# EDGAR Filing Document

**Accession Number:** 0000826644
**File Stem:** 0001752724-25-163466
**Filing Date:** 2025-6
**Character Count:** 185352
**Document Hash:** 70aa99a7b16cabcd95a065734ce9cf9a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-163466.hdr.sgml**: 20250630

**ACCESSION NUMBER**: 0001752724-25-163466

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250630

**DATE AS OF CHANGE**: 20250630

**PERIOD START**: 20251031

**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:** 251093093

**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 International Bond Fund (Series ID: S000064709)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000209631 | Class R6     |  |
| C000209632 | Class R5     |  |
| C000209633 | Class A      |  |
| C000209634 | Class R      |  |
| C000209635 | Class C      |  |
| C000209636 | 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 International Bond Fund

- **b. EDGAR series identifier (if any):** S000064709

- **c. LEI of Series:** 549300J2M4RECICIYD26

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $1211642050.80

**Total Liabilities:** $124293550.52

**Net Assets:** $1087348500.28

**Amount of Assets Invested in Other Investment Companies:** $14579029.44

**Cash Not Reported:** $83649591.38

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2846.40084184 | **1-Year:** -8493.38436682 | **5-Year:** -8636.32911374 | **10-Year:** -40549.92109658 | **30-Year:** -43234.88563661

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

- **3-Month:** -16055.26338313 | **1-Year:** -5332.51103407 | **5-Year:** -20056.83363250 | **10-Year:** -7687.70197680 | **30-Year:** -325.73740648

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209631 | 0.43%                | 0.65%                | 2.92%                |
| Class ID C000209636 | 0.43%                | 0.65%                | 2.92%                |
| Class ID C000209632 | 0.43%                | 0.65%                | 2.91%                |
| Class ID C000209633 | 0.40%                | 0.63%                | 2.90%                |
| Class ID C000209635 | 0.34%                | 0.80%                | 2.84%                |
| Class ID C000209634 | 0.38%                | 0.61%                | 2.88%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3448467.49              | $-5890576.01                               |
| Month 2  | $-331453.03              | $5712062.48                                |
| Month 3  | $-1876475.41             | $2084127.51                                |

**Designated Index Information**

- **Index Name:** 50% FTSE Non-USD WGBI Index, 30% JPM GBI-EM Global Diversified Index, 20% JPM EMBI Global Diversified Index

- **Index Identifier:** 20% JPM-EMBI Glb Dvrsf, 50% FT-WGBI Non-USD, 30% 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Towd Point Mortgage Funding 2024 - Granite 6 PLC                         | Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6X, Class E | CUSIP: BCC3FHZV4<br>LEI: 635400ZB5U3EBVBSFK52 | Long             | ABS-MBS          | CORP              | GB        |      1435000 | PA      | $1913758.54   | 0.18%             | 2053-07-20      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    -33330000 | NC      | $-1559565.03  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     50000000 | NC      | $61550.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      2500000 | NC      | $174232.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     60000000 | NC      | $339094.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      5000000 | NC      | $8060.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newgate Funding PLC                                                      | Newgate Funding PLC, Series 2006-2, Class CB                                | CUSIP: N/A<br>LEI: 2138006KF4KS6D5P1697       | Long             | ABS-MBS          | CORP              | GB        |      1412749 | PA      | $1441787.37   | 0.13%             | 2050-12-01      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                       | ABN AMRO Bank N.V.                                                          | CUSIP: BJ9252492<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4539332.00   | 0.42%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| YPF S.A.                                                                 | YPF S.A., ADR                                                               | CUSIP: 984245100<br>LEI: 5493003N7447U18U5U53 | Long             | EC               | CORP              | AR        |        70000 | NS      | $2086000.00   | 0.19%             |  |  |  | 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      | $115472.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -26250000 | NC      | $-255780.00   | -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      | $-123936.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     15000000 | NC      | $657069.94    | 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      | $35689.63     | 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      | $-631006.99   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | U.S. Treasury 10 Year Notes Future                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         4227 | NC      | $5208107.20   | 0.48%             |  |  |  | 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      | $101.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                         | Argentine Republic Government International Bond                            | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      5280000 | PA      | $4052400.00   | 0.37%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                      | Republic of Austria Government Bond                                         | CUSIP: BP0520166<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     16410000 | PA      | $7374757.87   | 0.68%             | 2071-04-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| IM Pastor 4, FTA                                                         | IM Pastor 4, FTA, Series F                                                  | CUSIP: BCC0QWGY0<br>LEI: 95980020140005262912 | Long             | ABS-MBS          | CORP              | ES        |      3800000 | PA      | $3045913.98   | 0.28%             | 2044-03-22      | Floating      | 2.58%                 | 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      | $284436.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aberdeen Group PLC                                                       | Aberdeen Group PLC                                                          | CUSIP: AP5373554<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1915090.00   | 0.18%             | 2028-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                  | Sociedad Quimica y Minera de Chile S.A.                                     | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |      6785000 | PA      | $6569576.25   | 0.60%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -20000000 | NC      | $-2095260.00  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-572133.62   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                   | BP Capital Markets PLC                                                      | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1428342.42   | 0.13%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     75000000 | NC      | $862650.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -18750000 | NC      | $-147937.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | U.S. Treasury 10 Year Ultra Future                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          -26 | NC      | $-52056.42    | -0.00%            |  |  |  | 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      | $-170450.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Macro S.A.                                                         | Banco Macro S.A., Class B                                                   | CUSIP: N/A<br>LEI: 579100KKDKKIFEBKK040       | Long             | EC               | CORP              | AR        |       950000 | NS      | $8505610.68   | 0.78%             |  |  |  | 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      | $342172.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                               | Melco Resorts Finance Ltd.                                                  | CUSIP: 58547DAA7<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      2200000 | PA      | $2196003.70   | 0.20%             | 2025-06-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-630847.78   | -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      | $-184415.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     10000000 | NC      | $1328070.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                 | Lloyds Banking Group PLC                                                    | CUSIP: BY7766862<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      2300000 | PA      | $3153382.53   | 0.29%             | N/A             | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |            1 | NC      | $1155547.23   | 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      | $90450.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hera Financing 2024-1 DAC                                                | Hera Financing 2024-1 DAC, Series 2024-1A, Class A                          | CUSIP: BCC3H4L87<br>LEI: 635400VJTRWYKL9GM761 | Long             | ABS-MBS          | CORP              | IE        |      1665237 | PA      | $2221332.94   | 0.20%             | 2034-11-17      | Floating      | 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      | $1061558.34   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-28614.64    | -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      | $462115.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BBVA Argentina S.A.                                                | Banco BBVA Argentina S.A.                                                   | CUSIP: N/A<br>LEI: 579100KKDBKJFDKKD024       | Long             | EC               | CORP              | AR        |       500000 | NS      | $3415034.66   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Pampa Energia S.A.                                                       | Pampa Energia S.A.                                                          | CUSIP: N/A<br>LEI: 254900QNIK0CVURGML24       | Long             | EC               | CORP              | AR        |      1450000 | NS      | $4203775.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |            1 | NC      | $1306189.07   | 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      | $-84271.73    | -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      | $-734286.03   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No.1 PLC                                                | Jupiter Mortgage No.1 PLC                                                   | CUSIP: BCC3D7YQ0<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |      2200000 | PA      | $2918088.21   | 0.27%             | 2055-07-20      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     26250000 | NC      | $1138908.75   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Swiss Re Ltd.                                | Argentum Netherlands BV for Swiss Re Ltd.                                   | CUSIP: LW2260898<br>LEI: 724500RPEZI5VVQQWE89 | Long             | DBT              | CORP              | NL        |       333000 | PA      | $332167.50    | 0.03%             | 2052-08-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-276269.99   | -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      | $-3015523.47  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Europe, B.V.                                                  | Telefonica Europe, B.V.                                                     | CUSIP: ZN3747385<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $6266079.40   | 0.58%             | N/A             | Variable      | 7.12%                 | 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      | $701038.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -60000000 | NC      | $-89395.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Galicia S.A.                                            | Grupo Financiero Galicia S.A., Class B                                      | CUSIP: N/A<br>LEI: 5299008H3AXIXV5G3C23       | Long             | EC               | CORP              | AR        |      2260000 | NS      | $13913558.95  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Treasury Portfolio                                               | Invesco Treasury Portfolio, Institutional Class                             | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |     74221287 | NS      | $74221286.64  | 6.83%             |  |  |  | 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      | $-616716.08   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                     | Muthoot Finance Ltd.                                                        | CUSIP: 62828M2C4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      5000000 | PA      | $4969519.30   | 0.46%             | 2028-02-14      | Fixed         | 7.12%                 | 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      | $61744.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -120000000 | NC      | $-592440.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Barclays Bank PLC                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    -66000000 | NC      | $-348231.09   | -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      | $380476.71    | 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      | $-230098.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                           | British Telecommunications PLC                                              | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      4400000 | PA      | $4273705.04   | 0.39%             | 2081-11-23      | Variable      | 4.25%                 | 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      | $-8652.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TMF Trust Co. (Argentina) S.A.                                           | TMF Trust Co. (Argentina) S.A.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AR        |       383364 | PA      | $337014.04    | 0.03%             | 2026-07-08      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |            1 | NC      | $152394.33    | 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      | $278745.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -60000000 | NC      | $-344880.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -100000000 | NC      | $-385735.60   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -33000000 | NC      | $-231249.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    -33330000 | NC      | $-2889259.38  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Alba PLC                                                                 | Alba PLC, Series 2007-1, Class F                                            | CUSIP: BCC0XU0N7<br>LEI: 2138008XOOHJFP498784 | Long             | ABS-MBS          | CORP              | GB        |      2736244 | PA      | $3439839.81   | 0.32%             | 2039-03-17      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -62500000 | NC      | $-173892.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Vista Energy Argentina S.A.U                                             | Vista Energy Argentina S.A.U                                                | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |      2500000 | PA      | $2391875.00   | 0.22%             | 2035-12-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2037581.04  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                         | Argentine Republic Government International Bond                            | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      7000000 | PA      | $4242102.41   | 0.39%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -62500000 | NC      | $-673621.24   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Deutsche Bank Aktiengesellschaft                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      7500000 | NC      | $510513.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -25000000 | NC      | $-2989025.00  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      5000000 | NC      | $621275.00    | 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      | $702076.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |            1 | NC      | $4637098.95   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Fideicomiso Financiero Invernea Proteina 2                               | Fideicomiso Financiero Invernea Proteina 2, Serie II                        | CUSIP: BCC37HGV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AR        |    445000000 | PA      | $2560137.65   | 0.24%             | 2032-08-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| RMAC Securities No. 1 PLC                                                | RMAC Securities No. 1 PLC, Series 2006-NS4X, Class B1                       | CUSIP: BCC0UJFT6<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |      5694069 | PA      | $5873077.41   | 0.54%             | 2044-06-12      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $351312.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      5000000 | NC      | $192568.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      6000000 | NC      | $724128.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |            1 | NC      | $2052632.43   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| African Development Bank                                                 | African Development Bank                                                    | CUSIP: JK6099473<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | XX        |    600000000 | PA      | $3629331.25   | 0.33%             | 2046-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                      | Petroleos Mexicanos                                                         | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      2500000 | PA      | $2469885.00   | 0.23%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3031806.38  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -75000000 | NC      | $-337725.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                                               | Treasury Corp. of Victoria                                                  | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     16000000 | PA      | $10560468.58  | 0.97%             | 2026-11-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alba PLC                                                                 | Alba PLC, Series 2006-2, Class F                                            | CUSIP: BCC0TR7H5<br>LEI: 2138004SAGUH3UKKW934 | Long             | ABS-MBS          | CORP              | GB        |       884952 | PA      | $1071813.54   | 0.10%             | 2038-12-15      | Floating      | 7.85%                 | 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      | $18008.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank S.A.                                                            | Eurobank S.A.                                                               | CUSIP: ZG2610597<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      2500000 | PA      | $3073116.15   | 0.28%             | 2029-11-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -337500000 | NC      | $-8562074.63  | -0.79%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                              | Prosus N.V.                                                                 | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      2200000 | PA      | $2145923.82   | 0.20%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-131964.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     50000000 | NC      | $467800.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Quebec                                                       | Province of Quebec                                                          | CUSIP: 74814ZDE0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     29000000 | PA      | $21080008.70  | 1.94%             | 2025-06-01      | 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      | $-138073.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |            1 | NC      | $6453010.74   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-132877.28   | -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      | $-216515.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                      | Egypt Government International Bond                                         | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      3490000 | PA      | $3334468.15   | 0.31%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-457855.48   | -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      | $17443.29     | 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       |      5000000 | NC      | $45319.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    -50000000 | NC      | $-255847.49   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government Bond                                                    | Egypt Government Bond                                                       | CUSIP: ZB1104809<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    250000000 | PA      | $4434995.03   | 0.41%             | 2025-09-30      | 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      | $46.13        | 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      | $4623142.24   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver S.A. Institucion de Banca Multiple       | FIEMEX Energia - Banco Actinver S.A. Institucion de Banca Multiple          | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      2997665 | PA      | $2978929.36   | 0.27%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -120000000 | NC      | $-2434994.21  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Newgate Funding PLC                                                      | Newgate Funding PLC, Series 2007-3X, Class CB                               | CUSIP: BCC11HRV2<br>LEI: 2138006KF4KS6D5P1697 | Long             | ABS-MBS          | CORP              | GB        |       999806 | PA      | $1068217.81   | 0.10%             | 2050-12-15      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-909199.74   | -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      | $104468.16    | 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      | $-251781.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Funding 2024 - Granite 6 PLC                         | Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6X, Class F | CUSIP: BCC3FHZW2<br>LEI: 635400ZB5U3EBVBSFK52 | Long             | ABS-MBS          | CORP              | GB        |      1000000 | PA      | $1333634.97   | 0.12%             | 2053-07-20      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2719.94      | 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      | $-325791.76   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| African Development Bank                                                 | African Development Bank                                                    | CUSIP: ZP3697759<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | XX        |    310000000 | PA      | $1334295.83   | 0.12%             | 2050-01-17      | 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      | $-11281.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones S.A.                                      | Banco de Credito e Inversiones S.A.                                         | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |      2500000 | PA      | $2592825.00   | 0.24%             | N/A             | Variable      | 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      | $-2841864.36  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Europe, B.V.                                                  | Telefonica Europe, B.V.                                                     | CUSIP: ZR6556750<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      7400000 | PA      | $8234838.78   | 0.76%             | N/A             | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fideicomiso Dorrego y Libertador                                         | Fideicomiso Dorrego y Libertador                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AR        |    117222368 | PA      | $94956.94     | 0.01%             | 2043-12-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1023258.81  | -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      | $-1909527.56  | -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      | $1423640.43   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     10000000 | NC      | $835964.38    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     50000000 | NC      | $347200.00    | 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      | $925722.59    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mansard Mortgages PLC                                                    | Mansard Mortgages PLC, Series 2007-1X, Class B2                             | CUSIP: N/A<br>LEI: 213800JK7REF83LDFT15       | Long             | ABS-MBS          | CORP              | GB        |      1891506 | PA      | $2345786.11   | 0.22%             | 2049-04-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                         | IHS Holding Ltd.                                                            | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      5000000 | PA      | $4827250.00   | 0.44%             | 2031-11-29      | Fixed         | 8.25%                 | 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      | $497956.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                     | CEMEX S.A.B. de C.V.                                                        | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      3050000 | PA      | $3006193.77   | 0.28%             | N/A             | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     -1250000 | NC      | $-573493.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Auburn 15 PLC                                                            | Auburn 15 PLC, Series F                                                     | CUSIP: BCC3FPT01<br>LEI: 635400AVCSC2I7SWKL40 | Long             | ABS-MBS          | CORP              | GB        |      1035000 | PA      | $1338742.86   | 0.12%             | 2045-07-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                | Ivory Coast Government International Bond                                   | CUSIP: AR6697171<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      5000000 | PA      | $5308310.93   | 0.49%             | 2030-03-22      | Fixed         | 5.25%                 | 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      | $353876.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      7500000 | NC      | $1631760.00   | 0.15%             |  |  |  | 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      | $-1149429.04  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                                      | U.S. Treasury Bills                                                         | CUSIP: 912797NN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     81156000 | PA      | $80889956.03  | 7.44%             | 2025-05-29      | 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      | $2166.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |            1 | NC      | $-361941.71   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica, S.A.B. de C.V.                                     | Sitios Latinoamerica, S.A.B. de C.V.                                        | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |      5970000 | PA      | $5703971.73   | 0.52%             | 2032-04-04      | Fixed         | 5.38%                 | 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      | $169772.03    | 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      | $898601.77    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional                                         | Brazil Notas do Tesouro Nacional, Series B                                  | CUSIP: EK6971114<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     28000000 | PA      | $19411192.28  | 1.79%             | 2055-05-15      | 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      | $-143520.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      6000000 | NC      | $49.96        | 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      | $1205453.39   | 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      | $34592.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Senegal Government International Bond                                    | Senegal Government International Bond                                       | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      2500000 | PA      | $1744081.25   | 0.16%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                             | UBS Group AG                                                                | CUSIP: UV4180070<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2500000 | PA      | $2502937.50   | 0.23%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $226129.89    | 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       |    100000000 | NC      | $16495465.77  | 1.52%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -60000000 | NC      | $-845340.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                    | Navoi Mining & Metallurgical Combinat                                       | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |      2000000 | PA      | $2041631.24   | 0.19%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      6250000 | NC      | $516381.25    | 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      | $278590.48    | 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      | $-2405234.01  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-29116.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -18750000 | NC      | $-149718.75   | -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      | $215270.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                   | Intesa Sanpaolo S.p.A.                                                      | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      5800000 | PA      | $5832550.99   | 0.54%             | N/A             | Variable      | 7.70%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | LCH CLEARNET (US) LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |            1 | NC      | $267829.00    | 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      | $-217977.67   | -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      | $464618.50    | 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      | $1529027.13   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -26250000 | NC      | $-361488.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a.r.l.                                    | Chile Electricity Lux MPC II S.a.r.l.                                       | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2116298 | PA      | $2105187.76   | 0.19%             | 2035-10-20      | Fixed         | 5.58%                 | 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      | $16921.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Electricity Financial Corp.                                      | Ontario Electricity Financial Corp.                                         | CUSIP: 683078GD5<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |     26500000 | PA      | $19312360.37  | 1.78%             | 2025-05-26      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     10000000 | NC      | $1092668.30   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -18750000 | NC      | $-272887.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government Bond                                                    | Egypt Government Bond                                                       | CUSIP: YW0477177<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    250000000 | PA      | $5001740.85   | 0.46%             | 2027-07-02      | Fixed         | 23.85%                | No            |                  2 | On Loan: No      |
| TMF Trust Co. (Argentina) S.A.                                           | TMF Trust Co. (Argentina) S.A.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AR        |       308187 | PA      | $285238.58    | 0.03%             | 2026-01-08      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -50000000 | NC      | $-104150.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     90000000 | NC      | $3409470.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-879922.56   | -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      | $-300.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Intercontinental Exchange, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |            1 | NC      | $38016.00     | 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      | $240636.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Bond                                                    | Japan Government Bond                                                       | CUSIP: BJ7062745<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   6666600000 | PA      | $23091510.12  | 2.12%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                         | UniCredit S.p.A.                                                            | CUSIP: AQ4052637<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5677259.10   | 0.52%             | N/A             | Variable      | 5.38%                 | 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      | $-4955326.70  | -0.46%            |  |  |  | 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      | $-707648.41   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    120000000 | NC      | $1182720.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    416665000 | NC      | $317044.57    | 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      | $-410427.85   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |            1 | NC      | $530185.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      4000000 | NC      | $480860.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PA Autopista Rio Magdalena                                               | PA Autopista Rio Magdalena                                                  | CUSIP: 69313QAA7<br>LEI: 549300DOJDJENE63OG19 | Long             | DBT              | CORP              | CO        |  23500000000 | PA      | $4685462.55   | 0.43%             | 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      | $205310.76    | 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      | $-1318230.30  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI, S.A.                                  | Aeropuertos Dominicanos Siglo XXI, S.A.                                     | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |      2975000 | PA      | $3024266.00   | 0.28%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      4000000 | NC      | $538080.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                              | BNP Paribas                                                                 | CUSIP: BW6674467<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11329487.87  | 1.04%             | 2028-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      6000000 | NC      | $815010.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -125000000 | NC      | $-482169.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |            1 | NC      | $-1879414.43  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -370000000 | NC      | $-1166761.70  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    -66665000 | NC      | $-615350.93   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -75000000 | NC      | $-847927.56   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    -40000000 | NC      | $-1559612.40  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Willow No 2 Ireland PLC for Zurich Insurance Co. Ltd.                    | Willow No 2 Ireland PLC for Zurich Insurance Co. Ltd.                       | CUSIP: EK8618358<br>LEI: 549300B0B1XTFDS6V025 | Long             | DBT              | CORP              | IE        |      4000000 | PA      | $3978020.00   | 0.37%             | 2045-10-01      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     -3960000 | NC      | $-3958566.48  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2620756.32   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                      | French Republic Government Bond OAT                                         | CUSIP: BN6163990<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     23240000 | PA      | $8071448.36   | 0.74%             | 2072-05-25      | Fixed         | 0.50%                 | 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      | $7610.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Barclays Bank PLC                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    -66000000 | NC      | $-241781.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sestante Finance S.r.l.                                                  | Sestante Finance S.r.l., Series 2005, Class C1                              | CUSIP: BCC0MTXC0<br>LEI: 8156007805C14C036D95 | Long             | ABS-MBS          | CORP              | IT        |      9700000 | PA      | $4970946.58   | 0.46%             | 2045-07-15      | Floating      | 3.08%                 | 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      | $-82208.60    | -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      | $579019.38    | 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      | $-3085.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TMF Trust Co. (Argentina) S.A.                                           | TMF Trust Co. (Argentina) S.A.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AR        |       253685 | PA      | $207356.13    | 0.02%             | 2027-04-07      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1487519.90  | -0.14%            |  |  |  | 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      | $912555.42    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BNPP Securities Corp                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -50000000 | NC      | $-117615.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      3335000 | NC      | $482911.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                           | European Bank for Reconstruction & Development                              | CUSIP: ZL1827316<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | XX        |      2400000 | PA      | $2413800.00   | 0.22%             | 2025-08-27      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    100000000 | NC      | $1107927.80   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $46928.97     | 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      | $-1207490.42  | -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      | $788063.69    | 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      | $63854.42     | 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      | $1198.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco del Estado de Chile                                                | Banco del Estado de Chile                                                   | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |      1450000 | PA      | $1504270.60   | 0.14%             | N/A             | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Gatwick Airport Finance PLC                                              | Gatwick Airport Finance PLC                                                 | CUSIP: N/A<br>LEI: 213800BDRHDHRGTQ1D63       | Long             | DBT              | CORP              | GB        |      4700000 | PA      | $6158737.49   | 0.57%             | 2026-04-07      | Fixed         | 4.38%                 | 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      | $845077.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                | Australia Government Bond, Series 142                                       | CUSIP: EK1150607<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     83500000 | PA      | $53886012.82  | 4.96%             | 2026-04-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -90000000 | NC      | $-1264410.00  | -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      | $-1132330.92  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7223.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      4000000 | NC      | $525880.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -100000000 | NC      | $-388454.44   | -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       |     10000000 | NC      | $1328080.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Intercontinental Exchange, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |            1 | NC      | $-27336.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -323330000 | NC      | $-867277.58   | -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      | $169639.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    733335000 | NC      | $79865.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Private Prime Fund                                               | Invesco Private Prime Fund                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |     10302985 | NS      | $10302985.19  | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                       | Vodafone Group PLC                                                          | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      4400000 | PA      | $4250286.48   | 0.39%             | 2081-06-04      | Variable      | 3.25%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $37366.92     | 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      | $-8475.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                 | Republic of South Africa Government Bond, Series 2032                       | CUSIP: EJ7500097<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    783300000 | PA      | $39092667.11  | 3.60%             | 2032-03-31      | Fixed         | 8.25%                 | 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      | $-35377.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mansard Mortgages PLC                                                    | Mansard Mortgages PLC, Series 2006-1X, Class B2                             | CUSIP: N/A<br>LEI: 213800OR1ZCE1EMOXP13       | Long             | ABS-MBS          | CORP              | GB        |      3129741 | PA      | $4042386.95   | 0.37%             | 2048-10-15      | Floating      | 8.10%                 | 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      | $-1167894.45  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Telecommunications Co. Telekom Srbija Akcionarsko drustvo, Belgrade      | Telecommunications Co. Telekom Srbija Akcionarsko drustvo, Belgrade         | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |      1680000 | PA      | $1671063.24   | 0.15%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -75000000 | NC      | $-773400.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Auburn 15 PLC                                                            | Auburn 15 PLC, Series E                                                     | CUSIP: BCC3FPSY8<br>LEI: 635400AVCSC2I7SWKL40 | Long             | ABS-MBS          | CORP              | GB        |       870000 | PA      | $1124057.45   | 0.10%             | 2045-07-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -176000000 | NC      | $-290526.72   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Deutsche Bank Aktiengesellschaft                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -25000000 | NC      | $-354150.00   | -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      | $172371.66    | 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      | $1359811.67   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -187500000 | NC      | $-1772310.64  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      4000000 | NC      | $598596.00    | 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      | $-818654.98   | -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      | $-52088.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colombian TES                                                            | Colombian TES, Series B                                                     | CUSIP: BT5050872<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  63000000000 | PA      | $11394576.88  | 1.05%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |            1 | NC      | $-1262705.57  | -0.12%            |  |  |  | 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      | $379198.30    | 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      | $43369.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -125000000 | NC      | $-439546.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | UBS AG                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      2500000 | NC      | $222277.50    | 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      | $294123.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | U.S. Treasury 2 Year Notes Future                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         1259 | NC      | $641617.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                      | Morgan Stanley & Co. LLC                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    -50000000 | NC      | $-1063336.50  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $288061.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Electricity Financial Corp.                                      | Ontario Electricity Financial Corp.                                         | CUSIP: 683078GB9<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |     20400000 | PA      | $14861546.50  | 1.37%             | 2025-05-26      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |            1 | NC      | $891926.89    | 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      | $-12638.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Intercontinental Exchange, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |            1 | NC      | $-174779.01   | -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      | $-173255.57   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -16490000 | NC      | $-447324.23   | -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      | $19079.98     | 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      | $2379857.44   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| India Government Bond                                                    | India Government Bond                                                       | CUSIP: YW7593752<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    950000000 | PA      | $11753591.67  | 1.08%             | 2054-08-05      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                    | Spain Government Bond                                                       | CUSIP: BN9905777<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     20725000 | PA      | $11210959.77  | 1.03%             | 2071-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    -50000000 | NC      | $-764083.31   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -75000000 | NC      | $-860775.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | UBS AG                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      2500000 | NC      | $431397.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Finance (Ireland) DAC                                             | Zurich Finance (Ireland) DAC                                                | CUSIP: BS6417544<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $4300125.00   | 0.40%             | 2052-05-02      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |            1 | NC      | $-1640422.47  | -0.15%            |  |  |  | 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      | $53535.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     50000000 | NC      | $175300.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    400000000 | NC      | $3554019.69   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                  | MGM China Holdings Ltd.                                                     | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      3520000 | PA      | $3505068.93   | 0.32%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-577800.05   | -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      | $-3144195.70  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1909877.98  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                   | Romanian Government International Bond                                      | CUSIP: YV9256814<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3300000 | PA      | $3583025.16   | 0.33%             | 2031-09-24      | Fixed         | 5.12%                 | 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      | $112277.49    | 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      | $-189763.57   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      8335000 | NC      | $1899150.50   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     -1500000 | NC      | $-1524990.14  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      4000000 | NC      | $53.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    500000000 | NC      | $57337.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fideicomiso PA Concesion Ruta al Mar                                     | Fideicomiso PA Concesion Ruta al Mar                                        | CUSIP: 31574HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |   8000000000 | PA      | $1404186.57   | 0.13%             | 2044-02-15      | Fixed         | 6.75%                 | 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      | $478065.18    | 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      | $-371849.93   | -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      | $34969.19     | 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      | $-252050.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Hera Financing 2024-1 DAC                                                | Hera Financing 2024-1 DAC, Series 2024-1A, Class B                          | CUSIP: BCC3H4L95<br>LEI: 635400VJTRWYKL9GM761 | Long             | ABS-MBS          | CORP              | IE        |      2330532 | PA      | $3104585.36   | 0.29%             | 2034-11-17      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     71670000 | NC      | $1290061.46   | 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      | $83935.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nemak, S.A.B. de C.V.                                                    | Nemak, S.A.B. de C.V.                                                       | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |      3750000 | PA      | $3023109.75   | 0.28%             | 2031-06-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    125000000 | NC      | $1578910.40   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BNPP Securities Corp                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -136670000 | NC      | $-1008635.44  | -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      | $56985.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Foreign Economic Activity of the Republic of Uzbekistan | National Bank of Foreign Economic Activity of the Republic of Uzbekistan    | CUSIP: YX9828980<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |      2065000 | PA      | $2113758.08   | 0.19%             | 2029-07-05      | 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      | $-8837.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                                  | Corp. Andina de Fomento                                                     | CUSIP: ZL5215617<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | XX        |    200000000 | PA      | $10860508.40  | 1.00%             | 2033-03-15      | Fixed         | 10.35%                | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                           | Ecopetrol S.A.                                                              | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      5000000 | PA      | $5231770.00   | 0.48%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $433136.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurosail PLC                                                             | Eurosail PLC, Series 2007-4X, Class D1A                                     | CUSIP: BCC0ZUFP4<br>LEI: 213800KHTEEB5PS3G589 | Long             | ABS-MBS          | CORP              | GB        |      4094013 | PA      | $4924332.32   | 0.45%             | 2045-06-13      | Floating      | 6.35%                 | 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        |    450000000 | PA      | $19821984.89  | 1.82%             | 2040-01-31      | 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      | $-110963.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Intercontinental Exchange, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |            1 | NC      | $163096.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      5000000 | NC      | $23715.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | J.P. Morgan Securities LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    -80000000 | NC      | $-4850783.42  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -50000000 | NC      | $-190650.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -25000000 | NC      | $-858050.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     60000000 | NC      | $2394054.57   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                                    | Invesco Government & Agency Portfolio, Institutional Class                  | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |     39965308 | NS      | $39965308.21  | 3.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                                                   | Credit Suisse Group AG                                                      | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      9800000 | PA      | $588000.00    | 0.05%             | N/A             | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| N/A                                                                      | Deutsche Bank Aktiengesellschaft                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      8335000 | NC      | $496249.99    | 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      | $-385405.26   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                            | Mexican Bonos, Series M                                                     | CUSIP: BX4963407<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    410000000 | PA      | $17131105.86  | 1.58%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | EURO-BTP Future                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -508 | NC      | $-334657.82   | -0.03%            |  |  |  | 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      | $-386276.85   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | CME Group Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |            1 | NC      | $398785.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurohome UK Mortgages PLC                                                | Eurohome UK Mortgages PLC, Series 2007-1, Class M2                          | CUSIP: BCC0WBEA3<br>LEI: 2138009XX8M6MTY8SG15 | Long             | ABS-MBS          | CORP              | GB        |      4000000 | PA      | $5050285.46   | 0.46%             | 2044-06-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $266791.44    | 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      | $914.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -187500000 | NC      | $-2435051.56  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     -6000000 | NC      | $-946572.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -25000000 | NC      | $-428525.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                      | United Kingdom Gilt                                                         | CUSIP: ZN9057250<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     43000000 | PA      | $57127205.66  | 5.25%             | 2025-10-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hera Financing 2024-1 DAC                                                | Hera Financing 2024-1 DAC, Series 2024-1A, Class C                          | CUSIP: BCC3H4LB0<br>LEI: 635400VJTRWYKL9GM761 | Long             | ABS-MBS          | CORP              | IE        |      1331590 | PA      | $1770710.52   | 0.16%             | 2034-11-17      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Eurosail-UK NC PLC                                                       | Eurosail-UK NC PLC, Series 2007-1X, Class D1C                               | CUSIP: BCC0VXRF1<br>LEI: 213800HEU63KH3XHB844 | Long             | ABS-MBS          | CORP              | GB        |      2500000 | PA      | $2850493.63   | 0.26%             | 2045-03-13      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-50898.24    | -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      | $-436616.13   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     30000000 | NC      | $3369420.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      7500000 | NC      | $427485.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Private Government Fund                                          | Invesco Private Government Fund                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |      3958548 | NS      | $3958548.26   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Newgate Funding PLC                                                      | Newgate Funding PLC, Series 2007-2X, Class CB                               | CUSIP: BCC0Y5TD2<br>LEI: 2138006KF4KS6D5P1697 | Long             | ABS-MBS          | CORP              | GB        |      1772031 | PA      | $1663115.28   | 0.15%             | 2050-12-15      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     -2500000 | NC      | $-454092.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Senegal Government International Bond                                    | Senegal Government International Bond                                       | CUSIP: YX5060992<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      2500000 | PA      | $1964787.13   | 0.18%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Compania de Minas Buenaventura S.A.A.                                    | Compania de Minas Buenaventura S.A.A.                                       | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |      2885000 | PA      | $2870603.85   | 0.26%             | 2032-02-04      | Fixed         | 6.80%                 | 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      | $1539509.79   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      2500000 | NC      | $284665.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France                                                    | Electricite de France                                                       | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $7846825.00   | 0.72%             | N/A             | Variable      | 9.12%                 | 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      | $2305.05      | 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      | $-314385.29   | -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      | $52190.71     | 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      | $616716.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                    | Spain Government Bond                                                       | CUSIP: ZM2692899<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     26000000 | PA      | $29734258.76  | 2.73%             | 2026-05-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-323449.87   | -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      | $5176.97      | 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      | $6.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TMF Trust Co. (Argentina) S.A.                                           | TMF Trust Co. (Argentina) S.A.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AR        |       557611 | PA      | $466572.07    | 0.04%             | 2027-01-07      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| NatWest Group PLC                                                        | NatWest Group PLC, Series --                                                | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1992680.40   | 0.18%             | N/A             | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -400000000 | NC      | $-1937757.54  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Funding 2024 - Granite 7 PLC                         | Towd Point Mortgage Funding 2024 - Granite 7 PLC, Series 2024-GR7X, Class E | CUSIP: BCC3JPGS0<br>LEI: 635400RLWW2GUXIMK345 | Long             | ABS-MBS          | CORP              | GB        |      1125000 | PA      | $1500469.78   | 0.14%             | 2051-04-20      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa, S.A.P.I.                                                  | Braskem Idesa, S.A.P.I.                                                     | CUSIP: ZQ7727766<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      3520000 | PA      | $2722017.06   | 0.25%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-271420.56   | -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      | $309595.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | U.S. Treasury Ultra Bonds Future                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          -12 | NC      | $4472.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      5000000 | NC      | $734195.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                           | Ecopetrol S.A.                                                              | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      2680000 | PA      | $2556941.90   | 0.24%             | 2032-02-01      | 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      | $-15719.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mortgage Funding 2008-1 PLC                                              | Mortgage Funding 2008-1 PLC, Series 2008-1, Class B2                        | CUSIP: BCC1318Z7<br>LEI: 213800AHT9AB4TA6OJ88 | Long             | ABS-MBS          | CORP              | GB        |      6580280 | PA      | $8327576.75   | 0.77%             | 2046-03-13      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     12500000 | NC      | $2281425.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $148507.72    | 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      | $-2763576.21  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                | Ivory Coast Government International Bond                                   | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      2940000 | PA      | $2718312.09   | 0.25%             | 2036-04-01      | Fixed         | 8.07%                 | 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      | $-1355554.93  | -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      | $30737.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France                                                    | Electricite de France                                                       | CUSIP: ZN7006218<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3749033.96   | 0.34%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |            1 | NC      | $1550637.06   | 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      | $404707.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     60000000 | NC      | $2610900.00   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-666895.95   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BB Blue Financing DAC                                                    | BB Blue Financing DAC, Series A1                                            | CUSIP: BZ1196758<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | CORP              | IE        |      2500000 | PA      | $2453229.28   | 0.23%             | 2037-09-20      | Fixed         | 4.39%                 | 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      | $-275026.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Colombian TES                                                            | Colombian TES, Series B                                                     | CUSIP: EK6999263<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 175000000000 | PA      | $36064302.09  | 3.32%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Argentine Bonos del Tesoro                                               | Argentine Bonos del Tesoro                                                  | CUSIP: QZ8845385<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    135000000 | PA      | $94185.89     | 0.01%             | 2026-10-17      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No.1 PLC                                                | Jupiter Mortgage No.1 PLC                                                   | CUSIP: BCC3D7YR8<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |      2000000 | PA      | $2652996.71   | 0.24%             | 2055-07-20      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-753358.55   | -0.07%            |  |  |  | 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      | $493962.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |            1 | NC      | $1033758.04   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                             | UBS Group AG                                                                | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $10272912.40  | 0.94%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $267050.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombian TES                                                            | Colombian TES, Series B                                                     | CUSIP: EJ5096460<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  51500000000 | PA      | $10953753.24  | 1.01%             | 2028-04-28      | 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      | $3433969.29   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -50000000 | NC      | $-618400.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Fideicomiso Dorrego y Libertador                                         | Fideicomiso Dorrego y Libertador                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AR        |     10843617 | PA      | $10301436.15  | 0.95%             | 2043-12-31      | Floating      | 2.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     12500000 | NC      | $1013337.50   | 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      | $1555989.86   | 0.14%             |  |  |  | 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        |      1600000 | PA      | $1567490.53   | 0.14%             | 2028-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Eurohome UK Mortgages PLC                                                | Eurohome UK Mortgages PLC, Series 2007-2, Class B2                          | CUSIP: BCC0ZCEL4<br>LEI: 213800B2HNVAOW7VZL10 | Long             | ABS-MBS          | CORP              | GB        |      3750000 | PA      | $4738675.71   | 0.44%             | 2044-09-15      | Floating      | 8.60%                 | 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      | $-160336.66   | -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      | $-42549.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -240000000 | NC      | $-1942043.82  | -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      | $-2385597.28  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -90000000 | NC      | $-2386980.00  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      5000000 | NC      | $721315.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | U.S. Treasury 10 Year Notes Future                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -2833 | NC      | $-1947687.50  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Newgate Funding PLC                                                      | Newgate Funding PLC, Series 2007-1X, Class CB                               | CUSIP: BCC0W9F82<br>LEI: 2138006KF4KS6D5P1697 | Long             | ABS-MBS          | CORP              | GB        |      1037130 | PA      | $1006876.67   | 0.09%             | 2050-12-01      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-53704.50    | -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      | $3474938.63   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                      | Petroleos Mexicanos                                                         | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      3300000 | PA      | $2200505.34   | 0.20%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $73844.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte, S.A.                                          | Banco Mercantil del Norte, S.A.                                             | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      2500000 | PA      | $2530725.00   | 0.23%             | N/A             | Variable      | 8.38%                 | No            |                  2 | On Loan: —       |
| N/A                                                                      | Intercontinental Exchange, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |            1 | NC      | $-2191895.82  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-64705.73    | -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      | $630847.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Morgan Stanley & Co. LLC                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    -50000000 | NC      | $-1530073.00  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |            1 | NC      | $-2296248.99  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -25000000 | NC      | $-2540100.00  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     75000000 | NC      | $121923.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Deutsche Bank Aktiengesellschaft                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -25000000 | NC      | $-675400.00   | -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      | $-229717.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     62500000 | NC      | $466663.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -16490000 | NC      | $-234388.86   | -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      | $890876.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| YPF S.A.                                                                 | YPF S.A., Class D                                                           | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | EC               | CORP              | AR        |       547500 | NS      | $16619835.36  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcos Dorados B.V.                                                       | Arcos Dorados B.V.                                                          | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |      2280000 | PA      | $2324505.60   | 0.21%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ludgate Funding PLC                                                      | Ludgate Funding PLC, Series 2007-1, Class RES                               | CUSIP: BCC2AL7R2<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-MBS          | CORP              | GB        |    207500000 | PA      | $3429592.09   | 0.32%             | 2061-01-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                        | Hellenic Republic Government Bond                                           | CUSIP: EJ0435655<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    107000000 | PA      | $315159.01    | 0.03%             | 2042-10-15      | Variable      | 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      | $-26.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -60000000 | NC      | $-908460.00   | -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      | $322535.00    | 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      | $465909.48    | 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      | $-3997564.98  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -18750000 | NC      | $-268312.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     -2500000 | NC      | $-270632.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -60000000 | NC      | $-30707.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Deutsche Bank Aktiengesellschaft                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     10000000 | NC      | $1218992.47   | 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      | $410416.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -50000000 | NC      | $-310500.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

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

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer