# EDGAR Filing Document

**Accession Number:** 0000826644
**File Stem:** 0000826644-25-000238
**Filing Date:** 2025-12
**Character Count:** 210300
**Document Hash:** 173354fa0a9e57a76716c22a65b37e1e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000826644-25-000238.hdr.sgml**: 20251230

**ACCESSION NUMBER**: 0000826644-25-000238

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251230

**DATE AS OF CHANGE**: 20251230

**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:** 251614797

**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:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2603671071.56

**Total Liabilities:** $1318681525.07

**Net Assets:** $1284989546.49

**Amount of Assets Invested in Other Investment Companies:** $19570623.25

**Cash Not Reported:** $90267509.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2694.23560038 | **1-Year:** -2696.29746042 | **5-Year:** 119164.09318836 | **10-Year:** -33217.34335995 | **30-Year:** -13043.19967491

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

- **3-Month:** -12276.67699948 | **1-Year:** -4285.35705465 | **5-Year:** -14393.46401341 | **10-Year:** -6021.45240513 | **30-Year:** -128.10613606

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209631 | 3.29%                | 0.19%                | 1.91%                |
| Class ID C000209636 | 3.51%                | 0.18%                | 1.91%                |
| Class ID C000209632 | 3.50%                | 0.18%                | 1.69%                |
| Class ID C000209633 | 3.26%                | 0.16%                | 1.89%                |
| Class ID C000209635 | 3.21%                | 0.32%                | 1.61%                |
| Class ID C000209634 | 3.47%                | 0.14%                | 1.87%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $307862.11               | $7537671.77                                |
| Month 2  | $154776.07               | $1295888.87                                |
| Month 3  | $6219575.79              | $11864506.83                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-519519.86   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BNPP Securities Corp                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -100000000 | NC      | $-340887.00   | -0.03%            |  |  |  | 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 E | CUSIP: BCC3FHZV4<br>LEI: 635400ZB5U3EBVBSFK52 | Long             | ABS-MBS          | CORP              | GB        |     1435000 | PA      | $1895169.20   | 0.15%             | 2053-07-20      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -75000000 | NC      | $-1572225.00  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -25000000 | NC      | $-86475.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    33333333 | NC      | $1976852.98   | 0.15%             |  |  |  | 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      | $-415775.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BNPP Securities Corp                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -173330000 | NC      | $-149143.53   | -0.01%            |  |  |  | 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      | $1502006.88   | 0.12%             | 2050-12-01      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional                                    | Brazil Notas do Tesouro Nacional, Class NTNF                                | CUSIP: AQ6084745<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   280000000 | PA      | $49880757.03  | 3.88%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Eurosail-UK NC PLC                                                  | Eurosail-UK NC PLC, Series 2007-1X, Class D1A                               | CUSIP: BCC0VXRD6<br>LEI: 213800HEU63KH3XHB844 | Long             | ABS-MBS          | CORP              | GB        |     3967000 | PA      | $3912152.11   | 0.30%             | 2045-03-13      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-41168.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YPF S.A.                                                            | YPF S.A., ADR                                                               | CUSIP: 984245100<br>LEI: 5493003N7447U18U5U53 | Long             | EC               | CORP              | AR        |       70000 | NS      | $2550100.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1720514.34   | 0.13%             |  |  |  | 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      | $129494.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $277082.34    | 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       |    15000000 | NC      | $117332.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-142663.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-473564.19   | -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      | $703198.36    | 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      | $214108.19    | 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      | $946665.84    | 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      | $-32023.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2357945.51  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | UBS AG                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   100000000 | NC      | $319300.00    | 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      | $-45665.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1173501.14   | 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      | $106672.63    | 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      | $-7260.58     | -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      | $-5090960.00  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | CME Group Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $192755.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -25000000 | NC      | $-64825.00    | -0.01%            |  |  |  | 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       |        3981 | NC      | $-126885.65   | -0.01%            |  |  |  | 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      | $-702924.67   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -50000000 | NC      | $-887.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    12500000 | NC      | $171590.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                    | Argentine Republic Government International Bond                            | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     4800000 | PA      | $3936000.00   | 0.31%             | 2030-07-09      | Variable      | 0.75%                 | 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      | $-8853.54     | -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      | $-251971.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IM Pastor 4, FTA                                                    | IM Pastor 4, FTA, Series B                                                  | CUSIP: BCC0QWGY0<br>LEI: 95980020140005262912 | Long             | ABS-MBS          | CORP              | ES        |     3800000 | PA      | $3073328.83   | 0.24%             | 2044-03-22      | Floating      | 2.22%                 | 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      | $913612.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Aberdeen Group PLC                                                  | Aberdeen Group PLC                                                          | CUSIP: AP5373554<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1973748.68   | 0.15%             | 2028-06-30      | Fixed         | 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      | $89599.38     | 0.01%             |  |  |  | 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      | $6853732.05   | 0.53%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                             | M&G PLC                                                                     | CUSIP: AU5739852<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $6581987.34   | 0.51%             | 2051-10-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                              | BP Capital Markets PLC                                                      | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1501555.80   | 0.12%             | N/A             | Variable      | 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      | $-306873.81   | -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      | $22983.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Mortgage Funding 2025-1 PLC                                | Frontier Mortgage Funding 2025-1 PLC, Series 2025-1, Class E                | CUSIP: BCC3PDXJ1<br>LEI: 213800LC7EZKPEODCU70 | Long             | ABS-MBS          | CORP              | GB        |     6442000 | PA      | $8473160.93   | 0.66%             | 2066-12-20      | Floating      | 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      | $188921.05    | 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       |    75000000 | NC      | $48140.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $78251.14     | 0.01%             |  |  |  | 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        |     1209399 | NS      | $11272347.89  | 0.88%             |  |  |  | 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      | $1809925.17   | 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      | $-380235.85   | -0.03%            |  |  |  | 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       |         -25 | NC      | $-34416.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Newday Funding Master Issuer PLC - Series 2025-1                    | Newday Funding Master Issuer PLC - Series 2025-1, Series 2025-1X, Class E   | CUSIP: BCC3LFVV5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |     2700000 | PA      | $3580923.11   | 0.28%             | 2033-04-15      | Floating      | 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      | $3898202.61   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -16670000 | NC      | $-621503.32   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | CME Group Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $1422261.25   | 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      | $-916819.97   | -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      | $512928.29    | 0.04%             |  |  |  | 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      | $2192615.39   | 0.17%             | 2034-11-17      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -50000000 | NC      | $-263750.00   | -0.02%            |  |  |  | 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        |      940430 | NS      | $5380831.14   | 0.42%             |  |  |  | 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      | $5193410.46   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    33330000 | NC      | $937425.69    | 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      | $-1483523.79  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | CME Group Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $1704703.28   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                       | Mexican Bonos, Series M                                                     | CUSIP: YR0988158<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  2115000000 | PA      | $115333811.40 | 8.98%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    10000000 | NC      | $686449.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5000000 | NC      | $502090.00    | 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      | $13.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No.1 PLC                                           | Jupiter Mortgage No.1 PLC, Series 1A, Class ER                              | CUSIP: BCC3D7YQ0<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |     2200000 | PA      | $2893650.76   | 0.23%             | 2055-07-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-346470.63   | -0.03%            |  |  |  | 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      | $337244.41    | 0.03%             | 2052-08-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    10000000 | NC      | $452242.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -65000000 | NC      | $-357440.20   | -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      | $-883481.49   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Europe, B.V.                                             | Telefonica Europe, B.V.                                                     | CUSIP: ZN3747385<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     5000000 | PA      | $6318529.66   | 0.49%             | N/A             | Variable      | 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      | $-460504.88   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7500000 | NC      | $184611.31    | 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        |     2683990 | NS      | $16424004.32  | 1.28%             |  |  |  | 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      | $58883.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Treasury Portfolio                                          | Invesco Treasury Portfolio, Institutional Class                             | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |   118376168 | NS      | $118376167.51 | 9.21%             |  |  |  | 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      | $3911824.86   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3750000 | NC      | $198690.00    | 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      | $-1167410.99  | -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      | $-321591.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    33333333 | NC      | $1638682.65   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11924.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-173725.62   | -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       |     5000000 | NC      | $643420.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                | Muthoot Finance Ltd.                                                        | CUSIP: 62828M2C4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     5000000 | PA      | $5120719.30   | 0.40%             | 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      | $-604745.61   | -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      | $190268.47    | 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       |   -50000000 | NC      | $-45375.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    10000000 | NC      | $73090.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-459472.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                      | British Telecommunications PLC                                              | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     4400000 | PA      | $4354615.76   | 0.34%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: —       |
| 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      | $356924.18    | 0.03%             | 2026-07-08      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -50000000 | NC      | $-377825.51   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    12500000 | NC      | $1830212.50   | 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      | $-8061.05     | -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      | $-257336.96   | -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      | $6521.79      | 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      | $-24569.21    | -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       |   -37500000 | NC      | $-261900.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Alba PLC                                                            | Alba PLC, Series 2007-1, Class F                                            | CUSIP: BCC0XU0N7<br>LEI: 2138008XOOHJFP498784 | Long             | ABS-MBS          | CORP              | GB        |     2545696 | PA      | $3099358.27   | 0.24%             | 2039-03-17      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    15000000 | NC      | $390.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     4000000 | NC      | $567112.00    | 0.04%             |  |  |  | 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      | $2473375.00   | 0.19%             | 2035-12-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -44000000 | NC      | $-956228.07   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29357.44     | 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      | $-189691.44   | -0.01%            |  |  |  | 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      | $4564000.00   | 0.36%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -50000000 | NC      | $-1051800.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Bond                                               | Japan Government Bond, Series 18                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3150000000 | PA      | $19584124.98  | 1.52%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -333330000 | NC      | $-362258.92   | -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      | $-17801.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi A.S.                                             | Turkiye Is Bankasi A.S.                                                     | CUSIP: 900151AN1<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |     2500000 | PA      | $2475444.63   | 0.19%             | 2036-04-02      | Variable      | 7.38%                 | 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      | $1324337.94   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Barclays Bank PLC                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -666670000 | NC      | $-1029625.15  | -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      | $46942.13     | 0.00%             |  |  |  | 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      | $2174145.13   | 0.17%             | 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        |     5235073 | PA      | $5550752.12   | 0.43%             | 2044-06-12      | Floating      | 2.88%                 | 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      | $-1982153.52  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BNPP Securities Corp                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -107500000 | NC      | $-1154593.52  | -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      | $-1279550.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                          | Cooperatieve Rabobank U.A.                                                  | CUSIP: AU3509638<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     4400000 | PA      | $5086697.73   | 0.40%             | N/A             | Variable      | 4.62%                 | 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      | $269108.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | J.P. Morgan Securities PLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -40000000 | NC      | $-788943.20   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| African Development Bank                                            | African Development Bank                                                    | CUSIP: JK6099473<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |   600000000 | PA      | $4731407.76   | 0.37%             | 2046-04-05      | None          | 0.00%                 | 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      | $10668439.38  | 0.83%             | 2026-11-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -200000000 | NC      | $-621676.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -16330000 | NC      | $-619333.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Intercontinental Exchange, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $370136.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alba PLC                                                            | Alba PLC, Series 2006-2, Class F                                            | CUSIP: BCC0TR7H5<br>LEI: 2138004SAGUH3UKKW934 | Long             | ABS-MBS          | CORP              | GB        |      816748 | PA      | $984347.82    | 0.08%             | 2038-12-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Eurobank S.A.                                                       | Eurobank S.A.                                                               | CUSIP: ZG2610597<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |     2500000 | PA      | $3136771.76   | 0.24%             | 2029-11-28      | Variable      | 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      | $-217649.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -337500000 | NC      | $-3361003.88  | -0.26%            |  |  |  | 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      | $-286389.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BNPP Securities Corp                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -28330000 | NC      | $-201673.05   | -0.02%            |  |  |  | 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      | $6342268.00   | 0.49%             |  |  |  | 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      | $-454247.98   | -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      | $-129800.63   | -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      | $228033.57    | 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      | $-725.45      | -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       |   -19170000 | NC      | $-157945.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Orazul Energy Peru S.A.                                             | Orazul Energy Peru S.A.                                                     | CUSIP: 685948AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     1896000 | PA      | $1928390.70   | 0.15%             | 2032-09-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                 | Egypt Government International Bond                                         | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     3490000 | PA      | $3746923.09   | 0.29%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -50000000 | NC      | $-247150.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | LCH CLEARNET (US) LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-139726.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $86802.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6049.64      | 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       |  -100000000 | NC      | $-768923.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | UBS AG                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7500000 | NC      | $305041.94    | 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       |    10000000 | NC      | $321392.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -75000000 | NC      | $-3551925.00  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12730.08    | -0.00%            |  |  |  | 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        |     2986380 | PA      | $3163681.13   | 0.25%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5000000 | NC      | $550970.00    | 0.04%             |  |  |  | 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      | $1102047.90   | 0.09%             | 2050-12-15      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2423287.77   | 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      | $-1194552.97  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley & Co. International PLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    93330000 | NC      | $481545.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -62500000 | NC      | $-3816250.00  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-289938.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13465.02    | -0.00%            |  |  |  | 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      | $1315734.57   | 0.10%             | 2053-07-20      | Floating      | 8.49%                 | 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      | $-434776.51   | -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       |   -50000000 | NC      | $-517650.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Treasury Bond BONTE                                       | Argentina Treasury Bond BONTE                                               | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        | 14350000000 | PA      | $11514681.57  | 0.90%             | 2027-04-27      | Fixed         | 29.50%                | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                   | Repsol E&P Capital Markets US LLC                                           | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |     1934000 | PA      | $1941903.14   | 0.15%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                            | African Development Bank                                                    | CUSIP: ZP3697759<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |   310000000 | PA      | $1739341.12   | 0.14%             | 2050-01-17      | None          | 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      | $2690475.00   | 0.21%             | 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      | $-3073175.62  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -37500000 | NC      | $-214312.50   | -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      | $486949.20    | 0.04%             |  |  |  | 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      | $76999.69     | 0.01%             | 2043-12-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Allwyn Entertainment Financing (UK) PLC                             | Allwyn Entertainment Financing (UK) PLC                                     | CUSIP: YM5706465<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |     8000000 | PA      | $9162377.50   | 0.71%             | 2031-02-15      | Fixed         | 4.12%                 | 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      | $573443.49    | 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      | $-998568.53   | -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      | $559613.16    | 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      | $-76318.72    | -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      | $-20567.95    | -0.00%            |  |  |  | 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      | $2327757.00   | 0.18%             | 2049-04-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                    | IHS Holding Ltd.                                                            | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     5000000 | PA      | $5222202.95   | 0.41%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -75000000 | NC      | $-276278.16   | -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      | $16965.38     | 0.00%             |  |  |  | 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      | $3011549.26   | 0.23%             | N/A             | Variable      | 5.12%                 | 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      | $1335581.56   | 0.10%             | 2045-07-20      | Floating      | 6.48%                 | 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      | $5820939.21   | 0.45%             | 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      | $668124.85    | 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      | $940715.06    | 0.07%             |  |  |  | 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      | $1041385.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    37670000 | NC      | $674286.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Intercontinental Exchange, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-10780609.20 | -0.84%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   195560000 | NC      | $2293276.56   | 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      | $-13671.24    | -0.00%            |  |  |  | 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      | $5987014.50   | 0.47%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BNPP Securities Corp                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -50000000 | NC      | $-100715.50   | -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       |   -50000000 | NC      | $-688600.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                           | Ford Motor Credit Co. LLC                                                   | CUSIP: 345397C84<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $13296918.85  | 1.03%             | 2026-06-05      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    19170000 | NC      | $401813.55    | 0.03%             |  |  |  | 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        |    46000000 | PA      | $34589183.03  | 2.69%             | 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      | $-722524.98   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -17780000 | NC      | $-2075563.32  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-315293.04   | -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      | $735798.60    | 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      | $-82305.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-411607.66   | -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      | $-205485.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | LCH CLEARNET (US) LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $3033509.36   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -66670000 | NC      | $-460638.87   | -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      | $2979090.93   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-123445.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-63868.73    | -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      | $-114156.97   | -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       |   100000000 | NC      | $20809091.18  | 1.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Navoiy Kon-Metallurgiya Kombinati Aksiyadorlik Jamiyati             | Navoiy Kon-Metallurgiya Kombinati Aksiyadorlik Jamiyati                     | CUSIP: 63890CAA2<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |     2000000 | PA      | $2083917.58   | 0.16%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1095280.90   | 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      | $-1476.17     | -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       |   -53335000 | NC      | $-2949938.55  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-110115.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -66670000 | NC      | $-351445.57   | -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      | $316187.36    | 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      | $-112540.50   | -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      | $714870.69    | 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      | $-263478.75   | -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      | $-64489.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Barclays Bank PLC                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -33330000 | NC      | $-722646.89   | -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      | $-252312.21   | -0.02%            |  |  |  | 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      | $2180422.17   | 0.17%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Intercontinental Exchange, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $320160.00    | 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      | $358973.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                             | Minerva Luxembourg S.A.                                                     | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     2500000 | PA      | $2737021.03   | 0.21%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    50000000 | NC      | $237478.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | LCH CLEARNET (US) LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $442034.06    | 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      | $803053.13    | 0.06%             |  |  |  | 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      | $302176.70    | 0.02%             | 2026-01-08      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    11670000 | NC      | $202565.03    | 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      | $-196009.86   | -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      | $266658.16    | 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      | $546676.99    | 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      | $-332113.38   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    50000000 | NC      | $894600.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -20000000 | NC      | $-506232.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Intercontinental Exchange, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-34910.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | LCH CLEARNET (US) LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $2293557.54   | 0.18%             |  |  |  | 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      | $892960.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Bond                                               | Japan Government Bond, Series 13                                            | CUSIP: BJ7062745<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2266600000 | PA      | $6823111.67   | 0.53%             | 2060-03-20      | 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      | $161223.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    38330000 | NC      | $713545.16    | 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      | $533669.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BNPP Securities Corp                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -36670000 | NC      | $-179310.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $115430.94    | 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       |     7500000 | NC      | $350932.50    | 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       |     5000000 | NC      | $402530.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PA Autopista Rio Magdalena                                          | PA Autopista Rio Magdalena                                                  | CUSIP: 69313QAA7<br>LEI: 549300DOJDJENE63OG19 | Long             | DBT              | CORP              | CO        | 23500000000 | PA      | $5380162.24   | 0.42%             | 2036-06-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                         | Prosus N.V.                                                                 | CUSIP: ZP4820434<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     2500000 | PA      | $2402505.60   | 0.19%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -50000000 | NC      | $-418000.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                   | Repsol E&P Capital Markets US LLC                                           | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |     1909000 | PA      | $1914013.47   | 0.15%             | 2028-09-16      | Fixed         | 4.80%                 | 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      | $418126.70    | 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       |   116670000 | NC      | $131720.43    | 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       |     7500000 | NC      | $112755.00    | 0.01%             |  |  |  | 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      | $3118915.63   | 0.24%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $355395.67    | 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       |   -50000000 | NC      | $-238700.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                         | BNP Paribas                                                                 | CUSIP: BW6674467<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    10000000 | PA      | $11572010.20  | 0.90%             | 2028-07-25      | Variable      | 2.75%                 | 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      | $-399048.68   | -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      | $-237861.93   | -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       |   -40000000 | NC      | $-852902.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    10000000 | NC      | $137860.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-46552.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-288503.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $553178.89    | 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      | $812816.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | UBS AG                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -50000000 | NC      | $-314914.57   | -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      | $5883164.28   | 0.46%             | 2045-07-15      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-230484.92   | -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      | $341614.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5000000 | NC      | $35775.00     | 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      | $219561.75    | 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      | $77393.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-79824.01    | -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      | $155101.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5000000 | NC      | $790400.96    | 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      | $-1450072.02  | -0.11%            |  |  |  | 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      | $-62266.51    | -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       |    50000000 | NC      | $836950.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiscox Ltd.                                                         | Hiscox Ltd.                                                                 | CUSIP: YN0550619<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | DBT              | CORP              | BM        |     2500000 | PA      | $2690734.93   | 0.21%             | 2036-06-11      | Variable      | 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       |     5000000 | NC      | $721587.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $663460.41    | 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      | $3692.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -66670000 | NC      | $-312162.46   | -0.02%            |  |  |  | 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      | $1548366.39   | 0.12%             | N/A             | Variable      | 7.95%                 | 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      | $-51391.65    | -0.00%            |  |  |  | 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      | $6144729.15   | 0.48%             | 2026-04-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BNPP Securities Corp                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -100000000 | NC      | $-355376.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Progress 2023-2 Trust                                               | Progress 2023-2 Trust, Series 2023-2, Class A                               | CUSIP: BCC3BWJQ4<br>LEI: 984500CDBC2E5FDAB555 | Long             | ABS-MBS          | CORP              | AU        |     7127528 | PA      | $4701409.33   | 0.37%             | 2054-07-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5000000 | NC      | $488631.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bond                                           | Australia Government Bond, Series 142                                       | CUSIP: EK1150607<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    83500000 | PA      | $54801785.30  | 4.26%             | 2026-04-21      | Fixed         | 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      | $102316.90    | 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       |   -25000000 | NC      | $-75050.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -25000000 | NC      | $-363475.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7500000 | NC      | $817687.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                       | Petrobras Global Finance B.V.                                               | CUSIP: 71647NBK4<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     2500000 | PA      | $2600875.00   | 0.20%             | 2033-07-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-185733.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     6250000 | NC      | $1295300.00   | 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      | $-152454.41   | -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      | $-45472.00    | -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       |   -62500000 | NC      | $-178951.04   | -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      | $150952.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-200173.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Private Prime Fund                                          | Invesco Private Prime Fund                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    10805658 | NS      | $10805657.73  | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $63848.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-210464.17   | -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      | $1751440.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Bond                                               | Japan Government Bond, Series 66                                            | CUSIP: BH6206925<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1800000000 | PA      | $6593122.37   | 0.51%             | 2050-03-20      | Fixed         | 0.40%                 | 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      | $-203557.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | LCH CLEARNET (US) LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $931.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                 | Petroleos Mexicanos                                                         | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2500000 | PA      | $2699417.50   | 0.21%             | 2029-06-02      | Fixed         | 8.75%                 | 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      | $45050033.31  | 3.51%             | 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      | $-1583142.09  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |  -105000000 | NC      | $-1685250.00  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $582494.56    | 0.05%             |  |  |  | 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      | $4046458.28   | 0.31%             | 2048-10-15      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8456.99      | 0.00%             |  |  |  | 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        |     2468000 | PA      | $2484214.98   | 0.19%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mexican Udibonos                                                    | Mexican Udibonos, Series S                                                  | CUSIP: YQ3788144<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   514291920 | PA      | $27592439.03  | 2.15%             | 2029-08-30      | Fixed         | 4.00%                 | 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      | $1121752.99   | 0.09%             | 2045-07-20      | Floating      | 5.98%                 | 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      | $-119733.71   | -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      | $50615.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $104716.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-192137.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Mortgage Funding 2025-1 PLC                                | Frontier Mortgage Funding 2025-1 PLC, Series 2025-1, Class F                | CUSIP: BCC3PDXL6<br>LEI: 213800LC7EZKPEODCU70 | Long             | ABS-MBS          | CORP              | GB        |     4628000 | PA      | $6087310.55   | 0.47%             | 2066-12-20      | Floating      | 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      | $-1008097.50  | -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      | $-961489.77   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Barclays Bank PLC                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     2500000 | NC      | $341670.00    | 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      | $319233.30    | 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      | $409778.40    | 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      | $26396.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Europe, B.V.                                             | Telefonica Europe, B.V.                                                     | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |     7000000 | PA      | $9077688.04   | 0.71%             | N/A             | Variable      | 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      | $83868.63     | 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      | $595051.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | CME Group Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $1123901.55   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | UBS AG                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7500000 | NC      | $165172.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $180775.59    | 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      | $-205047.80   | -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       |    35550000 | NC      | $824957.46    | 0.06%             |  |  |  | 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      | $-1278377.67  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -50000000 | NC      | $-112150.00   | -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      | $-48726.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -100000000 | NC      | $-716222.91   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| India Government Bond                                               | India Government Bond                                                       | CUSIP: YW7593752<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   950000000 | PA      | $10520644.35  | 0.82%             | 2054-08-05      | Fixed         | 7.09%                 | 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      | $2187.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley & Co. LLC                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    98330000 | NC      | $780861.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Macau, Ltd.                                                    | Wynn Macau, Ltd.                                                            | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     1750000 | PA      | $1764757.75   | 0.14%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Zurich Finance (Ireland) DAC                                        | Zurich Finance (Ireland) DAC                                                | CUSIP: BS6417544<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |     5000000 | PA      | $4559350.90   | 0.35%             | 2052-05-02      | 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       |    12500000 | NC      | $106350.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                    | Raiffeisen Bank International AG                                            | CUSIP: AQ8048367<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |     5000000 | PA      | $5784545.50   | 0.45%             | N/A             | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BNPP Securities Corp                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   173330000 | NC      | $460771.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -50000000 | NC      | $-132624.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                             | MGM China Holdings Ltd.                                                     | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     3520000 | PA      | $3529014.72   | 0.27%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    20000000 | NC      | $358769.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -60000000 | NC      | $-174916.20   | -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      | $300532.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley Insurance DAC                                               | Beazley Insurance DAC                                                       | CUSIP: ZR4409044<br>LEI: 549300WWULDAFCPEU084 | Long             | DBT              | CORP              | IE        |     4000000 | PA      | $4070323.04   | 0.32%             | 2029-09-10      | Fixed         | 5.50%                 | 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      | $-751151.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9148.70      | 0.00%             |  |  |  | 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      | $1547862.72   | 0.12%             | 2044-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RMAC Securities No. 1 PLC                                           | RMAC Securities No. 1 PLC, Series 2006-NS3X, Class A2                       | CUSIP: BCC0T09P4<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |    10519493 | PA      | $13558709.47  | 1.06%             | 2044-06-12      | Floating      | 4.26%                 | 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      | $-2304581.82  | -0.18%            |  |  |  | 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      | $3067794.89   | 0.24%             | 2034-11-17      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $65603.23     | 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      | $3285415.88   | 0.26%             | 2031-06-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Navoiy Kon-Metallurgiya Kombinati Aksiyadorlik Jamiyati             | Navoiy Kon-Metallurgiya Kombinati Aksiyadorlik Jamiyati                     | CUSIP: 63890CAC8<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |     3124000 | PA      | $3297625.95   | 0.26%             | 2030-05-14      | 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      | $405351.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -583330000 | NC      | $-1831831.20  | -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      | $271405.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GC Treasury Center Co., Ltd.                                        | GC Treasury Center Co., Ltd.                                                | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     2029000 | PA      | $2055575.70   | 0.16%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Barclays Bank PLC                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -213330000 | NC      | $-1686164.59  | -0.13%            |  |  |  | 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      | $357706.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                             | Corp. Andina de Fomento                                                     | CUSIP: ZL5215617<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |   200000000 | PA      | $11553569.99  | 0.90%             | 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      | $5397400.00   | 0.42%             | 2029-01-19      | Fixed         | 8.62%                 | 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      | $4674380.35   | 0.36%             | 2045-06-13      | Floating      | 5.86%                 | 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      | $24417442.54  | 1.90%             | 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      | $1209.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                   | Repsol E&P Capital Markets US LLC                                           | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1272511.03   | 0.10%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    16670000 | NC      | $146857.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | UBS AG                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    50000000 | NC      | $466646.73    | 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      | $452061.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Barclays Bank PLC                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   666670000 | NC      | $3093042.13   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Intercontinental Exchange, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $182726.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $820323.61    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso OYJ                                                      | Stora Enso OYJ                                                              | CUSIP: ZK7366899<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |    10000000 | PA      | $11629150.06  | 0.90%             | 2026-06-01      | Fixed         | 4.00%                 | 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      | $408.76       | 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      | $-319801.27   | -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      | $58827.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                               | Invesco Government & Agency Portfolio, Institutional Class                  | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |    63741013 | NS      | $63741013.36  | 4.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                                              | Credit Suisse Group AG                                                      | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     9800000 | PA      | $2790550.00   | 0.22%             | N/A             | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    50000000 | NC      | $56100.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akbank Turk A.S.                                                    | Akbank Turk A.S.                                                            | CUSIP: YR8399135<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     2500000 | PA      | $2550378.18   | 0.20%             | 2035-09-04      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BNPP Securities Corp                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -50000000 | NC      | $-165602.00   | -0.01%            |  |  |  | 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      | $12.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    25000000 | NC      | $562850.00    | 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      | $-122253.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-108446.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-65321.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -25000000 | NC      | $-602900.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $690192.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    10000000 | NC      | $731550.00    | 0.06%             |  |  |  | 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      | $1749227.24   | 0.14%             | 2034-11-17      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley & Co. International PLC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -22330000 | NC      | $-384213.82   | -0.03%            |  |  |  | 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      | $2867924.58   | 0.22%             | 2045-03-13      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $359785.90    | 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      | $-36705.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10443.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Private Government Fund                                     | Invesco Private Government Fund                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |     4151180 | NS      | $4151179.67   | 0.32%             |  |  |  | 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      | $1736979.41   | 0.14%             | 2050-12-15      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    12500000 | NC      | $736658.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase & Co.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -33350000 | NC      | $-202801.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7500000 | NC      | $1215616.45   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    66670000 | NC      | $1723360.83   | 0.13%             |  |  |  | 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      | $3007612.50   | 0.23%             | 2032-02-04      | Fixed         | 6.80%                 | 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      | $-6379.06     | -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      | $552649.98    | 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      | $848913.65    | 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      | $-24058.82    | -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       |   -12660000 | NC      | $-749995.33   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France                                               | Electricite de France                                                       | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     7000000 | PA      | $8113479.22   | 0.63%             | 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      | $1932737.34   | 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      | $-685093.10   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -215600000 | NC      | $-1317749.36  | -0.10%            |  |  |  | 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      | $529896.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3911824.86  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bond                                               | Spain Government Bond                                                       | CUSIP: ZM2692899<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    26000000 | PA      | $30096981.09  | 2.34%             | 2026-05-31      | Fixed         | 2.80%                 | 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      | $494061.10    | 0.04%             | 2027-01-07      | 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      | $-933898.36   | -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      | $-24485.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                                 | U.S. Treasury Bills                                                         | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    93038000 | PA      | $91245715.95  | 7.10%             | 2026-05-14      | 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      | $180266.11    | 0.01%             |  |  |  | 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      | $1480355.11   | 0.12%             | 2051-04-20      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -20000000 | NC      | $-556824.73   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    10000000 | NC      | $2178.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                      | Ecopetrol S.A.                                                              | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2680000 | PA      | $2772272.40   | 0.22%             | 2032-02-01      | Fixed         | 7.75%                 | 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      | $7997971.42   | 0.62%             | 2046-03-13      | Floating      | 7.31%                 | 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      | $-479989.57   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -100000000 | NC      | $-87752.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -16670000 | NC      | $-563602.39   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France                                               | Electricite de France                                                       | CUSIP: ZN7006218<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $3800109.47   | 0.30%             | N/A             | Variable      | 7.50%                 | 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      | $-246510.31   | -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      | $16932.20     | 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      | $2294894.91   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BNPP Securities Corp                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -21000000 | NC      | $-866836.08   | -0.07%            |  |  |  | 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      | $2456084.30   | 0.19%             | 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      | $-18407.22    | -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      | $-7235.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-173650.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-875.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    12500000 | NC      | $20212.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Treasury Bond BONTE                                       | Argentina Treasury Bond BONTE                                               | CUSIP: QZ8845385<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   135000000 | PA      | $83449.97     | 0.01%             | 2026-10-17      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| Energuate Trust 2 0                                                 | Energuate Trust 2 0                                                         | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $2008754.00   | 0.16%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -33330000 | NC      | $-456487.68   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No.1 PLC                                           | Jupiter Mortgage No.1 PLC, Series 1A, Class FR                              | CUSIP: BCC3D7YR8<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |     2000000 | PA      | $2630586.34   | 0.20%             | 2055-07-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $96699.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    18330000 | NC      | $335461.87    | 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      | $688970.16    | 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      | $-850512.31   | -0.07%            |  |  |  | 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      | $1529929.94   | 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      | $-153706.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS Group AG                                                                | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    10000000 | PA      | $10230718.40  | 0.80%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: —       |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $59511.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fideicomiso Dorrego y Libertador                                    | Fideicomiso Dorrego y Libertador                                            | CUSIP: BCC39CJN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | AR        |    10843617 | PA      | $10301436.15  | 0.80%             | 2043-12-31      | Fixed         | 2.00%                 | No            |                  3 | 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      | $1571250.40   | 0.12%             | 2028-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -666670000 | NC      | $-1574314.54  | -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      | $144474.60    | 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       |   -50000000 | NC      | $-201370.85   | -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       |    66670000 | NC      | $3884448.88   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -11330000 | NC      | $-260231.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -50000000 | NC      | $-73947.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |  -105000000 | NC      | $-2453115.00  | -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      | $940248.86    | 0.07%             |  |  |  | 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      | $4766906.99   | 0.37%             | 2044-09-15      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BNPP Securities Corp                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -30590000 | NC      | $-191318.73   | -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      | $-136735.31   | -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       |    50000000 | NC      | $963050.00    | 0.07%             |  |  |  | No            |                  2 | 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      | $1039354.23   | 0.08%             | 2050-12-01      | Floating      | 2.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3973147.49   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -68330000 | NC      | $-1074491.98  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | S&P 500 Index Option                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          42 | NC      | $103950.00    | 0.01%             |  |  |  | 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      | $-100449.02   | -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      | $-445988.55   | -0.03%            |  |  |  | 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      | $2681555.00   | 0.21%             | N/A             | Variable      | 8.38%                 | No            |                  2 | On Loan: —       |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $58276.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3542226.15  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10656.58     | 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      | $852098.10    | 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      | $67520.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-252912.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3898202.61  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer PLC - Series 2024-3                    | Newday Funding Master Issuer PLC - Series 2024-3, Series 2024-3X, Class E   | CUSIP: BCC3HZWF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |     3480000 | PA      | $4629835.64   | 0.36%             | 2032-11-15      | Floating      | 7.73%                 | 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      | $-1990694.92  | -0.15%            |  |  |  | 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      | $-111641.91   | -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       |     5000000 | NC      | $560891.04    | 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      | $823489.48    | 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      | $-103144.73   | -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      | $405616.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| YPF S.A.                                                            | YPF S.A., Class D                                                           | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | EC               | CORP              | AR        |      365000 | NS      | $13830195.18  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcos Dorados B.V.                                                  | Arcos Dorados B.V.                                                          | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |     2280000 | PA      | $2420334.00   | 0.19%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer S.A.                                                  | BBVA Bancomer S.A.                                                          | CUSIP: YR2963183<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     2500000 | PA      | $2653850.00   | 0.21%             | 2035-02-11      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -12500000 | NC      | $-83537.50    | -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       |   -25000000 | NC      | $-609875.00   | -0.05%            |  |  |  | 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      | $2661322.32   | 0.21%             | 2061-01-01      | 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      | $-728796.60   | -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      | $11850.77     | 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       |   -75000000 | NC      | $-1015800.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp.                                           | Queensland Treasury Corp.                                                   | CUSIP: YL0100484<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    16000000 | PA      | $10476232.23  | 0.82%             | 2038-08-13      | Fixed         | 5.25%                 | 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      | $-319049.58   | -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      | $16195.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | S&P 500 Index Option                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          42 | NC      | $190260.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-30

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

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer