# EDGAR Filing Document

**Accession Number:** 0000799295
**File Stem:** 0000940400-25-011081
**Filing Date:** 2025-11
**Character Count:** 284629
**Document Hash:** 9d2a4d66445c4c952486ae2ad6f2c5a8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-011081.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0000940400-25-011081

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04813
- **FILM NUMBER:** 251529606

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 212-922-6400

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS INVESTMENT FUNDS
- **DATE OF NAME CHANGE:** 20081201

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

BNY Mellon Global Fixed Income Fund

SCHEDULE OF INVESTMENTS

September 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon <br>Rate (%)<br>| Maturity <br>Date<br>| Principal <br>Amount ($)<sup>(a)</sup> <br>| Value ($) |
| **Bonds and Notes — 97.6%** | **Bonds and Notes — 97.6%** | **Bonds and Notes — 97.6%** | **Bonds and Notes — 97.6%** | **Bonds and Notes — 97.6%** | **Bonds and Notes — 97.6%** |
| **Australia — 2.7%** |  |  |  |  |  |
| Australia, Sr. Unscd. Bonds, Ser. 140 | AUD | 4.50 | 4/21/2033 | 22400000 | 15251327 |
| Australia, Sr. Unscd. Bonds, Ser. 150 | AUD | 3.00 | 3/21/2047 | 5240000 | 2607173 |
| New South Wales Treasury Corp., Govt. Gtd. Notes | AUD | 1.75 | 3/20/2034 | 8862000 | 4656298 |
| New South Wales Treasury Corp., Govt. Gtd. Notes | AUD | 2.00 | 3/8/2033 | 19591000 | 10910875 |
| New South Wales Treasury Corp., Govt. Gtd. Notes | AUD | 4.25 | 2/20/2036 | 10116000 | 6323191 |
| New South Wales Treasury Corp., Govt. Gtd. Notes | AUD | 4.75 | 2/20/2035 | 4848000 | 3198105 |
| New South Wales Treasury Corp., Govt. Gtd. Notes | AUD | 4.75 | 2/20/2037 | 7835600 | 5043271 |
| Queensland Treasury Corp., Govt. Gtd. Bonds<sup>(b)</sup> <br>| AUD | 1.75 | 7/20/2034 | 9979000 | 5159600 |
| Queensland Treasury Corp., Govt. Gtd. Bonds | AUD | 2.00 | 8/22/2033 | 9256000 | 5058876 |
| Queensland Treasury Corp., Govt. Gtd. Bonds<sup>(b)</sup> <br>| AUD | 4.50 | 8/22/2035 | 9700000 | 6205396 |
| Treasury Corp. of Victoria, Govt. Gtd. Bonds | AUD | 2.00 | 9/17/2035 | 8814000 | 4472324 |
| Treasury Corp. of Victoria, Govt. Gtd. Notes | AUD | 4.75 | 9/15/2036 | 41354000 | 26659047 |
|  |  |  |  |  | **95545483** |
| **Austria — .6%** |  |  |  |  |  |
| Austria, Sr. Unscd. Bonds<sup>(b)</sup> <br>| EUR | 2.90 | 2/20/2034 | 9875000 | 11596686 |
| Kommunalkredit Austria AG, Sr. Notes | EUR | 4.25 | 4/1/2031 | 2800000 | 3361615 |
| Raiffeisen Bank International AG, Sub. Notes | EUR | 2.88 | 6/18/2032 | 5300000 | 6189174 |
|  |  |  |  |  | **21147475** |
| **Belgium — .2%** |  |  |  |  |  |
| Belgium, Sr. Unscd. Notes, Ser. 98<sup>(b)</sup> <br>| EUR | 3.30 | 6/22/2054 | 6825000 | **6871465** |
| **Bermuda — .5%** |  |  |  |  |  |
| Athora Holding Ltd., Sub. Notes | EUR | 5.88 | 9/10/2034 | 7100000 | 9072528 |
| RLGH Finance Bermuda Ltd., Gtd. Notes |  | 8.25 | 7/17/2031 | 7045000 | 8020404 |
|  |  |  |  |  | **17092932** |
| **Brazil — 2.6%** |  |  |  |  |  |
| Brazil Notas do Tesouro Nacional, Notes, Ser. F | BRL | 10.00 | 1/1/2033 | 342150000 | 54199733 |
| Brazil Notas do Tesouro Nacional, Notes, Ser. F | BRL | 10.00 | 1/1/2035 | 262740000 | 40407891 |
|  |  |  |  |  | **94607624** |
| **Canada — 1.7%** |  |  |  |  |  |
| Canada, Bonds | CAD | 3.25 | 9/1/2028 | 17600000 | 12900849 |
| Canada, Bonds | CAD | 3.25 | 12/1/2034 | 6928000 | 5024978 |
| Ford Auto Securitization Trust II, Ser. 2022-AA, Cl. A3<sup>(b)</sup> <br>| CAD | 5.40 | 9/15/2028 | 11382000 | 8351871 |
| Magna International, Inc., Sr. Unscd. Notes | EUR | 3.63 | 5/21/2031 | 3865000 | 4576538 |
| Province of Alberta Canada, Unscd. Bonds | CAD | 4.45 | 12/1/2054 | 4176000 | 2995786 |
| Province of Alberta Canada, Unscd. Debs. | CAD | 3.10 | 6/1/2050 | 4172000 | 2388295 |
| Province of Ontario Canada, Sr. Unscd. Notes | CAD | 4.15 | 12/2/2054 | 11261000 | 7711564 |
| Province of Ontario Canada, Sr. Unscd. Notes | CAD | 4.60 | 12/2/2055 | 21393000 | 15803335 |
|  |  |  |  |  | **59753216** |
| **Cayman Islands — .4%** |  |  |  |  |  |
| Octagon 61 Ltd., Ser. 2023-2A, Cl. A1R, (3 Month TSFR +1.40%)<sup>(b),(c)</sup> <br>|  | 5.73 | 4/20/2038 | 7900000 | 7941625 |
| &nbsp;&nbsp;&nbsp; Regatta XXV Funding Ltd. CLO, Ser. 2023-1A, Cl. A1R, (3 Month TSFR <br> +1.34%)<sup>(b),(c)</sup> <br>|  | 5.67 | 7/15/2038 | 5775000 | 5803344 |
|  |  |  |  |  | **13744969** |
| **China — 3.7%** |  |  |  |  |  |
| China, Bonds, Ser. INBK | CNY | 1.61 | 2/15/2035 | 492050000 | 67804493 |
| China, Bonds, Ser. INBK | CNY | 1.92 | 1/15/2055 | 406020000 | 52961477 |

---

**3**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** |
| **China — 3.7% (continued)** |  |  |  |  |  |
| China, Bonds, Ser. INBK | CNY | 3.00 | 10/15/2053 | 30610000 | 4975950 |
| China, Bonds, Ser. INBK | CNY | 3.73 | 5/25/2070 | 39170000 | 7712777 |
|  |  |  |  |  | **133454697** |
| **Colombia — .7%** |  |  |  |  |  |
| Colombian TES, Bonds, Ser. B | COP | 13.25 | 2/9/2033 | 95500000000 | **26362142** |
| **Czechia — .1%** |  |  |  |  |  |
| Czech Republic, Sr. Unscd. Bonds, Ser. 156 | CZK | 3.00 | 3/3/2033 | 96730000 | **4268692** |
| **Denmark — .1%** |  |  |  |  |  |
| Denmark, Bonds, Ser. 31Y | DKK | 4.50 | 11/15/2039 | 14250000 | **2718370** |
| **Finland — .1%** |  |  |  |  |  |
| Finland, Sr. Unscd. Bonds, Ser. 10Y<sup>(b)</sup> <br>| EUR | 3.00 | 9/15/2033 | 3750000 | **4440190** |
| **France — 2.5%** |  |  |  |  |  |
| Electricite de France SA, Sr. Unscd. Notes | EUR | 4.63 | 1/25/2043 | 1100000 | 1282185 |
| Electricite de France SA, Sr. Unscd. Notes | EUR | 4.75 | 6/17/2044 | 2400000 | 2830409 |
| France, Bonds, Ser. OAT<sup>(b)</sup> <br>| EUR | 3.00 | 5/25/2033 | 26150000 | 30308521 |
| France, Bonds, Ser. OAT<sup>(b)</sup> <br>| EUR | 3.25 | 5/25/2055 | 8625000 | 8298365 |
| France, Bonds, Ser. OAT<sup>(b)</sup> <br>| EUR | 4.00 | 10/25/2038 | 11685000 | 14059660 |
| Kering SA, Sr. Unscd. Notes<sup>(d)</sup> <br>| EUR | 3.63 | 9/5/2031 | 7100000 | 8462821 |
| Orange SA, Sr. Unscd. Notes | EUR | 3.50 | 5/19/2035 | 2600000 | 3057161 |
| Pernod Ricard SA, Sr. Unscd. Notes<sup>(d)</sup> <br>| EUR | 3.25 | 3/3/2032 | 4000000 | 4685353 |
| Pernod Ricard SA, Sr. Unscd. Notes | EUR | 3.63 | 5/7/2034 | 1900000 | 2246036 |
| Suez SACA, Sr. Unscd. Notes | EUR | 5.00 | 11/3/2032 | 4200000 | 5366585 |
| TotalEnergies Capital International SA, Gtd. Notes | EUR | 3.85 | 3/3/2045 | 6600000 | 7282718 |
|  |  |  |  |  | **87879814** |
| **Germany — 1.0%** |  |  |  |  |  |
| Aareal Bank AG, Sub. Notes | EUR | 5.63 | 12/12/2034 | 3900000 | 4810276 |
| Deutsche Bahn AG, Sr. Unscd. Notes | EUR | 0.63 | 4/15/2036 | 5370000 | 4809925 |
| Deutsche Bahn AG, Sr. Unscd. Notes | EUR | 0.63 | 12/8/2050 | 3010000 | 1729429 |
| Deutsche Bahn AG, Sr. Unscd. Notes | EUR | 1.13 | 5/29/2051 | 3920000 | 2539028 |
| Deutsche Bahn AG, Sr. Unscd. Notes | EUR | 1.38 | 3/3/2034 | 2416000 | 2489307 |
| Deutsche Bahn AG, Sr. Unscd. Notes | EUR | 1.63 | 8/16/2033 | 6970000 | 7425958 |
| Deutsche Bahn AG, Sr. Unscd. Notes | EUR | 1.88 | 5/24/2030 | 6457000 | 7355065 |
| Deutsche Telekom AG, Sr. Unscd. Notes | EUR | 3.63 | 2/3/2045 | 3580000 | 3917585 |
| Merck KGaA, Jr. Sub. Notes<sup>(d)</sup> <br>| EUR | 3.88 | 8/27/2054 | 1400000 | 1661831 |
|  |  |  |  |  | **36738404** |
| **Greece — .1%** |  |  |  |  |  |
| Hellenic Republic, Sr. Unscd. Notes<sup>(b)</sup> <br>| EUR | 4.38 | 7/18/2038 | 3438000 | **4333563** |
| **Hungary — .0%** |  |  |  |  |  |
| Hungary, Bonds, Ser. 33A | HUF | 2.25 | 4/20/2033 | 710000 | **1584** |
| **Indonesia — .2%** |  |  |  |  |  |
| Indonesia, Bonds, Ser. FR83 | IDR | 7.50 | 4/15/2040 | 109930000000 | **7021272** |
| **Ireland — .4%** |  |  |  |  |  |
| Ireland, Unscd. Bonds | EUR | 2.60 | 10/18/2034 | 3950000 | 4511358 |
| &nbsp;&nbsp;&nbsp; Sequoia Logistics DAC, Ser. 2025-1A, Cl. B, (3 Month EURIBOR <br> +1.75%)<sup>(b),(c)</sup> <br>| EUR | 3.79 | 2/17/2037 | 7793000 | 9175383 |
|  |  |  |  |  | **13686741** |
| **Italy — 3.8%** |  |  |  |  |  |
| Autostrade per l'Italia SpA, Sr. Unscd. Notes | EUR | 4.63 | 2/28/2036 | 3835000 | 4703897 |
| Eni SpA, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 5.50 | 5/15/2034 | 4609000 | 4743737 |
| Eni SpA, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 5.95 | 5/15/2054 | 5459000 | 5460934 |

---

**4**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** |
| **Italy — 3.8% (continued)** |  |  |  |  |  |
| Italy Buoni Poliennali Del Tesoro, Sr. Unscd. Bonds, Ser. 10Y | EUR | 4.40 | 5/1/2033 | 51375000 | 65250644 |
| Italy Buoni Poliennali Del Tesoro, Sr. Unscd. Notes, Ser. 30Y<sup>(b)</sup> <br>| EUR | 4.30 | 10/1/2054 | 48495000 | 55942243 |
|  |  |  |  |  | **136101455** |
| **Japan — 4.0%** |  |  |  |  |  |
| Japan (20 Year Issue), Bonds, Ser. 183 | JPY | 1.40 | 12/20/2042 | 3756900000 | 21826098 |
| Japan (20 Year Issue), Bonds, Ser. 184 | JPY | 1.10 | 3/20/2043 | 1066400000 | 5861418 |
| Japan (30 Year Issue), Bonds, Ser. 66 | JPY | 0.40 | 3/20/2050 | 606600000 | 2326853 |
| Japan (30 Year Issue), Bonds, Ser. 69 | JPY | 0.70 | 12/20/2050 | 782050000 | 3186093 |
| Japan (30 Year Issue), Bonds, Ser. 83 | JPY | 2.20 | 6/20/2054 | 9190000000 | 51960830 |
| Japan (40 Year Issue), Bonds, Ser. 15 | JPY | 1.00 | 3/20/2062 | 1473600000 | 5351250 |
| Japan (40 Year Issue), Bonds, Ser. 17 | JPY | 2.20 | 3/20/2064 | 10000000000 | 51911067 |
|  |  |  |  |  | **142423609** |
| **Jersey — .8%** |  |  |  |  |  |
| AA Bond Co. Ltd., Sr. Scd. Notes, Ser. A8 | GBP | 5.50 | 7/31/2027 | 5400000 | 7310926 |
| Aptiv Swiss Holdings Ltd., Gtd. Notes |  | 3.10 | 12/1/2051 | 2830000 | 1797702 |
| &nbsp;&nbsp;&nbsp; Ballyrock 24 Ltd. CLO, Ser. 2023-24A, Cl. A1R, (3 Month TSFR <br> +1.32%)<sup>(b),(c)</sup> <br>|  | 5.65 | 7/15/2038 | 5420000 | 5439273 |
| Heathrow Funding Ltd., Sr. Scd. Notes | EUR | 1.88 | 3/14/2034 | 2845000 | 2900084 |
| &nbsp;&nbsp;&nbsp; Invesco US Ltd. CLO, Ser. 2023-3A, Cl. AR, (3 Month TSFR <br> +1.31%)<sup>(b),(c)</sup> <br>|  | 5.63 | 7/15/2038 | 11113232 | 11149328 |
|  |  |  |  |  | **28597313** |
| **Luxembourg — .4%** |  |  |  |  |  |
| Becton Dickinson Euro Finance Sarl, Gtd. Notes | EUR | 1.34 | 8/13/2041 | 6079000 | 4865592 |
| P3 Group Sarl, Sr. Unscd. Notes | EUR | 4.00 | 4/19/2032 | 8369000 | 10004865 |
|  |  |  |  |  | **14870457** |
| **Malaysia — .3%** |  |  |  |  |  |
| Malaysia, Bonds, Ser. 318 | MYR | 4.64 | 11/7/2033 | 41200000 | **10573984** |
| **Mexico — .3%** |  |  |  |  |  |
| Mexican Bonos, Bonds, Ser. M | MXN | 7.50 | 5/26/2033 | 190500000 | **9831613** |
| **Netherlands — 1.9%** |  |  |  |  |  |
| ABN AMRO Bank NV, Sr. Notes<sup>(b)</sup> <br>|  | 5.52 | 12/3/2035 | 11200000 | 11640310 |
| DSV Finance BV, Gtd. Notes | EUR | 3.38 | 11/6/2034 | 3040000 | 3538542 |
| Enel Finance International NV, Gtd. Notes | EUR | 3.88 | 1/23/2035 | 2885000 | 3456561 |
| ING Groep NV, Sr. Unscd. Notes | EUR | 4.75 | 5/23/2034 | 5500000 | 7009970 |
| JT International Financial Services BV, Gtd. Notes | EUR | 4.13 | 6/17/2035 | 14533000 | 17348433 |
| Netherlands, Bonds<sup>(b)</sup> <br>| EUR | 2.50 | 7/15/2034 | 13300000 | 15285157 |
| Sartorius Finance BV, Gtd. Notes | EUR | 4.88 | 9/14/2035 | 4000000 | 5026594 |
| Stellantis NV, Sr. Unscd. Notes | EUR | 4.00 | 3/19/2034 | 3080000 | 3454015 |
|  |  |  |  |  | **66759582** |
| **New Zealand — .1%** |  |  |  |  |  |
| New Zealand, Unscd. Bonds, Ser. 534 | NZD | 4.25 | 5/15/2034 | 9220000 | **5412089** |
| **Norway — .1%** |  |  |  |  |  |
| Telenor ASA, Sr. Unscd. Notes<sup>(d)</sup> <br>| EUR | 0.63 | 9/25/2031 | 2058000 | **2104568** |
| **Peru — .1%** |  |  |  |  |  |
| Peru, Bonds<sup>(b)</sup> <br>| PEN | 7.60 | 8/12/2039 | 8000000 | **2522021** |
| **Poland — .2%** |  |  |  |  |  |
| Bank Millennium SA, Sr. Notes | EUR | 5.31 | 9/25/2029 | 2080000 | 2566372 |
| Poland, Bonds, Ser. 1033 | PLN | 6.00 | 10/25/2033 | 11625000 | 3355422 |
|  |  |  |  |  | **5921794** |

---

**5**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** |
| **Portugal — .2%** |  |  |  |  |  |
| Portugal Obrigacoes do Tesouro OT, Sr. Unscd. Notes, Ser. 11Y<sup>(b)</sup> <br>| EUR | 2.88 | 10/20/2034 | 5250000 | **6088731** |
| **Romania — .3%** |  |  |  |  |  |
| Romania, Sr. Unscd. Notes<sup>(b)</sup> <br>| EUR | 5.25 | 5/30/2032 | 9096000 | **10703093** |
| **Singapore — .3%** |  |  |  |  |  |
| Pfizer Investment Enterprises Pte Ltd., Gtd. Notes |  | 5.11 | 5/19/2043 | 2940000 | 2850814 |
| Pfizer Investment Enterprises Pte Ltd., Gtd. Notes<sup>(d)</sup> <br>|  | 5.30 | 5/19/2053 | 3740000 | 3616852 |
| Singapore, Bonds | SGD | 3.38 | 9/1/2033 | 5615000 | 4840408 |
|  |  |  |  |  | **11308074** |
| **South Korea — 1.1%** |  |  |  |  |  |
| Korea, Bonds, Ser. 2812 | KRW | 2.38 | 12/10/2028 | 11350200000 | 8029477 |
| Korea, Bonds, Ser. 3212 | KRW | 4.25 | 12/10/2032 | 26127800000 | 20236456 |
| Korea, Bonds, Ser. 5209 | KRW | 3.13 | 9/10/2052 | 8610000000 | 6393531 |
| Korea, Bonds, Ser. 5303 | KRW | 3.25 | 3/10/2053 | 7778000000 | 5909981 |
|  |  |  |  |  | **40569445** |
| **Spain — 1.9%** |  |  |  |  |  |
| Banco Santander SA, Sr. Notes | EUR | 4.88 | 10/18/2031 | 1200000 | 1533273 |
| Cellnex Finance Co. SA, Gtd. Notes | EUR | 2.00 | 2/15/2033 | 1600000 | 1692785 |
| Cellnex Finance Co. SA, Gtd. Notes<sup>(d)</sup> <br>| EUR | 2.00 | 9/15/2032 | 8300000 | 8857116 |
| Spain, Sr. Unscd. Bonds<sup>(b)</sup> <br>| EUR | 0.70 | 4/30/2032 | 27750000 | 28502458 |
| Spain, Sr. Unscd. Bonds<sup>(b)</sup> <br>| EUR | 3.25 | 4/30/2034 | 16975000 | 20164707 |
| Spain, Sr. Unscd. Notes<sup>(b)</sup> <br>| EUR | 3.45 | 10/31/2034 | 6250000 | 7514648 |
|  |  |  |  |  | **68264987** |
| **Supranational — 1.4%** |  |  |  |  |  |
| European Union, Sr. Unscd. Bonds, Ser. UFA | EUR | 3.00 | 3/4/2053 | 8406311 | 8297530 |
| European Union, Sr. Unscd. Notes, Ser. SURE | EUR | 0.20 | 6/4/2036 | 14551000 | 12554467 |
| European Union, Sr. Unscd. Notes, Ser. UFA | EUR | 3.13 | 12/4/2030 | 8900000 | 10726159 |
| European Union, Sr. Unscd. Notes, Ser. UFA | EUR | 3.38 | 10/5/2054 | 6666674 | 6992458 |
| European Union, Sr. Unscd. Notes, Ser. UFA | EUR | 3.75 | 10/12/2045 | 8748870 | 10166994 |
|  |  |  |  |  | **48737608** |
| **Sweden — .2%** |  |  |  |  |  |
| Sweden, Bonds, Ser. 1066 | SEK | 2.25 | 5/11/2035 | 48000000 | 4945039 |
| Telia Co. AB, Sr. Unscd. Notes | EUR | 3.63 | 2/22/2032 | 2510000 | 3040612 |
|  |  |  |  |  | **7985651** |
| **Switzerland — .5%** |  |  |  |  |  |
| Swiss Confederation, Bonds | CHF | 0.50 | 6/27/2032 | 14445000 | **18669480** |
| **United Kingdom — 5.8%** |  |  |  |  |  |
| Gemgarto PLC, Ser. 2021-1A, Cl. A, (3 Month SONIO +0.89%)<sup>(b),(c)</sup> <br>| GBP | 4.87 | 12/16/2067 | 337047 | 454447 |
| Motability Operations Group PLC, Gtd. Notes | EUR | 3.88 | 1/24/2034 | 2920000 | 3471387 |
| National Grid PLC, Sr. Unscd. Notes | EUR | 0.75 | 9/1/2033 | 3180000 | 3027221 |
| National Grid PLC, Sr. Unscd. Notes<sup>(d)</sup> <br>| EUR | 3.25 | 3/30/2034 | 2965000 | 3379067 |
| Northumbrian Water Finance PLC, Gtd. Notes | GBP | 6.38 | 10/28/2034 | 8640000 | 11988690 |
| Severn Trent Utilities Finance PLC, Gtd. Notes | GBP | 5.25 | 4/4/2036 | 1657000 | 2149297 |
| United Kingdom Gilt, Bonds | GBP | 1.50 | 7/31/2053 | 113800000 | 66261093 |
| United Kingdom Gilt, Bonds | GBP | 3.25 | 1/31/2033 | 21500000 | 26749265 |
| United Kingdom Gilt, Bonds | GBP | 4.13 | 7/22/2029 | 11600000 | 15627955 |
| United Kingdom Gilt, Bonds | GBP | 4.25 | 7/31/2034 | 15710000 | 20543360 |
| United Kingdom Gilt, Bonds | GBP | 4.38 | 7/31/2054 | 27525000 | 30981014 |
| United Kingdom Gilt, Bonds | GBP | 4.50 | 6/7/2028 | 13250000 | 18051370 |

---

**6**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** |
| **United Kingdom — 5.8% (continued)** |  |  |  |  |  |
| United Utilities Water Finance PLC, Gtd. Notes | EUR | 3.75 | 5/23/2034 | 330000 | 388780 |
| Yorkshire Water Finance PLC, Sr. Scd. Bonds | GBP | 6.60 | 4/17/2031 | 2200000 | 3096339 |
|  |  |  |  |  | **206169285** |
| **United States — 56.3%** |  |  |  |  |  |
| A&D Mortgage Trust, Ser. 2023-NQM2, Cl. A1<sup>(b)</sup> <br>|  | 6.13 | 5/25/2068 | 2659196 | 2671240 |
| Alexandria Real Estate Equities, Inc., Gtd. Notes |  | 5.25 | 5/15/2036 | 3102000 | 3121496 |
| Aligned Data Centers Issuer LLC, Ser. 2023-1A, Cl. A2<sup>(b)</sup> <br>|  | 6.00 | 8/17/2048 | 3914000 | 3955650 |
| Alphabet, Inc., Sr. Unscd. Notes | EUR | 3.88 | 5/6/2045 | 6787000 | 7871706 |
| Alphabet, Inc., Sr. Unscd. Notes | EUR | 4.00 | 5/6/2054 | 4327000 | 4963722 |
| AT&T, Inc., Sr. Unscd. Notes | EUR | 3.60 | 6/1/2033 | 1976000 | 2343353 |
| AutoNation Finance Trust, Ser. 2025-1A, Cl. A3<sup>(b)</sup> <br>|  | 4.62 | 11/13/2029 | 2656000 | 2682983 |
| Avis Budget Rental Car Funding AESOP LLC, Ser. 2023-4A, Cl. A<sup>(b)</sup> <br>|  | 5.49 | 6/20/2029 | 3643000 | 3752424 |
| Avis Budget Rental Car Funding AESOP LLC, Ser. 2023-8A, Cl. A<sup>(b)</sup> <br>|  | 6.02 | 2/20/2030 | 2831000 | 2976528 |
| Avis Budget Rental Car Funding AESOP LLC, Ser. 2025-2A, Cl. A<sup>(b)</sup> <br>|  | 5.12 | 8/20/2031 | 3804000 | 3917448 |
| Avis Budget Rental Car Funding AESOP LLC, Ser. 2025-3A, Cl. A<sup>(b)</sup> <br>|  | 4.17 | 2/20/2030 | 2055000 | 2051059 |
| Bank of America Corp., Sr. Unscd. Notes | EUR | 1.10 | 5/24/2032 | 1223000 | 1281836 |
| Bank of America Corp., Sr. Unscd. Notes<sup>(d)</sup> <br>| EUR | 3.49 | 3/10/2034 | 2312000 | 2722632 |
| Carrier Global Corp., Sr. Unscd. Notes |  | 5.90 | 3/15/2034 | 4583000 | 4920440 |
| Carvana Auto Receivables Trust, Ser. 2021-N2, Cl. C |  | 1.07 | 3/10/2028 | 515682 | 502852 |
| Citigroup, Inc., Sr. Unscd. Notes |  | 3.06 | 1/25/2033 | 7750000 | 7058230 |
| Citigroup, Inc., Sr. Unscd. Notes |  | 3.79 | 3/17/2033 | 1830000 | 1739140 |
| Citigroup, Inc., Sr. Unscd. Notes |  | 5.33 | 3/27/2036 | 3060000 | 3129096 |
| Citigroup, Inc., Sr. Unscd. Notes |  | 5.45 | 6/11/2035 | 670000 | 695015 |
| COLT Mortgage Loan Trust, Ser. 2023-2, Cl. A1<sup>(b)</sup> <br>|  | 6.60 | 7/25/2068 | 1884962 | 1901293 |
| COLT Mortgage Loan Trust, Ser. 2023-4, Cl. A1<sup>(b)</sup> <br>|  | 7.16 | 10/25/2068 | 4614380 | 4695413 |
| Columbia Pipelines Operating Co. LLC, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 6.04 | 11/15/2033 | 1721000 | 1837010 |
| Constellation Energy Generation LLC, Sr. Unscd. Notes |  | 5.75 | 3/15/2054 | 1300000 | 1318612 |
| CyrusOne Data Centers Issuer I LLC, Ser. 2023-1A, Cl. B<sup>(b)</sup> <br>|  | 5.45 | 4/20/2048 | 1133887 | 1114592 |
| CyrusOne Data Centers Issuer I LLC, Ser. 2023-2A, Cl. A2<sup>(b)</sup> <br>|  | 5.56 | 11/20/2048 | 5979000 | 6047764 |
| DataBank Issuer II LLC, Ser. 2025-1A, Cl. A2<sup>(b)</sup> <br>|  | 5.18 | 9/27/2055 | 11011000 | 11076813 |
| Diamondback Energy, Inc., Gtd. Notes |  | 5.90 | 4/18/2064 | 2690000 | 2591952 |
| Domino's Pizza Master Issuer LLC, Ser. 2021-1A, Cl. A2I<sup>(b)</sup> <br>|  | 2.66 | 4/25/2051 | 5470312 | 5179929 |
| Duke Energy Carolinas LLC, First Mortgage Bonds |  | 4.85 | 1/15/2034 | 15715000 | 15923944 |
| Energy Transfer LP, Sr. Unscd. Notes<sup>(d)</sup> <br>|  | 6.05 | 9/1/2054 | 3470000 | 3409419 |
| ENT Auto Receivables Trust, Ser. 2023-1A, Cl. A3<sup>(b)</sup> <br>|  | 6.24 | 1/16/2029 | 1738501 | 1752389 |
| Exelon Corp., Sr. Unscd. Notes |  | 5.60 | 3/15/2053 | 4480000 | 4384291 |
| FMC Corp., Sr. Unscd. Notes<sup>(d)</sup> <br>|  | 5.65 | 5/18/2033 | 3490000 | 3491279 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes |  | 7.12 | 11/7/2033 | 840000 | 898272 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes<sup>(d)</sup> <br>|  | 7.20 | 6/10/2030 | 1600000 | 1711243 |
| General Mills, Inc., Sr. Unscd. Bonds | EUR | 3.60 | 4/17/2032 | 5720000 | 6785722 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes<sup>(d)</sup> <br>| EUR | 4.00 | 7/10/2030 | 1962000 | 2372553 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes |  | 5.45 | 9/6/2034 | 3000000 | 3019687 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes<sup>(d)</sup> <br>|  | 5.63 | 4/4/2032 | 1497000 | 1545855 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes |  | 6.10 | 1/7/2034 | 2860000 | 3007789 |
| JPMorgan Chase & Co., Sr. Unscd. Notes |  | 5.77 | 4/22/2035 | 5460000 | 5819555 |
| Kraft Heinz Foods Co., Gtd. Notes<sup>(d)</sup> <br>|  | 5.40 | 3/15/2035 | 552000 | 564329 |
| Morgan Stanley, Sr. Unscd. Notes |  | 5.47 | 1/18/2035 | 3963000 | 4129014 |
| Mosaic Solar Loan Trust, Ser. 2023-2A, Cl. A<sup>(b)</sup> <br>|  | 5.36 | 9/22/2053 | 1959785 | 1879617 |
| New Residential Mortgage Loan Trust, Ser. 2022-NQM1, Cl. A1<sup>(b)</sup> <br>|  | 2.28 | 4/25/2061 | 4355510 | 3897791 |
| OBX Trust, Ser. 2025-NQM18, Cl. A1<sup>(b)</sup> <br>|  | 5.06 | 9/25/2065 | 6074575 | 6082408 |

---

**7**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** |
| **United States — 56.3% (continued)** |  |  |  |  |  |
| Oracle Corp., Sr. Unscd. Notes |  | 5.95 | 9/26/2055 | 5983000 | 5968739 |
| Oracle Corp., Sr. Unscd. Notes |  | 6.10 | 9/26/2065 | 8546000 | 8536617 |
| PenFed Auto Receivables Owner Trust, Ser. 2025-A, Cl. A3<sup>(b)</sup> <br>|  | 4.03 | 7/15/2030 | 1513000 | 1512122 |
| PepsiCo, Inc., Sr. Unscd. Notes | EUR | 1.13 | 3/18/2031 | 3495000 | 3749634 |
| Rentokil Terminix Funding LLC, Gtd. Notes<sup>(b)</sup> <br>|  | 5.00 | 4/28/2030 | 3650000 | 3720675 |
| Retained Vantage Data Centers Issuer LLC, Ser. 2023-1A, Cl. A2A<sup>(b)</sup> <br>|  | 5.00 | 9/15/2048 | 5630000 | 5640782 |
| SBA Tower Trust, Asset Backed Notes<sup>(b)</sup> <br>|  | 1.88 | 1/15/2026 | 6860000 | 6808295 |
| SBA Tower Trust, Asset Backed Notes<sup>(b)</sup> <br>|  | 2.59 | 10/15/2031 | 6340000 | 5612472 |
| Southwestern Public Service Co., First Mortgage Bonds |  | 5.30 | 5/15/2035 | 4990000 | 5097515 |
| SpringCastle America Funding LLC, Ser. 2020-AA, Cl. A<sup>(b)</sup> <br>|  | 1.97 | 9/25/2037 | 1474367 | 1397590 |
| Stack Infrastructure Issuer LLC, Ser. 2023-1A, Cl. A2<sup>(b)</sup> <br>|  | 5.90 | 3/25/2048 | 1430000 | 1436065 |
| Store Capital LLC, Sr. Unscd. Notes<sup>(b),(d)</sup> <br>|  | 5.40 | 4/30/2030 | 1740000 | 1772788 |
| Sunnova Hestia I Issuer LLC, Ser. 2023-GRID1, Cl. 1A<sup>(b)</sup> <br>|  | 5.75 | 12/20/2050 | 741675 | 749456 |
| Take-Two Interactive Software, Inc., Sr. Unscd. Notes<sup>(d)</sup> <br>|  | 5.60 | 6/12/2034 | 1590000 | 1661247 |
| The AES Corp., Sr. Unscd. Notes |  | 5.80 | 3/15/2032 | 1288000 | 1334159 |
| The Dow Chemical Company, Sr. Unscd. Notes<sup>(d)</sup> <br>|  | 5.95 | 3/15/2055 | 3842000 | 3653366 |
| The Dow Chemical Company, Sr. Unscd. Notes<sup>(d)</sup> <br>|  | 6.90 | 5/15/2053 | 3558000 | 3804361 |
| The Williams Companies, Inc., Sr. Unscd. Notes |  | 5.60 | 3/15/2035 | 7866000 | 8167758 |
| TIF Funding III LLC, Ser. 2024-1A, Cl. A<sup>(b)</sup> <br>|  | 5.48 | 4/20/2049 | 7005925 | 7044783 |
| Tricon American Homes Trust, Ser. 2019-SFR1, Cl. A<sup>(b)</sup> <br>|  | 2.75 | 3/17/2038 | 7387015 | 7328494 |
| Triumph Rail Holdings LLC, Ser. 2021-2, Cl. A<sup>(b)</sup> <br>|  | 2.15 | 6/19/2051 | 5876629 | 5622927 |
| TRP LLC, Ser. 2021-1, Cl. A<sup>(b)</sup> <br>|  | 2.07 | 6/19/2051 | 5989503 | 5739357 |
| U.S. Treasury Bonds<sup>(d)</sup> <br>|  | 4.63 | 2/15/2055 | 14275000 | 14036340 |
| U.S. Treasury Bonds<sup>(d)</sup> <br>|  | 4.75 | 2/15/2045 | 38400000 | 38649000 |
| U.S. Treasury Bonds<sup>(d)</sup> <br>|  | 4.75 | 5/15/2055 | 18000000 | 18061875 |
| U.S. Treasury Bonds |  | 5.00 | 5/15/2045 | 25600000 | 26590000 |
| U.S. Treasury Notes |  | 2.25 | 8/15/2027 | 15700000 | 15313019 |
| U.S. Treasury Notes |  | 3.75 | 8/31/2031 | 60000000 | 59739844 |
| U.S. Treasury Notes |  | 3.88 | 8/15/2034 | 1000000 | 984883 |
| U.S. Treasury Notes |  | 3.88 | 5/31/2027 | 85000000 | 85302149 |
| U.S. Treasury Notes |  | 3.88 | 6/30/2030 | 13500000 | 13583848 |
| U.S. Treasury Notes<sup>(d)</sup> <br>|  | 3.88 | 7/31/2027 | 176000000 | 176739063 |
| U.S. Treasury Notes |  | 3.88 | 8/31/2032 | 41300000 | 41183844 |
| U.S. Treasury Notes<sup>(d)</sup> <br>|  | 4.00 | 2/28/2030 | 167625000 | 169595903 |
| U.S. Treasury Notes |  | 4.00 | 2/15/2034 | 37170000 | 37080705 |
| U.S. Treasury Notes |  | 4.00 | 3/31/2030 | 61175000 | 61884725 |
| U.S. Treasury Notes<sup>(d)</sup> <br>|  | 4.13 | 2/28/2027 | 19075000 | 19191611 |
| U.S. Treasury Notes |  | 4.25 | 2/28/2031 | 19300000 | 19738019 |
| U.S. Treasury Notes |  | 4.25 | 11/15/2034 | 44825000 | 45339787 |
| U.S. Treasury Notes<sup>(e)</sup> <br>|  | 4.25 | 5/15/2035 | 114000000 | 115068750 |
| U.S. Treasury Notes |  | 4.25 | 8/15/2035 | 54500000 | 54947070 |
| U.S. Treasury Notes |  | 4.38 | 12/31/2029 | 151275000 | 155219378 |
| U.S. Treasury Notes |  | 4.63 | 9/30/2030 | 54250000 | 56398809 |
| U.S. Treasury Notes<sup>(d)</sup> <br>|  | 4.63 | 2/15/2035 | 62875000 | 65355615 |
| Vantage Data Centers Issuer LLC, Ser. 2023-1A, Cl. A2<sup>(b)</sup> <br>|  | 6.32 | 3/16/2048 | 5716000 | 5743140 |
| Verus Securitization Trust, Ser. 2023-4, Cl. A1<sup>(b)</sup> <br>|  | 5.81 | 5/25/2068 | 1582495 | 1588285 |
| Verus Securitization Trust, Ser. 2023-5, Cl. A1<sup>(b)</sup> <br>|  | 6.48 | 6/25/2068 | 1744959 | 1757893 |
| WEA Finance LLC, Gtd. Notes<sup>(b)</sup> <br>|  | 2.88 | 1/15/2027 | 5510000 | 5400375 |
| WEA Finance LLC, Gtd. Notes |  | 2.88 | 1/15/2027 | 2764000 | 2709008 |
| WEA Finance LLC, Gtd. Notes<sup>(b),(d)</sup> <br>|  | 4.13 | 9/20/2028 | 2326000 | 2298493 |

---

**8**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** | **Bonds and Notes — 97.6% (continued)** |
| **United States — 56.3% (continued)** |  |  |  |  |
| WEA Finance LLC, Gtd. Notes<sup>(b)</sup> <br>| 4.63 | 9/20/2048 | 379000 | 312235 |
| WEA Finance LLC/Westfield UK & Europe Finance PLC, Gtd. Notes<sup>(b)</sup> <br>| 4.75 | 9/17/2044 | 1662000 | 1446717 |
| Federal Home Loan Mortgage Corp.: |  |  |  |  |
| 2.50, 10/1/2050-4/1/2052<sup>(f)</sup> <br>|  |  | 51173784 | 43912693 |
| 3.00, 7/1/2052<sup>(f)</sup> <br>|  |  | 2740017 | 2435948 |
| 5.00, 4/1/2053-2/1/2055<sup>(f)</sup> <br>|  |  | 47952402 | 47831899 |
| 5.50, 9/1/2053-12/1/2054<sup>(f)</sup> <br>|  |  | 39475329 | 40270406 |
| 6.00, 11/1/2054<sup>(f)</sup> <br>|  |  | 15449482 | 15883169 |
| Federal National Mortgage Association: |  |  |  |  |
| 2.00, 7/1/2051<sup>(f)</sup> <br>|  |  | 17441413 | 14162344 |
| 2.50, 9/1/2050-4/1/2052<sup>(f)</sup> <br>|  |  | 57442832 | 49416453 |
| 3.00, 5/1/2050-11/1/2050<sup>(f)</sup> <br>|  |  | 37819561 | 33967809 |
| 5.00, 9/1/2054-10/1/2054<sup>(f)</sup> <br>|  |  | 38669272 | 38550126 |
| 5.50, 10/1/2052-12/1/2054<sup>(f)</sup> <br>|  |  | 71714530 | 72888982 |
| 6.00, 1/1/2055-7/1/2055<sup>(f)</sup> <br>|  |  | 28951457 | 30010973 |
| 6.50, 10/1/2054<sup>(f)</sup> <br>|  |  | 10472152 | 10967282 |
| Government National Mortgage Association II: |  |  |  |  |
| 4.00, 5/20/2050 |  |  | 5011924 | 4756069 |
| 4.50, 1/20/2050-10/20/2052 |  |  | 31345735 | 30640009 |
|  |  |  |  | **2012109132** |
| &nbsp;&nbsp;&nbsp; **Total Bonds and Notes** <br>(cost $3,454,993,337)<br>|  |  |  | **3485392604** |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description/Number of Contracts /Counterparty | Exercise <br>Price<br>| Expiration <br>Date<br>| Notional <br>Amount ($)<sup>(g)</sup> <br>|  |
| **Options Purchased — .0%** |  |  |  |  |
| **Put Options — .0%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit CDX North America Investment Grade Index <br> Series 44, Receiver 3 Month Fixed Rate of 1.00% terminating on <br> 6/20/2030, Contracts N/A, Morgan Stanley & Co. LLC<br>| 0.50 | 11/19/2025 | 357700000 | 378013 |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit CDX North America Investment Grade Index <br> Series 44, Receiver 3 Month Fixed Rate of 1.00% terminating on <br> 6/20/2030, Contracts N/A, Citigroup Global Markets, Inc.<br>| 0.53 | 10/15/2025 | 325700000 | 60024 |
| &nbsp;&nbsp;&nbsp; **Total Options Purchased** <br>(cost $1,031,671)<br>|  |  |  | **438037** |

---

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

---

| | | |
|:---|:---|:---|
| Description | 1-Day <br>Yield (%)<br>| Shares |
| **Investment Companies — 2.1%** |  |  |
| **Registered Investment Companies — 2.1%** |  |  |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(h)</sup> <br>(cost $73,635,598)<br>| 4.28 | 73635598 |

---

**9**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | |
|:---|:---|:---|:---|
| Description | 1-Day<br> Yield (%)<br>| Shares | Value ($) |
| **Investment of Cash Collateral for Securities Loaned — .5%** |  |  |  |
| **Registered Investment Companies — .5%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(h)</sup> <br>(cost $17,849,050)<br>| 4.28 | 17849050 | **17849050** |
| **Total Investments** (cost $3,547,509,656) |  | **100.2%**<br>| **3577315289** |
| **Liabilities, Less Cash and Receivables** |  | **(.2**<br> **%)**<br>| **(6460309)**<br>|
| **Net Assets** |  | **100.0%**<br>| **3570854980** |

---

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

---

| |
|:---|
| *AUD—Australian Dollar* |
| *BRL—Brazilian Real* |
| *CAD—Canadian Dollar* |
| *CHF—Swiss Franc* |
| *CNY—Chinese Yuan Renminbi* |
| *COP—Colombian Peso* |
| *CZK—Czech Koruna* |
| *DKK—Danish Krone* |
| *EUR—Euro* |
| *EURIBOR—Euro Interbank Offered Rate* |
| *GBP—British Pound* |
| *HUF—Hungarian Forint* |
| *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* |
| *SONIO—Sterling Overnight Index Average* |
| *TSFR—Term Secured Overnight Financing Rate Reference Rates* |

---

&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 September 30, 2025, these securities amounted to $448,562,051 or 12.6% of net assets.* 

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

<sup>(d)</sup> *Security, or portion thereof, on loan. At September 30, 2025, the value of the fund's securities on loan was $360,859,704 and the value of the collateral was* *$370,889,041, consisting of cash collateral of $17,849,050 and U.S. Government & Agency securities valued at $353,039,991. In addition, the value of* *collateral may include pending sales that are also on loan.* 

<sup>(e)</sup> *Held or partially held by a broker as collateral for open over-the-counter derivative contracts.*

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

<sup>(g)</sup> *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.* 

**10**

------

&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; 2934 | &nbsp;&nbsp; 12/31/2025 | &nbsp;&nbsp; 319755759 | &nbsp;&nbsp; 320379040 | &nbsp;&nbsp;&nbsp;&nbsp; 623281 |
| 10 Year U.S. Treasury Note | &nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp; 12/19/2025 | &nbsp;&nbsp; 83152991 | &nbsp;&nbsp; 82687500 | &nbsp;&nbsp;&nbsp; (465491) |
| Australian 3-Year Treasury Bond | &nbsp;&nbsp;&nbsp; 592 | &nbsp;&nbsp; 12/15/2025 | &nbsp;&nbsp; 42003306<sup>(a)</sup> <br>| &nbsp;&nbsp; 41852327 | &nbsp;&nbsp;&nbsp; (150979) |
| Canadian 10 Year Bond | &nbsp;&nbsp; 1557 | &nbsp;&nbsp; 12/18/2025 | &nbsp;&nbsp; 134059748<sup>(a)</sup> <br>| &nbsp;&nbsp; 137005260 | &nbsp;&nbsp;&nbsp; 2945512 |
| Euro-Bobl | &nbsp;&nbsp;&nbsp; 937 | &nbsp;&nbsp; 12/8/2025 | &nbsp;&nbsp; 129638592<sup>(a)</sup> <br>| &nbsp;&nbsp; 129600996 | &nbsp;&nbsp;&nbsp;&nbsp; (37596) |
| Euro-BTP | &nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 12/8/2025 | &nbsp;&nbsp; 23770249<sup>(a)</sup> <br>| &nbsp;&nbsp; 23918686 | &nbsp;&nbsp;&nbsp;&nbsp; 148437 |
| Euro-Bund | &nbsp;&nbsp; 1353 | &nbsp;&nbsp; 12/8/2025 | &nbsp;&nbsp; 203304519<sup>(a)</sup> <br>| &nbsp;&nbsp; 204232114 | &nbsp;&nbsp;&nbsp;&nbsp; 927595 |
| Euro-Schatz | &nbsp;&nbsp; 1976 | &nbsp;&nbsp; 12/8/2025 | &nbsp;&nbsp; 248442783<sup>(a)</sup> <br>| &nbsp;&nbsp; 248185341 | &nbsp;&nbsp;&nbsp; (257442) |
| U.S. Treasury Long-Term Bond | &nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 12/19/2025 | &nbsp;&nbsp; 45444378 | &nbsp;&nbsp; 46054531 | &nbsp;&nbsp;&nbsp;&nbsp; 610153 |
| Ultra 10 Year U.S. Treasury Note | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 12/19/2025 | &nbsp;&nbsp; 229989636 | &nbsp;&nbsp; 230156260 | &nbsp;&nbsp;&nbsp;&nbsp; 166624 |
| **Futures Short** |  |  |  |  |  |
| 2 Year U.S. Treasury Note | &nbsp;&nbsp;&nbsp; 679 | &nbsp;&nbsp; 12/31/2025 | &nbsp;&nbsp; 141534693 | &nbsp;&nbsp; 141502539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32154 |
| Australian 10-Year Treasury Bond | &nbsp;&nbsp;&nbsp; 923 | &nbsp;&nbsp; 12/15/2025 | &nbsp;&nbsp; 69366084<sup>(a)</sup> <br>| &nbsp;&nbsp; 69229418 | &nbsp;&nbsp;&nbsp;&nbsp; 136666 |
| Euro-Buxl 30 Year Bond | &nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 12/8/2025 | &nbsp;&nbsp; 22510853<sup>(a)</sup> <br>| &nbsp;&nbsp; 22848891 | &nbsp;&nbsp;&nbsp; (338038) |
| Euro-OAT | &nbsp;&nbsp; 2063 | &nbsp;&nbsp; 12/8/2025 | &nbsp;&nbsp; 291650085<sup>(a)</sup> <br>| &nbsp;&nbsp; 293917606 | &nbsp;&nbsp; (2267521) |
| Japanese 10 Year Bond | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 12/15/2025 | &nbsp;&nbsp; 64806299<sup>(a)</sup> <br>| &nbsp;&nbsp; 64274943 | &nbsp;&nbsp;&nbsp;&nbsp; 531356 |
| Long Gilt | &nbsp;&nbsp; 1053 | &nbsp;&nbsp; 12/29/2025 | &nbsp;&nbsp; 128494465 | &nbsp;&nbsp; 128645764 | &nbsp;&nbsp;&nbsp; (151299) |
| Ultra U.S. Treasury Bond | &nbsp;&nbsp; 1789 | &nbsp;&nbsp; 12/19/2025 | &nbsp;&nbsp; 210081214 | &nbsp;&nbsp; 214791813 | &nbsp;&nbsp; (4710599) |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  |  | **6121778** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** |  |  | **(8378965)** |

---

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Options Written** |  |  |  |  |
| Description/Contracts /Counterparty | Exercise Price<sup>(a)</sup> <br>| Expiration <br>Date<br>| Notional <br>Amount ($)<br>| Value ($) |
| **Call Options:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit CDX North America Investment Grade Index <br> Series 44, Receiver 3 Month Fixed Rate of 1.00% terminating on <br> 6/20/2030, Contracts N/A, Citigroup Global Markets, Inc.<br>| 0.48 | &nbsp;&nbsp; 10/15/2025 | &nbsp;&nbsp; 325700000 | &nbsp;&nbsp; (167998) |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit CDX North America Investment Grade Index <br> Series 44, Receiver 3 Month Fixed Rate of 1.00% terminating on <br> 6/20/2030, Contracts N/A, Morgan Stanley & Co. LLC<br>| 0.45 | &nbsp;&nbsp; 11/19/2025 | &nbsp;&nbsp; 357700000 | &nbsp;&nbsp; (146623) |
| **Put Options:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit CDX North America Investment Grade Index <br> Series 44, Receiver 3 Month Fixed Rate of 1.00% terminating on <br> 6/20/2030, Contracts N/A, Citigroup Global Markets, Inc.<br>| 0.60 | &nbsp;&nbsp; 10/15/2025 | &nbsp;&nbsp; 325700000 | &nbsp;&nbsp; (17634) |
| &nbsp;&nbsp;&nbsp; Swaption Payer Markit CDX North America Investment Grade Index <br> Series 44, Receiver 3 Month Fixed Rate of 1.00% terminating on <br> 6/20/2030, Contracts N/A, Morgan Stanley & Co. LLC<br>| 0.58 | &nbsp;&nbsp; 11/19/2025 | &nbsp;&nbsp; 357700000 | &nbsp;&nbsp; (171960) |
| &nbsp;&nbsp;&nbsp; **Total Options Written** <br>(premiums received $770,482)<br>|  |  |  | &nbsp;&nbsp; **(504215)** |

---

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

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

**11**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

&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.** |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 616686 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7410) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3191811 | Brazilian Real | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17187000 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7406) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5167604 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7121000 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41219 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26592169 | Colombian Peso | &nbsp;&nbsp; 104789101000 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2674) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9595169 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14397000 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63577 |
| **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2641859 | Danish Krone | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16792000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1100) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2134000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2511071 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4097) |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62496000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36925537 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp; (680220) |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 982000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 654710 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4822) |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129466 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28098352 | South Korean Won | &nbsp;&nbsp; 39075254000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 234625 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15032602 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11102712 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97991 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7765002 | Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6090000 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79210 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57369188 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67380002 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 130450 |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9204000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5511548 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp; (167554) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3094426 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4305000 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4730) |
| **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 105546000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61782925 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp; (570235) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3667482 | Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26067000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7812 |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29448000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16964701 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 114025 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16776057 | Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13374000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (45040) |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1737000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1264298 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (15569) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4382079 | Singapore Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5609000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30226 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5988000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7087759 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (41248) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9734484 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13524000 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1400) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15674516 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21603000 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 122587 |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5404000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3908463 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (18140) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2961258 | Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2343658 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3480 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3183143 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2334000 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43605 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4380000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5141807 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12454 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53061580 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35079695 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49936 |
| Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92717 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 636 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12180000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15331698 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39885 |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3907000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5276981 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (21551) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3787448 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7656000 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11763 |
| **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5402000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6382414 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (36268) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2783161 | Peruvian Sol | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9824000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (45508) |
| Hungarian Forint | &nbsp;&nbsp;&nbsp;&nbsp; 540256000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1598121 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27252 |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2656000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1935345 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (23299) |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5556000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7041879 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (30014) |
| Brazilian Real | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7514000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1364743 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33926 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5181101 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4400000 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3305 |

---

**12**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** |
| Counterparty/<br> Purchased<br> Currency<br>| Purchased<br> Currency<br> Amounts<br>| &nbsp;&nbsp; Currency<br> Sold<br>| Sold<br> Currency<br> Amounts<br>| Settlement<br> Date<br>| Unrealized<br> Appreciation<br> (Depreciation) ($)<br>|
| **Deutsche Bank AG** | **Deutsche Bank AG** | **Deutsche Bank AG** | **Deutsche Bank AG** | **Deutsche Bank AG** | **Deutsche Bank AG** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2865081 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4883000 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29931 |
| Japanese Yen | &nbsp;&nbsp; 1011548000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6832430 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35731 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7043262 | Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5556000 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31397 |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5080000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6931462 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (98192) |
| **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92711423 | Brazilian Real | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 505713000 | &nbsp;&nbsp; 10/2/2025 | &nbsp;&nbsp; (2260575) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 124926729 | Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 888733625 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 153175 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9285020 | Mexican Peso | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173446000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp; (175804) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10568835 | Malaysian Ringgit | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44480000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4601) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 289837 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 333 |
| Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp; 914800625 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128370963 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62261 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1629000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1923486 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9774) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 125833539 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212930000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp; 2342190 |
| Norwegian Krone | &nbsp;&nbsp;&nbsp;&nbsp; 172108852 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17347009 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (97161) |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6836000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4494431 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31370 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2835816 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3919571 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14129 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 128704834 | Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 914800625 | &nbsp;&nbsp; 11/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (43900) |
| **HSBC Securities (USA), Inc.** | **HSBC Securities (USA), Inc.** | **HSBC Securities (USA), Inc.** | **HSBC Securities (USA), Inc.** | **HSBC Securities (USA), Inc.** | **HSBC Securities (USA), Inc.** |
| Brazilian Real | &nbsp;&nbsp;&nbsp;&nbsp; 505713000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95256510 | &nbsp;&nbsp; 10/2/2025 | &nbsp;&nbsp;&nbsp; (284512) |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24320000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14284700 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp; (180019) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10424000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12167107 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78771 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7556290 | Indonesian Rupiah | &nbsp;&nbsp; 124302636000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97932 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49115861 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67394000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 666326 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3924427 | Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36765000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16606 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89587166 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136518000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp; (760479) |
| South Korean Won | &nbsp;&nbsp; 39075254000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27671733 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 191994 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3134000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3682220 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (469) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1424845 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1210000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3364 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94522084 | Brazilian Real | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 505713000 | &nbsp;&nbsp; 11/4/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 326181 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8921221 | Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6986342 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 104215 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9503178 | Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67402000 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21601 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9323000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6153914 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18415 |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10218000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7400666 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (44760) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12901755 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17959000 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (26872) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5018889 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7610000 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (19342) |
| New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16562000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9745501 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp; (129331) |
| Japanese Yen | &nbsp;&nbsp; 1912159806 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13038016 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (54923) |
| Japanese Yen | &nbsp;&nbsp; 1359261283 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9318561 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (89513) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27718450 | South Korean Won | &nbsp;&nbsp; 39075254000 | &nbsp;&nbsp; 11/14/2025 | &nbsp;&nbsp;&nbsp; (192645) |
| **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** |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2036000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2391180 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 667 |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243674 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1404) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14801891 | South Korean Won | &nbsp;&nbsp; 20497452000 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 165507 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7707156 | Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6090000 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21365 |

---

**13**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** |
| Counterparty/<br> Purchased<br> Currency<br>| Purchased<br> Currency<br> Amounts<br>| &nbsp;&nbsp; Currency<br> Sold<br>| Sold<br> Currency<br> Amounts<br>| Settlement<br> Date<br>| Unrealized<br> Appreciation<br> (Depreciation) ($)<br>|
| **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 915000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 595649 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9899 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 771000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 906047 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (294) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5408570 | Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7530000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4746) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 568629111 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485762000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp; (2033014) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3101903 | Polish Zloty | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11291000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4152) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4350026 | Czech Koruna | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90694000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (25029) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7075934 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6008000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17873 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36725833 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61682000 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 912245 |
| Chinese Yuan Renminbi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25504000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3585681 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2019 |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9504000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6294550 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2388) |
| **RBC Capital Markets, LLC** | **RBC Capital Markets, LLC** | **RBC Capital Markets, LLC** | **RBC Capital Markets, LLC** | **RBC Capital Markets, LLC** | **RBC Capital Markets, LLC** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 171168855 | Japanese Yen | &nbsp;&nbsp; 25104908000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp; 1225260 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 201527362 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148703000 | &nbsp;&nbsp; 10/10/2025 | &nbsp;&nbsp;&nbsp; 1524875 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38729739 | Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360775343 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 312604 |
| **UBS Securities LLC** | **UBS Securities LLC** | **UBS Securities LLC** | **UBS Securities LLC** | **UBS Securities LLC** | **UBS Securities LLC** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35583498 | Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28188963 | &nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8049 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **9573860** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **(8272190)** |

---

&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 CDX North America Investment Grade Index <br> Series 45, Paid 3 Month Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2030 | &nbsp;&nbsp; 317045000 | &nbsp;&nbsp; (7286649) | &nbsp;&nbsp; (7153579) | &nbsp;&nbsp; (133070) |
| &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; 9844409 | &nbsp;&nbsp; (1059698) | &nbsp;&nbsp; (1041610) | &nbsp;&nbsp; (18088) |
| &nbsp;&nbsp;&nbsp; Markit iTraxx Europe Index Series 44, Paid 3 Month <br> Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2030 | &nbsp;&nbsp; 129908633 | &nbsp;&nbsp; (2825113) | &nbsp;&nbsp; (2800347) | &nbsp;&nbsp; (24766) |
| **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; 157800000 | &nbsp;&nbsp; 3626719 | &nbsp;&nbsp; 3560030 | &nbsp;&nbsp; 66689 |
| &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; 2960000 | &nbsp;&nbsp; 68030 | &nbsp;&nbsp; 66935 | &nbsp;&nbsp; 1096 |

---

**14**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Centrally Cleared Credit Default Swaps (continued)** | **Centrally Cleared Credit Default Swaps (continued)** | **Centrally Cleared Credit Default Swaps (continued)** | **Centrally Cleared Credit Default Swaps (continued)** | **Centrally Cleared Credit Default Swaps (continued)** | **Centrally Cleared Credit Default Swaps (continued)** |
| 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>|
| **Sold Contracts: (continued)**<sup>(c)</sup> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Markit iTraxx Europe Index Series 44, Received <br> 3 Month Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2030 | &nbsp;&nbsp; 525035160 | &nbsp;&nbsp; 11417900 | &nbsp;&nbsp; 11440931 | &nbsp;&nbsp; (23031) |
| **Gross Unrealized Appreciation** |  |  |  |  | &nbsp;&nbsp; **67785** |
| **Gross Unrealized Depreciation** |  |  |  |  | &nbsp;&nbsp; **(198955)** |

---

&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, 3.63%, 3/15/2031, Paid 3 Month Fixed Rate <br> of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 7930000 | &nbsp;&nbsp; (116565) | &nbsp;&nbsp; (23873) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (92692) |
| &nbsp;&nbsp;&nbsp; YUM! Brands, 3.63%, 3/15/2031, Paid 3 Month Fixed Rate <br> of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 5280000 | &nbsp;&nbsp; (77612) | &nbsp;&nbsp; (19688) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57924) |
| **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** |
| &nbsp;&nbsp;&nbsp; Intesa Sanpaolo SpA, 4.20%, 6/1/2032, Paid 3 Month <br> Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 14299929 | &nbsp;&nbsp; (153113) | &nbsp;&nbsp;&nbsp; 252877 | &nbsp;&nbsp;&nbsp;&nbsp; (405990) |
| &nbsp;&nbsp;&nbsp; UniCredit SpA, 2.73%, 1/15/2032, Paid 3 Month Fixed <br> Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 13877271 | &nbsp;&nbsp; (102665) | &nbsp;&nbsp;&nbsp; 273938 | &nbsp;&nbsp;&nbsp;&nbsp; (376603) |
| **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; 7161705 | &nbsp;&nbsp; (32568) | &nbsp;&nbsp;&nbsp; 120186 | &nbsp;&nbsp;&nbsp;&nbsp; (152754) |
| **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, Received 3 Month <br> Fixed Rate of 5.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 5560000 | &nbsp;&nbsp; (877076) | &nbsp;&nbsp; (748255) | &nbsp;&nbsp;&nbsp;&nbsp; (128821) |
| **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceuticals Ltd., 3.15%, 12/20/2030, Paid <br> 3 Month Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2030 | &nbsp;&nbsp; 1750000 | &nbsp;&nbsp;&nbsp;&nbsp; (1894) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2698) |
| **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; 3651296 | &nbsp;&nbsp; (43771) | &nbsp;&nbsp; (46832) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3061 |
| &nbsp;&nbsp;&nbsp; Electrolux AB, 2.50%, 5/18/2030, Received 3 Month <br> Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 1385379 | &nbsp;&nbsp; (16608) | &nbsp;&nbsp; (23346) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6738 |
| &nbsp;&nbsp;&nbsp; Electrolux AB, 2.50%, 5/18/2030, Received 3 Month <br> Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 3569112 | &nbsp;&nbsp; (42786) | &nbsp;&nbsp; (58023) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15237 |

---

**15**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **OTC Credit Default Swaps (continued)** |  |  |  |  |  |
| 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>|
| **Sold Contracts: (continued)**<sup>(c)</sup> |  |  |  |  |  |
| **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** |
| &nbsp;&nbsp;&nbsp; Electrolux AB, 2.50%, 5/18/2030, Received 3 Month <br> Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 1819778 | &nbsp;&nbsp; (21815) | &nbsp;&nbsp; (22147) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 332 |
| &nbsp;&nbsp;&nbsp; Electrolux AB, 2.50%, 5/18/2030, Received 3 Month <br> Fixed Rate of 1.00%<br>| &nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp; 4696200 | &nbsp;&nbsp; (25076) | &nbsp;&nbsp; (97625) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72549 |
| &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; 6222465 | &nbsp;&nbsp;&nbsp; 587920 | &nbsp;&nbsp;&nbsp; 183862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 404058 |
| &nbsp;&nbsp;&nbsp; Ziggo BondCo, 5.13%, 2/28/2030 Received 3 Month Fixed <br> Rate of 5.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 3193416 | &nbsp;&nbsp;&nbsp; 194669 | &nbsp;&nbsp;&nbsp; 147164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47505 |
| &nbsp;&nbsp;&nbsp; Ziggo BondCo, 5.13%, 2/28/2030 Received 3 Month Fixed <br> Rate of 5.00%<br>| &nbsp;&nbsp; 12/20/2029 | &nbsp;&nbsp; 3451707 | &nbsp;&nbsp;&nbsp; 210414 | &nbsp;&nbsp;&nbsp; 158724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51690 |
| **Gross Unrealized Appreciation** |  |  |  |  | &nbsp;&nbsp; **601170** |
| **Gross Unrealized Depreciation** |  |  |  |  | &nbsp;&nbsp; **(1217482)** |

---

&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 Maturity Fixed at <br> 2.80%<br>| EUR - CPTFEMU at Maturity | &nbsp;&nbsp; 7/28/2053 | &nbsp;&nbsp; 12347484 | &nbsp;&nbsp; 2092237 | &nbsp;&nbsp; 1995211 | &nbsp;&nbsp; 97026 |
| USD - CPURNSA at Maturity | &nbsp;&nbsp; USD Maturity Fixed at <br> 2.53%<br>| &nbsp;&nbsp; 7/28/2053 | &nbsp;&nbsp; 15405000 | &nbsp;&nbsp; (160478) | &nbsp;&nbsp; (599117) | &nbsp;&nbsp; 438639 |
| &nbsp;&nbsp;&nbsp; EUR Maturity Fixed at <br> 2.50%<br>| EUR - CPTFEMU at Maturity | &nbsp;&nbsp; 12/7/2053 | &nbsp;&nbsp; 38485359 | &nbsp;&nbsp; 3228709 | &nbsp;&nbsp; 733478 | &nbsp;&nbsp; 2495231 |
| USD - CPURNSA at Maturity | &nbsp;&nbsp; USD Maturity Fixed at <br> 2.45%<br>| &nbsp;&nbsp; 12/7/2053 | &nbsp;&nbsp; 48869000 | &nbsp;&nbsp; 46494 | &nbsp;&nbsp; 49299 | &nbsp;&nbsp; (2805) |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  | **3030896** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** |  | **(2805)** |

---

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

*CPTFEMU—Eurostat Eurozone HICP Ex Tobacco Unrevised NSA* <br> *CPURNSA—US CPI Urban Consumers NSA* <br> *EUR—Euro*

**16**

------

*USD—United States Dollar*<br>

&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; USD - 3 Month SOFR at <br> 4.16%<br>| USD - IBOXIG at Maturity | J.P. Morgan Securities LLC | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 33425675 | &nbsp;&nbsp; (91046) |
| &nbsp;&nbsp;&nbsp; USD - 3 Month SOFR at <br> 4.16%<br>| USD - IBOXIG at Maturity | Morgan Stanley & Co. LLC | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 82058525 | &nbsp;&nbsp; (223515) |
| &nbsp;&nbsp;&nbsp; USD - 3 Month SOFR at <br> 4.16%<br>| USD - IBOXIG at Maturity | Goldman Sachs & Co. LLC | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 63092133 | &nbsp;&nbsp; 223639 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **223639** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **(314561)** |

---

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

---

| |
|:---|
| *IBOXIG—Markit iBoxx $ Investment Grade Corporate Bond Index* |
| *SOFR—Secured Overnight Financing Rate* |
| *USD—United States Dollar* |

---

*See notes to schedule of investments.*

**17**

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Schedule of Investments

BNY Mellon Global Fixed Income Fund

September 30, 2025 (Unaudited)

The following is a summary of the inputs used as of September 30, 2025 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2- Other** <br>**Significant** <br>**Observable Inputs**<br>| **Level 3-** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Assets ($)** |  |  |  |  |
| Investments in Securities:<sup>†</sup> <br>|  |  |  |  |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97456635 | &nbsp;&nbsp; — | &nbsp;&nbsp; **97456635** |
| Collateralized Loan Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30333570 | &nbsp;&nbsp; — | &nbsp;&nbsp; **30333570** |
| Commercial Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32224153 | &nbsp;&nbsp; — | &nbsp;&nbsp; **32224153** |
| Corporate Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 424908912 | &nbsp;&nbsp; — | &nbsp;&nbsp; **424908912** |
| Foreign Governmental | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 1174770935 | &nbsp;&nbsp; — | &nbsp;&nbsp; **1174770935** |
| 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; 435694162 | &nbsp;&nbsp; — | &nbsp;&nbsp; **435694162** |
| U.S. Treasury Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 1290004237 | &nbsp;&nbsp; — | &nbsp;&nbsp; **1290004237** |
| Investment Companies | &nbsp;&nbsp; 91484648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **91484648** |
|  | &nbsp;&nbsp; **91484648** | &nbsp;&nbsp; **3485392604** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **3576877252** |
| Other Financial Instruments: |  |  |  |  |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438037 | &nbsp;&nbsp; — | &nbsp;&nbsp; **438037** |
| Futures<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6121778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **6121778** |
| Forward Foreign Currency Exchange Contracts<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9573860 | &nbsp;&nbsp; — | &nbsp;&nbsp; **9573860** |
| Swap Agreements<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3923490 | &nbsp;&nbsp; — | &nbsp;&nbsp; **3923490** |
|  | &nbsp;&nbsp; **6121778** | &nbsp;&nbsp; **13935387** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **20057165** |
| **Liabilities ($)** |  |  |  |  |
| Other Financial Instruments: |  |  |  |  |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (504215) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(504215)** |
| Futures<sup>††</sup> <br>| &nbsp;&nbsp; (8378965) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **(8378965)** |
| Forward Foreign Currency Exchange Contracts<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8272190) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(8272190)** |
| Swap Agreements<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1733803) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(1733803)** |
|  | &nbsp;&nbsp; **(8378965)** | &nbsp;&nbsp; **(10510208)** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **(18889173)** |

---

&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.* |

---

**18**

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

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

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

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

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

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

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

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

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

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, excluding short-term investments (other than U.S. Treasury Bills), forward foreign currency exchange contracts ("forward contracts"), futures and options, are valued each business day by one or more independent pricing services (each, a "Service"). Investments for which quoted bid prices are readily available and are representative of the bid side of the market in the judgment of a Service are valued at the mean between the quoted bid prices (as obtained by a Service from dealers in such securities) and asked prices (as calculated by a Service based upon its evaluation of the market for such securities). Securities are valued as determined by the Adviser based on values supplied by a Service, based on methods which include consideration of the following: yields or prices of securities of comparable quality, coupon, maturity and type; indications as to values from dealers; and general market conditions. The Services are engaged under the general supervision of the Adviser. U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by a Service. These securities are generally categorized within Level 2 of the fair value hierarchy.

When market quotations or official closing prices are not readily available, or are determined not to accurately reflect fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

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

**19**

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Investments denominated in foreign currencies are translated to U.S. dollars at the prevailing rates of exchange.

Forward contracts are valued at the forward rate and are generally categorized within Level 2 of the fair value hierarchy. Futures and options 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. Options traded over-the-counter ("OTC") 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.

**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 September 30, 2025 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 September 30, 2025 are set forth in the fund's Schedule of Investments.

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

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

**20**

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mitigated by Master Agreements, if any, between the fund and the counterparty and the posting of collateral, if any, by the counterparty to the fund to cover the fund's exposure to the counterparty. The Statement of Operations reflects any unrealized gains or losses which occurred during the period as well as any realized gains or losses which occurred upon the expiration or closing of the option transaction. <br>Purchased and written options on swaps ("swaptions") are used primarily to preserve a return or spread on a particular investment or portion of the fund holdings. The purchaser and writer of a swaption is buying or granting the right to enter into a previously agreed upon interest rate or credit default swap agreement (interest rate risk and/or credit risk) at any time before the expiration of the option. Options purchased and written open at September 30, 2025 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. This risk 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 September 30, 2025 are set forth in the Schedule of Investments.

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

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

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

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

**Interest Rate Swaps:** Interest rate swaps involve the exchange of commitments to pay and receive interest based on a notional principal amount. The fund may elect to pay a fixed rate and receive a floating rate, or receive a fixed rate and pay a floating rate on a notional 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 September 30, 2025 which are set forth in the Schedule of Investments.

**21**

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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. This risk 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 September 30, 2025 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. This risk 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 September 30, 2025 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. This risk 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 Statement 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 September 30, 2025 are set forth in the Schedule of Investments. <br>GAAP requires disclosure for (i) the nature and terms of the credit derivative, reasons for entering into the credit derivative, the events or circumstances that would require the seller to perform under the credit derivative, and the current status of the payment/performance risk of the credit derivative, (ii) the maximum potential amount of future payments (undiscounted) the seller could be required to make under the credit derivative, (iii) the fair value of the credit derivative, and (iv) the nature of any recourse provisions and assets held either as collateral or by third parties. All required disclosures have been made and are incorporated within the current period as part of the Notes to the Schedule of Investments and disclosures within this Note.

At September 30, 2025, accumulated net unrealized appreciation on investments inclusive of derivative contracts was $31,306,070, consisting of $106,278,625 gross unrealized appreciation and $74,972,555 gross unrealized depreciation.

At September 30, 2025, 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.

**22**

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY Mellon Investment Funds I

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

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

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

- **a. Name of Series:** BNY Mellon Global Fixed Income Fund

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3619192520.55

**Total Liabilities:** $60667199.09

**Net Assets:** $3558525321.46

**Cash Not Reported:** $61267986.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 324.03037000 | **1-Year:** 56220.66835000 | **5-Year:** 559290.69065000 | **10-Year:** 320640.00990000 | **30-Year:** 38659.92449000

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

- **3-Month:** 0.00000000 | **1-Year:** 629.41691000 | **5-Year:** 61628.92023000 | **10-Year:** 46431.33833000 | **30-Year:** 4632.92885000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000081694 | -0.54%               | 1.04%                | 0.68%                |
| Class ID C000031763 | -0.49%               | 1.08%                | 0.65%                |
| Class ID C000130461 | -0.49%               | 1.13%                | 0.67%                |
| Class ID C000081695 | -0.61%               | 1.03%                | 0.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2709076.61              | $-72153921.34                              |
| Month 2  | $2452501.67              | $34194278.53                               |
| Month 3  | $3352760.17              | $13738498.85                               |

**Designated Index Information**

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

- **Index Identifier:** LEGATRUH

### Schedule of Portfolio Investments

| Name                                                              | Title                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DEUTSCHE BAHN AG                                                  | Deutsche Bahn AG                                                   | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      9960000 | PA      | $10611555.98  | 0.30%             | 2033-08-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | JPY/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-89513.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13500000 | PA      | $13583847.69  | 0.38%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     44825000 | PA      | $45339787.33  | 1.27%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | CAD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-44760.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                             | China Government Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    492050000 | PA      | $67804492.76  | 1.91%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                    | CUSIP: 3140XRAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10676015 | PA      | $10863178.07  | 0.31%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                           | JT International Financial Services BV                             | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |     14533000 | PA      | $17348432.55  | 0.49%             | 2035-06-17      | Fixed         | 4.12%                 | 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        |      1959785 | PA      | $1879617.07   | 0.05%             | 2053-09-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | USD/BRL FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |            1 | NC      | $33926.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                    | SWOP CDS CDX.NA.IG.44.V1                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |   -325700000 | NC      | $-167997.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                             | Australia Government Bond                                          | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     22400000 | PA      | $15251327.44  | 0.43%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                  | French Republic Government Bond OAT                                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      8625000 | PA      | $8298365.03   | 0.23%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                 | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26846331 | PA      | $26240418.23  | 0.74%             | 2052-10-20      | Fixed         | 4.50%                 | 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        |      5979000 | PA      | $6047764.48   | 0.17%             | 2048-11-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-BOBL                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          937 | NC      | $-37595.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PenFed Auto Receivables Owner                                     | PenFed Auto Receivables Owner Trust 2025-A                         | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1513000 | PA      | $1512122.46   | 0.04%             | 2030-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                             | Duke Energy Carolinas LLC                                          | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     15715000 | PA      | $15923944.44  | 0.45%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2312000 | PA      | $2722632.02   | 0.08%             | 2034-03-10      | Fixed         | 3.48%                 | No            |                  2 | On Loan: —       |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-OAT                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -2063 | NC      | $-2267520.61  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS CDX.NA.IG.44.V1                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-8349486.32  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                          | New South Wales Treasury Corp                                      | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     10116000 | PA      | $6323190.80   | 0.18%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                             | GBP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-7410.45     | -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      | $-28794.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                   | CUSIP: 3132DTLF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2740017 | PA      | $2435947.78   | 0.07%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | USD/CHF FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $31397.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                 | Store Capital LLC                                                  | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      1740000 | PA      | $1772788.06   | 0.05%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| NOTA DO TESOURO NACIONAL                                          | Brazil Notas do Tesouro Nacional Serie F                           | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    262740000 | PA      | $40407891.52  | 1.14%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                                | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5460000 | PA      | $5819555.25   | 0.16%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                   | CUSIP: 31427MVH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8367808 | PA      | $8362445.36   | 0.23%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                               | SWOP CDS CDX.NA.IG.44.V1                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              | CORP              | US        |   -357700000 | NC      | $-171959.75   | -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      | $27252.10     | 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      | $21600.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                           | Ireland Government Bond                                            | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      3950000 | PA      | $4511357.57   | 0.13%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | CDS UNICREDIT SPA                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |            1 | NC      | $-102664.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                    | CUSIP: 3140QQQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13401317 | PA      | $13609692.71  | 0.38%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALKREDIT AUSTRIA A                                          | Kommunalkredit Austria AG                                          | CUSIP: 000000000<br>LEI: 549300IEVCBWVV97WC81 | Long             | DBT              | CORP              | AT        |      2800000 | PA      | $3361615.21   | 0.09%             | 2031-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                          | Ford Motor Credit Co LLC                                           | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1711243.31   | 0.05%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| AAREAL BANK AG                                                    | Aareal Bank AG                                                     | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      3900000 | PA      | $4810275.98   | 0.14%             | 2034-12-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                   | CUSIP: 3132E0Z39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8653068 | PA      | $8852230.09   | 0.25%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | USD/NZD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-129330.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELENOR ASA                                                       | Telenor ASA                                                        | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |      2058000 | PA      | $2104567.73   | 0.06%             | 2031-09-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | NZD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $29930.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                    | Czech Republic Government Bond                                     | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     96730000 | PA      | $4268691.78   | 0.12%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | CHF/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $21365.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                          | AT&T Inc                                                           | CUSIP: 00206RMV1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1976000 | PA      | $2343353.07   | 0.07%             | 2033-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/CNH FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $62261.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                               | Canadian Government Bond                                           | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     17600000 | PA      | $12900849.32  | 0.36%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                      | GBP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1524875.30   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tricon American Homes                                             | Tricon American Homes 2019-SFR1 Trust                              | CUSIP: 89612LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7387015 | PA      | $7328493.67   | 0.21%             | 2038-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | CZK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-25028.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                    | CUSIP: 3140QEYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5997748 | PA      | $5188871.06   | 0.15%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                               | Korea Treasury Bond                                                | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  11350200000 | PA      | $8029476.67   | 0.23%             | 2028-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-36267.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | Energy Transfer LP                                                 | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3470000 | PA      | $3409418.90   | 0.10%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS CDX.NA.IG.45.V1                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $3626719.14   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                       | Oracle Corp                                                        | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      8546000 | PA      | $8536617.09   | 0.24%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                               | Korea Treasury Bond                                                | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   8610000000 | PA      | $6393531.21   | 0.18%             | 2052-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                         | Orange SA                                                          | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      2600000 | PA      | $3057160.93   | 0.09%             | 2035-05-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Octagon 61 Ltd                                                    | Octagon 61 Ltd                                                     | CUSIP: 675947AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7900000 | PA      | $7941625.10   | 0.22%             | 2038-04-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                             | Province of Ontario Canada                                         | CUSIP: 68333ZBA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     11261000 | PA      | $7711563.87   | 0.22%             | 2054-12-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                  | COLT 2023-4 Mortgage Loan Trust                                    | CUSIP: 12598WAA0<br>LEI: 213800EHDFO4A3F7P416 | Long             | ABS-MBS          | CORP              | US        |      4614380 | PA      | $4695412.92   | 0.13%             | 2068-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                   | WEA Finance LLC                                                    | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      2326000 | PA      | $2298492.79   | 0.06%             | 2028-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Vantage Data Centers LLC                                          | Vantage Data Centers Issuer LLC                                    | CUSIP: 92212KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5716000 | PA      | $5743139.57   | 0.16%             | 2048-03-16      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                    | CUSIP: 3140QDWM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30454378 | PA      | $27354986.81  | 0.77%             | 2050-06-01      | Fixed         | 3.00%                 | 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        |      2659196 | PA      | $2671239.70   | 0.08%             | 2068-05-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                            | General Motors Financial Co Inc                                    | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1962000 | PA      | $2372552.86   | 0.07%             | 2030-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Aligned Data Centers Issuers L                                    | Aligned Data Centers Issuer LLC                                    | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3914000 | PA      | $3955650.44   | 0.11%             | 2048-08-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                           | Romanian Government International Bond                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      9096000 | PA      | $10703092.82  | 0.30%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | USD/NZD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-167554.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-BTP                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          170 | NC      | $148437.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                             | Japan Government Twenty Year Bond                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3756900000 | PA      | $21826097.52  | 0.61%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $78770.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA Tower Trust                                                    | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6340000 | PA      | $5612471.69   | 0.16%             | 2031-10-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-BUND                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         1268 | NC      | $930761.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                               | Republic of Austria Government Bond                                | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      9875000 | PA      | $11596685.66  | 0.33%             | 2034-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                             | Becton Dickinson Euro Finance Sarl                                 | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      6079000 | PA      | $4865592.02   | 0.14%             | 2041-08-13      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                                                | Finland Government Bond                                            | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      3750000 | PA      | $4440189.59   | 0.12%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15700000 | PA      | $15313019.49  | 0.43%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    167625000 | PA      | $169595902.90 | 4.77%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                                        | CAD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $666326.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                   | CUSIP: 3132DNZW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21928029 | PA      | $18849281.07  | 0.53%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000000 | PA      | $59739843.60  | 1.68%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                             | Cellnex Finance Co SA                                              | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      1600000 | PA      | $1692785.11   | 0.05%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | KRW/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $191993.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                    | SWOP CDS CDX.NA.IG.44.V1                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |   -325700000 | NC      | $-17634.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                          | OBX 2025-NQM18 Trust                                               | CUSIP: 673918AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6074575 | PA      | $6082407.56   | 0.17%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                  | Deutsche Bahn AG                                                   | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      3010000 | PA      | $1729428.90   | 0.05%             | 2050-12-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                           | Eni SpA                                                            | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      5459000 | PA      | $5460933.80   | 0.15%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                            | General Motors Financial Co Inc                                    | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1497000 | PA      | $1545855.42   | 0.04%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                                        | USD/JPY FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-54922.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                          | Alexandria Real Estate Equities Inc                                | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      3102000 | PA      | $3121496.35   | 0.09%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2015141.15  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | Citigroup Inc                                                      | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      7750000 | PA      | $7058229.65   | 0.20%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                    | CUSIP: 3140QDKB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1807148 | PA      | $1620802.52   | 0.05%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                   | CUSIP: 3132DUU62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15449482 | PA      | $15883168.67  | 0.45%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                          | Aptiv Swiss Holdings Ltd                                           | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      2830000 | PA      | $1797701.69   | 0.05%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | CNH/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-43899.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                               | SWOP CDS CDX.NA.IG.44.V1                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              | CORP              | US        |    357700000 | NC      | $378012.84    | 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      | $3480.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                             | CHF/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $79210.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                    | CUSIP: 3140QFNX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5558035 | PA      | $4992020.44   | 0.14%             | 2050-11-01      | Fixed         | 3.00%                 | 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      | $-2825113.33  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                    | CUSIP: 3140XRTU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10472152 | PA      | $10967281.57  | 0.31%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                    | CUSIP: 3140QVGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17900654 | PA      | $17813361.79  | 0.50%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                          | Spain Government Bond                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     16975000 | PA      | $20164706.69  | 0.57%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                  | French Republic Government Bond OAT                                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     11685000 | PA      | $14059660.00  | 0.40%             | 2038-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/CNH FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $153175.18    | 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        |         -679 | NC      | $32153.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP LLC                                                           | TRP 2021 LLC                                                       | CUSIP: 87267CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5989503 | PA      | $5739356.57   | 0.16%             | 2051-06-19      | Fixed         | 2.07%                 | 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        |      1133887 | PA      | $1114592.22   | 0.03%             | 2048-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | USD/IDR FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $97931.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                            | New Zealand Government Bond                                        | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      9220000 | PA      | $5412088.68   | 0.15%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KERING                                                            | Kering SA                                                          | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      7100000 | PA      | $8462821.16   | 0.24%             | 2031-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                       | Freddie Mac Pool                                                   | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15699041 | PA      | $13501139.03  | 0.38%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54500000 | PA      | $54947070.04  | 1.54%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                              | Enel Finance International NV                                      | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      2885000 | PA      | $3456560.81   | 0.10%             | 2035-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                 | CUSIP: 3622AAQ72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5011924 | PA      | $4756068.67   | 0.13%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                       | Exelon Corp                                                        | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      4480000 | PA      | $4384291.52   | 0.12%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                             | USD/NZD FORWARD                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-680219.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                             | Australia Government Bond                                          | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      5240000 | PA      | $2607172.90   | 0.07%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | KRW/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $165506.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                          | Electricite de France SA                                           | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1282184.64   | 0.04%             | 2043-01-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | USD/DKK FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1100.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1223000 | PA      | $1281836.37   | 0.04%             | 2032-05-24      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | NZD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-180019.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                                  | Pernod Ricard SA                                                   | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2246035.85   | 0.06%             | 2034-05-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                          | Electricite de France SA                                           | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      2400000 | PA      | $2830408.84   | 0.08%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                          | Queensland Treasury Corp                                           | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      9256000 | PA      | $5058875.74   | 0.14%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                           | Magna International Inc                                            | CUSIP: 000000000<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      3865000 | PA      | $4576538.00   | 0.13%             | 2031-05-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19075000 | PA      | $19191610.82  | 0.54%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                       | Freddie Mac Pool                                                   | CUSIP: 3132DUAD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17570620 | PA      | $17906121.15  | 0.50%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                    | European Union                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |      6666674 | PA      | $6992457.73   | 0.20%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                           | Yorkshire Water Finance PLC                                        | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      2200000 | PA      | $3096338.53   | 0.09%             | 2031-04-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $984882.81    | 0.03%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                      | SEK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $312603.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24                            | AUST 10Y BOND                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         -923 | NC      | $136665.89    | 0.00%             |  |  |  | No            |                  1 | 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      | $-32567.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                              | Singapore Government Bond                                          | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      5615000 | PA      | $4840407.93   | 0.14%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                               | Province of Alberta Canada                                         | CUSIP: 013051ES2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      4176000 | PA      | $2995785.64   | 0.08%             | 2054-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | USD/JPY FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $35731.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                    | Carvana Auto Receivables Trust 2021-N2                             | CUSIP: 14686KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       515682 | PA      | $502851.94    | 0.01%             | 2028-03-10      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                            | CAN 10YR BOND                                                      | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |         1557 | NC      | $2945512.07   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDISH GOVERNMENT                                                | Sweden Government Bond                                             | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     48000000 | PA      | $4945039.14   | 0.14%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     51000000 | PA      | $51478125.00  | 1.45%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                       | Oracle Corp                                                        | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5983000 | PA      | $5968738.86   | 0.17%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                   | CUSIP: 3132DUTC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2724766 | PA      | $2779195.64   | 0.08%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                            | Diamondback Energy Inc                                             | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      2690000 | PA      | $2591951.60   | 0.07%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                             | Japan Government Thirty Year Bond                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    782050000 | PA      | $3186093.43   | 0.09%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                            | Netherlands Government Bond                                        | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     13300000 | PA      | $15285157.13  | 0.43%             | 2034-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | USD/CHF FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $104214.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                            | TotalEnergies Capital International SA                             | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      6600000 | PA      | $7282718.05   | 0.20%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                    | Avis Budget Rental Car Funding AESOP LLC                           | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      2055000 | PA      | $2051059.33   | 0.06%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                                                   | Invesco US CLO 2023-3 Ltd                                          | CUSIP: 46091RAL7<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |     11113232 | PA      | $11149327.78  | 0.31%             | 2038-07-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | BRL/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-284511.81   | -0.01%            |  |  |  | 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      | $-116565.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                      | AES Corp/The                                                       | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      1288000 | PA      | $1334159.33   | 0.04%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                             | Province of Ontario Canada                                         | CUSIP: 68333ZBF3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     21393000 | PA      | $15803335.14  | 0.44%             | 2055-12-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                  | Deutsche Bahn AG                                                   | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      5370000 | PA      | $4809925.03   | 0.14%             | 2036-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | NZD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2342190.17   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                             | Japan Government Forty Year Bond                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  10000000000 | PA      | $51911067.38  | 1.46%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                    | CUSIP: 3140W0P90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13627745 | PA      | $14236699.74  | 0.40%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19300000 | PA      | $19738019.48  | 0.55%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Logistics                                                 | Sequoia Logistics 2025-1 DAC                                       | CUSIP: 000000000<br>LEI: 635400SNUE4YGPESHU40 | Long             | ABS-MBS          | CORP              | IE        |      7793000 | PA      | $9175383.31   | 0.26%             | 2037-02-17      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                   | CUSIP: 3132DTGJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3725508 | PA      | $3795614.16   | 0.11%             | 2054-06-01      | Fixed         | 5.50%                 | 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        |      2831000 | PA      | $2976527.56   | 0.08%             | 2030-02-20      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                              | Heathrow Funding Ltd                                               | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      2845000 | PA      | $2900083.91   | 0.08%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | MXN/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-175803.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | CDS ELECTROLUX AB                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |            1 | NC      | $-43771.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                   | WEA Finance LLC                                                    | CUSIP: 92928QAD0<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |       379000 | PA      | $312234.59    | 0.01%             | 2048-09-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | TRS IBOXIG INDEX                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $223445.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                          | Spain Government Bond                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     27750000 | PA      | $28502457.56  | 0.80%             | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                               | Dow Chemical Co/The                                                | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      3842000 | PA      | $3653365.83   | 0.10%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BAHN AG                                                  | Deutsche Bahn AG                                                   | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      8067000 | PA      | $9188989.75   | 0.26%             | 2030-05-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                           | Columbia Pipelines Operating Co LLC                                | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1721000 | PA      | $1837009.67   | 0.05%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                         | IRS IFS EUR                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $3228709.07   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                               | Deutsche Telekom AG                                                | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      3580000 | PA      | $3917585.13   | 0.11%             | 2045-02-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | AUD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2388.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                          | Take-Two Interactive Software Inc                                  | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      1590000 | PA      | $1661246.56   | 0.05%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| AUTOSTRADE PER L'ITALIA                                           | Autostrade per l'Italia SpA                                        | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      3835000 | PA      | $4703897.43   | 0.13%             | 2036-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | USD/AUD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-12938.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                   | CUSIP: 3133USKU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7752136 | PA      | $6581247.14   | 0.18%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                             | China Government Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     30610000 | PA      | $4975949.94   | 0.14%             | 2053-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS ITRAXX.EU.43.V1                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-13739204.88 | -0.39%            |  |  |  | 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        |     17849047 | NS      | $17849046.95  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                          | Ford Motor Credit Co LLC                                           | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       840000 | PA      | $898272.51    | 0.03%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                       | PepsiCo Inc                                                        | CUSIP: 713448EK0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      3495000 | PA      | $3749634.55   | 0.11%             | 2031-03-18      | Fixed         | 1.12%                 | 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        |         2934 | NC      | $623280.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV FINANCE BV                                                    | DSV Finance BV                                                     | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      3040000 | PA      | $3538541.95   | 0.10%             | 2034-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                                  | Pernod Ricard SA                                                   | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4685353.28   | 0.13%             | 2032-03-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                                      | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $130449.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                          | New South Wales Treasury Corp                                      | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     19591000 | PA      | $10910875.17  | 0.31%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                    | Avis Budget Rental Car Funding AESOP LLC                           | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      3643000 | PA      | $3752423.70   | 0.11%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                              | Raiffeisen Bank International AG                                   | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      5300000 | PA      | $6189174.13   | 0.17%             | 2032-06-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                    | CUSIP: 3140QLJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17441413 | PA      | $14162344.26  | 0.40%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                             | Japan Government Thirty Year Bond                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   9190000000 | PA      | $51960830.47  | 1.46%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                           | Hungary Government Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       710000 | PA      | $1584.22      | 0.00%             | 2033-04-20      | Fixed         | 2.25%                 | 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        |      3804000 | PA      | $3917447.83   | 0.11%             | 2031-08-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                               | SWOP CDS CDX.NA.IG.44.V1                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              | CORP              | US        |   -357700000 | NC      | $-146623.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                   | WEA Finance LLC                                                    | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      5510000 | PA      | $5400375.13   | 0.15%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | GBP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $97990.69     | 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      | $-456210.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SUEZ                                                              | Suez SACA                                                          | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      4200000 | PA      | $5366584.60   | 0.15%             | 2032-11-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54250000 | PA      | $56398808.87  | 1.58%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | KRW/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $234625.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                          | Constellation Energy Generation LLC                                | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1318612.09   | 0.04%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | CDS ZIGGO BOND CO BV                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $210414.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                    | European Union                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |      8406311 | PA      | $8297530.34   | 0.23%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-9440.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS ITRAXX.EU.XO.43.V1                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-1210851.43  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                          | Spain Government Bond                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      6250000 | PA      | $7514648.28   | 0.21%             | 2034-10-31      | Fixed         | 3.45%                 | 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        |          395 | NC      | $610153.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | USD/KRW FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-192644.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/MYR FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4600.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | CAD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-26871.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                            | General Motors Financial Co Inc                                    | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3019687.38   | 0.08%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                            | Northumbrian Water Finance PLC                                     | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      8640000 | PA      | $11988690.25  | 0.34%             | 2034-10-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                         | IRS IFS EUR                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $2092236.77   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                     | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3963000 | PA      | $4129014.07   | 0.12%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | AUD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $49935.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                 | CUSIP: 3622ADKZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4499405 | PA      | $4399590.86   | 0.12%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE                                    | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND  | CUSIP: 000000000<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |     73635598 | NS      | $73635598.49  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                             | Rentokil Terminix Funding LLC                                      | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |      3650000 | PA      | $3720674.95   | 0.10%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                           | Pfizer Investment Enterprises Pte Ltd                              | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      2940000 | PA      | $2850814.22   | 0.08%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                               | Korea Treasury Bond                                                | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   7778000000 | PA      | $5909980.90   | 0.17%             | 2053-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                    | AA Bond Co Ltd                                                     | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |      5400000 | PA      | $7310926.61   | 0.21%             | 2027-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | NOK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-97160.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | CDS ELECTROLUX AB                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |            1 | NC      | $-42785.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                               | United Kingdom Gilt                                                | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     21500000 | PA      | $26749264.99  | 0.75%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                     | Stellantis NV                                                      | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      3080000 | PA      | $3454015.05   | 0.10%             | 2034-03-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25600000 | PA      | $26590000.13  | 0.75%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                  | ABN AMRO Bank NV                                                   | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     11200000 | PA      | $11640309.86  | 0.33%             | 2035-12-03      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | USD/PEN FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-45507.68    | -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      | $46493.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                        | Verus Securitization Trust 2023-4                                  | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |      1582495 | PA      | $1588285.53   | 0.04%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US ULTRA BOND CBT                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -1803 | NC      | $-4760816.90  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    176000000 | PA      | $176739062.72 | 4.97%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Ballyrock Ltd                                                     | Ballyrock CLO 24 Ltd                                               | CUSIP: 05875AAJ7<br>LEI: 254900B0CDDYIJW8YL36 | Long             | ABS-CBDO         | CORP              | JE        |      5420000 | PA      | $5439273.52   | 0.15%             | 2038-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                     | P3 Group Sarl                                                      | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |      8369000 | PA      | $10004864.87  | 0.28%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                    | European Union                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |      8748870 | PA      | $10166994.47  | 0.29%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    151275000 | PA      | $155219377.63 | 4.36%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                 | National Grid PLC                                                  | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      2965000 | PA      | $3379066.97   | 0.09%             | 2034-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ING GROEP NV                                                      | ING Groep NV                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      5500000 | PA      | $7009970.41   | 0.20%             | 2034-05-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                          | New South Wales Treasury Corp                                      | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      7835600 | PA      | $5043271.03   | 0.14%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                               | Dow Chemical Co/The                                                | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      3558000 | PA      | $3804360.58   | 0.11%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| EUROPEAN UNION                                                    | European Union                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |      8900000 | PA      | $10726158.90  | 0.30%             | 2030-12-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                    | CUSIP: 3140XRN68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24645005 | PA      | $25108784.54  | 0.71%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-293.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                 | Hellenic Republic Government Bond                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      3438000 | PA      | $4333562.66   | 0.12%             | 2038-07-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | USD/AUD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $18414.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                              | Indonesia Treasury Bond                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 109930000000 | PA      | $7021271.65   | 0.20%             | 2040-04-15      | Fixed         | 7.50%                 | 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      | $-91148.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS CDX.NA.IG.44.V1                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $8349486.32   | 0.23%             |  |  |  | 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      | $-7286648.73  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | CHF/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-45040.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-BUXL 30Y BND                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -183 | NC      | $-365763.94   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24                            | AUST 3YR BOND                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          592 | NC      | $-150979.19   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                    | Domino's Pizza Master Issuer LLC                                   | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5470312 | PA      | $5179928.62   | 0.15%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                   | Kingdom of Belgium Government Bond                                 | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      6825000 | PA      | $6871464.91   | 0.19%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                             | CAD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $41219.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                                    | Stack Infrastructure Issuer LLC                                    | CUSIP: 85236KAF9<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |      1430000 | PA      | $1436064.63   | 0.04%             | 2048-03-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS ITRAXX.EU.XO.43.V1                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $1210851.43   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | CAD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-15568.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                   | CUSIP: 3133KQVG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23625097 | PA      | $23539742.58  | 0.66%             | 2053-04-01      | Fixed         | 5.00%                 | 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      | $11417900.40  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                          | Queensland Treasury Corp                                           | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      9700000 | PA      | $6205396.13   | 0.17%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | USD/AUD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $9898.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                             | Cellnex Finance Co SA                                              | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      8300000 | PA      | $8857116.30   | 0.25%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 10YR NOTE (CBT)                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          735 | NC      | $-465490.92   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                     | Citigroup Inc                                                      | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      3060000 | PA      | $3129096.05   | 0.09%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                            | Treasury Corp of Victoria                                          | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     41354000 | PA      | $26659046.66  | 0.75%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                      | JPY/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1225259.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                               | Canadian Government Bond                                           | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      6928000 | PA      | $5024977.91   | 0.14%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                          | United Utilities Water Finance PLC                                 | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |       330000 | PA      | $388779.77    | 0.01%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                    | CUSIP: 3140QMT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19194991 | PA      | $16499952.88  | 0.46%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                  | Deutsche Bahn AG                                                   | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      6540000 | PA      | $4236032.16   | 0.12%             | 2051-05-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | USD/CAD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $121185.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | USD/AUD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-760479.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                             | Japan Government Forty Year Bond                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1473600000 | PA      | $5351249.58   | 0.15%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                             | Japan Government Thirty Year Bond                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    606600000 | PA      | $2326853.37   | 0.07%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000000 | PA      | $85302148.65  | 2.40%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | CDS ELECTROLUX AB                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-25075.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK MILLENNIUM SA                                                | Bank Millennium SA                                                 | CUSIP: 000000000<br>LEI: 259400OFDZ9KPZEO8K78 | Long             | DBT              | CORP              | PL        |      2080000 | PA      | $2566371.98   | 0.07%             | 2029-09-25      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                               | Malaysia Government Bond                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     41200000 | PA      | $10573984.06  | 0.30%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     37170000 | PA      | $37080705.02  | 1.04%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18000000 | PA      | $18061875.00  | 0.51%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| EUROPEAN UNION                                                    | European Union                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |     14551000 | PA      | $12554466.47  | 0.35%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | USD/GBP FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $43605.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     14275000 | PA      | $14036339.84  | 0.39%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| KOREA TREASURY BOND                                               | Korea Treasury Bond                                                | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  26127800000 | PA      | $20236455.87  | 0.57%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                    | CUSIP: 3140QVMK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20768618 | PA      | $20736763.67  | 0.58%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                                           | DataBank Issuer II LLC                                             | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11011000 | PA      | $11076812.75  | 0.31%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                            | Republic of Poland Government Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     11625000 | PA      | $3355422.49   | 0.09%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | BRL/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $326180.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                   | CUSIP: 3132DUV87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6801367 | PA      | $6937245.33   | 0.19%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | USD/GBP FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-21550.80    | -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      | $912245.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     62875000 | PA      | $65355614.92  | 1.84%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                        | Fannie Mae Pool                                                    | CUSIP: 3140Y6W48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15323712 | PA      | $15774272.54  | 0.44%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                          | Italy Buoni Poliennali Del Tesoro                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     48495000 | PA      | $55942242.83  | 1.57%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TIF Funding III LLC                                               | TIF Funding III LLC                                                | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7005925 | PA      | $7044782.66   | 0.20%             | 2049-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                               | United Kingdom Gilt                                                | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     15710000 | PA      | $20543360.17  | 0.58%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                                             | Portugal Obrigacoes do Tesouro OT                                  | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      5250000 | PA      | $6088731.02   | 0.17%             | 2034-10-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | AUD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $31370.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                               | Province of Alberta Canada                                         | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      4172000 | PA      | $2388295.38   | 0.07%             | 2050-06-01      | Fixed         | 3.10%                 | 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      | $666.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                               | United Kingdom Gilt                                                | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     11600000 | PA      | $15627955.35  | 0.44%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-SCHATZ                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         1976 | NC      | $-257441.83   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Rail LLC                                                  | Triumph Rail Holdings LLC                                          | CUSIP: 89683LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5876629 | PA      | $5622927.30   | 0.16%             | 2051-06-19      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                             | COP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2673.70     | -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      | $-2260574.77  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4096.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | EUR/NZD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $11762.53     | 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      | $14129.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                            | Williams Cos Inc/The                                               | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      7866000 | PA      | $8167758.01   | 0.23%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                             | Japan Government Twenty Year Bond                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1066400000 | PA      | $5861417.83   | 0.16%             | 2043-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                           | Mexican Bonos                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    190500000 | PA      | $9831612.89   | 0.28%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                    | CUSIP: 3140QVVE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14379791 | PA      | $14557468.16  | 0.41%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                                  | SpringCastle America Funding LLC                                   | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1474367 | PA      | $1397590.15   | 0.04%             | 2037-09-25      | Fixed         | 1.97%                 | 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        |      2656000 | PA      | $2682983.37   | 0.08%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                             | USD/BRL FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-7406.02     | -0.00%            |  |  |  | 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        |      5630000 | PA      | $5640782.01   | 0.16%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                           | Eni SpA                                                            | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      4609000 | PA      | $4743736.69   | 0.13%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                                | LONG GILT                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        -1053 | NC      | $-151298.97   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                     | Citigroup Inc                                                      | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       670000 | PA      | $695015.21    | 0.02%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                             | China Government Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    406020000 | PA      | $52961477.06  | 1.49%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                 | General Mills Inc                                                  | CUSIP: 370334DC5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      5720000 | PA      | $6785721.70   | 0.19%             | 2032-04-17      | Fixed         | 3.60%                 | 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        |         2474 | NC      | $713047.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS ITRAXX.EU.42.V1                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-16607.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | CAD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4746.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCK KGAA                                                        | Merck KGaA                                                         | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |      1400000 | PA      | $1661830.71   | 0.05%             | 2054-08-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                                           | CDS ZIGGO BOND CO BV                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $194668.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                          | Queensland Treasury Corp                                           | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      9979000 | PA      | $5159599.67   | 0.14%             | 2034-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                     | New Residential Mortgage Loan Trust 2022-NQM1                      | CUSIP: 64830JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4355510 | PA      | $3897791.25   | 0.11%             | 2061-04-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA Tower Trust                                                    | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6860000 | PA      | $6808295.49   | 0.19%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | CHF/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $39885.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                               | United Kingdom Gilt                                                | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     13250000 | PA      | $18051369.47  | 0.51%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | CDS ELECTROLUX AB                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-21815.13    | -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      | $-160477.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     61175000 | PA      | $61884725.43  | 1.74%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                        | Verus Securitization Trust 2023-5                                  | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-MBS          | CORP              | US        |      1744959 | PA      | $1757893.53   | 0.05%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| RLGH FINANCE BERMUDA LTD                                          | RLGH Finance Bermuda Ltd                                           | CUSIP: 000000000<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |      7045000 | PA      | $8020404.27   | 0.23%             | 2031-07-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | GBP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-98192.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | Citigroup Inc                                                      | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1830000 | PA      | $1739140.48   | 0.05%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | CDS INTESA SANPAOLO SPA                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |            1 | NC      | $-153112.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                    | SWOP CDS CDX.NA.IG.44.V1                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |    325700000 | NC      | $60024.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | USD/CAD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-18140.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | CDS VIRGIN MEDIA FINANCE PLC                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $587919.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     38400000 | PA      | $38649000.19  | 1.09%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| KRAFT HEINZ FOODS CO                                              | Kraft Heinz Foods Co                                               | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       552000 | PA      | $564328.78    | 0.02%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                                      | Alphabet Inc                                                       | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      4327000 | PA      | $4963722.07   | 0.14%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                          | New South Wales Treasury Corp                                      | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      8862000 | PA      | $4656297.61   | 0.13%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                              | Sartorius Finance BV                                               | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $5026594.44   | 0.14%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | CHF/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-30013.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                            | Treasury Corp of Victoria                                          | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      8814000 | PA      | $4472324.18   | 0.13%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                          | Brazil Notas do Tesouro Nacional Serie F                           | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    342150000 | PA      | $54199732.55  | 1.52%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | CAD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4729.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                               | United Kingdom Gilt                                                | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    113800000 | PA      | $66261092.80  | 1.86%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL                                          | WEA Finance LLC / Westfield UK & Europe Finance PLC                | CUSIP: 92890HAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4262000 | PA      | $3709931.55   | 0.10%             | 2044-09-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                                | Denmark Government Bond                                            | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     14250000 | PA      | $2718370.08   | 0.08%             | 2039-11-15      | Fixed         | 4.50%                 | 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        |      1738501 | PA      | $1752388.56   | 0.05%             | 2029-01-16      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                      | Alphabet Inc                                                       | CUSIP: 02079KAS6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      6787000 | PA      | $7871705.73   | 0.22%             | 2045-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                               | Carrier Global Corp                                                | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      4583000 | PA      | $4920439.69   | 0.14%             | 2034-03-15      | Fixed         | 5.90%                 | 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        |       741675 | PA      | $749455.57    | 0.02%             | 2050-12-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gemgarto                                                          | Gemgarto 2021-1 PLC                                                | CUSIP: 000000000<br>LEI: 635400KLHB2FIID9TE45 | Long             | ABS-MBS          | CORP              | GB        |       337047 | PA      | $454446.69    | 0.01%             | 2067-12-16      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                                       | Swiss Confederation Government Bond                                | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     14445000 | PA      | $18669479.76  | 0.52%             | 2032-06-27      | Fixed         | 0.50%                 | 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        |     11382000 | PA      | $8351870.66   | 0.23%             | 2028-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | USD/PLN FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4151.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                               | TRS IBOXIG INDEX                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-223764.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                   | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41300000 | PA      | $41183843.75  | 1.16%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ATHORA HOLDING LTD                                                | Athora Holding Ltd                                                 | CUSIP: 000000000<br>LEI: 98450059DQ10TFC4B020 | Long             | DBT              | CORP              | BM        |      7100000 | PA      | $9072527.79   | 0.25%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                           | Severn Trent Utilities Finance PLC                                 | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      1657000 | PA      | $2149297.08   | 0.06%             | 2036-04-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                  | Deutsche Bahn AG                                                   | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      4836000 | PA      | $4982735.82   | 0.14%             | 2034-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                  | French Republic Government Bond OAT                                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     26150000 | PA      | $30308521.59  | 0.85%             | 2033-05-25      | 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      | $3364.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                   | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5794578 | PA      | $4981026.05   | 0.14%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                          | Southwestern Public Service Co                                     | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |      4990000 | PA      | $5097514.99   | 0.14%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                            | General Motors Financial Co Inc                                    | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      2860000 | PA      | $3007789.41   | 0.08%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                             | China Government Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     39170000 | PA      | $7712777.67   | 0.22%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                    | CUSIP: 3140XKTX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32250094 | PA      | $27727628.72  | 0.78%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | USD/SGD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $30226.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | USD/CNH FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $7811.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                           | Pfizer Investment Enterprises Pte Ltd                              | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      3740000 | PA      | $3616852.31   | 0.10%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| OSAKA EXCHANGE,INC                                                | JAPAN 10Y BOND(OSE)                                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |          -70 | NC      | $531355.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                        | USD/SEK FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $16605.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                          | New South Wales Treasury Corp                                      | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      4848000 | PA      | $3198105.36   | 0.09%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | USD/JPY FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-6.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                 | National Grid PLC                                                  | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      3180000 | PA      | $3027221.30   | 0.09%             | 2033-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                    | CUSIP: 3140QU7H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8612402 | PA      | $8749859.15   | 0.25%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS ITRAXX.EU.XO.44.V1                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-1059698.37  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                              | Colombian TES                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  95500000000 | PA      | $26362142.07  | 0.74%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| FMC CORP                                                          | FMC Corp                                                           | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      3490000 | PA      | $3491278.63   | 0.10%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| WEA FINANCE LLC                                                   | WEA Finance LLC                                                    | CUSIP: 000000000<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      2764000 | PA      | $2709008.51   | 0.08%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | USD/AUD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4575.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                             | USD/AUD FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $63577.32     | 0.00%             |  |  |  | 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      | $68029.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                | Banco Santander SA                                                 | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1533272.88   | 0.04%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                               | United Kingdom Gilt                                                | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     27525000 | PA      | $30981013.92  | 0.87%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                                                  | Telia Co AB                                                        | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |      2510000 | PA      | $3040612.28   | 0.09%             | 2032-02-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | CDS TRANSDIGM INC                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-877076.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                  | COLT 2023-2 Mortgage Loan Trust                                    | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |      1884962 | PA      | $1901292.77   | 0.05%             | 2068-07-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                  | Peruvian Government International Bond                             | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      8000000 | PA      | $2522020.89   | 0.07%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                          | Motability Operations Group PLC                                    | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      2920000 | PA      | $3471387.47   | 0.10%             | 2034-01-24      | Fixed         | 3.88%                 | 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      | $-77612.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | USD/CAD FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1404.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                          | Italy Buoni Poliennali Del Tesoro                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     51375000 | PA      | $65250644.05  | 1.83%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                | USD/CHF FORWARD                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $8048.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | USD/CAD FORWARD                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-23299.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                   | CUSIP: 3142GS5R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15959497 | PA      | $15929711.52  | 0.45%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS ITRAXX.EU.43.V1                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $13739204.88  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XXV Funding Ltd.                                          | Regatta XXV Funding Ltd                                            | CUSIP: 758978AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5775000 | PA      | $5803343.70   | 0.16%             | 2038-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-18

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer