# EDGAR Filing Document

**Accession Number:** 0000053808
**File Stem:** 0000940400-26-012530
**Filing Date:** 2026-3
**Character Count:** 340476
**Document Hash:** fa5074fa11851693157ef237a706ab47
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012530.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000940400-26-012530

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY Mellon Investment Funds III
- **CENTRAL INDEX KEY:** 0000053808

**ORGANIZATION NAME:**
- **EIN:** 042694144
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00524
- **FILM NUMBER:** 26819949

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS/LAUREL FUNDS TRUST
- **DATE OF NAME CHANGE:** 20181030

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS LAUREL FUNDS TRUST
- **DATE OF NAME CHANGE:** 19941122

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LAUREL FUNDS TRUST
- **DATE OF NAME CHANGE:** 19940202

## Series and Classes Contracts Data

### BNY Mellon International Bond Fund (Series ID: S000005159)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000014125 | Class A      | DIBAX           |
| C000014126 | Class C      | DIBCX           |
| C000014127 | Class I      | DIBRX           |
| C000130466 | Class Y      | DIBYX           |

## Nport-Ex

BNY Mellon International Bond Fund

SCHEDULE OF INVESTMENTS

January 31, 2026 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%)<br>| Maturity <br>Date<br>|  | Principal <br>Amount ($)<sup>(a)</sup> <br>| Value ($) |
| **Asset-Backed Securities — 2.9%** | **Asset-Backed Securities — 2.9%** | **Asset-Backed Securities — 2.9%** | **Asset-Backed Securities — 2.9%** | **Asset-Backed Securities — 2.9%** | **Asset-Backed Securities — 2.9%** |
| **Canada — .6%** | **Canada — .6%** | **Canada — .6%** | **Canada — .6%** | **Canada — .6%** | **Canada — .6%** |
| Ford Auto Securitization Trust II, Ser. 2022-AA, Cl. A3<sup>(b)</sup>CAD | 5.40 | 9/15/2028 | CAD<br>| 999990 | **747153** |
| **United States — 2.3%** | **United States — 2.3%** | **United States — 2.3%** | **United States — 2.3%** | **United States — 2.3%** | **United States — 2.3%** |
| Aligned Data Centers Issuer LLC, Ser. 2023-1A, Cl. A2<sup>(b)</sup> <br>| 6.00 | 8/17/2048 |  | 379000 | 381590 |
| AutoNation Finance Trust, Ser. 2025-1A, Cl. A3<sup>(b)</sup> <br>| 4.62 | 11/13/2029 |  | 113000 | 114021 |
| Avis Budget Rental Car Funding AESOP LLC, Ser. 2023-8A, Cl. A<sup>(b)</sup> <br>| 6.02 | 2/20/2030 |  | 261000 | 273809 |
| Avis Budget Rental Car Funding AESOP LLC, Ser. 2025-2A, Cl. A<sup>(b)</sup> <br>| 5.12 | 8/20/2031 |  | 160000 | 164437 |
| CyrusOne Data Centers Issuer I LLC, Ser. 2023-1A, Cl. B<sup>(b)</sup> <br>| 5.45 | 4/20/2048 |  | 107892 | 107231 |
| CyrusOne Data Centers Issuer I LLC, Ser. 2023-2A, Cl. A2<sup>(b)</sup> <br>| 5.56 | 11/20/2048 |  | 394000 | 397283 |
| ENT Auto Receivables Trust, Ser. 2023-1A, Cl. A3<sup>(b)</sup> <br>| 6.24 | 1/16/2029 |  | 102066 | 102646 |
| Mosaic Solar Loan Trust, Ser. 2023-2A, Cl. A<sup>(b)</sup> <br>| 5.36 | 9/22/2053 |  | 209197 | 201127 |
| Retained Vantage Data Centers Issuer LLC, Ser. 2023-1A, Cl. A2A<sup>(b)</sup> <br>| 5.00 | 9/15/2048 |  | 515000 | 515028 |
| Stack Infrastructure Issuer LLC, Ser. 2023-1A, Cl. A2<sup>(b)</sup> <br>| 5.90 | 3/25/2048 |  | 150000 | 150326 |
| Sunnova Hestia I Issuer LLC, Ser. 2023-GRID1, Cl. 1A<sup>(b)</sup> <br>| 5.75 | 12/20/2050 |  | 86488 | 85154 |
| TIF Funding III LLC, Ser. 2024-1A, Cl. A<sup>(b)</sup> <br>| 5.48 | 4/20/2049 |  | 493350 | 497460 |
|  |  |  |  |  | **2990112** |
| &nbsp;&nbsp;&nbsp; **Total Asset-Backed Securities** <br>(cost $3,592,921) | &nbsp;&nbsp;&nbsp; **Total Asset-Backed Securities** <br>(cost $3,592,921) | &nbsp;&nbsp;&nbsp; **Total Asset-Backed Securities** <br>(cost $3,592,921) |  |  | **3737265** |
| **Collateralized Loan Obligations — 1.3%** | **Collateralized Loan Obligations — 1.3%** | **Collateralized Loan Obligations — 1.3%** | **Collateralized Loan Obligations — 1.3%** | **Collateralized Loan Obligations — 1.3%** | **Collateralized Loan Obligations — 1.3%** |
| **Cayman Islands — .4%** | **Cayman Islands — .4%** | **Cayman Islands — .4%** | **Cayman Islands — .4%** | **Cayman Islands — .4%** | **Cayman Islands — .4%** |
| &nbsp;&nbsp;&nbsp; Regatta XXV Funding Ltd. CLO, Ser. 2023-1A, Cl. A1R, (3 Month TSFR <br> +1.34%)<sup>(b),(c)</sup> <br>| 5.01 | 7/15/2038 |  | 600000 | **603483** |
| **Jersey — .9%** | **Jersey — .9%** | **Jersey — .9%** | **Jersey — .9%** | **Jersey — .9%** | **Jersey — .9%** |
| &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 |  | 545000 | 546658 |
| Invesco US Ltd. CLO, Ser. 2023-3A, Cl. AR, (3 Month TSFR +1.31%)<sup>(b),(c)</sup> <br>| 4.98 | 7/15/2038 |  | 575000 | 578236 |
|  |  |  |  |  | **1124894** |
| &nbsp;&nbsp;&nbsp; **Total Collateralized Loan Obligations** <br>(cost $1,720,000) | &nbsp;&nbsp;&nbsp; **Total Collateralized Loan Obligations** <br>(cost $1,720,000) | &nbsp;&nbsp;&nbsp; **Total Collateralized Loan Obligations** <br>(cost $1,720,000) |  |  | **1728377** |
| **Commercial Mortgage-Backed — .8%** | **Commercial Mortgage-Backed — .8%** | **Commercial Mortgage-Backed — .8%** | **Commercial Mortgage-Backed — .8%** | **Commercial Mortgage-Backed — .8%** | **Commercial Mortgage-Backed — .8%** |
| **United States — .8%** | **United States — .8%** | **United States — .8%** | **United States — .8%** | **United States — .8%** | **United States — .8%** |
| A&D Mortgage Trust, Ser. 2023-NQM2, Cl. A1<sup>(b)</sup> <br>| 6.13 | 5/25/2068 |  | 245286 | 245605 |
| COLT Mortgage Loan Trust, Ser. 2023-2, Cl. A1<sup>(b)</sup> <br>| 6.60 | 7/25/2068 |  | 157129 | 157951 |
| COLT Mortgage Loan Trust, Ser. 2023-4, Cl. A1<sup>(b)</sup> <br>| 7.16 | 10/25/2068 |  | 307841 | 312061 |
| Verus Securitization Trust, Ser. 2023-4, Cl. A1<sup>(b)</sup> <br>| 5.81 | 5/25/2068 |  | 148563 | 148806 |
| Verus Securitization Trust, Ser. 2023-5, Cl. A1<sup>(b)</sup> <br>| 6.48 | 6/25/2068 |  | 153984 | 154610 |
| &nbsp;&nbsp;&nbsp; **Total Commercial Mortgage-Backed** <br>(cost $1,012,381) | &nbsp;&nbsp;&nbsp; **Total Commercial Mortgage-Backed** <br>(cost $1,012,381) | &nbsp;&nbsp;&nbsp; **Total Commercial Mortgage-Backed** <br>(cost $1,012,381) |  |  | **1019033** |
| **Corporate Bonds and Notes — 11.4%** | **Corporate Bonds and Notes — 11.4%** | **Corporate Bonds and Notes — 11.4%** | **Corporate Bonds and Notes — 11.4%** | **Corporate Bonds and Notes — 11.4%** | **Corporate Bonds and Notes — 11.4%** |
| **Austria — .3%** | **Austria — .3%** | **Austria — .3%** | **Austria — .3%** | **Austria — .3%** | **Austria — .3%** |
| Volksbank Wien AG, Sub. Notes | 5.50 | 12/4/2035 | EUR<br>| 300000 | **373139** |
| **Belgium — .8%** | **Belgium — .8%** | **Belgium — .8%** | **Belgium — .8%** | **Belgium — .8%** | **Belgium — .8%** |
| Anheuser-Busch InBev SA, Gtd. Notes | 2.00 | 3/17/2028 | EUR<br>| 910000 | **1068420** |
| **Bermuda — .3%** | **Bermuda — .3%** | **Bermuda — .3%** | **Bermuda — .3%** | **Bermuda — .3%** | **Bermuda — .3%** |
| RLGH Finance Bermuda Ltd., Gtd. Notes | 8.25 | 7/17/2031 |  | 295000 | **333474** |
| **France — .7%** | **France — .7%** | **France — .7%** | **France — .7%** | **France — .7%** | **France — .7%** |
| Arkema SA, Sr. Unscd. Notes | 3.50 | 9/9/2033 | EUR<br>| 200000 | 235750 |

---

**3**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>|  | Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Corporate Bonds and Notes — 11.4% (continued)** | **Corporate Bonds and Notes — 11.4% (continued)** | **Corporate Bonds and Notes — 11.4% (continued)** | **Corporate Bonds and Notes — 11.4% (continued)** | **Corporate Bonds and Notes — 11.4% (continued)** | **Corporate Bonds and Notes — 11.4% (continued)** |
| **France — .7% (continued)** | **France — .7% (continued)** | **France — .7% (continued)** | **France — .7% (continued)** | **France — .7% (continued)** | **France — .7% (continued)** |
| Suez SACA, Sr. Unscd. Notes | 5.00 | 11/3/2032 | EUR<br>| 400000 | 513395 |
| Verallia SA, Sr. Unscd. Bonds | 4.38 | 11/14/2033 | EUR<br>| 100000 | 118936 |
|  |  |  |  |  | **868081** |
| **Germany — 1.9%** | **Germany — 1.9%** | **Germany — 1.9%** | **Germany — 1.9%** | **Germany — 1.9%** | **Germany — 1.9%** |
| Deutsche Bahn AG, Sr. Unscd. Notes | 0.63 | 4/15/2036 | EUR<br>| 100000 | 90381 |
| Deutsche Bahn AG, Sr. Unscd. Notes | 0.63 | 12/8/2050 | EUR<br>| 60000 | 33192 |
| Deutsche Bahn AG, Sr. Unscd. Notes | 1.13 | 5/29/2051 | EUR<br>| 40000 | 25495 |
| Deutsche Bahn AG, Sr. Unscd. Notes | 1.38 | 3/3/2034 | EUR<br>| 60000 | 62354 |
| Deutsche Boerse AG, Sr. Unscd. Bonds | 3.88 | 9/28/2026 | EUR<br>| 900000 | 1076679 |
| Hamburg Commercial Bank AG, Sr. Notes | 4.50 | 7/24/2028 | EUR<br>| 500000 | 614845 |
| Volkswagen Financial Services AG, Sr. Unscd. Notes | 3.25 | 5/19/2027 | EUR<br>| 400000 | 478567 |
|  |  |  |  |  | **2381513** |
| **Japan — .9%** | **Japan — .9%** | **Japan — .9%** | **Japan — .9%** | **Japan — .9%** | **Japan — .9%** |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 5.06 | 1/14/2037 |  | 572000 | 571428 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 3.69 | 10/6/2036 | EUR<br>| 540000 | 638311 |
|  |  |  |  |  | **1209739** |
| **Jersey — .4%** | **Jersey — .4%** | **Jersey — .4%** | **Jersey — .4%** | **Jersey — .4%** | **Jersey — .4%** |
| Aptiv Swiss Holdings Ltd., Gtd. Notes | 3.10 | 12/1/2051 |  | 140000 | 90509 |
| Heathrow Funding Ltd., Sr. Scd. Notes | 3.88 | 1/16/2036 | EUR<br>| 330000 | 389503 |
|  |  |  |  |  | **480012** |
| **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>| 200000 | **235927** |
| **Netherlands — 1.6%** | **Netherlands — 1.6%** | **Netherlands — 1.6%** | **Netherlands — 1.6%** | **Netherlands — 1.6%** | **Netherlands — 1.6%** |
| Mercedes-Benz International Finance BV, Gtd. Notes | 3.25 | 9/15/2027 | EUR<br>| 670000 | 804779 |
| Sartorius Finance BV, Gtd. Notes | 4.50 | 9/14/2032 | EUR<br>| 400000 | 498757 |
| Sartorius Finance BV, Gtd. Notes | 4.88 | 9/14/2035 | EUR<br>| 100000 | 126704 |
| Toyota Motor Finance Netherlands BV, Sr. Unscd. Notes | 3.13 | 4/21/2028 | EUR<br>| 550000 | 659885 |
|  |  |  |  |  | **2090125** |
| **Spain — .2%** | **Spain — .2%** | **Spain — .2%** | **Spain — .2%** | **Spain — .2%** | **Spain — .2%** |
| Cellnex Finance Co. SA, Gtd. Notes | 2.00 | 2/15/2033 | EUR<br>| 100000 | 106986 |
| Cellnex Finance Co. SA, Gtd. Notes | 3.50 | 5/22/2032 | EUR<br>| 100000 | 118707 |
|  |  |  |  |  | **225693** |
| **United Kingdom — .8%** | **United Kingdom — .8%** | **United Kingdom — .8%** | **United Kingdom — .8%** | **United Kingdom — .8%** | **United Kingdom — .8%** |
| Northumbrian Water Finance PLC, Gtd. Notes | 5.50 | 10/2/2037 | GBP<br>| 120000 | 157046 |
| Northumbrian Water Finance PLC, Gtd. Notes | 6.38 | 10/28/2034 | GBP<br>| 399000 | 574287 |
| Severn Trent Utilities Finance PLC, Gtd. Notes | 5.25 | 4/4/2036 | GBP<br>| 108000 | 144530 |
| Yorkshire Water Finance PLC, Sr. Scd. Bonds | 6.60 | 4/17/2031 | GBP<br>| 100000 | 145071 |
|  |  |  |  |  | **1020934** |
| **United States — 3.3%** | **United States — 3.3%** | **United States — 3.3%** | **United States — 3.3%** | **United States — 3.3%** | **United States — 3.3%** |
| Apollo Debt Solutions BDC, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.70 | 1/23/2031 |  | 134000 | 133325 |
| Blackstone Private Credit Fund, Sr. Unscd. Notes | 5.35 | 3/12/2031 |  | 155000 | 151491 |
| Blackstone Private Credit Fund, Sr. Unscd. Notes | 6.25 | 1/25/2031 |  | 70000 | 71325 |
| Citigroup, Inc., Sr. Unscd. Bonds | 3.49 | 10/22/2034 | EUR<br>| 700000 | 820905 |
| Exelon Corp., Sr. Unscd. Notes | 5.88 | 3/15/2055 |  | 190000 | 190451 |
| FMC Corp., Sr. Unscd. Notes<sup>(d)</sup> <br>| 5.65 | 5/18/2033 |  | 140000 | 123959 |
| Global Payments, Inc., Sr. Unscd. Notes | 5.55 | 11/15/2035 |  | 330000 | 327356 |
| Kraft Heinz Foods Co., Gtd. Notes | 4.38 | 6/1/2046 |  | 100000 | 82130 |
| Kraft Heinz Foods Co., Gtd. Notes | 5.00 | 6/4/2042 |  | 158000 | 144198 |
| Morgan Stanley, Sr. Unscd. Notes | 3.98 | 1/23/2037 | EUR<br>| 433000 | 516674 |
| Morgan Stanley, Sr. Unscd. Notes, Ser. I | 4.89 | 10/22/2036 |  | 389000 | 383100 |

---

**4**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>|  | Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Corporate Bonds and Notes — 11.4% (continued)** | **Corporate Bonds and Notes — 11.4% (continued)** | **Corporate Bonds and Notes — 11.4% (continued)** | **Corporate Bonds and Notes — 11.4% (continued)** | **Corporate Bonds and Notes — 11.4% (continued)** | **Corporate Bonds and Notes — 11.4% (continued)** |
| **United States — 3.3% (continued)** | **United States — 3.3% (continued)** | **United States — 3.3% (continued)** | **United States — 3.3% (continued)** | **United States — 3.3% (continued)** | **United States — 3.3% (continued)** |
| Oracle Corp., Sr. Unscd. Notes | 4.80 | 9/26/2032 |  | 40000 | 38740 |
| SBA Tower Trust, Asset Backed Notes<sup>(b)</sup> <br>| 2.59 | 10/15/2031 |  | 695000 | 624473 |
| The AES Corp., Sr. Unscd. Notes | 5.80 | 3/15/2032 |  | 150000 | 155134 |
| The Dow Chemical Company, Sr. Unscd. Notes<sup>(d)</sup> <br>| 5.95 | 3/15/2055 |  | 290000 | 265847 |
| Western Alliance Bank, Sub. Notes | 6.54 | 11/15/2035 |  | 260000 | 263471 |
|  |  |  |  |  | **4292579** |
| &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $14,268,555) | &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $14,268,555) | &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $14,268,555) |  |  | **14579636** |
| **Foreign Governmental — 62.8%** | **Foreign Governmental — 62.8%** | **Foreign Governmental — 62.8%** | **Foreign Governmental — 62.8%** | **Foreign Governmental — 62.8%** | **Foreign Governmental — 62.8%** |
| **Australia — 3.1%** | **Australia — 3.1%** | **Australia — 3.1%** | **Australia — 3.1%** | **Australia — 3.1%** | **Australia — 3.1%** |
| New South Wales Treasury Corp., Govt. Gtd. Notes | 1.75 | 3/20/2034 | AUD<br>| 4126000 | 2233723 |
| Queensland Treasury Corp., Govt. Gtd. Bonds<sup>(b)</sup> <br>| 1.75 | 7/20/2034 | AUD<br>| 575000 | 306099 |
| Queensland Treasury Corp., Govt. Gtd. Bonds<sup>(b)</sup> <br>| 4.50 | 8/22/2035 | AUD<br>| 296000 | 193610 |
| Treasury Corp. of Victoria, Govt. Gtd. Bonds | 2.00 | 9/17/2035 | AUD<br>| 206000 | 107364 |
| Treasury Corp. of Victoria, Govt. Gtd. Notes | 4.75 | 9/15/2036 | AUD<br>| 1686000 | 1111352 |
|  |  |  |  |  | **3952148** |
| **Austria — 1.2%** | **Austria — 1.2%** | **Austria — 1.2%** | **Austria — 1.2%** | **Austria — 1.2%** | **Austria — 1.2%** |
| Austria, Sr. Unscd. Bonds<sup>(b)</sup> <br>| 2.90 | 2/20/2034 | EUR<br>| 1275000 | **1509153** |
| **Belgium — .6%** | **Belgium — .6%** | **Belgium — .6%** | **Belgium — .6%** | **Belgium — .6%** | **Belgium — .6%** |
| Belgium, Sr. Unscd. Notes, Ser. 98<sup>(b)</sup> <br>| 3.30 | 6/22/2054 | EUR<br>| 775000 | **775251** |
| **Canada — 4.9%** | **Canada — 4.9%** | **Canada — 4.9%** | **Canada — 4.9%** | **Canada — 4.9%** | **Canada — 4.9%** |
| Canada, Bonds | 1.75 | 12/1/2053 | CAD<br>| 293000 | 137679 |
| Canada, Bonds | 3.25 | 12/1/2034 | CAD<br>| 6050000 | 4413014 |
| Province of Alberta Canada, Unscd. Bonds | 4.45 | 12/1/2054 | CAD<br>| 159000 | 114305 |
| Province of Alberta Canada, Unscd. Debs. | 3.10 | 6/1/2050 | CAD<br>| 160000 | 92023 |
| Province of Ontario Canada, Sr. Unscd. Notes | 4.60 | 12/2/2055 | CAD<br>| 1469000 | 1087437 |
| Province of Quebec Canada, Sr. Unscd. Debs. | 4.40 | 12/1/2055 | CAD<br>| 405000 | 285277 |
| Province of Quebec Canada, Sr. Unscd. Notes | 4.20 | 12/1/2057 | CAD<br>| 244000 | 166025 |
|  |  |  |  |  | **6295760** |
| **China — 6.5%** | **China — 6.5%** | **China — 6.5%** | **China — 6.5%** | **China — 6.5%** | **China — 6.5%** |
| China, Bonds, Ser. INBK | 1.61 | 2/15/2035 | CNY<br>| 21640000 | 3070192 |
| China, Bonds, Ser. INBK | 1.92 | 1/15/2055 | CNY<br>| 17240000 | 2286850 |
| China, Bonds, Ser. INBK | 2.60 | 9/1/2032 | CNY<br>| 3650000 | 556520 |
| China, Bonds, Ser. INBK | 3.00 | 10/15/2053 | CNY<br>| 2950000 | 483479 |
| China, Bonds, Ser. INBK | 3.73 | 5/25/2070 | CNY<br>| 9970000 | 1948595 |
|  |  |  |  |  | **8345636** |
| **Colombia — 1.6%** | **Colombia — 1.6%** | **Colombia — 1.6%** | **Colombia — 1.6%** | **Colombia — 1.6%** | **Colombia — 1.6%** |
| Colombian TES, Bonds, Ser. B | 13.25 | 2/9/2033 | COP<br>| 7215000000 | **1997305** |
| **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>| 4180000 | **189895** |
| **Denmark — .2%** | **Denmark — .2%** | **Denmark — .2%** | **Denmark — .2%** | **Denmark — .2%** | **Denmark — .2%** |
| Denmark, Bonds, Ser. 31Y | 4.50 | 11/15/2039 | DKK<br>| 1500000 | **280932** |
| **Finland — .5%** | **Finland — .5%** | **Finland — .5%** | **Finland — .5%** | **Finland — .5%** | **Finland — .5%** |
| Finland, Sr. Unscd. Bonds, Ser. 10Y<sup>(b)</sup> <br>| 3.00 | 9/15/2033 | EUR<br>| 500000 | **597500** |
| **France — 2.1%** | **France — 2.1%** | **France — 2.1%** | **France — 2.1%** | **France — 2.1%** | **France — 2.1%** |
| France, Bonds, Ser. OAT<sup>(b)</sup> <br>| 2.75 | 2/25/2029 | EUR<br>| 325000 | 389419 |
| France, Bonds, Ser. OAT<sup>(b)</sup> <br>| 3.00 | 5/25/2054 | EUR<br>| 160000 | 148192 |
| France, Bonds, Ser. OAT<sup>(b)</sup> <br>| 3.25 | 5/25/2055 | EUR<br>| 950000 | 919450 |
| France, Bonds, Ser. OAT<sup>(b)</sup> <br>| 4.00 | 10/25/2038 | EUR<br>| 960000 | 1172362 |
|  |  |  |  |  | **2629423** |

---

**5**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>|  | Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Foreign Governmental — 62.8% (continued)** | **Foreign Governmental — 62.8% (continued)** | **Foreign Governmental — 62.8% (continued)** | **Foreign Governmental — 62.8% (continued)** | **Foreign Governmental — 62.8% (continued)** | **Foreign Governmental — 62.8% (continued)** |
| **Germany — 2.0%** | **Germany — 2.0%** | **Germany — 2.0%** | **Germany — 2.0%** | **Germany — 2.0%** | **Germany — 2.0%** |
| Bundesrepublik Deutschland Bundesanleihe, Bonds | 2.60 | 8/15/2035 | EUR<br>| 350000 | 407816 |
| Bundesschatzanweisungen, Bonds | 2.20 | 3/11/2027 | EUR<br>| 1800000 | 2137979 |
|  |  |  |  |  | **2545795** |
| **Greece — .2%** | **Greece — .2%** | **Greece — .2%** | **Greece — .2%** | **Greece — .2%** | **Greece — .2%** |
| Hellenic Republic, Sr. Unscd. Notes<sup>(b)</sup> <br>| 4.38 | 7/18/2038 | EUR<br>| 247000 | **314511** |
| **Hungary — .1%** | **Hungary — .1%** | **Hungary — .1%** | **Hungary — .1%** | **Hungary — .1%** | **Hungary — .1%** |
| Hungary, Bonds, Ser. 33A | 2.25 | 4/20/2033 | HUF<br>| 44000000 | **105116** |
| **Indonesia — .5%** | **Indonesia — .5%** | **Indonesia — .5%** | **Indonesia — .5%** | **Indonesia — .5%** | **Indonesia — .5%** |
| Indonesia, Bonds, Ser. FR83 | 7.50 | 4/15/2040 | IDR<br>| 10580000000 | **680688** |
| **Ireland — .5%** | **Ireland — .5%** | **Ireland — .5%** | **Ireland — .5%** | **Ireland — .5%** | **Ireland — .5%** |
| Ireland, Unscd. Bonds | 2.60 | 10/18/2034 | EUR<br>| 525000 | **606017** |
| **Italy — 4.5%** | **Italy — 4.5%** | **Italy — 4.5%** | **Italy — 4.5%** | **Italy — 4.5%** | **Italy — 4.5%** |
| Italy Buoni Poliennali Del Tesoro, Sr. Unscd. Bonds, Ser. 10Y | 4.40 | 5/1/2033 | EUR<br>| 1625000 | 2092321 |
| Italy Buoni Poliennali Del Tesoro, Sr. Unscd. Bonds, Ser. 30Y<sup>(b)</sup> <br>| 2.45 | 9/1/2050 | EUR<br>| 1785000 | 1550738 |
| Italy Buoni Poliennali Del Tesoro, Sr. Unscd. Notes, Ser. 30Y<sup>(b)</sup> <br>| 4.30 | 10/1/2054 | EUR<br>| 1780000 | 2110682 |
|  |  |  |  |  | **5753741** |
| **Japan — 7.0%** | **Japan — 7.0%** | **Japan — 7.0%** | **Japan — 7.0%** | **Japan — 7.0%** | **Japan — 7.0%** |
| Japan (20 Year Issue), Bonds, Ser. 183 | 1.40 | 12/20/2042 | JPY<br>| 192250000 | 983068 |
| Japan (20 Year Issue), Bonds, Ser. 184 | 1.10 | 3/20/2043 | JPY<br>| 427800000 | 2065146 |
| Japan (30 Year Issue), Bonds, Ser. 66 | 0.40 | 3/20/2050 | JPY<br>| 165000000 | 534791 |
| Japan (30 Year Issue), Bonds, Ser. 69 | 0.70 | 12/20/2050 | JPY<br>| 122050000 | 421763 |
| Japan (30 Year Issue), Bonds, Ser. 83 | 2.20 | 6/20/2054 | JPY<br>| 474450000 | 2306462 |
| Japan (40 Year Issue), Bonds, Ser. 15 | 1.00 | 3/20/2062 | JPY<br>| 132100000 | 413731 |
| Japan (40 Year Issue), Bonds, Ser. 17 | 2.20 | 3/20/2064 | JPY<br>| 488200000 | 2194682 |
|  |  |  |  |  | **8919643** |
| **Malaysia — .9%** | **Malaysia — .9%** | **Malaysia — .9%** | **Malaysia — .9%** | **Malaysia — .9%** | **Malaysia — .9%** |
| Malaysia, Bonds, Ser. 318 | 4.64 | 11/7/2033 | MYR<br>| 4450000 | **1214177** |
| **Mexico — .6%** | **Mexico — .6%** | **Mexico — .6%** | **Mexico — .6%** | **Mexico — .6%** | **Mexico — .6%** |
| Mexican Bonos, Bonds, Ser. M<sup>(d)</sup> <br>| 7.50 | 5/26/2033 | MXN<br>| 14000000 | **757018** |
| **Netherlands — 1.2%** | **Netherlands — 1.2%** | **Netherlands — 1.2%** | **Netherlands — 1.2%** | **Netherlands — 1.2%** | **Netherlands — 1.2%** |
| Netherlands, Bonds<sup>(b)</sup> <br>| 2.50 | 7/15/2034 | EUR<br>| 1350000 | **1561428** |
| **New Zealand — .3%** | **New Zealand — .3%** | **New Zealand — .3%** | **New Zealand — .3%** | **New Zealand — .3%** | **New Zealand — .3%** |
| New Zealand, Unscd. Bonds, Ser. 534 | 4.25 | 5/15/2034 | NZD<br>| 630000 | **374563** |
| **Nigeria — .2%** | **Nigeria — .2%** | **Nigeria — .2%** | **Nigeria — .2%** | **Nigeria — .2%** | **Nigeria — .2%** |
| Nigeria, Sr. Unscd. Notes<sup>(b)</sup> <br>| 8.63 | 1/13/2036 |  | 200000 | **213956** |
| **Peru — 1.0%** | **Peru — 1.0%** | **Peru — 1.0%** | **Peru — 1.0%** | **Peru — 1.0%** | **Peru — 1.0%** |
| Peru, Sr. Unscd. Bonds<sup>(b)</sup> <br>| 7.30 | 8/12/2033 | PEN<br>| 440000 | 149970 |
| Peru, Sr. Unscd. Notes | 6.90 | 8/12/2037 | PEN<br>| 3700000 | 1157208 |
|  |  |  |  |  | **1307178** |
| **Poland — .3%** | **Poland — .3%** | **Poland — .3%** | **Poland — .3%** | **Poland — .3%** | **Poland — .3%** |
| Poland, Bonds, Ser. 1033 | 6.00 | 10/25/2033 | PLN<br>| 1375000 | **416165** |
| **Portugal — .4%** | **Portugal — .4%** | **Portugal — .4%** | **Portugal — .4%** | **Portugal — .4%** | **Portugal — .4%** |
| Portugal Obrigacoes do Tesouro OT, Sr. Unscd. Notes, Ser. 11Y<sup>(b)</sup> <br>| 2.88 | 10/20/2034 | EUR<br>| 450000 | **528679** |
| **Romania — .1%** | **Romania — .1%** | **Romania — .1%** | **Romania — .1%** | **Romania — .1%** | **Romania — .1%** |
| Romania, Sr. Unscd. Notes<sup>(b)</sup> <br>| 6.13 | 10/7/2037 | EUR<br>| 116000 | **143332** |
| **Singapore — .6%** | **Singapore — .6%** | **Singapore — .6%** | **Singapore — .6%** | **Singapore — .6%** | **Singapore — .6%** |
| Singapore, Bonds | 3.38 | 9/1/2033 | SGD<br>| 875000 | **757173** |
| **South Korea — 4.5%** | **South Korea — 4.5%** | **South Korea — 4.5%** | **South Korea — 4.5%** | **South Korea — 4.5%** | **South Korea — 4.5%** |
| Korea, Bonds, Ser. 3212 | 4.25 | 12/10/2032 | KRW<br>| 1193700000 | 863378 |

---

**6**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>|  | Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Foreign Governmental — 62.8% (continued)** | **Foreign Governmental — 62.8% (continued)** | **Foreign Governmental — 62.8% (continued)** | **Foreign Governmental — 62.8% (continued)** | **Foreign Governmental — 62.8% (continued)** | **Foreign Governmental — 62.8% (continued)** |
| **South Korea — 4.5% (continued)** | **South Korea — 4.5% (continued)** | **South Korea — 4.5% (continued)** | **South Korea — 4.5% (continued)** | **South Korea — 4.5% (continued)** | **South Korea — 4.5% (continued)** |
| Korea, Bonds, Ser. 3506 | 2.63 | 6/10/2035 | KRW<br>| 6130000000 | 3921454 |
| Korea, Bonds, Ser. 5209 | 3.13 | 9/10/2052 | KRW<br>| 1485000000 | 951516 |
|  |  |  |  |  | **5736348** |
| **Spain — 3.6%** | **Spain — 3.6%** | **Spain — 3.6%** | **Spain — 3.6%** | **Spain — 3.6%** | **Spain — 3.6%** |
| Spain, Sr. Unscd. Bonds<sup>(b)</sup> <br>| 0.70 | 4/30/2032 | EUR<br>| 3875000 | 4055020 |
| Spain, Sr. Unscd. Bonds<sup>(b)</sup> <br>| 3.25 | 4/30/2034 | EUR<br>| 75000 | 90133 |
| Spain, Sr. Unscd. Notes<sup>(b)</sup> <br>| 3.45 | 10/31/2034 | EUR<br>| 375000 | 455902 |
|  |  |  |  |  | **4601055** |
| **Supranational — 1.4%** | **Supranational — 1.4%** | **Supranational — 1.4%** | **Supranational — 1.4%** | **Supranational — 1.4%** | **Supranational — 1.4%** |
| European Union, Sr. Unscd. Bonds, Ser. UFA | 3.00 | 3/4/2053 | EUR<br>| 548963 | 544617 |
| European Union, Sr. Unscd. Notes, Ser. SURE | 0.20 | 6/4/2036 | EUR<br>| 1475000 | 1300505 |
|  |  |  |  |  | **1845122** |
| **Sweden — .3%** | **Sweden — .3%** | **Sweden — .3%** | **Sweden — .3%** | **Sweden — .3%** | **Sweden — .3%** |
| Sweden, Bonds, Ser. 1066 | 2.25 | 5/11/2035 | SEK<br>| 3575000 | **385412** |
| **Switzerland — 1.4%** | **Switzerland — 1.4%** | **Switzerland — 1.4%** | **Switzerland — 1.4%** | **Switzerland — 1.4%** | **Switzerland — 1.4%** |
| Swiss Confederation, Bonds | 0.50 | 6/27/2032 | CHF<br>| 1390000 | **1840918** |
| **Thailand — .7%** | **Thailand — .7%** | **Thailand — .7%** | **Thailand — .7%** | **Thailand — .7%** | **Thailand — .7%** |
| Thailand, Sr. Unscd. Bonds | 2.41 | 3/17/2035 | THB<br>| 27600000 | **912952** |
| **United Kingdom — 9.7%** | **United Kingdom — 9.7%** | **United Kingdom — 9.7%** | **United Kingdom — 9.7%** | **United Kingdom — 9.7%** | **United Kingdom — 9.7%** |
| United Kingdom Gilt, Bonds | 1.50 | 7/31/2053 | GBP<br>| 5500000 | 3413669 |
| United Kingdom Gilt, Bonds | 4.25 | 7/31/2034 | GBP<br>| 2200000 | 2967773 |
| United Kingdom Gilt, Bonds | 4.38 | 7/31/2054 | GBP<br>| 2350000 | 2786480 |
| United Kingdom Gilt, Bonds | 4.50 | 6/7/2028 | GBP<br>| 2350000 | 3268492 |
|  |  |  |  |  | **12436414** |
| &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $82,159,676) | &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $82,159,676) | &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $82,159,676) |  |  | **80530404** |
| **U.S. Government Agencies Mortgage-Backed — .7%** | **U.S. Government Agencies Mortgage-Backed — .7%** | **U.S. Government Agencies Mortgage-Backed — .7%** | **U.S. Government Agencies Mortgage-Backed — .7%** | **U.S. Government Agencies Mortgage-Backed — .7%** | **U.S. Government Agencies Mortgage-Backed — .7%** |
| 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.: |
| 5.50%, 7/1/2054<sup>(e)</sup> <br>|  |  |  | 396414 | 407301 |
| Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: |
| 5.50%, 9/1/2054<sup>(e)</sup> <br>|  |  |  | 510858 | 523873 |
| &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Mortgage-Backed** <br>(cost $910,923) | &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Mortgage-Backed** <br>(cost $910,923) | &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Mortgage-Backed** <br>(cost $910,923) |  |  | **931174** |
| **U.S. Treasury Securities — 15.1%** | **U.S. Treasury Securities — 15.1%** | **U.S. Treasury Securities — 15.1%** | **U.S. Treasury Securities — 15.1%** | **U.S. Treasury Securities — 15.1%** | **U.S. Treasury Securities — 15.1%** |
| U.S. Treasury Bonds | 4.75 | 5/15/2055 |  | 1520000 | 1486394 |
| U.S. Treasury Inflation Indexed Bonds<sup>(f)</sup> <br>| 0.13 | 2/15/2052 |  | 2410184 | 1271771 |
| U.S. Treasury Inflation Indexed Bonds<sup>(f)</sup> <br>| 2.38 | 2/15/2055 |  | 1612143 | 1528809 |
| U.S. Treasury Notes | 3.63 | 9/30/2030 |  | 1550000 | 1539828 |
| U.S. Treasury Notes | 3.63 | 12/31/2030 |  | 3200000 | 3175250 |
| U.S. Treasury Notes | 3.75 | 6/30/2030 |  | 1494000 | 1493796 |
| U.S. Treasury Notes | 3.88 | 8/31/2032 |  | 1600000 | 1589125 |
| U.S. Treasury Notes<sup>(d)</sup> <br>| 4.00 | 11/15/2035 |  | 1400000 | 1371453 |
| U.S. Treasury Notes | 4.25 | 5/15/2035 |  | 1625000 | 1628809 |
| U.S. Treasury Notes<sup>(d)</sup> <br>| 4.25 | 8/15/2035 |  | 3339400 | 3342791 |
| U.S. Treasury Notes | 4.63 | 2/15/2035 |  | 875000 | 902720 |
| &nbsp;&nbsp;&nbsp; **Total U.S. Treasury Securities** <br>(cost $19,477,566) | &nbsp;&nbsp;&nbsp; **Total U.S. Treasury Securities** <br>(cost $19,477,566) | &nbsp;&nbsp;&nbsp; **Total U.S. Treasury Securities** <br>(cost $19,477,566) |  |  | **19330746** |

---

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

**7**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description/Number of Contracts/Counterparty | Exercise <br>Price<br>| Expiration <br>Date<br>|  | Notional <br>Amount ($)<sup>(g)</sup> <br>| Value ($) |
| **Options Purchased — .1%** | **Options Purchased — .1%** | **Options Purchased — .1%** | **Options Purchased — .1%** | **Options Purchased — .1%** | **Options Purchased — .1%** |
| **Put Options — .1%** | **Put Options — .1%** | **Put Options — .1%** | **Put Options — .1%** | **Put Options — .1%** | **Put Options — .1%** |
| &nbsp;&nbsp;&nbsp; Swaption Receiver Markit CDX North America Investment Grade Index <br> Series 45, Payer 3 Month Fixed Rate of 1.00% terminating on <br> 12/20/2030, Contracts 13,050,000, Morgan Stanley & Co. LLC<br>| 0.50 | 3/18/2026 |  | 13050000 | 16523 |
| &nbsp;&nbsp;&nbsp; Swaption Receiver Markit iTraxx Europe Index Series 44, Payer 3 Month <br> Fixed Rate of 1.00% terminating on 12/20/2030, Contracts 9,100,000, <br> Citigroup Global Markets, Inc.<br>| 0.50 | 3/18/2026 | EUR | 9100000 | 20179 |
| &nbsp;&nbsp;&nbsp; **Total Options Purchased** <br>(cost $44,181)<br>|  |  |  |  | **36702** |

---

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

---

| | | | |
|:---|:---|:---|:---|
| Description | 1-Day <br>Yield (%)<br>| Shares |  |
| **Investment of Cash Collateral for Securities Loaned — .6%** | **Investment of Cash Collateral for Securities Loaned — .6%** | **Investment of Cash Collateral for Securities Loaned — .6%** | **Investment of Cash Collateral for Securities Loaned — .6%** |
| **Registered Investment Companies — .6%** | **Registered Investment Companies — .6%** | **Registered Investment Companies — .6%** | **Registered Investment Companies — .6%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(h)</sup> <br>(cost $795,412)<br>| 3.72 | 795412 | **795412** |
| **Total Investments** (cost $123,981,615) | **Total Investments** (cost $123,981,615) | **95.7%** | **122688749** |
| **Cash and Receivables (Net)** | **Cash and Receivables (Net)** | **4.3%** | **5548554** |
| **Net Assets**  | **Net Assets**  | **100.0%** | **128237303** |

---

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

---

| |
|:---|
| *AUD—Australian Dollar* |
| *CAD—Canadian Dollar* |
| *CHF—Swiss Franc* |
| *CNY—Chinese Yuan Renminbi* |
| *COP—Colombian Peso* |
| *CZK—Czech Koruna* |
| *DKK—Danish Krone* |
| *EUR—Euro* |
| *GBP—British Pound* |
| *HUF—Hungarian Forint* |
| *IDR—Indonesian Rupiah* |
| *JPY—Japanese Yen* |
| *KRW—South Korean Won* |
| *MXN—Mexican Peso* |
| *MYR—Malaysian Ringgit* |
| *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 January 31, 2026, these securities amounted to $24,427,860 or 19.1% 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.* 

**8**

------

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

<sup>(d)</sup> *Security, or portion thereof, on loan. At January 31, 2026, the value of the fund's securities on loan was $4,212,434 and the value of the collateral was* *$4,397,559, consisting of cash collateral of $795,412 and U.S. Government & Agency securities valued at $3,602,147. In addition, the value of collateral* *may include pending sales that are also on loan.* 

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

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

<sup>(h)</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 ($)<br>| Value ($) |
| **United States — (.9%)** | **United States — (.9%)** | **United States — (.9%)** |
| **Federal National Mortgage Association:** | **Federal National Mortgage Association:** | **Federal National Mortgage Association:** |
| 5.50%, 2/1/2056<sup>(a),(b)</sup> <br>| (1200000) | (1216880) |
| **Total Sale Commitments** (Proceeds $1,217,760) |  | **(1216880)** |

---

&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** |  |  |  |  |  |
| 5 Year U.S. Treasury Note | &nbsp;&nbsp; 100 | &nbsp;&nbsp; 3/31/2026 | &nbsp;&nbsp; 10912422 | &nbsp;&nbsp; 10892969 | &nbsp;&nbsp; (19453) |
| Australian 10-Year Bond | &nbsp;&nbsp; 199 | &nbsp;&nbsp; 3/16/2026 | &nbsp;&nbsp; 15139955<sup>(a)</sup> <br>| &nbsp;&nbsp; 15125570 | &nbsp;&nbsp; (14385) |
| Australian 3-Year Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 3/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 146151<sup>(a)</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 145927 | &nbsp;&nbsp;&nbsp;&nbsp; (224) |
| Euro-Bobl | &nbsp;&nbsp; 74 | &nbsp;&nbsp; 3/6/2026 | &nbsp;&nbsp; 10224156<sup>(a)</sup> <br>| &nbsp;&nbsp; 10228551 | &nbsp;&nbsp;&nbsp;&nbsp; 4395 |
| Euro-Bund | &nbsp;&nbsp; 45 | &nbsp;&nbsp; 3/6/2026 | &nbsp;&nbsp; 6803828<sup>(a)</sup> <br>| &nbsp;&nbsp; 6836684 | &nbsp;&nbsp;&nbsp; 32856 |
| Euro-Buxl 30 Year Bond | &nbsp;&nbsp; 24 | &nbsp;&nbsp; 3/6/2026 | &nbsp;&nbsp; 3172421<sup>(a)</sup> <br>| &nbsp;&nbsp; 3125910 | &nbsp;&nbsp; (46511) |
| Euro-Schatz | &nbsp;&nbsp; 90 | &nbsp;&nbsp; 3/6/2026 | &nbsp;&nbsp; 11403782<sup>(a)</sup> <br>| &nbsp;&nbsp; 11404786 | &nbsp;&nbsp;&nbsp;&nbsp; 1004 |
| U.S. Treasury Long-Term Bond | &nbsp;&nbsp; 10 | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 1161959 | &nbsp;&nbsp; 1151250 | &nbsp;&nbsp; (10709) |
| **Futures Short** |  |  |  |  |  |
| 2 Year U.S. Treasury Note | &nbsp;&nbsp; 18 | &nbsp;&nbsp; 3/31/2026 | &nbsp;&nbsp; 3756791 | &nbsp;&nbsp; 3752859 | &nbsp;&nbsp;&nbsp;&nbsp; 3932 |
| Canadian 10 Year Bond | &nbsp;&nbsp; 30 | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 2693647<sup>(a)</sup> <br>| &nbsp;&nbsp; 2667646 | &nbsp;&nbsp;&nbsp; 26001 |
| Euro-OAT | &nbsp;&nbsp; 43 | &nbsp;&nbsp; 3/6/2026 | &nbsp;&nbsp; 6169497<sup>(a)</sup> <br>| &nbsp;&nbsp; 6214778 | &nbsp;&nbsp; (45281) |
| Japanese 10 Year Bond | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 3/13/2026 | &nbsp;&nbsp; 4298301<sup>(a)</sup> <br>| &nbsp;&nbsp; 4252068 | &nbsp;&nbsp;&nbsp; 46233 |
| Long Gilt | &nbsp;&nbsp; 49 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp; 6040707<sup>(a)</sup> <br>| &nbsp;&nbsp; 6091415 | &nbsp;&nbsp; (50708) |
| Ultra 10 Year U.S. Treasury Note | &nbsp;&nbsp; 131 | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 14989809 | &nbsp;&nbsp; 14954469 | &nbsp;&nbsp;&nbsp; 35340 |
| Ultra U.S. Treasury Bond | &nbsp;&nbsp; 135 | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 16096345 | &nbsp;&nbsp; 15854063 | &nbsp;&nbsp; 242282 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  |  | **392043** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** |  |  | **(187271)** |

---

&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.*

**9**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Options Written** |  |  |  |  |  |
| Description/Contracts/Counterparty | Exercise Price | Expiration <br>Date<br>| Notional <br>Amount ($)<sup>(a)</sup> <br>|  | Value ($) |
| **Put Options:** |  |  |  |  |  |
| &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 26,100,000, Morgan Stanley & Co. LLC<br>| 0.58 | &nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp; 26100000 |  | &nbsp;&nbsp; (13559) |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit iTraxx Europe Index Series 44, Receiver 3 Month <br> Fixed Rate of 1.00% terminating on 12/20/2030, <br> Contracts 18,200,000, Citigroup Global Markets, Inc.<br>| 0.58 | &nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp; 18200000 | &nbsp;&nbsp; EUR | &nbsp;&nbsp; (17034) |
| &nbsp;&nbsp;&nbsp; **Total Options Written** <br>(premiums received $42,374)<br>|  |  |  |  | &nbsp;&nbsp; **(30593)** |

---

&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.** |
| Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 85520000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 542356 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 10522 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 357000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 419637 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3651 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138503 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1408) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 814534 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 696000 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp; (10964) |
| Czech Koruna | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5135000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249106 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1005 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1217488 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 850913 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (3259) |
| **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** |
| Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 53656000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345789 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1092 |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 443000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315670 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9753 |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2033293 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2783750 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1522) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376501 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 577000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (25290) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127940 | South Korean Won | &nbsp;&nbsp;&nbsp; 186329000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1540) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162249 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 278000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1208) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292646 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (12353) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 644000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750724 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 12856 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2884849 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4054631 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (93640) |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 490000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 648869 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 21616 |
| Japanese Yen | &nbsp;&nbsp;&nbsp; 643053245 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4178023 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (20749) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 365717 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (9207) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345831 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 603000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (17317) |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354773 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 12838 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4128342 | Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp; 39241574 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (278418) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 346670 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 53433000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1231 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159260 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (808) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307320 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (958) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132076 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (3389) |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134064 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1401 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157336 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (5869) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 577358 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1005263 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (28047) |
| Singapore Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222434 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (661) |

---

**10**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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>|
| **Barclays Capital, Inc. (continued)** | **Barclays Capital, Inc. (continued)** | **Barclays Capital, Inc. (continued)** | **Barclays Capital, Inc. (continued)** | **Barclays Capital, Inc. (continued)** | **Barclays Capital, Inc. (continued)** |
| Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1517000 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139175 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5339 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213591 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (2472) |
| Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2367000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235337 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 10433 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 318992 | Malaysian Ringgit | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1296000 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (9883) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp; 30670000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 35879520 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp; 496919 |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 361000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 467174 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2795 |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279893 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168024 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 871 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201287 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 30976000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4195837 | Japanese Yen | &nbsp;&nbsp;&nbsp; 643053245 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 20711 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223215 | Singapore Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 636 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2783544 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2033293 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1516 |
| **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; 150919 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (6867) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173553 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 27543000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (4510) |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217190 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9250 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140037 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1059) |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189286 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238604 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6408 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276391 | Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2975000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (6375) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 391777 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 677000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (15936) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 628760 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 907058 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (2865) |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202636 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3783 |
| Japanese Yen | &nbsp;&nbsp;&nbsp; 100591000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 648211 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2100 |
| Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 30616000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197688 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242 |
| Mexican Peso | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 530000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30664 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (352) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 845232 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1477000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (44269) |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151593 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5030 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130000 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224053 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (4933) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148870 | Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (3870) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 594069 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 443000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (12104) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1732700 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2057112 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (2680) |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128078 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3951 |
| Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2643000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261096 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 13339 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84897 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3538 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 480512 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336415 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1867) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2061969 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1732700 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2353 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292536 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1759 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30520 | Mexican Peso | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 530000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 907058 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 628708 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2816 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324792 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 49756000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1743 |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 861000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1176506 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1547 |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259107 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155662 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 690 |
| **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** |
| Hungarian Forint | &nbsp;&nbsp;&nbsp;&nbsp; 39642000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123652 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (518) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1259245 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 956000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (48884) |
| Colombian Peso | &nbsp;&nbsp; 6804046000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1850132 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (11804) |

---

**11**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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>|
| **Citigroup Global Markets, Inc. (continued)** | **Citigroup Global Markets, Inc. (continued)** | **Citigroup Global Markets, Inc. (continued)** | **Citigroup Global Markets, Inc. (continued)** | **Citigroup Global Markets, Inc. (continued)** | **Citigroup Global Markets, Inc. (continued)** |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 542000 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438516 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4282 |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27714 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34957 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 916 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 334040 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (5065) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3445347 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2946000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (47674) |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114152 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2157 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2212136 | Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp; 15598000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (29580) |
| Danish Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1863000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 293145 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2774 |
| Chilean Peso | &nbsp;&nbsp;&nbsp; 135187000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149398 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5287 |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1089000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 629687 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 26311 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284533 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4865 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 439763 | Colombian Peso | &nbsp;&nbsp; 1683040000 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp; (14374) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1825193 | Colombian Peso | &nbsp;&nbsp; 6804046000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6089 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123225 | Hungarian Forint | &nbsp;&nbsp;&nbsp;&nbsp; 39642000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 511 |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 663000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485883 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2181 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188181 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1899) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 327047 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 473000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (2271) |
| **Deutsche Bank AG** | **Deutsche Bank AG** | **Deutsche Bank AG** | **Deutsche Bank AG** | **Deutsche Bank AG** | **Deutsche Bank AG** |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124247 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164088 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5924 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253959 | Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2506000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (6251) |
| Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 75048000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475639 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9539 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1732701 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2056857 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (2423) |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 756000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 945442 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 33127 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315282 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 544000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (12334) |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307739 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206150 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8142 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 648000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 421308 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 29923 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164624 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286562 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (7954) |
| Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp; 42292475 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4126081 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp; 265347 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509617 | Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5050000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (14749) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 421710 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 740678 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (24352) |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245684 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4136 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263941 | Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2674000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (13713) |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 541018 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323978 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1843 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206236 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (3856) |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350350 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254070 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3294 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 915075 | Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9240000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (44358) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146033 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (992) |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1273098 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 918276 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 16928 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 583369 | Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5890000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (28218) |
| Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 48842967 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315835 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70) |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57826 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1012 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324595 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 541018 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1869) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212665 | Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2036000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1317 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2247347 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1888701 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2296 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242226 | Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1383 |
| Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1816402 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189520 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (967) |

---

**12**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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>|
| **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** |
| Brazilian Real | &nbsp;&nbsp;&nbsp;&nbsp; 10318000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1972811 | &nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp; (14355) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1851260 | Brazilian Real | &nbsp;&nbsp;&nbsp;&nbsp; 10318000 | &nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp; (107196) |
| Brazilian Real | &nbsp;&nbsp;&nbsp;&nbsp; 10318000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1939474 | &nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 18982 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1972811 | Brazilian Real | &nbsp;&nbsp;&nbsp;&nbsp; 10318000 | &nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 14355 |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509805 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 364498 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 10000 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164565 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8825 |
| Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp; 32881574 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3685498 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7045 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183620 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (7178) |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186379 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2604 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169791 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 294737 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (7710) |
| Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 25537000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165468 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (374) |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 451786 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 327443 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4434 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168190 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 26283000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1727) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 278000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 326182 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3438 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 340000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227276 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9481 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 306904 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1373 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 326039 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (9204) |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 779948 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1006028 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3538 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 823643 | Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8386000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (47115) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183486 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3852 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176050 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (3202) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 401000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472881 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2578 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127414 | Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (4615) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 469505 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (7139) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130311 | Brazilian Real | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 714000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (5140) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165201 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (3166) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1295902 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1102000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (10720) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137752 | Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1479000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (2759) |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13902 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10029 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177846 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (2775) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243003 | Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2237000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (8208) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2460 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4322 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (143) |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102704 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88236 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 410 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72261 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48393 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1925 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 349160 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 518000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (11546) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166730 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (8053) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 515664 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 598760 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 12654 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272737 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (3527) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267148 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3187 |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229650 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166632 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2066 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92291 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160438 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (4330) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28536 | Mexican Peso | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 530000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1776) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1445118 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1227000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (9715) |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1318416 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 850641 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 67430 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 628773 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 907058 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (2852) |

---

**13**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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>|
| **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)** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116398 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (402) |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149513 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7861 |
| Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp; 19815000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2853045 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (5270) |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 541017 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324032 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1787 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 374000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441103 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2343 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115769 | Singapore Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (2196) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276604 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 384000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (5478) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147291 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 22929000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (943) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 492617 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 76809000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (3946) |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 436190 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 576856 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 19998 |
| Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1459000 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136505 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1991 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240763 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 416000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (9767) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 338688 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (3396) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 306308 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 462000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (15403) |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 534000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360640 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 11208 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158582 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 11326 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336235 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 575000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (10051) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175019 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1647) |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132117 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6397 |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1512777 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1105293 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5977 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101125 | Indonesian Rupiah | &nbsp;&nbsp; 1715846000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1094) |
| Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4675000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466790 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 18637 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 587103 | Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4098000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1853) |
| Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2610000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257799 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 13209 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180484 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2111 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106610 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 16565000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (481) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285528 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2593 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112841 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (4779) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261718 | Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2644000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (12821) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119446 | Hungarian Forint | &nbsp;&nbsp;&nbsp;&nbsp; 39642000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (3688) |
| Indonesian Rupiah | &nbsp;&nbsp; 3797753000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226488 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (244) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131429 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1367) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 497360 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 76715000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1405 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274623 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1641 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 467361 | Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4712000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (21908) |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 609000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 437792 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9573 |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151144 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191372 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4270 |
| Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2598000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257741 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 12022 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472763 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 545000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 987 |
| Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1524000 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139982 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5168 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267816 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2520 |
| South Korean Won | &nbsp;&nbsp;&nbsp; 279857000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193793 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 679 |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 733000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 968471 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 34519 |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201481 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6917 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316705 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (6986) |

---

**14**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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>|
| **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; 7134000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 754322 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 46814 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243822 | Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (5998) |
| Malaysian Ringgit | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 823000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205876 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2970 |
| Peruvian Sol | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81948 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 520242 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 444000 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (6368) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58502 | South African Rand | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 968000 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1365) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237100 | Thai Baht | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7418736 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1120 |
| Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3075000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442803 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (710) |
| Israeli Shekel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1171000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368739 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9076 |
| Hong Kong Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31477 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (99) |
| Romanian New Leu | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1305000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299101 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4352 |
| Brazilian Real | &nbsp;&nbsp;&nbsp;&nbsp; 10631000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024960 | &nbsp;&nbsp; 3/3/2026 | &nbsp;&nbsp; (19261) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1927481 | Brazilian Real | &nbsp;&nbsp;&nbsp;&nbsp; 10318000 | &nbsp;&nbsp; 3/3/2026 | &nbsp;&nbsp; (19166) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2861009 | Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp; 19815000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4603 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1107682 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1512777 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (5940) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3694978 | Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp; 32881574 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (7582) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129049 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 19762000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 741 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324647 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 541017 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1817) |
| Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1272000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130173 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1868 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226173 | Indonesian Rupiah | &nbsp;&nbsp; 3797753000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 729637 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1035000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9036 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320750 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (2185) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129345 | Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1264000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1866) |
| Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217598 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22700 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (112) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116253 | Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 805000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128971 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 19762000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 663 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 907058 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 628732 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2791 |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 683894 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323880 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1749) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194155 | South Korean Won | &nbsp;&nbsp;&nbsp; 279857000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (676) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 785982 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 655000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7401 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 347661 | Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3343000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 639 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 355311 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (2274) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1011416 | Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 779948 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (3962) |
| **HSBC Securities (USA), Inc.** | **HSBC Securities (USA), Inc.** | **HSBC Securities (USA), Inc.** | **HSBC Securities (USA), Inc.** | **HSBC Securities (USA), Inc.** | **HSBC Securities (USA), Inc.** |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211584 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8461 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63754 | South Korean Won | &nbsp;&nbsp;&nbsp;&nbsp; 93528000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1238) |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109373 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 816 |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1496000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1870882 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 65545 |
| Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1945000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277333 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2198 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 314152 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 548000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (15873) |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3112000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1749728 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp; 124429 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1732701 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2056698 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (2265) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3055290 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4294630 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (99500) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1764237 | Colombian Peso | &nbsp;&nbsp; 6804046000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (74091) |

---

**15**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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>|
| **HSBC Securities (USA), Inc. (continued)** | **HSBC Securities (USA), Inc. (continued)** | **HSBC Securities (USA), Inc. (continued)** | **HSBC Securities (USA), Inc. (continued)** | **HSBC Securities (USA), Inc. (continued)** | **HSBC Securities (USA), Inc. (continued)** |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158304 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2949 |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 382000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276269 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4344 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2542588 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2190000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (54057) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 417000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 491595 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2834 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5316045 | Japanese Yen | &nbsp;&nbsp;&nbsp; 825128245 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (18326) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133620 | Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 934000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (613) |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 902214 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 654041 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8716 |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 458296 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 393827 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1763 |
| Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 29132000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186316 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2020 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124647 | Indonesian Rupiah | &nbsp;&nbsp; 2081907000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 622 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225336 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2315 |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135926 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3645 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1220000 | Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8540000 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (9926) |
| Indonesian Rupiah | &nbsp;&nbsp; 8025015000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479130 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1101) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208031 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174000 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1656 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3260385 | South Korean Won | &nbsp;&nbsp; 4714158426 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp; (16325) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70146 | Singapore Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90000 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (666) |
| Hungarian Forint | &nbsp;&nbsp;&nbsp;&nbsp; 64310000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196118 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3538 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73309 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63000 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1413) |
| Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp; 130588000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 18753954 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 20697 |
| Thai Baht | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6836000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220314 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (2870) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 432128 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4342 |
| Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp; 10860000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1181013 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 38962 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1183420 | Peruvian Sol | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3977000 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4134 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2061553 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1732701 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1935 |
| **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;&nbsp;&nbsp; 663057 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 567000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (9225) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265010 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1768) |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137948 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5498 |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2033292 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2782851 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (624) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205298 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 32367000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (3952) |
| Brazilian Real | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 714000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135131 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1294807 | Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp; 12626475 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (16260) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 321739 | Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2238000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 392865 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 586000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (15192) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102894 | Singapore Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (915) |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198303 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8511 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110496 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1708) |
| Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 53776000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345070 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2587 |
| Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 57430000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 366192 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5087 |
| Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1417000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154807 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4319 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209355 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180000 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (4136) |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 753000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550993 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3323 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133510 | Brazilian Real | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 714000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (339) |

---

**16**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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>|
| **J.P. Morgan Securities LLC (continued)** | **J.P. Morgan Securities LLC (continued)** | **J.P. Morgan Securities LLC (continued)** | **J.P. Morgan Securities LLC (continued)** | **J.P. Morgan Securities LLC (continued)** | **J.P. Morgan Securities LLC (continued)** |
| Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp; 12626475 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1294490 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 16212 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2782634 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2033292 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 606 |
| **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116764 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 18255000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1252) |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 664195 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 474736 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 13175 |
| Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2591033 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16763 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12) |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 847000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 567572 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 22231 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109784 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (2420) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295751 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1856 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105805 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (5007) |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3111000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1749185 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp; 124370 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 319917 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (2589) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 515663 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 598799 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 12614 |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69563 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92163 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3022 |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1844000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1318990 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 35593 |
| Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1108000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158026 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1214 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108061 | Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1090000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (5119) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 422463 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 737000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (21384) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120380 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1745) |
| Polish Zloty | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1018000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 283514 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2993 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1309089 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 973000 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp; (22294) |
| Mexican Peso | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3612000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200799 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5649 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101346 | Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80000 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (2281) |
| **RBC Capital Markets, LLC** | **RBC Capital Markets, LLC** | **RBC Capital Markets, LLC** | **RBC Capital Markets, LLC** | **RBC Capital Markets, LLC** | **RBC Capital Markets, LLC** |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203375 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4120 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6115520 | Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4905895 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (234683) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4627724 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3511585 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp; (177304) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 977346 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 839000 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp; (17758) |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 497000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 361596 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3599 |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53551 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 825 |
| Japanese Yen | &nbsp;&nbsp; 2228398000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 14266175 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp; 148495 |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291679 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (902) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2378000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2826507 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161 |
| **UBS Securities LLC** | **UBS Securities LLC** | **UBS Securities LLC** | **UBS Securities LLC** | **UBS Securities LLC** | **UBS Securities LLC** |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131856 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166039 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4636 |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 541018 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324030 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1790 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152330 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (2994) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 280553 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1639) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192910 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 29766000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 476 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133241 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199000 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (5332) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142576 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2077 |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 779947 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1006059 | &nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3507 |
| Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6992000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44361 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 867 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600773 | Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 458000 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4524 |

---

**17**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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>|
| **UBS Securities LLC (continued)** | **UBS Securities LLC (continued)** | **UBS Securities LLC (continued)** | **UBS Securities LLC (continued)** | **UBS Securities LLC (continued)** | **UBS Securities LLC (continued)** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1011446 | Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 779947 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (3932) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324649 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 541018 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (1815) |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **2320251** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **(2303104)** |

---

&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 44, Paid <br> 3 Month Fixed Rate of 5.00%<br>| &nbsp;&nbsp; 12/20/2030 | &nbsp;&nbsp; 260777 | &nbsp;&nbsp; (29609) | &nbsp;&nbsp; (25577) | &nbsp;&nbsp; (4032) |
| &nbsp;&nbsp;&nbsp; Markit iTraxx Europe Senior Financial Index Series 44, <br> Paid 3 Month Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2030 | &nbsp;&nbsp; 18669263 | &nbsp;&nbsp; (419087) | &nbsp;&nbsp; (396417) | &nbsp;&nbsp; (22670) |
| **Sold Contracts:**<sup>(c)</sup> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Markit CDX North America Investment Grade Index <br> Series 45, Received 3 Month Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2030 | &nbsp;&nbsp; 13480000 | &nbsp;&nbsp; 319231 | &nbsp;&nbsp; 306109 | &nbsp;&nbsp; 13122 |
| &nbsp;&nbsp;&nbsp; Markit iTraxx Europe Index Series 44, Received 3 Month <br> Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2030 | &nbsp;&nbsp; 25716168 | &nbsp;&nbsp; 605721 | &nbsp;&nbsp; 582758 | &nbsp;&nbsp; 22963 |
| **Gross Unrealized Appreciation** |  |  |  |  | &nbsp;&nbsp; **36085** |
| **Gross Unrealized Depreciation** |  |  |  |  | &nbsp;&nbsp; **(26702)** |

---

&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.* 

&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, Inc., 3.63%, 3/15/2031, Paid 3 Month Fixed <br> Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 420000 | &nbsp;&nbsp; (7806) | &nbsp;&nbsp; (1163) | &nbsp;&nbsp;&nbsp; (6643) |
| &nbsp;&nbsp;&nbsp; Yum! Brands, Inc., 3.63%, 3/15/2031, Paid 3 Month Fixed <br> Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 280000 | &nbsp;&nbsp; (5204) | &nbsp;&nbsp;&nbsp;&nbsp; (961) | &nbsp;&nbsp;&nbsp; (4243) |
| **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 Fixed <br> Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 758624 | &nbsp;&nbsp; (10794) | &nbsp;&nbsp;&nbsp; 12177 | &nbsp;&nbsp; (22971) |
| &nbsp;&nbsp;&nbsp; UniCredit SpA, 2.73%, 1/15/2032, Paid 3 Month Fixed Rate <br> of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 734917 | &nbsp;&nbsp; (8463) | &nbsp;&nbsp;&nbsp; 13152 | &nbsp;&nbsp; (21615) |

---

**18**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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: (continued)**<sup>(b)</sup> |  |  |  |  |  |
| **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; 379312 | &nbsp;&nbsp; (4142) | &nbsp;&nbsp;&nbsp;&nbsp; 5778 | &nbsp;&nbsp;&nbsp; (9920) |
| **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; 290000 | &nbsp;&nbsp; (46012) | &nbsp;&nbsp; (35913) | &nbsp;&nbsp; (10099) |
| **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 Fixed <br> Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 177803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 533 | &nbsp;&nbsp; (2058) | &nbsp;&nbsp;&nbsp;&nbsp; 2591 |
| &nbsp;&nbsp;&nbsp; Electrolux AB, 2.50%, 5/18/2030, Received 3 Month Fixed <br> Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 71121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213 | &nbsp;&nbsp; (1080) | &nbsp;&nbsp;&nbsp;&nbsp; 1293 |
| &nbsp;&nbsp;&nbsp; Electrolux AB, 2.50%, 5/18/2030, Received 3 Month Fixed <br> Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 82975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249 | &nbsp;&nbsp; (1217) | &nbsp;&nbsp;&nbsp;&nbsp; 1466 |
| **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 Fixed <br> Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 94828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284 | &nbsp;&nbsp; (1042) | &nbsp;&nbsp;&nbsp;&nbsp; 1326 |
| &nbsp;&nbsp;&nbsp; Electrolux AB, 2.50%, 5/18/2030, Received 3 Month Fixed <br> Rate of 1.00%<br>| &nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp; 343752 | &nbsp;&nbsp;&nbsp;&nbsp; 2252 | &nbsp;&nbsp; (6377) | &nbsp;&nbsp;&nbsp;&nbsp; 8629 |
| &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; 331898 | &nbsp;&nbsp;&nbsp; 19264 | &nbsp;&nbsp;&nbsp;&nbsp; 8891 | &nbsp;&nbsp;&nbsp; 10373 |
| **Gross Unrealized Appreciation** |  |  |  |  | &nbsp;&nbsp; **25678** |
| **Gross Unrealized Depreciation** |  |  |  |  | &nbsp;&nbsp; **(75491)** |

---

&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.* 

&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 at <br> 2.13%<br>| &nbsp;&nbsp; 11/6/2035 | &nbsp;&nbsp; 1896560 | &nbsp;&nbsp; (30446) | &nbsp;&nbsp; — | &nbsp;&nbsp; (30446) |
| &nbsp;&nbsp;&nbsp; EUR - 12 Month Fixed at <br> 2.65%<br>| &nbsp;&nbsp; EUR - 6 Month EURIBOR at <br> 2.13%<br>| &nbsp;&nbsp; 11/6/2035 | &nbsp;&nbsp; 1896560 | &nbsp;&nbsp; (31033) | &nbsp;&nbsp; — | &nbsp;&nbsp; (31033) |
| &nbsp;&nbsp;&nbsp; SEK - 3 Month STIBOR at <br> 1.93%<br>| &nbsp;&nbsp; SEK - 12 Month Fixed at <br> 2.72%<br>| &nbsp;&nbsp; 11/6/2035 | &nbsp;&nbsp; 1964637 | &nbsp;&nbsp; 21402 | &nbsp;&nbsp; — | &nbsp;&nbsp; 21402 |
| &nbsp;&nbsp;&nbsp; SEK - 3 Month STIBOR at <br> 1.93%<br>| &nbsp;&nbsp; SEK - 12 Month Fixed at <br> 2.75%<br>| &nbsp;&nbsp; 11/6/2035 | &nbsp;&nbsp; 1964637 | &nbsp;&nbsp; 1299 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1299 |
| &nbsp;&nbsp;&nbsp; EUR - 12 Month Fixed at <br> 2.76%<br>| &nbsp;&nbsp; EUR - 6 Month EURIBOR at <br> 2.12%<br>| &nbsp;&nbsp; 11/25/2035 | &nbsp;&nbsp; 7574387 | &nbsp;&nbsp; (48669) | &nbsp;&nbsp; 14218 | &nbsp;&nbsp; (62887) |
| &nbsp;&nbsp;&nbsp; EUR - CPTFEMU at <br> Maturity<br>| &nbsp;&nbsp; EUR Maturity Fixed at <br> 2.80%<br>| &nbsp;&nbsp; 7/28/2053 | &nbsp;&nbsp; 1446127 | &nbsp;&nbsp; (207834) | &nbsp;&nbsp; (215136) | &nbsp;&nbsp; 7302 |

---

**19**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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 - CPURNSA at <br> Maturity<br>| &nbsp;&nbsp; USD Maturity Fixed at <br> 2.53%<br>| &nbsp;&nbsp; 7/28/2053 | &nbsp;&nbsp; 490000 | &nbsp;&nbsp; (3561) | &nbsp;&nbsp; (3028) | (533) |
| &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; 2825874 | &nbsp;&nbsp; 406128 | &nbsp;&nbsp; 446566 | &nbsp;&nbsp; (40438) |
| USD - CPURNSA at Maturity | &nbsp;&nbsp; USD Maturity Fixed at <br> 2.46%<br>| &nbsp;&nbsp; 12/7/2053 | &nbsp;&nbsp; 1277000 | &nbsp;&nbsp; 4488 | &nbsp;&nbsp; (32070) | &nbsp;&nbsp; 36558 |
| &nbsp;&nbsp;&nbsp; EUR - 6 Month EURIBOR at <br> 2.12%<br>| &nbsp;&nbsp; EUR - 12 Month Fixed at <br> 3.08%<br>| &nbsp;&nbsp; 11/25/2055 | &nbsp;&nbsp; 3366394 | &nbsp;&nbsp; 51628 | &nbsp;&nbsp; (9545) | &nbsp;&nbsp; 61173 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  | **127734** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** |  | **(165337)** |

---

&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* |
| *SEK—Swedish Krona* |
| *STIBOR—Stockholm Interbank Offered Rate* |
| *USD—United States Dollar* |

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **OTC Total Return Swaps** | **OTC Total Return Swaps** | **OTC Total Return Swaps** | **OTC Total Return Swaps** | **OTC Total Return Swaps** | **OTC Total Return Swaps** |
| Received <br>Reference <br>Entity<br>| &nbsp;&nbsp; Paid <br>Reference <br>Entity<br>| Counterparties | Maturity <br>Date<br>| Notional <br>Amount ($)<br>| Unrealized <br>Appreciation <br>(Depreciation) ($)<br>|
| &nbsp;&nbsp;&nbsp; EUR - IBOXXMJA at <br> Maturity<br>| &nbsp;&nbsp; EUR - 3 Month EURIBOR at <br> 2.04%<br>| BNP Paribas Corp. | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 598072 | &nbsp;&nbsp; 4023 |
| &nbsp;&nbsp;&nbsp; EUR - IBOXXMJA at <br> Maturity<br>| &nbsp;&nbsp; EUR - 3 Month EURIBOR at <br> 2.04%<br>| Goldman Sachs & Co. LLC | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 661584 | &nbsp;&nbsp; 8130 |
| &nbsp;&nbsp;&nbsp; USD - 3 Month SOFRRATE <br> at 3.69%<br>| USD - IBOXIG at Maturity | BNP Paribas Corp. | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 1821072 | &nbsp;&nbsp; (13507) |
| &nbsp;&nbsp;&nbsp; USD - 3 Month SOFRRATE <br> at 3.69%<br>| USD - IBOXIG at Maturity | Goldman Sachs & Co. LLC | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 2310964 | &nbsp;&nbsp; (1298) |
| &nbsp;&nbsp;&nbsp; USD - 3 Month SOFRRATE <br> at 3.69%<br>| USD - IBOXIG at Maturity | J.P. Morgan Securities LLC | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 6369821 | &nbsp;&nbsp; (43343) |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **12153** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **(58148)** |

---

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

---

| |
|:---|
| *EUR—Euro* |
| *EURIBOR—Euro Interbank Offered Rate* |
| *IBOXIG—Markit iBoxx $ Investment Grade Corporate Bond Index* |
| *IBOXXMJA—Markit iBoxx € Liquid High Yield Index* |
| *SOFRRATE—Secured Overnight Financing Rate* |
| *USD—United States Dollar* |

---

*See notes to schedule of investments.*

**20**

------

Schedule of Investments

BNY Mellon International Bond Fund

January 31, 2026 (Unaudited)

The following is a summary of the inputs used as of January 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; 3737265 | &nbsp;&nbsp; — | &nbsp;&nbsp; **3737265** |
| Collateralized Loan Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1728377 | &nbsp;&nbsp; — | &nbsp;&nbsp; **1728377** |
| Commercial Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1019033 | &nbsp;&nbsp; — | &nbsp;&nbsp; **1019033** |
| Corporate Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14579636 | &nbsp;&nbsp; — | &nbsp;&nbsp; **14579636** |
| Foreign Governmental | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 80530404 | &nbsp;&nbsp; — | &nbsp;&nbsp; **80530404** |
| 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; 931174 | &nbsp;&nbsp; — | &nbsp;&nbsp; **931174** |
| U.S. Treasury Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19330746 | &nbsp;&nbsp; — | &nbsp;&nbsp; **19330746** |
| Investment Companies | &nbsp;&nbsp;&nbsp;&nbsp; 795412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **795412** |
|  | &nbsp;&nbsp; **795412** | &nbsp;&nbsp; **121856635** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **122652047** |
| 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; 2320251 | &nbsp;&nbsp; — | &nbsp;&nbsp; **2320251** |
| Futures<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 392043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **392043** |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36702 | &nbsp;&nbsp; — | &nbsp;&nbsp; **36702** |
| 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; 201650 | &nbsp;&nbsp; — | &nbsp;&nbsp; **201650** |
|  | &nbsp;&nbsp; **392043** | &nbsp;&nbsp; **2558603** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **2950646** |
| **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; (1216880) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(1216880)** |
| 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; (2303104) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(2303104)** |
| Futures<sup>††</sup> <br>| &nbsp;&nbsp; (187271) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **(187271)** |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30593) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(30593)** |
| Swap Agreements<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (325678) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(325678)** |
|  | &nbsp;&nbsp; **(187271)** | &nbsp;&nbsp; **(3876255)** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **(4063526)** |

---

&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.* |

---

**21**

------

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

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

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

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

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

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

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

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

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

The Trust's Board of Trustees (the "Board") has designated the Adviser as the fund's valuation designee to make all fair value determinations with respect to the fund's portfolio investments, subject to the Board's oversight and pursuant to Rule 2a-5 under the Act.

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

Investments in debt securities 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 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 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

**22**

------

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 net asset values. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

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

Futures, which are traded on an exchange, are valued at the last sales price on the securities exchange on which such securities are primarily traded or at the last sales price on the national securities market on each business day and are generally categorized within Level 1 of the fair value hierarchy.

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 January 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. The proceeds and value of these commitments are reflected in the fund's Statement of Assets and Liabilities as Receivable for TBA sale commitments (included in receivable securities sold-TBA) and TBA sale commitments, at value, respectively.

**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 January 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 January 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 and credit, or as a substitute for an investment. The fund is subject to market riskcurrency 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

**23**

------

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 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. Options purchased and written open at January 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 January 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

**24**

------

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 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 January 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 January 31, 2026 are set forth in the Schedule of Investments.

**Total Return Swaps:** Total return swaps involve commitments to pay interest in exchange for a market-linked return based on a notional principal amount. To the extent the total return of the security or index underlying the transaction exceeds or falls short of the specific reference entity, the fund either receives a payment from or makes a payment to the counterparty, respectively. Total return swaps are subject to general market risk, liquidity risk, counterparty risk and credit risk. The risk of non-payment is mitigated by Master Agreements 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 underlying reference asset could be a security, an index, or basket of investments. Total return swaps open at January 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 January 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

**25**

------

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 January 31, 2026, accumulated net unrealized depreciation on investments inclusive of derivative contracts was $1,182,314, consisting of $7,564,386 gross unrealized appreciation and $8,746,700 gross unrealized depreciation.

At January 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.

**26**

------

## 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 III

- **b. Investment Company Act file number:** 811-00524

- **c. CIK number of Registrant:** 0000053808

- **d. LEI of Registrant:** 549300DOYFL5R4I71F16

- **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 International Bond Fund

- **b. EDGAR series identifier (if any):** S000005159

- **c. LEI of Series:** K5QENRME0RO77ZENN187

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $133970529.02

**Total Liabilities:** $5741175.46

**Net Assets:** $128229353.56

**Cash Not Reported:** $7064189.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 38.85839000 | **1-Year:** 2202.00501000 | **5-Year:** 18648.55912000 | **10-Year:** 20496.70270000 | **30-Year:** -10409.54749000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 3955.67448000 | **10-Year:** 2836.58066000 | **30-Year:** 475.88105000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014125 | -0.02%               | 0.74%                | 0.87%                |
| Class ID C000014126 | -0.10%               | 0.62%                | 0.76%                |
| Class ID C000014127 | -0.04%               | 0.76%                | 0.85%                |
| Class ID C000130466 | -0.01%               | 0.78%                | 0.92%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $156184.11               | $-519375.84                                |
| Month 2  | $149329.33               | $-208799.46                                |
| Month 3  | $381958.35               | $292597.23                                 |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate EX USD Index (unhedged)

- **Index Identifier:** LG38TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLDMAN SACHS & CO. LLC                                           | USD/SEK FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $53858.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | NZD/AUD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1763.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | AUD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12352.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4334.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 10YR ULTRA                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -127 | NC      | $41531.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | USD/SGD FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-914.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | MYR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2970.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-BUND                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          43 | NC      | $32834.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | USD/JPY FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | JPY/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $476.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | USD/JPY FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18326.13    | -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      | $-45031.63    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $494446.52    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | USD/GBP FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12103.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | CHF/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10612.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | USD/NZD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9250.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | GBP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1707.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | USD/SGD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-665.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | NZD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $124369.76    | 0.10%             |  |  |  | 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      | $-10963.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | ZAR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1364.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | COP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14373.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | DKK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2774.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | GBP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $606.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | BRL/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18982.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | EUR/SEK FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6375.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/THB FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1119.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | NZD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15873.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                      | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $161.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | USD/NOK FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16259.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | CDS ELECTROLUX AB                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $286.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/CHF FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3961.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/ILS FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9075.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | AUD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5331.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | CDS ELECTROLUX AB                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $537.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | USD/CAD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $48766.95     | 0.04%             |  |  |  | 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      | $-7817.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | NZD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-44639.78    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | NZD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1869.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                      | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4119.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | USD/GBP FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22294.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/IDR FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1093.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | EUR/SEK FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7158.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | JPY/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4509.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4864.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | USD/JPY FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2099.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24                            | AUST 10Y BOND                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         198 | NC      | $-14295.90    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | NOK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-81844.55    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | PLN/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2992.90      | 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      | $4812.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US ULTRA BOND                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -135 | NC      | $242282.33    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                      | CAD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-902.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | USD/CNH FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-29579.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | USD/CHF FORWARD                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4635.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | USD/NZD FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1842.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | NZD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $690.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | USD/GBP FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1515.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | CHF/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17328.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1059.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | IDR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1100.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7400.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1935.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                                | JAPAN 10Y BOND(OSE)                                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |          -5 | NC      | $46232.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | JPY/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-373.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | USD/GBP FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1546.71      | 0.00%             |  |  |  | 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      | $-623.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/MXN FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1775.83     | -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      | $7674.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | USD/COP FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6088.97      | 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        |     9100000 | NC      | $20179.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | CAD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13059.72     | 0.01%             |  |  |  | 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      | $19310.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | NZD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-72004.86    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | USD/GBP FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3644.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2680.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | USD/AUD FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15192.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | CHF/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3869.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | USD/JPY FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19656.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | AUD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $118055.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5833.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | CNY/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9926.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | EUR/AUD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4778.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/SGD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2195.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | USD/NOK FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5118.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | USD/JPY FORWARD                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $867.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | AUD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9036.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | CHF/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2281.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2423.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                             | GBP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12596.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | MXN/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $355.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS ITRAXX.XO.44.V1                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-29645.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/IDR FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $122.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | NZD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1816.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                      | USD/JPY FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $148494.76    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/HKD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-98.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | HUF/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-517.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                             | USD/CAD FORWARD                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-93640.05    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | USD/NOK FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $265346.65    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-BOBL                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          74 | NC      | $4394.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | USD/NOK FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13339.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | CDS ELECTROLUX AB                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2261.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/BRL FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19260.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | NZD/AUD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $987.22       | 0.00%             |  |  |  | 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      | $1004.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | JPY/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $663.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | USD/CAD FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3856.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/RON FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4351.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | NZD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1787.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | AUD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2864.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | AUD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3537.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | USD/AUD FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14009.20     | 0.01%             |  |  |  | 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      | $215.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | USD/JPY FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9468.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | NZD/AUD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $409.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14469.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | BRL/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19166.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-991.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-54056.65    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | PEN/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-59.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | CAD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3323.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/HUF FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3688.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | GBP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $54517.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | CAD/NZD FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4282.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | USD/HUF FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $510.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | NOK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10432.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | NZD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-51233.04    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | CHF/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2795.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | AUD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2791.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                      | USD/CAD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4424.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | USD/BRL FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-339.26      | -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      | $-5269.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/BRL FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-107195.66   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | JPY/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $241.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | CHF/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $915.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12855.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                             | SEK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-278418.32   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | KRW/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $679.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | CLP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5286.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                             | AUD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1207.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-52739.11    | -0.04%            |  |  |  | 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      | $-5211.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-BUXL 30Y BND                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          24 | NC      | $-46511.02    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | USD/AUD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2815.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | MXN/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-352.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/GBP FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18575.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/BRL FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5139.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS ITRAXX.EU.FINSR.44.V1                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-419605.25   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | USD/MXN FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5649.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | USD/CNH FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20697.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | USD/NOK FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16211.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | USD/CNH FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1213.91      | 0.00%             |  |  |  | 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      | $-4152.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | USD/NOK FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-107289.12   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24                            | AUST 3YR BOND                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |           2 | NC      | $-223.77      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/JPY FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $741.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-SCHATZ                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          90 | NC      | $1003.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/NOK FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1867.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2353.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | CNH/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2198.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | USD/GBP FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21495.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | MYR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9883.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | USD/BRL FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $320.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/KRW FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-675.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3934.09     | -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      | $-3951.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS ITRAXX.EU.44.V1                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $606435.71    | 0.47%             |  |  |  | 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      | $4319.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | USD/JPY FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20880.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | JPY/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1252.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                             | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1407.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2077.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | CDS INTESA SANPAOLO SPA                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $-10815.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                | CHF/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $592.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-OAT                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -43 | NC      | $-45281.37    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $243.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | USD/CNH FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $97.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | CDS UNICREDIT SPA                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $-8483.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | CDS TRANSDIGM INC                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-46052.59    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                | USD/CHF FORWARD                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3506.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 2YR NOTE (CBT)                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -22 | NC      | $4831.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                               | SWOP CDS CDX.NA.IG.45.V1                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              | CORP              | US        |   -26100000 | NC      | $-13558.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | SEK/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5339.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | CDS ELECTROLUX AB                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $250.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | TRS IBOXXMJA INDEX                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $8093.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                         | IRS IFS EUR                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-207833.97   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                         | IRS EUR                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-30420.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                         | IRS IFS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-15676.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                         | TRS IBOXIG INDEX                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-42712.21    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                         | IRS EUR                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $51542.53     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | USD/CAD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1759.08      | 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      | $-48541.95    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | TRS IBOXXMJA INDEX                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $3989.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                         | IRS IFS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $12115.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | TRS IBOXIG INDEX                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1067.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | TRS IBOXIG INDEX                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-13326.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                         | IRS SEK                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $21360.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                         | IRS EUR                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-31007.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                         | IRS IFS EUR                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $406128.02    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                         | IRS SEK                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1256.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                         | IRS IFS USD                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $4487.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | CHF/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $37262.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                               | Canadian Government Bond                                           | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      293000 | PA      | $137678.69    | 0.11%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                           | Hungary Government Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    44000000 | PA      | $105116.17    | 0.08%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                    | Czech Republic Government Bond                                     | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     4180000 | PA      | $189895.20    | 0.15%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                               | Republic of Austria Government Bond                                | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1275000 | PA      | $1509153.44   | 1.18%             | 2034-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                               | Province of Alberta Canada                                         | CUSIP: 013051ES2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      159000 | PA      | $114305.08    | 0.09%             | 2054-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                           | Ireland Government Bond                                            | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      525000 | PA      | $606016.71    | 0.47%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                     | Ballyrock CLO 24 Ltd                                               | CUSIP: 05875AAJ7<br>LEI: 254900B0CDDYIJW8YL36 | Long             | ABS-CBDO         | CORP              | JE        |      545000 | PA      | $546657.89    | 0.43%             | 2038-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                              | Sartorius Finance BV                                               | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $126703.53    | 0.10%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                          | FMC Corp                                                           | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      140000 | PA      | $123959.19    | 0.10%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| FINNISH GOVERNMENT                                                | Finland Government Bond                                            | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      500000 | PA      | $597500.26    | 0.47%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4341.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuers L                                    | Aligned Data Centers Issuer LLC                                    | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      379000 | PA      | $381589.86    | 0.30%             | 2048-08-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANK                                             | Western Alliance Bank                                              | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |      260000 | PA      | $263471.00    | 0.21%             | 2035-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                                | Deutsche Boerse AG                                                 | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1076679.44   | 0.84%             | 2026-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                          | Spain Government Bond                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3875000 | PA      | $4055019.38   | 3.16%             | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                          | Volkswagen Financial Services AG                                   | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $478566.55    | 0.37%             | 2027-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                              | Suez SACA                                                          | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $513394.57    | 0.40%             | 2032-11-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                                             | Portugal Obrigacoes do Tesouro OT                                  | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      450000 | PA      | $528678.58    | 0.41%             | 2034-10-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                          | Sumitomo Mitsui Financial Group Inc                                | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      540000 | PA      | $638311.11    | 0.50%             | 2036-10-06      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                               | Korea Treasury Bond                                                | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1193700000 | PA      | $863377.34    | 0.67%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                  | Deutsche Bahn AG                                                   | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |       40000 | PA      | $25495.14     | 0.02%             | 2051-05-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | CNH/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-709.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                             | USD/AUD FORWARD                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25289.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3339400 | PA      | $3342791.56   | 2.61%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| BUONI POLIENNALI DEL TES                                          | Italy Buoni Poliennali Del Tesoro                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1785000 | PA      | $1550738.02   | 1.21%             | 2050-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                            | Republic of Poland Government Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1375000 | PA      | $416164.86    | 0.32%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLKSBANK WIEN AG                                                 | Volksbank Wien AG                                                  | CUSIP: 000000000<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $373138.73    | 0.29%             | 2035-12-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                            | Mosaic Solar Loan Trust 2023-2                                     | CUSIP: 61945WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      209197 | PA      | $201126.50    | 0.16%             | 2053-09-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                             | Cellnex Finance Co SA                                              | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $118707.10    | 0.09%             | 2032-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                    | Avis Budget Rental Car Funding AESOP LLC                           | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      261000 | PA      | $273809.41    | 0.21%             | 2030-02-20      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                             | Japan Government Twenty Year Bond                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   427800000 | PA      | $2065146.53   | 1.61%             | 2043-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                               | Dow Chemical Co/The                                                | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      290000 | PA      | $265847.27    | 0.21%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| VERALLIA SA                                                       | Verallia SA                                                        | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118936.04    | 0.09%             | 2033-11-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | USD/GBP FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5923.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1625000 | PA      | $1628808.59   | 1.27%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                                    | Stack Infrastructure Issuer LLC                                    | CUSIP: 85236KAF9<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $150325.46    | 0.12%             | 2048-03-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers                                     | Retained Vantage Data Centers Issuer LLC                           | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      515000 | PA      | $515027.96    | 0.40%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                             | China Government Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2950000 | PA      | $483478.84    | 0.38%             | 2053-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                  | French Republic Government Bond OAT                                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      960000 | PA      | $1172361.98   | 0.91%             | 2038-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                             | Japan Government Thirty Year Bond                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   122050000 | PA      | $421762.99    | 0.33%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                          | Italy Buoni Poliennali Del Tesoro                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1780000 | PA      | $2110681.69   | 1.65%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                          | Thailand Government Bond                                           | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    27600000 | PA      | $912952.29    | 0.71%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                                       | Swiss Confederation Government Bond                                | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     1390000 | PA      | $1840917.94   | 1.44%             | 2032-06-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                          | Italy Buoni Poliennali Del Tesoro                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1625000 | PA      | $2092321.22   | 1.63%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | NOK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $43868.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                  | French Republic Government Bond OAT                                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      950000 | PA      | $919449.74    | 0.72%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                           | Severn Trent Utilities Finance PLC                                 | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      108000 | PA      | $144530.32    | 0.11%             | 2036-04-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                       | Exelon Corp                                                        | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      190000 | PA      | $190450.79    | 0.15%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1600000 | PA      | $1589124.99   | 1.24%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA Tower Trust                                                    | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      695000 | PA      | $624473.35    | 0.49%             | 2031-10-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                  | French Republic Government Bond OAT                                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      160000 | PA      | $148191.75    | 0.12%             | 2054-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                             | Japan Government Thirty Year Bond                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   165000000 | PA      | $534790.59    | 0.42%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                            | Mitsubishi UFJ Financial Group Inc                                 | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      572000 | PA      | $571428.39    | 0.45%             | 2037-01-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                  | COLT 2023-2 Mortgage Loan Trust                                    | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |      157129 | PA      | $157950.80    | 0.12%             | 2068-07-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                           | Mexican Bonos                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    14000000 | PA      | $757017.92    | 0.59%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                          | GBP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2420.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                   | United States Treasury Inflation Indexed Bonds                     | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1612128 | PA      | $1528794.15   | 1.19%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                          | Apollo Debt Solutions BDC                                          | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |       91000 | PA      | $90541.48     | 0.07%             | 2031-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1400000 | PA      | $1371453.13   | 1.07%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                                        | Verus Securitization Trust 2023-5                                  | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-MBS          | CORP              | US        |      153984 | PA      | $154610.50    | 0.12%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3200000 | PA      | $3175249.98   | 2.48%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                             | Cellnex Finance Co SA                                              | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $106986.17    | 0.08%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                              | Singapore Government Bond                                          | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      875000 | PA      | $757173.18    | 0.59%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                | Peru Government Bond                                               | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      440000 | PA      | $149970.12    | 0.12%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1494000 | PA      | $1493795.74   | 1.16%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                                | Denmark Government Bond                                            | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     1500000 | PA      | $280932.31    | 0.22%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4135.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | Fannie Mae or Freddie Mac                                          | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -1200000 | PA      | $-1216880.11  | -0.95%            | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                             | China Government Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    21640000 | PA      | $3070192.32   | 2.39%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                          | New South Wales Treasury Corp                                      | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     4126000 | PA      | $2233722.77   | 1.74%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                     | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      389000 | PA      | $383100.52    | 0.30%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                          | Aptiv Swiss Holdings Ltd                                           | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      140000 | PA      | $90509.15     | 0.07%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                   | United States Treasury Inflation Indexed Bonds                     | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2410163 | PA      | $1271760.28   | 0.99%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                  | COLT 2023-4 Mortgage Loan Trust                                    | CUSIP: 12598WAA0<br>LEI: 213800EHDFO4A3F7P416 | Long             | ABS-MBS          | CORP              | US        |      307841 | PA      | $312060.76    | 0.24%             | 2068-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1550000 | PA      | $1539828.13   | 1.20%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                             | Province of Ontario Canada                                         | CUSIP: 68333ZBF3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1469000 | PA      | $1087436.51   | 0.85%             | 2055-12-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                           | Yorkshire Water Finance PLC                                        | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $145071.03    | 0.11%             | 2031-04-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | USD/CHF FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15388.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                    | Avis Budget Rental Car Funding AESOP LLC                           | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      160000 | PA      | $164437.26    | 0.13%             | 2031-08-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                  | French Republic Government Bond OAT                                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      325000 | PA      | $389419.55    | 0.30%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                | Province of Quebec Canada                                          | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      405000 | PA      | $285277.16    | 0.22%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                               | Global Payments Inc                                                | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      330000 | PA      | $327355.67    | 0.26%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                             | Japan Government Forty Year Bond                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   488200000 | PA      | $2194681.71   | 1.71%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                          | Anheuser-Busch InBev SA/NV                                         | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      910000 | PA      | $1068419.81   | 0.83%             | 2028-03-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                               | United Kingdom Gilt                                                | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5500000 | PA      | $3413669.04   | 2.66%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                            | Netherlands Government Bond                                        | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1350000 | PA      | $1561428.31   | 1.22%             | 2034-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                               | Malaysia Government Bond                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4450000 | PA      | $1214177.01   | 0.95%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Ent Auto Receivables Trust                                        | Ent Auto Receivables Trust 2023-1                                  | CUSIP: 293601AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      102066 | PA      | $102645.84    | 0.08%             | 2029-01-16      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | GBP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2156.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                           | Hamburg Commercial Bank AG                                         | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $614844.64    | 0.48%             | 2028-07-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                            | Northumbrian Water Finance PLC                                     | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      399000 | PA      | $574286.73    | 0.45%             | 2034-10-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                          | Queensland Treasury Corp                                           | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      575000 | PA      | $306098.75    | 0.24%             | 2034-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      433000 | PA      | $516673.56    | 0.40%             | 2037-01-23      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                | A&D Mortgage Trust 2023-NQM2                                       | CUSIP: 00002DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      245286 | PA      | $245604.57    | 0.19%             | 2068-05-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                               | Korea Treasury Bond                                                | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6130000000 | PA      | $3921454.27   | 3.06%             | 2035-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                               | Nigeria Government International Bond                              | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $213955.84    | 0.17%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                  | Deutsche Bahn AG                                                   | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $90380.64     | 0.07%             | 2036-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Sunnova Hestia I Issuer, LLC                                      | Sunnova Hestia I Issuer LLC                                        | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       86488 | PA      | $85154.40     | 0.07%             | 2050-12-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                             | China Government Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3650000 | PA      | $556520.34    | 0.43%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | AUD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $22231.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                | Province of Quebec Canada                                          | CUSIP: 74814ZFU2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      244000 | PA      | $166025.37    | 0.13%             | 2057-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                              | Indonesia Treasury Bond                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 10580000000 | PA      | $680687.64    | 0.53%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                           | Romanian Government International Bond                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      116000 | PA      | $143332.04    | 0.11%             | 2037-10-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                               | Canadian Government Bond                                           | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6050000 | PA      | $4413014.36   | 3.44%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                              | Heathrow Funding Ltd                                               | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      330000 | PA      | $389503.06    | 0.30%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                             | China Government Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    17240000 | PA      | $2286849.89   | 1.78%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1520000 | PA      | $1486393.74   | 1.16%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                                           | Toyota Motor Finance Netherlands BV                                | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $659885.23    | 0.51%             | 2028-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                  | Deutsche Bahn AG                                                   | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |       60000 | PA      | $62354.41     | 0.05%             | 2034-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I                                    | CyrusOne Data Centers Issuer I LLC                                 | CUSIP: 23284BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      107892 | PA      | $107231.17    | 0.08%             | 2048-04-20      | Fixed         | 5.45%                 | 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      | $3651.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                            | Northumbrian Water Finance PLC                                     | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      120000 | PA      | $157046.19    | 0.12%             | 2037-10-02      | Fixed         | 5.50%                 | 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        |      795413 | NS      | $795413.28    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNDESSCHATZANWEISUNGEN                                           | Bundesschatzanweisungen                                            | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1800000 | PA      | $2137979.72   | 1.67%             | 2027-03-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                  | Deutsche Bahn AG                                                   | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |       60000 | PA      | $33192.34     | 0.03%             | 2050-12-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                             | Japan Government Thirty Year Bond                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   474450000 | PA      | $2306462.58   | 1.80%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                             | Japan Government Twenty Year Bond                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   192250000 | PA      | $983067.64    | 0.77%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                 | Hellenic Republic Government Bond                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      247000 | PA      | $314511.38    | 0.25%             | 2038-07-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                               | United Kingdom Gilt                                                | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2350000 | PA      | $3268492.29   | 2.55%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                              | Sartorius Finance BV                                               | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $498757.22    | 0.39%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Auto Securitization Trust                                    | Ford Auto Securitization Trust II Series 2022-A Asset-Backed Notes | CUSIP: 345214AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      999990 | PA      | $747152.56    | 0.58%             | 2028-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-44266.43    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-                                    | AutoNation Finance Trust 2025-1                                    | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      113000 | PA      | $114021.27    | 0.09%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                    | European Union                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |      548963 | PA      | $544616.93    | 0.42%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                            | New Zealand Government Bond                                        | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      630000 | PA      | $374563.07    | 0.29%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                          | Spain Government Bond                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      375000 | PA      | $455902.28    | 0.36%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                    | CUSIP: 3140XRAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      510858 | PA      | $523873.21    | 0.41%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                     | P3 Group Sarl                                                      | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $235927.06    | 0.18%             | 2033-04-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                              | Kraft Heinz Foods Co                                               | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      158000 | PA      | $144198.09    | 0.11%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                            | Blackstone Private Credit Fund                                     | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      155000 | PA      | $151490.79    | 0.12%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      875000 | PA      | $902719.73    | 0.70%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                               | United Kingdom Gilt                                                | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2350000 | PA      | $2786479.70   | 2.17%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | THB/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2869.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6367.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                       | Oracle Corp                                                        | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38740.51     | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                            | Treasury Corp of Victoria                                          | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1686000 | PA      | $1111352.04   | 0.87%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                   | Kingdom of Belgium Government Bond                                 | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      775000 | PA      | $775250.47    | 0.60%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                          | Queensland Treasury Corp                                           | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      296000 | PA      | $193610.20    | 0.15%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                               | Korea Treasury Bond                                                | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1485000000 | PA      | $951515.86    | 0.74%             | 2052-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                             | Japan Government Forty Year Bond                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   132100000 | PA      | $413731.32    | 0.32%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TIF Funding III LLC                                               | TIF Funding III LLC                                                | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      493350 | PA      | $497460.00    | 0.39%             | 2049-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | Citigroup Inc                                                      | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      700000 | PA      | $820905.10    | 0.64%             | 2034-10-22      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                   | Invesco US CLO 2023-3 Ltd                                          | CUSIP: 46091RAL7<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |      575000 | PA      | $578236.10    | 0.45%             | 2038-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                            | Treasury Corp of Victoria                                          | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      206000 | PA      | $107363.73    | 0.08%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | SEK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $38962.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                          | Bundesrepublik Deutschland Bundesanleihe                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      350000 | PA      | $407815.73    | 0.32%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                                | Sweden Government Bond                                             | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     3575000 | PA      | $385411.48    | 0.30%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                            | Blackstone Private Credit Fund                                     | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71324.56     | 0.06%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                            | Arkema SA                                                          | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $235750.45    | 0.18%             | 2033-09-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I                                    | CyrusOne Data Centers Issuer I LLC                                 | CUSIP: 23284BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      394000 | PA      | $397283.12    | 0.31%             | 2048-11-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                              | Kraft Heinz Foods Co                                               | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82130.47     | 0.06%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RLGH FINANCE BERMUDA LTD                                          | RLGH Finance Bermuda Ltd                                           | CUSIP: 000000000<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |      295000 | PA      | $333473.50    | 0.26%             | 2031-07-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                        | Verus Securitization Trust 2023-4                                  | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |      148563 | PA      | $148806.25    | 0.12%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                              | Colombian TES                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  7215000000 | PA      | $1997305.38   | 1.56%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                             | China Government Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     9970000 | PA      | $1948594.42   | 1.52%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1765.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                          | Spain Government Bond                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       75000 | PA      | $90133.33     | 0.07%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                    | European Union                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |     1475000 | PA      | $1300504.99   | 1.01%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                           | Mercedes-Benz International Finance BV                             | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      670000 | PA      | $804778.60    | 0.63%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                               | Province of Alberta Canada                                         | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      160000 | PA      | $92022.47     | 0.07%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                   | CUSIP: 3132DUAD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      396414 | PA      | $407300.45    | 0.32%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                               | United Kingdom Gilt                                                | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2200000 | PA      | $2967773.02   | 2.31%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                      | AES Corp/The                                                       | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      150000 | PA      | $155133.52    | 0.12%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Regatta XXV Funding Ltd.                                          | Regatta XXV Funding Ltd                                            | CUSIP: 758978AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $603483.60    | 0.47%             | 2038-07-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | USD/NOK FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1316.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | JPY/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2019.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | NZD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1898.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                             | SGD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $635.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | USD/NZD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $870.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                | USD/NZD FORWARD                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1815.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                                | LONG GILT                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -50 | NC      | $-51913.42    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | NZD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6397.32      | 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      | $-5940.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/NZD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32000.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | CAD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $32233.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                    | SWOP CDS ITRAXX.EU.44.V1                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |   -18200000 | NC      | $-17034.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | USD/AUD FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2271.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                               | SWOP CDS CDX.NA.IG.45.V1                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              | CORP              | US        |    13050000 | NC      | $16523.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                             | USD/JPY FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10522.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | USD/CNH FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-613.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | USD/CAD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $815.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | AUD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $38064.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                      | CHF/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-234682.90   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | GBP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $225.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                | NZD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1789.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | USD/CAD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-99500.16    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | NZD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $124428.73    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $38289.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                      | GBP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-177304.42   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | SEK/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2758.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | CAD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2181.13      | 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      | $-1853.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | GBP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-48884.38    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/IDR FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-243.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | USD/NZD FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $26311.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | SGD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-660.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/JPY FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5692.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | AUD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8461.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10993.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | USD/CAD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9753.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | USD/KRW FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1540.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2296.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | SEK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8208.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/CAD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5880.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | COP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-74090.68    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | IDR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $621.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | USD/JPY FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1230.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | KRW/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1238.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | CHF/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12837.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | NZD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26390.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | CAD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20221.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | KRW/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16325.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 5YR NOTE (CBT)                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          80 | NC      | $-19008.12    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | USD/GBP FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3022.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US LONG BOND(CBT)                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          10 | NC      | $-10709.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | NOK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1227.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | USD/COP FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11804.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4633.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | GBP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1012.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | USD/CHF FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $65544.69     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS CDX.NA.IG.45.V1                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $319605.86    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | SEK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7582.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | CAD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3783.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                      | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17757.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | USD/HUF FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3537.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                            | CAN 10YR BOND                                                      | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |         -30 | NC      | $26000.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer