10788632.24  | 0.23%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                           | EART 2024-5A C                                                    | CUSIP: 30165BAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       720000 | PA      | $721963.01    | 0.02%             | 2030-01-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                      | ADC 2023-1A A2                                                    | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3914000 | PA      | $3932731.23   | 0.08%             | 2048-08-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                         | USD/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-24597.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH (Berlin)                                                  | DBHNGR 1.625 08/16/33 EMTN                                        | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      1390000 | PA      | $1425825.40   | 0.03%             | 2033-08-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                         | EXC 5.6 03/15/53                                                  | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      4480000 | PA      | $4222577.50   | 0.09%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                | ONT 4.15 12/02/54                                                 | CUSIP: 68333ZBA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |     11261000 | PA      | $7414078.56   | 0.16%             | 2054-12-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                            | DUK 4.85 01/15/34                                                 | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      9715000 | PA      | $9711786.28   | 0.21%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS INTERNATIONAL                                                          | SWOP CDS CDX.NA.IG.45.V1                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -233700000 | NC      | $-12420.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                                   | TTWO 5.6 06/12/34                                                 | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      1590000 | PA      | $1618713.44   | 0.03%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | CDS ELECTROLUX AB                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |            1 | NC      | $-2086.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                      | QTC 4.5 08/22/35                                                  | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     17503000 | PA      | $11134976.22  | 0.24%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 1.5 07/31/53                                                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    113800000 | PA      | $65287984.02  | 1.39%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS EUR                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-1765870.00  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 03/31/30                                                      | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    138175000 | PA      | $138687759.13 | 2.95%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $51842.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                       | AARB V5.625 12/12/34 EMTN                                         | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      9800000 | PA      | $11552743.87  | 0.25%             | 2034-12-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                    | EURO(FGBX) Buxl Futures                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         1246 | NC      | $-2080065.61  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC / Vantage Data Centers Cda Qc4 Ltd.         | VDCR 2023-1A A2A                                                  | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      5630000 | PA      | $5618349.28   | 0.12%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                   | SPGB 0.7 04/30/32                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     21750000 | PA      | $21862282.49  | 0.47%             | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Portugal (Republic Of)                                                               | PGB 2.875 10/20/34 11Y                                            | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      9550000 | PA      | $10709920.88  | 0.23%             | 2034-10-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                         | CGB 2.15 08/25/55 INBK                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    106000000 | PA      | $14881607.02  | 0.32%             | 2055-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                | USD/COP FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-113462.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                        | USD/PEN FORWARD                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1451845.82   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                   | USD/CHF FORWARD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $463796.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TIF FUNDING III LLC                                                                  | TIF 2024-1A A                                                     | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6709900 | PA      | $6753569.37   | 0.14%             | 2049-04-20      | Fixed         | 5.48%                 | 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        |          238 | NC      | $-396277.55   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SB8505                                                         | CUSIP: 3132D6NW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11392367 | PA      | $10833265.32  | 0.23%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                                               | Ten-Year Government of Canada Bond Futures                        | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |          331 | NC      | $-385977.49   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                                                           | CARR 5.9 03/15/34                                                 | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      4583000 | PA      | $4837250.17   | 0.10%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | CDS ZIGGO BOND CO BV                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $33300.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                            | KHC 5 06/04/42                                                    | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      5747000 | PA      | $5057983.26   | 0.11%             | 2042-06-04      | Fixed         | 5.00%                 | 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        |      9592000 | PA      | $9352249.69   | 0.20%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                         | USD/AUD FORWARD                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2973544.69   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                           | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $20157.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.625 09/30/30                                                  | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    114250000 | PA      | $117512373.33 | 2.50%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM1                                        | NRZT 2022-NQM1 A1                                                 | CUSIP: 64830JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4097828 | PA      | $3704306.18   | 0.08%             | 2061-04-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                       | SWOP CDS ITRAXX.EU.44.V1                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |   -317300000 | NC      | $-883903.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MBONO 8 02/21/36 M                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    280000000 | PA      | $14324789.38  | 0.31%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB9205                                                         | CUSIP: 3140QVGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17292108 | PA      | $17162609.39  | 0.37%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 1.4 12/20/42 183                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    157850000 | PA      | $779194.47    | 0.02%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                      | CDS ITRAXX.EU.XO.45.V1                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-549117.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.625 09/30/30                                                  | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145302800 | PA      | $143506380.80 | 3.06%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6.1 09/26/65                                                 | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3407000 | PA      | $2827077.63   | 0.06%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                         | CUSIP: 01F022642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84800000 | PA      | $71311500.00  | 1.52%             | 2056-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                         | CGB 3.73 05/25/70 INBK                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    123170000 | PA      | $23749227.11  | 0.51%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                         | CAD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $87005.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 5.375 01/31/56                                                | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      2500000 | PA      | $3235525.14   | 0.07%             | 2056-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | CAD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $107430.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                                 | SRTGR 4.875 09/14/35                                              | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4781073.01   | 0.10%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                           | USD/THB FORWARD                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-118338.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 08/31/32                                                  | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16800000 | PA      | $16591640.69  | 0.35%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                | USD/KRW FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $147745.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                       | SWOP CDS ITRAXX.EU.44.V1                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |   -167350000 | NC      | $-1474256.99  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                               | FABSJV 6.25 01/25/35                                              | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      8370000 | PA      | $8775326.21   | 0.19%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INVESCO US CLO 2023-3 LTD                                                            | INVCO 2023-3A AR                                                  | CUSIP: 46091RAL7<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |     11113232 | PA      | $11117443.91  | 0.24%             | 2038-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                             | APTV 3.1 12/01/51                                                 | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      2770000 | PA      | $1710559.07   | 0.04%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES V6.35 08/15/56 B                                               | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      1603000 | PA      | $1582301.86   | 0.03%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA7025                                                         | CUSIP: 3140QEYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5728178 | PA      | $4945599.84   | 0.11%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.625 02/15/55                                                  | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     14275000 | PA      | $13618684.61  | 0.29%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FA1108                                                         | CUSIP: 3140W1GS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17869363 | PA      | $17397032.01  | 0.37%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                 | FRTR 3.25 05/25/55 OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      8625000 | PA      | $8020545.44   | 0.17%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alberta (Province Of)                                                                | ALTA 3.1 06/01/50                                                 | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | MUN               | CA        |      4172000 | PA      | $2308710.60   | 0.05%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance plc                                                       | NWGLN 5.5 10/02/37 EMTN                                           | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      4130000 | PA      | $5044146.01   | 0.11%             | 2037-10-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | SWOP CDS CDX.NA.IG.45.V1                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -235550000 | NC      | $-45471.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                           | USD/HUF FORWARD                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-35165.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                           | JPY/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $5584.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 1.1 03/20/43 184                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    453400000 | PA      | $2112771.72   | 0.04%             | 2043-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                     | TCV 4.75 09/15/36 MTN                                             | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     41354000 | PA      | $26439070.67  | 0.56%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                           | USD/AUD FORWARD                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-702848.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                  | BTPS 4.3 10/01/54 30Y                                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     69495000 | PA      | $77143026.66  | 1.64%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                           | CAD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $642280.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                         | CUSIP: 01F030645<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32450000 | PA      | $28507063.78  | 0.61%             | 2056-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | SWOP CDS ITRAXX.EU.44.V1                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |   -164750000 | NC      | $-4926.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.32 07/19/35                                                 | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     17340000 | PA      | $17405922.87  | 0.37%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                            | APODS 5.7 01/23/31 144A                                           | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |      7775000 | PA      | $7590043.40   | 0.16%             | 2031-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                         | CUSIP: 01F022642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -84800000 | PA      | $-71311500.00 | -1.52%            | 2056-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                               | CAN 3.25 09/01/28                                                 | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     17600000 | PA      | $12761929.41  | 0.27%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS EUR                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-5679205.41  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                             | AESOP 2023-4A A                                                   | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      3643000 | PA      | $3714869.83   | 0.08%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                           | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-26414.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 1 03/20/62 15                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    431700000 | PA      | $1284790.67   | 0.03%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Korea (Republic Of)                                                                  | KTB 3.25 03/10/53 5303                                            | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  18165000000 | PA      | $10667599.14  | 0.23%             | 2053-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRP 2021 LLC                                                                         | TRP 2021-1 A                                                      | CUSIP: 87267CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5819308 | PA      | $5645341.60   | 0.12%             | 2051-06-17      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $50909.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                         | USD/CNH FORWARD                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1956.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FA0447                                                         | CUSIP: 3140W0P90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11132499 | PA      | $11485728.66  | 0.24%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                                                | THAIGB 2.41 03/17/35                                              | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    574550000 | PA      | $17765295.75  | 0.38%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                         | CGB 1.61 02/15/35 INBK                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    526050000 | PA      | $75215556.79  | 1.60%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                       | CDS MEDIOBANCA BANCA DI CREDITO FINANZIARIO SPA                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-3365.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V5.449 06/11/35                                                 | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       670000 | PA      | $679577.97    | 0.01%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH (Berlin)                                                  | DBHNGR 0.625 04/15/36 EMTN                                        | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      2890000 | PA      | $2512645.69   | 0.05%             | 2036-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| P3 Group S.a r.l.                                                                    | PTHREE 3.75 04/02/33 EMTN                                         | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |      6890000 | PA      | $7625001.32   | 0.16%             | 2033-04-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                      | URWFP 2.875 01/15/27 REGS                                         | CUSIP: 000000000<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      2764000 | PA      | $2730385.72   | 0.06%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                      | FR SD5726                                                         | CUSIP: 3132DTLF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5856369 | PA      | $5208635.40   | 0.11%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | USD/NOK FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-59190.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Finland (Republic Of)                                                                | RFGB 3 09/15/33 10Y                                               | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      3750000 | PA      | $4293433.72   | 0.09%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                         | USD/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $22465.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | USD/MYR FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $520584.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 4.375 07/31/54                                                | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    111865000 | PA      | $123337717.95 | 2.63%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | USD/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $22973.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RA8715                                                         | CUSIP: 3133KQVG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22693960 | PA      | $22528684.48  | 0.48%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS7743                                                         | CUSIP: 3140XPS91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9414302 | PA      | $9574358.97   | 0.20%             | 2043-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Switzerland (Government Of)                                                          | SWISS 0.5 06/27/32                                                | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     14445000 | PA      | $18368585.19  | 0.39%             | 2032-06-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                   | PERU 7.6 08/12/39 144A                                            | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      8000000 | PA      | $2378631.73   | 0.05%             | 2039-08-12      | Fixed         | 7.60%                 | 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: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |     57691282 | NS      | $57691281.72  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | CDS YUM! BRANDS INC                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-62163.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 02/28/31                                                   | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19300000 | PA      | $19552935.57  | 0.42%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 5.55 11/15/35                                                 | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      1920000 | PA      | $1851107.33   | 0.04%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                         | NZD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $27170.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FA4350                                                         | CUSIP: 3140W4ZQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8666040 | PA      | $8579697.15   | 0.18%             | 2037-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| P3 Group S.a r.l.                                                                    | PTHREE 4 04/19/32 EMTN                                            | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |      1909000 | PA      | $2162961.81   | 0.05%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 5.95 03/13/66                                                | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     15197000 | PA      | $15258393.60  | 0.32%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | NOK/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $10882.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                      | URWFP 4.125 09/20/28 144A                                         | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      2326000 | PA      | $2296456.15   | 0.05%             | 2028-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                            | IRS IFS GBP                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-1560938.92  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                         | USD/CNH FORWARD                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $8371.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD1657                                                         | CUSIP: 3132DNZW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20844787 | PA      | $17894762.24  | 0.38%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Denmark (Kingdom Of)                                                                 | DGB 4.5 11/15/39 31Y                                              | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     14250000 | PA      | $2561704.48   | 0.05%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                      | QTC 1.75 07/20/34                                                 | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     27809000 | PA      | $14451704.35  | 0.31%             | 2034-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                        | SEK/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-27909.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 0.7 12/20/50 69                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    188750000 | PA      | $629354.97    | 0.01%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.625 02/15/35                                                  | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    196924500 | PA      | $202082230.32 | 4.30%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| UBS Securities LLC                                                                   | USD/DKK FORWARD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $36987.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRIUMPH RAIL LLC                                                                     | TRP 2021-2 A                                                      | CUSIP: 89683LAA8<br>LEI: 5493004VSVYOZVEYVJ29 | Long             | ABS-O            | CORP              | US        |      5679596 | PA      | $5506931.75   | 0.12%             | 2051-06-17      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                | HGB 2.25 04/20/33 33/A                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       710000 | PA      | $1568.97      | 0.00%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                        | CHF/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |            1 | NC      | $82790.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea (Republic Of)                                                                  | KTB 2.625 06/10/35 3506                                           | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 220500000000 | PA      | $129706998.32 | 2.76%             | 2035-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                 | NSWTC 4.25 02/20/36                                               | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     10116000 | PA      | $6285768.50   | 0.13%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | CDS ELECTROLUX AB                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |            1 | NC      | $-2134.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                         | EXC 5.875 03/15/55                                                | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      6700000 | PA      | $6536108.96   | 0.14%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| UBS Securities LLC                                                                   | USD/CHF FORWARD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-21005.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLT 2023-2 MORTGAGE LOAN TRUST                                                      | COLT 2023-2 A1                                                    | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-O            | CORP              | US        |      1513747 | PA      | $1516542.63   | 0.03%             | 2068-07-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | GBP/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-22622.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                           | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-20985.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                                                            | AKEFP 3.5 09/09/33 EMTN                                           | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      5800000 | PA      | $6424933.08   | 0.14%             | 2033-09-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 05/15/35                                                   | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50900000 | PA      | $50773744.08  | 1.08%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                         | USD/AUD FORWARD                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $6172.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore (Republic of)                                                              | SIGB 3.375 09/01/33                                               | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      5615000 | PA      | $4723203.31   | 0.10%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                      | CDS CDX.NA.IG.46.V1                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $5657609.77   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD6847                                                         | CUSIP: 3132DUTC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2588119 | PA      | $2638874.84   | 0.06%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -4748 | NC      | $8236957.59   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                           | USD/AUD FORWARD                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $27027.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                              | FR SD7554                                                         | CUSIP: 3132DVMB8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |      5558770 | PA      | $4782034.06   | 0.10%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                | CHF/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-122190.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 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        |          978 | NC      | $-1108966.63  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                                                | NZD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-111232.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-40008.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                 | NSWTC 4.75 02/20/37                                               | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      7835600 | PA      | $5005520.80   | 0.11%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.75 08/31/31                                                   | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000000 | PA      | $59266406.40  | 1.26%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                       | SWOP CDS ITRAXX.EU.44.V1                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |    317300000 | NC      | $302496.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea (Republic Of)                                                                  | KTB 3.25 12/10/35 3512                                            | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  15000000000 | PA      | $9306138.18   | 0.20%             | 2035-12-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                                                   | Long Gilt Future - ICEU                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        -1405 | NC      | $8867928.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                         | TII 2.375 02/15/55                                                | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     57040674 | PA      | $53071763.60  | 1.13%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Volksbank Wien AG                                                                    | VOWIBA V5.5 12/04/35                                              | CUSIP: 000000000<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |      7700000 | PA      | $9046446.29   | 0.19%             | 2035-12-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Angola (Republic of)                                                                 | ANGOL 9.875 03/31/37 144A                                         | CUSIP: 035198AL4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      5640000 | PA      | $5587793.79   | 0.12%             | 2037-03-31      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.892 10/22/36 I                                              | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10506000 | PA      | $10160284.10  | 0.22%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                   | PERU 6.9 08/12/37 REGS                                            | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    128600000 | PA      | $36664345.96  | 0.78%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                              | ENIIM 5.5 05/15/34 144A                                           | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      4609000 | PA      | $4723056.99   | 0.10%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS SEK                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $1191549.94   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                                | GBP/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $142.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                      | CDS ITRAXX.EU.FINSR.45.V1                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-13635320.47 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                        | WMB 5.3 09/30/35                                                  | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      8890000 | PA      | $8885738.49   | 0.19%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                          | KEL 6.6011 04/17/31 .                                             | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      2200000 | PA      | $3010698.12   | 0.06%             | 2031-04-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 3.7 04/01/51                                                 | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      3560000 | PA      | $2205464.89   | 0.05%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                                                              | NZD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-58618.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | USD/MYR FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-23601.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                         | USD/SEK FORWARD                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $118655.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                                                       | EU 3 03/04/53 UFA                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | BE        |      8406311 | PA      | $8012502.30   | 0.17%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                           | KRW/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $6929027.64   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                   | CYRUS 2023-2A A2                                                  | CUSIP: 23284BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5979000 | PA      | $5989570.87   | 0.13%             | 2048-11-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | TII 0.125 02/15/52                                                | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     69356224 | PA      | $36049099.37  | 0.77%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                         | USD/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1191429.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc.                                                                   | DPABS 2021-1A A2I                                                 | CUSIP: 25755TAN0<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |      5470312 | PA      | $5183401.17   | 0.11%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Ford Auto Securitization Trust II                                                    | FASTR 2022-AA A3                                                  | CUSIP: 345214AE0<br>LEI: 549300OMOD4L2OWKWN21 | Long             | ABS-O            | CORP              | CA        |      9082009 | PA      | $6614178.28   | 0.14%             | 2028-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC / Westfield UK & Europe Finance PLC                                  | URWFP 4.75 09/17/44 144A                                          | CUSIP: 92890HAD4<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      1662000 | PA      | $1391635.38   | 0.03%             | 2044-09-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Volksbank Wien AG                                                                    | VOWIBA V5.75 06/21/34                                             | CUSIP: 000000000<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |      3200000 | PA      | $3789068.26   | 0.08%             | 2034-06-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Korea (Republic Of)                                                                  | KTB 2.375 12/10/28 2812                                           | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  11350200000 | PA      | $7194347.37   | 0.15%             | 2028-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                       | BCRED 5.35 03/12/31                                               | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      5434000 | PA      | $5165252.35   | 0.11%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sequoia Logistics 2025-1 DAC                                                         | PELOG 2025-1A B                                                   | CUSIP: 000000000<br>LEI: 635400SNUE4YGPESHU40 | Long             | ABS-O            | CORP              | IE        |      7793000 | PA      | $9012700.37   | 0.19%             | 2037-02-17      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH (Berlin)                                                  | DBHNGR 1.875 05/24/30 EMTN                                        | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |       977000 | PA      | $1078236.99   | 0.02%             | 2030-05-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                    | BRO 5.65 06/11/34                                                 | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      4020000 | PA      | $4061269.44   | 0.09%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 08/15/35                                                   | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220056000 | PA      | $219265173.75 | 4.67%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS SECURITIES CORP.                                                         | NZD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-40073.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SL3456                                                         | CUSIP: 31427QZW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21024097 | PA      | $21172840.38  | 0.45%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                      | CDS ITRAXX.EU.45.V1                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $20131328.75  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 11/15/35                                                      | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    222700000 | PA      | $217254290.18 | 4.63%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | CDS ZIGGO BOND CO BV                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $35993.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                           | SEK/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-52476.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                       | SWOP CDS ITRAXX.EU.44.V1                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |   -167350000 | NC      | $-979.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                     | TCV 2 09/17/35                                                    | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      8814000 | PA      | $4464405.52   | 0.10%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASX CLEARING CORPORATION LIMITED                                                     | ASX 3 Year Treasury Bond Futures                                  | CUSIP: 000000000<br>LEI: 549300USWUR0S7VMM868 | N/A              | DIR              | CORP              | AU        |          594 | NC      | $-161583.62   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | USD/AUD FORWARD                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-30856.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK, NATIONAL ASSOCIATION                                            | SWOP CDS ITRAXX.EU.44.V1                                          | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DCR              | CORP              | US        |   -163650000 | NC      | $-4893.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ireland (Republic Of)                                                                | IRISH 2.6 10/18/34                                                | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      9050000 | PA      | $10065471.88  | 0.21%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| RLGH Finance Bermuda Ltd.                                                            | RESLIF 8.25 07/17/31                                              | CUSIP: 000000000<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |      7045000 | PA      | $7749375.44   | 0.17%             | 2031-07-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RB5364                                                         | CUSIP: 3133KY5Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14763318 | PA      | $14970684.40  | 0.32%             | 2045-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | USD/AUD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-163946.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FA3846                                                         | CUSIP: 3140W4HY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17274038 | PA      | $14228936.86  | 0.30%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | AUD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-21947.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | USD/JPY FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-8102.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Finance Company S.A.U.                                                       | CLNXSM 2 09/15/32 EMTN                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      3600000 | PA      | $3682841.52   | 0.08%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | USD/SEK FORWARD                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $49981.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MB0144                                                         | CUSIP: 3618N5ES4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24875794 | PA      | $23333004.69  | 0.50%             | 2055-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | SWOP CDS CDX.NA.IG.45.V1                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -235550000 | NC      | $-732479.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                       | BRITEL 3.75 01/03/35 EMTN                                         | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      4369000 | PA      | $4906304.85   | 0.10%             | 2035-01-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD4362                                                         | CUSIP: 3132E0Z39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8370436 | PA      | $8551450.38   | 0.18%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | USD/CAD FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2211.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 5.25 05/30/32 144a                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      9096000 | PA      | $10411627.36  | 0.22%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                         | CGB 1.92 01/15/55 INBK                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    406020000 | PA      | $53585371.99  | 1.14%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | CDS INTESA SANPAOLO SPA                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |            1 | NC      | $-71228.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                 | NSWTC 1.75 03/20/34                                               | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      8862000 | PA      | $4677651.16   | 0.10%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                       | BCRED 6.25 01/25/31                                               | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      6236000 | PA      | $6164351.91   | 0.13%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS IFS EUR                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $2089995.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 02/15/34                                                      | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     37170000 | PA      | $36670528.13  | 0.78%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                | AUD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-13058.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                           | USD/CAD FORWARD                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $170490.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FA1205                                                         | CUSIP: 3140W1KT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23304639 | PA      | $23779443.28  | 0.51%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                                | WAL V6.537 11/15/35                                               | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |      7840000 | PA      | $7686218.40   | 0.16%             | 2035-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                              | ENIIM 5.95 05/15/54 144A                                          | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      5459000 | PA      | $5435141.66   | 0.12%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | SWOP CDS CDX.NA.IG.45.V1                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -463900000 | NC      | $-147465.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greece (Republic Of)                                                                 | GGB 4.375 07/18/38                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      3438000 | PA      | $4104332.16   | 0.09%             | 2038-07-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                    | STOR 5.4 04/30/30 *                                               | CUSIP: 862123AB2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      1740000 | PA      | $1748718.50   | 0.04%             | 2030-04-30      | Fixed         | 5.40%                 | 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        |      9787779 | NS      | $9787778.57   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontario (Province Of)                                                                | ONT 4.6 12/02/55                                                  | CUSIP: 68333ZBF3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |     21393000 | PA      | $15211620.98  | 0.32%             | 2055-12-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OCTAGON 61 LTD                                                                       | OCT61 2023-2A A1R                                                 | CUSIP: 675947AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7900000 | PA      | $7907212.70   | 0.17%             | 2038-04-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                   | CHF/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $232032.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Finance Company S.A.U.                                                       | CLNXSM 3.5 05/22/32 EMTn                                          | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      2100000 | PA      | $2360729.45   | 0.05%             | 2032-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Repsol E&p Capital Markets US LLC                                                    | REPSEP 5.976 09/16/35 144A                                        | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      3423000 | PA      | $3485925.45   | 0.07%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 11/15/34                                                   | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     44825000 | PA      | $44820622.39  | 0.95%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| COLT 2023-4 MORTGAGE LOAN TRUST                                                      | COLT 2023-4 A1                                                    | CUSIP: 12598WAA0<br>LEI: 213800EHDFO4A3F7P416 | Long             | ABS-O            | CORP              | US        |      3712447 | PA      | $3741440.24   | 0.08%             | 2068-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| VERUS SEC TR 2023-4                                                                  | VERUS 2023-4 A1                                                   | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-O            | CORP              | US        |      1307042 | PA      | $1304882.11   | 0.03%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                         | SEK/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-130937.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                   | ABNANV V5.515 12/03/35 144A                                       | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     11200000 | PA      | $11359988.86  | 0.24%             | 2035-12-03      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                    | Long(FBTP) Term Euro                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          681 | NC      | $-2969448.73  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | U.S. Treasury Bond Futures, Jun-2026,ETH                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           11 | NC      | $-39005.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Australia (Commonwealth of)                                                          | ACGB 3 03/21/47 150                                               | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      5240000 | PA      | $2561430.82   | 0.05%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD6939                                                         | CUSIP: 3132DUV87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6449823 | PA      | $6574154.88   | 0.14%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS EUR                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $146764.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                   | CYRUS 2023-1A B                                                   | CUSIP: 23284BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1095195 | PA      | $1083226.71   | 0.02%             | 2048-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST 2025-A                                           | PNFED 2025-A A3                                                   | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1513000 | PA      | $1510183.85   | 0.03%             | 2030-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | CDS ELECTROLUX AB                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $24517.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | MXN/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $100836.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2019-2                                              | OMFIT 2019-2A B                                                   | CUSIP: 68269BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $482386.65    | 0.01%             | 2036-10-14      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                | USD/GBP FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $92185.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                   | ARCC 5.5 09/01/30                                                 | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      4615000 | PA      | $4535521.62   | 0.10%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | CDS YUM! BRANDS INC                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-93363.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB2371                                                         | CUSIP: 3140QMT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18265160 | PA      | $15738153.52  | 0.34%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | USD/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $11779.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | USD/CZK FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $16095.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | USD/THB FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-50326.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK, NATIONAL ASSOCIATION                                            | SWOP CDS CDX.NA.IG.45.V1                                          | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DCR              | CORP              | US        |   -910000000 | NC      | $-1188812.76  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                   | USD/SGD FORWARD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $45323.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                   | SPGB 3.25 04/30/34                                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     16975000 | PA      | $19512959.54  | 0.42%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 5.625 09/22/35                                                | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      4693000 | PA      | $4547517.00   | 0.10%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REGATTA XXV FUNDING LTD                                                              | REG25 2023-1A A1R                                                 | CUSIP: 758978AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5775000 | PA      | $5780607.53   | 0.12%             | 2038-07-15      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Korea (Republic Of)                                                                  | KTB 4.25 12/10/32 3212                                            | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  42127800000 | PA      | $28157337.79  | 0.60%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.8 09/26/32                                                 | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1260000 | PA      | $1200332.52   | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RB5355                                                         | CUSIP: 3133KY5Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26259077 | PA      | $26595821.34  | 0.57%             | 2045-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V3.981 01/23/37 GMTN                                           | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15468000 | PA      | $17433812.41  | 0.37%             | 2037-01-23      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                | USD/GBP FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $59018.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB9612                                                         | CUSIP: 3140QVVE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13767621 | PA      | $13912642.35  | 0.30%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea (Republic Of)                                                                  | KTB 3.125 09/10/52 5209                                           | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   8610000000 | PA      | $4932549.46   | 0.11%             | 2052-09-10      | Fixed         | 3.12%                 | 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        |        -2699 | NC      | $426778.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.95 09/26/55                                                | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3853000 | PA      | $3243811.42   | 0.07%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS9412                                                         | CUSIP: 3140XRN68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23730302 | PA      | $24188088.30  | 0.52%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS IFS USD                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-501744.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | NOK/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $20405.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | CAD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-201978.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | USD/CAD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-671183.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DATABANK ISSUER LLC                                                                  | HYPER 2025-1A A2                                                  | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20920000 | PA      | $20334034.98  | 0.43%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ASX CLEARING CORPORATION LIMITED                                                     | ASX 10 Year Treasury Bond Futures                                 | CUSIP: 000000000<br>LEI: 549300USWUR0S7VMM868 | N/A              | DIR              | CORP              | AU        |         7225 | NC      | $-3758123.61  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG V5.057 01/14/37                                              | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     19867000 | PA      | $19527038.88  | 0.42%             | 2037-01-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                                   | SVTLN 5.25 04/04/36 EMTN                                          | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      1657000 | PA      | $2072021.73   | 0.04%             | 2036-04-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUEZ SA                                                                              | SUEZFP 5 11/03/32 EMTN                                            | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      8700000 | PA      | $10634133.80  | 0.23%             | 2032-11-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                         | PLN/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $173393.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FM7048                                                         | CUSIP: 3140XAZN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4622527 | PA      | $4314542.77   | 0.09%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                      | CDS ITRAXX.EU.42.V1                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-809.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                           | CAD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-17079.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS IFS EUR                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $1666994.59   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                 | NSWTC 4.75 02/20/35                                               | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      4848000 | PA      | $3177098.54   | 0.07%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2023-2                                                       | MSAIC 2023-2A A                                                   | CUSIP: 61945WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1885340 | PA      | $1803978.06   | 0.04%             | 2053-09-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS9008                                                         | CUSIP: 3140XRAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10129095 | PA      | $10326140.63  | 0.22%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | USD/NZD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $130032.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                 | FRTR 3 05/25/33 OAT                                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     26150000 | PA      | $29397903.93  | 0.63%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                         | KRW/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $659569.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | SWOP CDS CDX.NA.IG.45.V1                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -233700000 | NC      | $-947577.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK, NATIONAL ASSOCIATION                                            | SWOP CDS ITRAXX.EU.44.V1                                          | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DCR              | CORP              | US        |   -163650000 | NC      | $-1235127.86  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                           | NOK/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-80638.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 5.2 11/15/32                                                  | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      6590000 | PA      | $6400730.72   | 0.14%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                               | COLTES 13.25 02/09/33 B                                           | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 195440000000 | PA      | $52728322.94  | 1.12%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB8330                                                         | CUSIP: 3140QUHG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11871041 | PA      | $11962211.59  | 0.25%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                 | FRTR 4 10/25/38 OAT                                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     11685000 | PA      | $13565480.10  | 0.29%             | 2038-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                                                   | 10-YEAR JGB TRADE FUTURE, JUN 2026                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |         -106 | NC      | $1087881.06   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | CAD/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $54019.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 2.2 06/20/54 83                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  17883300000 | PA      | $83619541.06  | 1.78%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 5.11 05/19/43                                                 | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      3387000 | PA      | $3198377.09   | 0.07%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                       | SWOP CDS ITRAXX.EU.44.V1                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |   -317300000 | NC      | $-883903.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Company                                                         | BRKHEC V6.375 09/15/56                                            | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     23038000 | PA      | $22856649.47  | 0.49%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                       | SWOP CDS ITRAXX.EU.44.V1                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |    317300000 | NC      | $302496.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Verallia                                                                             | VRLAFP 4.375 11/14/33                                             | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2113927.59   | 0.05%             | 2033-11-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| VERUS SEC TR 2023-5                                                                  | VERUS 2023-5 A1                                                   | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-O            | CORP              | US        |      1444818 | PA      | $1445367.17   | 0.03%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 5.75 07/04/36 144A                                         | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      9296000 | PA      | $8643954.48   | 0.18%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Netherlands (Kingdom Of)                                                             | NETHER 2.5 07/15/34                                               | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     23600000 | PA      | $26212463.04  | 0.56%             | 2034-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RB5350                                                         | CUSIP: 3133KY5K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12531208 | PA      | $12672317.36  | 0.27%             | 2045-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                 | NSWTC 2 03/08/33                                                  | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     19591000 | PA      | $10971595.04  | 0.23%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS IFS USD                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-1044467.42  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 5.8 03/13/56                                                 | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      7537000 | PA      | $7536264.99   | 0.16%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                           | USD/SEK FORWARD                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $178065.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | CDS VIRGIN MEDIA FINANCE PLC                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $222692.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS SEK                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $124931.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB4970                                                         | CUSIP: 3140QQQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12644577 | PA      | $12783521.96  | 0.27%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd.                                                                  | ATHORA 5.875 09/10/34                                             | CUSIP: 000000000<br>LEI: 98450059DQ10TFC4B020 | Long             | DBT              | CORP              | BM        |      6300000 | PA      | $7408707.24   | 0.16%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SL4475                                                         | CUSIP: 31427R6M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22326174 | PA      | $18044062.50  | 0.38%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 24 LTD                                                                 | BALLY 2023-24A A1R                                                | CUSIP: 05875AAJ7<br>LEI: 254900B0CDDYIJW8YL36 | Long             | ABS-CBDO         | CORP              | JE        |      5420000 | PA      | $5419875.34   | 0.12%             | 2038-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | SWOP CDS CDX.NA.IG.45.V1                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -234550000 | NC      | $-951024.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 5.65 02/15/56                                               | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     20071000 | PA      | $20020781.15  | 0.43%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RR0039                                                         | CUSIP: 3142JCBH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26201002 | PA      | $26723873.32  | 0.57%             | 2040-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                            | KHC 4.375 06/01/46                                                | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      3540000 | PA      | $2770486.27   | 0.06%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                                            | SR V6.25 06/01/56                                                 | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      2816000 | PA      | $2793423.28   | 0.06%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                       | SWOP CDS CDX.NA.IG.45.V1                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |   -463900000 | NC      | $-544890.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                           | USD/GBP FORWARD                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-71322.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | CNH/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-173401.35   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.625 10/31/30                                                  | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    138520000 | PA      | $136747917.80 | 2.91%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -3102 | NC      | $7753417.77   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                           | IDR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-8800.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                                             | MGS 3.476 07/02/35 0225                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     76000000 | PA      | $18536509.80  | 0.39%             | 2035-07-02      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | SWOP CDS ITRAXX.EU.44.V1                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |   -163650000 | NC      | $-1441662.12  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                 | POLGB 6 10/25/33 1033                                             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     24625000 | PA      | $6781647.85   | 0.14%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                             | AESOP 2025-2A A                                                   | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      3804000 | PA      | $3863536.40   | 0.08%             | 2031-08-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                         | USD/GBP FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1994941.62   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                                                      | DRVPNK 2025-1A A3                                                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2656000 | PA      | $2668815.20   | 0.06%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | CDS ELECTROLUX AB                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-1063.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS4165                                                         | CUSIP: 3140XKTX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30891789 | PA      | $26588929.81  | 0.57%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                           | IDR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $41289.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                    | Euro(FGBM) Bobl Futures                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         1533 | NC      | $-3853871.14  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                         | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-38912.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                         | CUSIP: 01F030645<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -32450000 | PA      | $-28507063.78 | -0.61%            | 2056-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM18 TRUST                                                                 | OBX 2025-NQM18 A1                                                 | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-O            | CORP              | US        |      5182092 | PA      | $5169278.43   | 0.11%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                                | HTHROW 3.875 01/16/36 EMTN                                        | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | ABS-O            | CORP              | JE        |      8000000 | PA      | $8955644.90   | 0.19%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA I ISSUER LLC                                                          | SNVA 2023-GRID1 1A                                                | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       723851 | PA      | $709221.72    | 0.02%             | 2050-12-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | USD/SEK FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $730899.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH (Berlin)                                                  | DBHNGR 1.125 05/29/51 EMTN                                        | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |       230000 | PA      | $140269.97    | 0.00%             | 2051-05-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Belgium (Kingdom Of)                                                                 | BGB 3.3 06/22/54 98                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      8225000 | PA      | $7940657.57   | 0.17%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                   | SANTAN 5.127 11/06/35                                             | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     11400000 | PA      | $11118941.21  | 0.24%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 5 05/15/45                                                      | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25600000 | PA      | $25940000.00  | 0.55%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | USD/JPY FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2461.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                           | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-61292.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS SEK                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $608773.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | NOK/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $131602.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | CDS UNICREDIT SPA                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |            1 | NC      | $-21498.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alberta (Province Of)                                                                | ALTA 4.45 12/01/54                                                | CUSIP: 013051ES2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | MUN               | CA        |      4176000 | PA      | $2882343.58   | 0.06%             | 2054-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | USD/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $245.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                             | AESOP 2025-3A A                                                   | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      2055000 | PA      | $2040516.98   | 0.04%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-27

**Name of Applicant:** BNY Mellon Investment Funds I

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer