# EDGAR Filing Document

**Accession Number:** 0000826644
**File Stem:** 0000826644-26-000241
**Filing Date:** 2026-6
**Character Count:** 189414
**Document Hash:** 1d34290f9e023f8900c6f4948ed6db41
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000826644-26-000241.hdr.sgml**: 20260629

**ACCESSION NUMBER**: 0000826644-26-000241

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260629

**DATE AS OF CHANGE**: 20260629

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM INVESTMENT FUNDS (INVESCO INVESTMENT FUNDS)
- **CENTRAL INDEX KEY:** 0000826644

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05426
- **FILM NUMBER:** 261134806

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 7136261919

**MAIL ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM INVESTMENT FUNDS
- **DATE OF NAME CHANGE:** 19980529

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** G T INVESTMENT FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** G T GLOBAL INCOME SERIES INC
- **DATE OF NAME CHANGE:** 19890521

## Series and Classes Contracts Data

### Invesco Emerging Markets Local Debt Fund (Series ID: S000064693)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000209535 | Class R6     |  |
| C000209536 | Class R5     |  |
| C000209537 | Class A      |  |
| C000209538 | Class R      |  |
| C000209539 | Class C      |  |
| C000209540 | Class Y      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AIM Investment Funds (Invesco Investment Funds)

- **b. Investment Company Act file number:** 811-05426

- **c. CIK number of Registrant:** 0000826644

- **d. LEI of Registrant:** Y5W0BJB7U2X9V6NIC803

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

  - **Street Address 1:** 11 Greenway Plaza

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 77046-1173

  - **Telephone number:** 800-959-4246

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

- **a. Name of Series:** Invesco Emerging Markets Local Debt Fund

- **b. EDGAR series identifier (if any):** S000064693

- **c. LEI of Series:** 549300OXMY8H7CN5MT50

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

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

- **b. Date as of which information is reported:** 2026-04-30

**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:** $106360755.26

**Total Liabilities:** $1624088.85

**Net Assets:** $104736666.41

**Cash Not Reported:** $3768772.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4.80864331 | **1-Year:** -480.18550134 | **5-Year:** -575.74546045 | **10-Year:** -240.74117656 | **30-Year:** -0.69857220

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209538 | 1.84%                | -7.60%               | 3.12%                |
| Class ID C000209537 | 1.86%                | -7.58%               | 3.15%                |
| Class ID C000209536 | 1.71%                | -7.39%               | 2.97%                |
| Class ID C000209539 | 1.80%                | -7.64%               | 3.08%                |
| Class ID C000209540 | 1.71%                | -7.56%               | 3.17%                |
| Class ID C000209535 | 1.89%                | -7.56%               | 3.17%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $80938.55                | $709000.41                                 |
| Month 2  | $58362.51                | $-6643696.24                               |
| Month 3  | $-68871.53               | $1493286.95                                |

**Designated Index Information**

- **Index Name:** J.P. Morgan GBI-EM Global Diversified Index

- **Index Identifier:** 100% JPM-GBI EM Glb Dvrsf Comp

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1977.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-460.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-74718.42    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-219.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8392.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1883.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos      | Bonos de la Tesoreria de la Republica en pesos             | CUSIP: YW7593653<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1000000000 | PA      | $1137962.46   | 1.09%             | 2029-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                             | Romania Government Bond                                    | CUSIP: ZM1054521<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     9750000 | PA      | $2281160.49   | 2.18%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6267.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1185.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-243.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $96015.08     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $191.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $240.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1689.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-761.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10844.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-599.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development      | European Bank for Reconstruction & Development             | CUSIP: YX0371154<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | GB        |    47000000 | PA      | $115267.57    | 0.11%             | 2034-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8208.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $247.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $198.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      100000 | NC      | $646.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-27205.07    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-4763.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1552.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-29586.77    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10886.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-70653.28    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Government Bond                             | Turkiye Government Bond                                    | CUSIP: YM2753874<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    50000000 | PA      | $1097040.16   | 1.05%             | 2027-07-14      | Fixed         | 37.84%                | No            |                  2 | On Loan: No      |
| N/A                                                 | Bank of America, National Association                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -3900000 | NC      | $-39230.10    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3436.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7882.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -3600000 | NC      | $-86192.83    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development | International Bank for Reconstruction & Development        | CUSIP: BT6894906<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $447289.03    | 0.43%             | 2029-01-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3800000 | NC      | $3.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-8869.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1726.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3188.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $570.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3325.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -3900000 | NC      | $-10019.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $168.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                      | Czech Republic Government Bond                             | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    33000000 | PA      | $1354780.17   | 1.29%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-327.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4583.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1849.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $60583.45     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16793.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $440.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1198.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $155.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                             | Indonesia Treasury Bond, Series 108                        | CUSIP: YM8024957<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 27000000000 | PA      | $1515462.74   | 1.45%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12857.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3846.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4175.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18147.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $46850.28     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10331.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-10059.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1200.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $9199.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $362.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-79402.33    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      105000 | NC      | $11236.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $98812.29     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2430.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2962.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2226.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $184.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4578.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3715.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Bank of America, National Association                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      100000 | NC      | $4504.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1639.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexican Bonos                                       | Mexican Bonos, Series M                                    | CUSIP: YR0988158<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    90000000 | PA      | $5148722.48   | 4.92%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5777.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20628.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -2000000 | NC      | $-2130.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-166.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-126178.40   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $139.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1433.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $67.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Treasury Portfolio                          | Invesco Treasury Portfolio, Institutional Class            | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |     8828234 | NS      | $8828234.31   | 8.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6737.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1323.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9256.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-52056.53    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                  | Republic of Poland Government Bond, Series 1030            | CUSIP: BJ3065825<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     8000000 | PA      | $1876153.59   | 1.79%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-538.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2151.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                             | Indonesia Treasury Bond, Series 104                        | CUSIP: YV1931588<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 29400000000 | PA      | $1695043.33   | 1.62%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-5191.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $249.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                             | Corp. Andina de Fomento                                    | CUSIP: ZD3730854<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |   106500000 | PA      | $1114367.55   | 1.06%             | 2029-03-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-54.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      105000 | NC      | $9821.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1326.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond            | Republic of South Africa Government Bond, Series 2053      | CUSIP: ZL9255643<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    15000000 | PA      | $1107487.11   | 1.06%             | 2053-03-31      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| N/A                                                 | JPMorgan Chase & Co.                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -5850000 | NC      | $-59892.30    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond            | Republic of South Africa Government Bond, Series 2048      | CUSIP: EJ2359143<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    50000000 | PA      | $2837649.77   | 2.71%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $445.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1017.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1364.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-189.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| India Government Bond                               | India Government Bond                                      | CUSIP: BY8961033<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   113000000 | PA      | $1157425.02   | 1.11%             | 2052-09-12      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-2750.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $5554.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                             | Indonesia Treasury Bond, Series FR95                       | CUSIP: BY4236745<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 30000000000 | PA      | $1731901.37   | 1.65%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $263.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-4475.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $90782.24     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -1000000 | NC      | $-26048.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12671.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13723.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3139.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2966.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombian TES                                       | Colombian TES                                              | CUSIP: YM8536158<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2400000000 | PA      | $600261.18    | 0.57%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $90.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-4969.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $52404.79     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-9907.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4053.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $18625.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $25128.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10920.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $50283.01     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-72276.01    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10499.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3699.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-99031.35    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1785.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-348.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10116.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-966.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19780.86    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -5700000 | NC      | $-5.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $912.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8127.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |       90000 | NC      | $14145.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      105000 | NC      | $6493.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Government Bond                             | Turkiye Government Bond                                    | CUSIP: ZG0940301<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    29500000 | PA      | $594577.56    | 0.57%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8711.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16802.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2132.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-510.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-4267.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Bank of America, National Association                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -6000000 | NC      | $-894.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-137.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10021.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1247.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6270.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20667.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4676.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexican Bonos                                       | Mexican Bonos, Series M                                    | CUSIP: YJ7057252<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    93000000 | PA      | $5088761.47   | 4.86%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2447.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $369.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $127.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1103.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Bank of America, National Association                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     2000000 | NC      | $14.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-186483.60   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3683.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $35242.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                | Asian Infrastructure Investment Bank                       | CUSIP: ZD2723355<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |    39500000 | PA      | $406079.54    | 0.39%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-457.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-14481.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government Bond                             | Romania Government Bond                                    | CUSIP: YR1557424<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1600000 | PA      | $371869.29    | 0.36%             | 2031-07-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2103.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $897.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1009.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $266.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $41857.03     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Bank of America, National Association                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -2000000 | NC      | $-53824.00    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $42708.58     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2188.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1760.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2927.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1102.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1261.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14981.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Treasury Bond BONTE                       | Argentina Treasury Bond BONTE                              | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |   480000000 | PA      | $411404.81    | 0.39%             | 2027-05-27      | Fixed         | 29.50%                | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $82542.68     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2372.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12497.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8676.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $192.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2860.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $464.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexican Bonos                                       | Mexican Bonos, Series M                                    | CUSIP: EJ1291206<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    18000000 | PA      | $865693.04    | 0.83%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12317.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4958.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government Bond                             | Hungary Government Bond                                    | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   150000000 | PA      | $492144.69    | 0.47%             | 2037-09-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $377.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-695.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-35092.37    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-629.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1942.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-152.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1467.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-34263.30    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $160.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12165.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development | International Bank for Reconstruction & Development        | CUSIP: ZK0871929<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    50000000 | PA      | $507052.46    | 0.48%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2012.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $12689.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombian TES                                       | Colombian TES, Series B                                    | CUSIP: BQ2333632<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 16650000000 | PA      | $3489584.64   | 3.33%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government Bond                               | Egypt Government Bond                                      | CUSIP: YU0812781<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     6600000 | PA      | $122256.69    | 0.12%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2315.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $72393.59     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4663.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $48761.86     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $51.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1866.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2665.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1009.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2685.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colombian TES                                       | Colombian TES                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1300000000 | PA      | $338422.53    | 0.32%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-178.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Philippine Government Bond                          | Philippine Government Bond                                 | CUSIP: YL0113552<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    48000000 | PA      | $758508.75    | 0.72%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2458.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                            | Malaysia Government Bond, Series 513                       | CUSIP: EJ7152766<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4303000 | PA      | $1095489.26   | 1.05%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7704.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-11163.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $424.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                      | Czech Republic Government Bond, Series 105                 | CUSIP: AR3931334<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    37000000 | PA      | $1703582.14   | 1.63%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $69012.07     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5401.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-45760.04    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government Bond                             | Romania Government Bond                                    | CUSIP: BS2021845<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6000000 | PA      | $1282707.36   | 1.22%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-728.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-869.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $251.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Development Bank                              | China Development Bank, Series 2315                        | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1552937.10   | 1.48%             | 2033-09-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-385.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2298.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3900000 | NC      | $23641.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8335.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10462.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $992.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9124.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-209.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13305.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos      | Bonos de la Tesoreria de la Republica en pesos             | CUSIP: AT3408966<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   860000000 | PA      | $939366.09    | 0.90%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $590.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1564.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-46166.93    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-18604.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $525.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $10347.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1268.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11433.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $7807.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4730.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-272.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SCDV - STAN US DVAT P ZAR/USD 15.55                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -4560000 | NC      | $-351.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11895.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                            | Malaysia Government Bond, Series 219                       | CUSIP: AX1841680<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    15000000 | PA      | $3855029.50   | 3.68%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government Bond                             | Turkiye Government Bond                                    | CUSIP: YJ0968729<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    40000000 | PA      | $872523.14    | 0.83%             | 2027-10-13      | Fixed         | 36.78%                | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |       72000 | NC      | $29513.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond            | Republic of South Africa Government Bond, Series 2044      | CUSIP: EJ7498649<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    65000000 | PA      | $3682165.46   | 3.52%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-55491.65    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-121.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| India Government Bond                               | India Government Bond                                      | CUSIP: ZK9672989<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    99000000 | PA      | $1003092.91   | 0.96%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-31.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-990.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7148.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1742.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10172.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3060.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-524.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-303.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PA Autopista Rio Magdalena                          | PA Autopista Rio Magdalena                                 | CUSIP: 69313QAA7<br>LEI: 549300DOJDJENE63OG19 | Long             | DBT              | CORP              | CO        |  1587796818 | PA      | $363293.80    | 0.35%             | 2036-06-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-58647.87    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $584.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Red De Carreteras De Occidente, SAB De C.V.         | Red De Carreteras De Occidente, SAB De C.V.                | CUSIP: EJ6913648<br>LEI: 549300L1K86IY3XOY318 | Long             | DBT              | CORP              | MX        |      667000 | PA      | $38414.06     | 0.04%             | 2028-06-10      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4661.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1949.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-657.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $14312.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16312.85    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-10575.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Peru Government Bond                                | Peru Government Bond                                       | CUSIP: ZQ7588416<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2100000 | PA      | $510822.91    | 0.49%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10359.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government Bond                             | Romania Government Bond                                    | CUSIP: YU9150324<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2890000 | PA      | $654895.90    | 0.63%             | 2030-07-29      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13525.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12283.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3735.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2305.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6164.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-667.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $55743.55     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-8710.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $677.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2388.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13424.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $557.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-688.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16443.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7568.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1238.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8883.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4151.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                             | Indonesia Treasury Bond, Series FR91                       | CUSIP: BQ3772713<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 30000000000 | PA      | $1685818.60   | 1.61%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12457.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |       90000 | NC      | $10035.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos      | Bonos de la Tesoreria de la Republica en pesos             | CUSIP: EK9859522<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   580000000 | PA      | $626388.09    | 0.60%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5252.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $337.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |       90000 | NC      | $18287.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      370000 | NC      | $141.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-361.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-423.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5139.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9029.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |       90000 | NC      | $35468.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5688.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $305.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-92578.33    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1401.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18981.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-46644.84    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $203.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                            | Malaysia Government Bond, Series 123                       | CUSIP: ZL8877116<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3120000 | PA      | $839162.40    | 0.80%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                | Peru Government Bond                                       | CUSIP: YX8593908<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2280000 | PA      | $684960.62    | 0.65%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13048.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3654.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11881.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29676.13     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      105000 | NC      | $10158.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $76.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1559.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $87285.08     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $339.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                             | Indonesia Treasury Bond, Series FR96                       | CUSIP: BY4236786<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 40000000000 | PA      | $2329852.18   | 2.22%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $417.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1500.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-602.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SCDV - STAN US DVAT P ZAR/USD 15.95                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3800000 | NC      | $2283.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $439.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1052.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                            | Malaysia Government Bond, Series 310                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     6000000 | PA      | $1577298.57   | 1.51%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-75698.43    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6911.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7148.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11594.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $567.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $112.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                             | Indonesia Treasury Bond, Series FR82                       | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 15000000000 | PA      | $872435.11    | 0.83%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6789.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |       72000 | NC      | $20558.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development | International Bank for Reconstruction & Development        | CUSIP: ZK2494902<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    45000000 | PA      | $465414.65    | 0.44%             | 2028-04-24      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-13355.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $561.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     2000000 | NC      | $1384.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3424.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $55046.13     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $497.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-479.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-547.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $441.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-385.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-12008.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government Bond                               | Egypt Government Bond                                      | CUSIP: YW9726020<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    28400000 | PA      | $536402.24    | 0.51%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $987.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6219.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4070.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |       90000 | NC      | $5481.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2490.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8769.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government Bond                             | Hungary Government Bond                                    | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   450000000 | PA      | $1557880.67   | 1.49%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                         | International Finance Corp.                                | CUSIP: AM4724424<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $64026.71     | 0.06%             | 2029-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | STANDARD CHARTERED BANK (LONDON BRANCH)                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $5096.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-8728.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JPMorgan Chase & Co.                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3900000 | NC      | $111259.20    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17169.83    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-936.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $409917.92    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11978.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1876.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1295.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-2145.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3654.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11087.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $547.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5026.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1068.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $29631.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-497.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                            | Thailand Government Bond                                   | CUSIP: BY4967448<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    63600000 | PA      | $2062601.82   | 1.97%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                          | Philippine Government Bond, Series R518                    | CUSIP: ZF9229781<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    60000000 | PA      | $969231.44    | 0.93%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15935.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2002.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                            | Malaysia Government Bond, Series 122                       | CUSIP: BT4584806<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7170000 | PA      | $1818997.59   | 1.74%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2537.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-44564.47    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-409.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-389.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond            | Republic of South Africa Government Bond, Series 2040      | CUSIP: EK7733067<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    29200000 | PA      | $1715118.06   | 1.64%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                      | Czech Republic Government Bond, Series 157                 | CUSIP: YW5764355<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    15000000 | PA      | $651213.72    | 0.62%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -1000000 | NC      | $-22925.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-737.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7411.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10477.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4297.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $52194.66     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombian TES                                       | Colombian TES, Series B                                    | CUSIP: ZM3975335<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  5000000000 | PA      | $1328245.38   | 1.27%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $864.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-193.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $715.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-12020.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1968.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-204.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-255.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio               | Invesco Government & Agency Portfolio, Institutional Class | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |     4753697 | NS      | $4753696.90   | 4.54%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6468.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                             | Indonesia Treasury Bond, Series FR87                       | CUSIP: BK8407086<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  3800000000 | PA      | $216447.14    | 0.21%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3053.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      100000 | NC      | $35614.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1991.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13095.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5724.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21849.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2852.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-92.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-45841.75    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1027.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2371.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2830.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-29277.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Philippine Government Bond                          | Philippine Government Bond, Series 0770                    | CUSIP: ZJ9336752<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    30000000 | PA      | $479857.59    | 0.46%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14900.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-63943.75    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $584.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-383.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-27423.36    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2324.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $537.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-26278.60    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $12154.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-107269.55   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| China Government Bond                               | China Government Bond                                      | CUSIP: YL3550065<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3500000 | PA      | $498360.38    | 0.48%             | 2055-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $68.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $391.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1166.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                      | Czech Republic Government Bond, Series 154                 | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    13000000 | PA      | $621037.44    | 0.59%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1178.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-6559.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Government Bond                             | Turkiye Government Bond                                    | CUSIP: YV8564630<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    76800000 | PA      | $1496109.06   | 1.43%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2740.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1459.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2398.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9866.58     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $53742.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1796.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13497.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1136.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2592.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3164.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4607.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-641.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-42572.96    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18280.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-791.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-886.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1532.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $37320.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Bank of America, National Association                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -3900000 | NC      | $-22019.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-25710.07    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1637.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $682.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Bank of America, National Association                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     4000000 | NC      | $1940.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12926.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1316.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-288.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1014.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7889.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Government Bond                             | Turkiye Government Bond                                    | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    16000000 | PA      | $360619.57    | 0.34%             | 2027-05-05      | Fixed         | 41.00%                | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12811.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2080.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1270.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1104.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-95224.62    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                            | Malaysia Government Bond, Series 519                       | CUSIP: ZQ6789759<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2300000 | PA      | $574492.03    | 0.55%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-200.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $28.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -1000000 | NC      | $-22273.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-179.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8970.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3119.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Bank of America, National Association                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      100000 | NC      | $5899.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10611.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. International Development Finance Corp.        | U.S. International Development Finance Corp., Series 4     | CUSIP: 90376PEX5<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |      120000 | PA      | $117981.73    | 0.11%             | 2028-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Bank of America, National Association                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -2000000 | NC      | $-25506.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CME Group Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-50493.58    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3649.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $41459.53     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government Bond                             | Romania Government Bond                                    | CUSIP: ZF0519842<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6200000 | PA      | $1387881.26   | 1.33%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-44.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10948.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20026.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LCH CLEARNET (US) LLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-13589.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                            | Thailand Government Bond                                   | CUSIP: YS7913462<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    25000000 | PA      | $783800.08    | 0.75%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Deutsche Bank Aktiengesellschaft                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     2000000 | NC      | $10290.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16083.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-55072.09    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1997.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $716.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16133.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18762.26    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $335.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-847.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                  | Republic of Poland Government Bond, Series 432             | CUSIP: BP9867766<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    17000000 | PA      | $3836430.31   | 3.66%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12683.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6048.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1579.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $811.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government Bond                             | Hungary Government Bond                                    | CUSIP: EK8567308<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   170000000 | PA      | $482103.51    | 0.46%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12320.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11778.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $147823.40    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1851.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25150.81    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-30

**Name of Applicant:** AIM Investment Funds (Invesco Investment Funds)

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer