# EDGAR Filing Document

**Accession Number:** 0000826644
**File Stem:** 0000826644-26-000240
**Filing Date:** 2026-6
**Character Count:** 209587
**Document Hash:** 23bd036bb8f728714d9ca7dd91a4e4ca
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000826644-26-000240.hdr.sgml**: 20260629

**ACCESSION NUMBER**: 0000826644-26-000240

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260629

**DATE AS OF CHANGE**: 20260629

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05426
- **FILM NUMBER:** 261134805

**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:** 2026-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1767981702.40

**Total Liabilities:** $186746076.31

**Net Assets:** $1581235626.09

**Amount of Assets Invested in Other Investment Companies:** $26976765.01

**Cash Not Reported:** $148350797.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3196.55506750 | **1-Year:** -9073.53510816 | **5-Year:** 36891.93098519 | **10-Year:** -41070.55251681 | **30-Year:** -24416.46133328

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

- **3-Month:** -11875.98911325 | **1-Year:** -7265.22338952 | **5-Year:** -26315.20392066 | **10-Year:** -14520.22376694 | **30-Year:** -448.93593576

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209631 | 0.38%                | -7.38%               | 3.33%                |
| Class ID C000209636 | 0.38%                | -7.37%               | 3.31%                |
| Class ID C000209632 | 0.58%                | -7.35%               | 3.31%                |
| Class ID C000209633 | 0.36%                | -7.39%               | 3.29%                |
| Class ID C000209635 | 0.30%                | -7.28%               | 3.01%                |
| Class ID C000209634 | 0.54%                | -7.43%               | 3.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $291554.71               | $4967206.95                                |
| Month 2  | $864763.72               | $-52277139.59                              |
| Month 3  | $4316430.85              | $32270400.93                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                | Title                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Towd Point Mortgage Funding 2024 - Granite 6 PLC                    | Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6X, Class E   | CUSIP: BCC3FHZV4<br>LEI: 635400ZB5U3EBVBSFK52 | Long             | ABS-MBS          | CORP              | GB        |     1435000 | PA      | $1959904.65   | 0.12%             | 2053-07-20      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Alba PLC                                                            | Alba PLC, Series 2006-2, Class E                                              | CUSIP: BCC0TR7G7<br>LEI: 2138004SAGUH3UKKW934 | Long             | ABS-MBS          | CORP              | GB        |     2493920 | PA      | $3098656.29   | 0.20%             | 2038-12-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |  -100000000 | NC      | $-885970.69   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    33330000 | NC      | $2310801.32   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BNPP Securities Corp                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -50000000 | NC      | $-52450.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional                                    | Brazil Notas do Tesouro Nacional, Class NTNF                                  | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   753000000 | PA      | $138600507.51 | 8.77%             | 2031-01-01      | Fixed         | 10.00%                | 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      | $466488.45    | 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      | $-2974163.24  | -0.19%            |  |  |  | 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      | $2090833.65   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| RMAC Securities No. 1 PLC                                           | RMAC Securities No. 1 PLC, Series 2006-NS2X, Class A2                         | CUSIP: BCC0QYR40<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |     3750598 | PA      | $5034440.11   | 0.32%             | 2044-06-12      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| La Banque Postale                                                   | La Banque Postale                                                             | CUSIP: ZQ5981241<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |    10000000 | PA      | $11744818.04  | 0.74%             | N/A             | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust 2025-1                                          | Panorama Auto Trust 2025-1, Series 2025-1, Class A                            | CUSIP: BCC3L37X5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |     2779328 | PA      | $2001418.17   | 0.13%             | 2033-03-15      | Floating      | 5.07%                 | 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      | $1555968.43   | 0.10%             | 2050-12-01      | Floating      | 2.55%                 | 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      | $4097164.11   | 0.26%             | 2045-03-13      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |  -100000000 | NC      | $-216633.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                                 | U.S. Treasury Bills                                                           | CUSIP: 912797UG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9389000 | PA      | $9258900.76   | 0.59%             | 2026-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RLGH Finance Bermuda Ltd.                                           | RLGH Finance Bermuda Ltd.                                                     | CUSIP: YN6819620<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |     5000000 | PA      | $5162136.00   | 0.33%             | 2035-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | UBS AG                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7500000 | NC      | $158062.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1846000.57   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | LCH CLEARNET (US) LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $21244.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Bank, N.A.                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    37500000 | NC      | $314962.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | UBS AG                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    15000000 | NC      | $481110.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    12500000 | NC      | $183175.00    | 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      | $-4203649.74  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BNPP Securities Corp                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -35530000 | NC      | $-1175721.35  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                    | UniCredit S.p.A.                                                              | CUSIP: AX6444902<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    15000000 | PA      | $17681986.12  | 1.12%             | 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      | $-93699.84    | -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      | $-2109645.59  | -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      | $-4596.54     | -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       |  -100000000 | NC      | $-168066.64   | -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      | $-107300.00   | -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      | $261594.70    | 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      | $38960.35     | 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      | $7727.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                    | Argentine Republic Government International Bond                              | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     4320000 | PA      | $3726216.00   | 0.24%             | 2030-07-09      | Variable      | 0.75%                 | 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      | $669812.88    | 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      | $-292719.29   | -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      | $3351939.28   | 0.21%             | 2044-03-22      | Floating      | 2.30%                 | 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      | $270700.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aberdeen Group PLC                                                  | Aberdeen Group PLC                                                            | CUSIP: AP5373554<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1957880.04   | 0.12%             | 2028-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -50000000 | NC      | $-41350.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fondo de Titulizacion Santander Consumo 9                           | Fondo de Titulizacion Santander Consumo 9                                     | CUSIP: BCC3P9TY2<br>LEI: 959800RE2YA509E01X80 | Long             | ABS-O            | CORP              | ES        |     4500000 | PA      | $5294542.65   | 0.33%             | 2040-10-25      | Floating      | 6.58%                 | 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      | $6840976.25   | 0.43%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -1000000 | NC      | $-243263.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                              | BP Capital Markets PLC                                                        | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1488086.25   | 0.09%             | 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      | $297309.65    | 0.02%             |  |  |  | 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      | $8770507.98   | 0.55%             | 2066-12-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                      | ING Groep N.V.                                                                | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    10000000 | PA      | $10030830.00  | 0.63%             | N/A             | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    75000000 | NC      | $74775.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Macro S.A.                                                    | Banco Macro S.A., Class B                                                     | CUSIP: P1047V123<br>LEI: 579100KKDKKIFEBKK040 | Long             | EC               | CORP              | AR        |     1558631 | NS      | $12122088.97  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -166666667 | NC      | $-2595683.34  | -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      | $-812927.14   | -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      | $-2192044.75  | -0.14%            |  |  |  | No            |                  2 | 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      | $3712054.07   | 0.23%             | 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      | $11902464.61  | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |  -100000000 | NC      | $-534778.99   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $691964.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    62500000 | NC      | $716755.40    | 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      | $82042.46     | 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       |  -176670000 | NC      | $-2936659.97  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -375000000 | NC      | $-2238154.33  | -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      | $384038.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Delphos Securities S.a.r.l. - Compartment Verdant Rock              | Delphos Securities S.a.r.l. - Compartment Verdant Rock                        | CUSIP: DC2400489<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      375000 | PA      | $375000.00    | 0.02%             | N/A             | 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      | $-3235398.31  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $445031.39    | 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      | $159.08       | 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       |   -62500000 | NC      | $-81174.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hera Financing 2024-1 DAC                                           | Hera Financing 2024-1 DAC, Series 2024-1A, Class A                            | CUSIP: BCC3H4L87<br>LEI: 635400VJTRWYKL9GM761 | Long             | ABS-MBS          | CORP              | IE        |     1607555 | PA      | $2197999.83   | 0.14%             | 2034-11-17      | Floating      | 5.65%                 | 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      | $-826300.00   | -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      | $2260906.87   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |  -100000000 | NC      | $-314068.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco BBVA Argentina S.A.                                           | Banco BBVA Argentina S.A.                                                     | CUSIP: P1624B102<br>LEI: 579100KKDBKJFDKKD024 | Long             | EC               | CORP              | AR        |     1484411 | NS      | $7621946.68   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-310694.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BNPP Securities Corp                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -20000000 | NC      | $-661744.77   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -25000000 | NC      | $-248750.00   | -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      | $364196.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                       | Mexican Bonos, Series M                                                       | CUSIP: YR0988158<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  2615000000 | PA      | $149598992.15 | 9.46%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding 2025-2 PLC                                 | Braccan Mortgage Funding 2025-2 PLC, Series 2025-2X, Class B                  | CUSIP: BCC3QKCX6<br>LEI: 213800WUDDAGMT94UJ09 | Long             | ABS-MBS          | CORP              | GB        |     2172000 | PA      | $2967902.58   | 0.19%             | 2068-01-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | CME Group Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-293643.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -125000000 | NC      | $-774548.75   | -0.05%            |  |  |  | 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      | $2999807.32   | 0.19%             | 2055-07-20      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Bank, N.A.                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -181665000 | NC      | $-3794947.33  | -0.24%            |  |  |  | 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      | $335108.69    | 0.02%             | 2052-08-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -65000000 | NC      | $-6238615.50  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $502022.53    | 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      | $-547236.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Galicia S.A.                                       | Grupo Financiero Galicia S.A., Class B                                        | CUSIP: P49525150<br>LEI: 5299008H3AXIXV5G3C23 | Long             | EC               | CORP              | AR        |     3232725 | NS      | $14439921.99  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Treasury Portfolio                                          | Invesco Treasury Portfolio, Institutional Class                               | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |    61904335 | NS      | $61904334.90  | 3.91%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -50000000 | NC      | $-483550.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11915186.50  | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Bank, N.A.                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -58335000 | NC      | $-529499.79   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                  | Vale Overseas Ltd.                                                            | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     6500000 | PA      | $6531850.00   | 0.41%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    33333333 | NC      | $1506035.65   | 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      | $365755.81    | 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       |  -125000000 | NC      | $-1022625.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                | Muthoot Finance Ltd.                                                          | CUSIP: 62828M2C4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     5000000 | PA      | $5086873.90   | 0.32%             | 2028-02-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cresud S.A. Comercial Inmobiliaria Financiera y Agropecuaria        | Cresud S.A. Comercial Inmobiliaria Financiera y Agropecuaria                  | CUSIP: P3311R127<br>LEI: 529900OJF9C0NUFNN613 | Long             | EC               | CORP              | AR        |     2992554 | NS      | $3638351.51   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Australia Government Bond                                           | Australia Government Bond                                                     | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    10280000 | PA      | $11518905.10  | 0.73%             | 2030-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -50000000 | NC      | $-1042550.00  | -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      | $151042.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                            | Republic of South Africa Government Bond, Series 2048                         | CUSIP: EJ2359143<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   920000000 | PA      | $52212755.72  | 3.30%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    10000000 | NC      | $10.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | J.P. Morgan Securities LLC                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   250000000 | NC      | $7417172.50   | 0.47%             |  |  |  | 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      | $-1004736.00  | -0.06%            |  |  |  | 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      | $-505531.60   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RMAC Securities No. 1 PLC                                           | RMAC Securities No. 1 PLC, Series 2006-NS4X, Class A3                         | CUSIP: BCC0UJFM1<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |     2158242 | PA      | $2895556.04   | 0.18%             | 2044-06-12      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| AXA                                                                 | AXA                                                                           | CUSIP: AM0771668<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    12500000 | PA      | $12516835.75  | 0.79%             | 2047-01-17      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Bank, N.A.                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -250000000 | NC      | $-3035012.77  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                      | British Telecommunications PLC                                                | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     4400000 | PA      | $4364475.72   | 0.28%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| TMF Trust Co. (Argentina) S.A.                                      | TMF Trust Co. (Argentina) S.A.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AR        |      383364 | PA      | $376085.02    | 0.02%             | 2026-07-08      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |  -100000000 | NC      | $-333336.93   | -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      | $-420612.28   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Alba PLC                                                            | Alba PLC, Series 2007-1, Class F                                              | CUSIP: BCC0XU0N7<br>LEI: 2138008XOOHJFP498784 | Long             | ABS-MBS          | CORP              | GB        |     2195094 | PA      | $2774686.34   | 0.18%             | 2039-03-17      | Floating      | 7.12%                 | 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      | $2578125.00   | 0.16%             | 2035-12-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-67468.15    | -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      | $107857.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-211800.04   | -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      | $4840500.00   | 0.31%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BNP Paribas                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -471665000 | NC      | $-4165495.30  | -0.26%            |  |  |  | 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      | $-457300.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3880.31     | -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      | $-3058.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $831498.95    | 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      | $212690.99    | 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      | $1570959.07   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | LCH CLEARNET (US) LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-1230106.82  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Pampa Energia S.A.                                                  | Pampa Energia S.A., ADR                                                       | CUSIP: 697660207<br>LEI: 254900QNIK0CVURGML24 | Long             | EC               | CORP              | AR        |       19239 | NS      | $1594335.93   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | LCH CLEARNET (US) LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $124882.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Bank, N.A.                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -37500000 | NC      | $-55275.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1798043.74   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -62500000 | NC      | $-1319989.13  | -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      | $4822.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14326.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Bank, N.A.                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -44000000 | NC      | $-426927.70   | -0.03%            |  |  |  | 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      | $2722734.58   | 0.17%             | 2032-08-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-891907.07   | -0.06%            |  |  |  | No            |                  2 | 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        |     4813279 | PA      | $5281166.28   | 0.33%             | 2044-06-12      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    50000000 | NC      | $978750.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -50000000 | NC      | $-590050.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -65000000 | NC      | $-8319265.50  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BNPP Securities Corp                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    50000000 | NC      | $95300.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Finance (Ireland) DAC                                        | Zurich Finance (Ireland) DAC                                                  | CUSIP: BN4784409<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |     5000000 | PA      | $4503770.85   | 0.28%             | 2051-04-19      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Latitude Australia Personal Loans Series 2025-1 Trust               | Latitude Australia Personal Loans Series 2025-1 Trust, Series 2025-1, Class A | CUSIP: BCC3L1Z75<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |     1317897 | PA      | $949541.23    | 0.06%             | 2033-09-17      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Intercontinental Exchange, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $390169.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    50000000 | NC      | $1375543.50   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Alba PLC                                                            | Alba PLC, Series 2006-2, Class F                                              | CUSIP: BCC0TR7H5<br>LEI: 2138004SAGUH3UKKW934 | Long             | ABS-MBS          | CORP              | GB        |      770848 | PA      | $962816.04    | 0.06%             | 2038-12-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3750000 | NC      | $222551.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank S.A.                                                       | Eurobank S.A.                                                                 | CUSIP: ZG2610597<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |     2500000 | PA      | $3108858.04   | 0.20%             | 2029-11-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Bank, N.A.                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -125000000 | NC      | $-774548.75   | -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      | $43.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Bank, N.A.                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -37500000 | NC      | $-419812.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                     | South Australian Government Financing Authority                               | CUSIP: YX8602246<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |    54000000 | PA      | $37770472.68  | 2.39%             | 2031-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $5871764.53   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | CME Group Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $775674.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| International Finance Corp.                                         | International Finance Corp.                                                   | CUSIP: BV9969148<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |  1475000000 | PA      | $7916034.58   | 0.50%             | 2052-04-26      | 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      | $-37773.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Bank, N.A.                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -333300000 | NC      | $-682585.07   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5000000 | NC      | $989938.30    | 0.06%             |  |  |  | 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      | $-2183867.99  | -0.14%            |  |  |  | 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      | $1915862.76   | 0.12%             | 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      | $3693531.46   | 0.23%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3680.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | U.S. Treasury 10 Year Notes Future                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         914 | NC      | $-687026.38   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | EURO-BTP Future                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         992 | NC      | $-624183.33   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5000000 | NC      | $426495.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | UBS AG                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    50000000 | NC      | $58600.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-79678.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | UBS AG                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7500000 | NC      | $43012.09     | 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      | $-193957.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $803715.32    | 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      | $776.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    12500000 | NC      | $1084837.50   | 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      | $141187.94    | 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      | $10693.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RMAC Securities No. 1 PLC                                           | RMAC Securities No. 1 PLC, Series 2007-NS1X, Class A2                         | CUSIP: BCC0YPXG6<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |     2224169 | PA      | $2978239.76   | 0.19%             | 2044-06-12      | Floating      | 4.02%                 | 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        |      917403 | PA      | $1038532.84   | 0.07%             | 2050-12-15      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | CME Group Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-31497.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3530.14     | -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       |   -50000000 | NC      | $-649300.00   | -0.04%            |  |  |  | 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      | $1362691.51   | 0.09%             | 2053-07-20      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Pavillion Consumer 2025-1 PLC                                       | Pavillion Consumer 2025-1 PLC, Series 2025-1A, Class D                        | CUSIP: BCC3PRM86<br>LEI: 213800XK4G6W1NHSJJ12 | Long             | ABS-O            | CORP              | GB        |     5000000 | PA      | $6791651.53   | 0.43%             | 2036-01-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-51024.69    | -0.00%            |  |  |  | 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      | $12299289.53  | 0.78%             | 2027-05-27      | 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      | $1958756.79   | 0.12%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| 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      | $2686450.00   | 0.17%             | 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      | $84.88        | 0.00%             |  |  |  | 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      | $79972.34     | 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      | $9140601.12   | 0.58%             | 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      | $-1173771.18  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Pavillion Consumer 2025-1 PLC                                       | Pavillion Consumer 2025-1 PLC, Series 2025-1A, Class C                        | CUSIP: BCC3PRM78<br>LEI: 213800XK4G6W1NHSJJ12 | Long             | ABS-O            | CORP              | GB        |    10000000 | PA      | $13624846.75  | 0.86%             | 2036-01-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $159991.33    | 0.01%             |  |  |  | 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      | $2452693.39   | 0.16%             | 2049-04-15      | Floating      | 6.87%                 | 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      | $3046682.52   | 0.19%             | N/A             | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                            | Lloyds Banking Group PLC                                                      | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    12500000 | PA      | $12549891.63  | 0.79%             | N/A             | Variable      | 6.75%                 | 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      | $1392807.77   | 0.09%             | 2045-07-20      | Floating      | 6.24%                 | 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      | $5894764.76   | 0.37%             | 2030-03-22      | 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      | $-807547.84   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -883335000 | NC      | $-2778053.24  | -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      | $-1090968.20  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -50000000 | NC      | $-507300.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   100000000 | NC      | $1454731.33   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-683234.13   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Harvest Funding PLC                                                 | Harvest Funding PLC                                                           | CUSIP: BCC3TQWV2<br>LEI: 635400GYAAYKXXRBNI54 | Long             | ABS-MBS          | CORP              | GB        |     7000000 | PA      | $9493775.18   | 0.60%             | 2069-11-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | CME Group Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-351454.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   195560000 | NC      | $2037891.71   | 0.13%             |  |  |  | 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      | $5943246.04   | 0.38%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-307301.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8834.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | CME Group Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $33122.23     | 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      | $-12290960.30 | -0.78%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BNPP Securities Corp                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -100000000 | NC      | $-208874.00   | -0.01%            |  |  |  | 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      | $13631373.99  | 0.86%             | 2026-06-05      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-155712.13   | -0.01%            |  |  |  | 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        |    69000000 | PA      | $58612670.91  | 3.71%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -17780000 | NC      | $-1710413.95  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5000000 | NC      | $475468.96    | 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       |    12500000 | NC      | $201762.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -25000000 | NC      | $-38375.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | LCH CLEARNET (US) LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $3234931.02   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Barclays Bank PLC                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -40000000 | NC      | $-317006.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $490796.12    | 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      | $322032.64    | 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      | $1302645.20   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                                 | U.S. Treasury Bills                                                           | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   110660000 | PA      | $110517040.58 | 6.99%             | 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      | $-29190.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   100000000 | NC      | $1015273.74   | 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      | $-234404.24   | -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       |    60000000 | NC      | $12980243.49  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                               | Navoi Mining & Metallurgical Combinat                                         | CUSIP: 63890CAA2<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |     2000000 | PA      | $2057515.30   | 0.13%             | 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      | $297942.05    | 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       |   -53335000 | NC      | $-4619117.46  | -0.29%            |  |  |  | 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      | $739724.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     6250000 | NC      | $218.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   125000000 | NC      | $80875.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -75000000 | NC      | $-12075.00    | -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      | $-55000.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | LCH CLEARNET (US) LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-1639040.15  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Barclays Bank PLC                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -33330000 | NC      | $-1140397.42  | -0.07%            |  |  |  | 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      | $2164973.19   | 0.14%             | 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      | $268180.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                             | Minerva Luxembourg S.A.                                                       | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     2500000 | PA      | $2667770.00   | 0.17%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -11840000 | NC      | $-708121.75   | -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      | $-2591.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAF ABS Series 2025-1                                               | RAF ABS Series 2025-1, Series 2025-1, Class A                                 | CUSIP: BCC3NSJG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |      785478 | PA      | $565556.27    | 0.04%             | 2031-12-09      | Floating      | 5.01%                 | 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      | $2272096.79   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurohome UK Mortgages PLC                                           | Eurohome UK Mortgages PLC, Series 2007-2, Class B1                            | CUSIP: BCC0ZHX24<br>LEI: 213800B2HNVAOW7VZL10 | Long             | ABS-MBS          | CORP              | GB        |     6610000 | PA      | $8948611.45   | 0.57%             | 2044-09-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1268649.31  | -0.08%            |  |  |  | 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      | $26195.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -600000000 | NC      | $-3362330.30  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Intercontinental Exchange, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-41134.50    | -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      | $3383616.95   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9301.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-266077.40   | -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      | $79920.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |  -100000000 | NC      | $-678000.00   | -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      | $682339.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Bank, N.A.                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -833330000 | NC      | $-4158975.03  | -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      | $-53059.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -300000000 | NC      | $-1544513.60  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                 | B.A.T Capital Corp.                                                           | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6928248.46   | 0.44%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Barclays Bank PLC                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -120000000 | NC      | $-2631141.86  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| PA Autopista Rio Magdalena                                          | PA Autopista Rio Magdalena                                                    | CUSIP: 69313QAA7<br>LEI: 549300DOJDJENE63OG19 | Long             | DBT              | CORP              | CO        | 23500000000 | PA      | $5376887.18   | 0.34%             | 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      | $2403572.48   | 0.15%             | 2030-01-21      | Fixed         | 3.68%                 | 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      | $1915934.86   | 0.12%             | 2028-09-16      | Fixed         | 4.80%                 | 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      | $116.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4339.16      | 0.00%             |  |  |  | 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      | $3090281.25   | 0.20%             | 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      | $49722.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Bank, N.A.                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -35000000 | NC      | $-543188.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                         | BNP Paribas                                                                   | CUSIP: BW6674467<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    10000000 | PA      | $11690685.80  | 0.74%             | 2028-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -40000000 | NC      | $-662806.40   | -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      | $-2480385.82  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | CME Group Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-406925.22   | -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      | $-985377.02   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank - Girozentrale                              | Norddeutsche Landesbank - Girozentrale                                        | CUSIP: YL7828830<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |     5000000 | PA      | $5871658.82   | 0.37%             | 2035-12-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                   | Hannover Rueck SE                                                             | CUSIP: ZN2140640<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |     5000000 | PA      | $6469798.41   | 0.41%             | 2043-08-26      | 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      | $-18509.55    | -0.00%            |  |  |  | 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      | $6419743.96   | 0.41%             | 2045-07-15      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5000000 | NC      | $10.00        | 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      | $231308.02    | 0.01%             | 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      | $-869771.48   | -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      | $195529.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $249623.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -50000000 | NC      | $-1207050.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Hiscox Ltd.                                                         | Hiscox Ltd.                                                                   | CUSIP: YN0550619<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | DBT              | CORP              | BM        |     2500000 | PA      | $2631810.68   | 0.17%             | 2036-06-11      | Variable      | 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      | $771068.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS Group AG                                                                  | CUSIP: YR2832081<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     5000000 | PA      | $5115125.00   | 0.32%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Banco del Estado de Chile                                           | Banco del Estado de Chile                                                     | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     1450000 | PA      | $1538812.50   | 0.10%             | 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      | $31.02        | 0.00%             |  |  |  | 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        |     6088101 | PA      | $4407981.65   | 0.28%             | 2054-07-12      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Intercontinental Exchange, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-5562804.00  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1681670.21  | -0.11%            |  |  |  | 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      | $-221300.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                 | Erste Group Bank AG                                                           | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |     2400000 | PA      | $2926000.21   | 0.19%             | N/A             | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-274021.58   | -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      | $9787.77      | 0.00%             |  |  |  | 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      | $2598437.50   | 0.16%             | 2033-07-03      | Fixed         | 6.50%                 | 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      | $669996.44    | 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      | $-28944.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Private Prime Fund                                          | Invesco Private Prime Fund                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |     5863439 | NS      | $5864025.34   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Intercontinental Exchange, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-4168301.90  | -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      | $-38529.13    | -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       |  -125000000 | NC      | $-303750.00   | -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      | $-763890.18   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Bank, N.A.                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -600000000 | NC      | $-3475740.07  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                             | Sociedad Quimica y Minera de Chile S.A.                                       | CUSIP: 833636AQ6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     1800000 | PA      | $1790190.00   | 0.11%             | 2056-04-22      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Harvest Funding PLC                                                 | Harvest Funding PLC                                                           | CUSIP: BCC3TQWW0<br>LEI: 635400GYAAYKXXRBNI54 | Long             | ABS-MBS          | CORP              | GB        |     2500000 | PA      | $3384279.80   | 0.21%             | 2069-11-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                 | Petroleos Mexicanos                                                           | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2500000 | PA      | $2677950.00   | 0.17%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| YPF S.A.                                                            | YPF S.A.                                                                      | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | CORP              | AR        |     1000000 | PA      | $1005908.33   | 0.06%             | 2027-07-21      | Fixed         | 6.95%                 | 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      | $-2085135.33  | -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      | $-4100055.68  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | -1666700000 | NC      | $-9069714.72  | -0.57%            |  |  |  | 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      | $4223582.65   | 0.27%             | 2048-10-15      | Floating      | 7.37%                 | 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      | $2480676.22   | 0.16%             | 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        |   530069220 | PA      | $29947856.77  | 1.89%             | 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      | $1170133.78   | 0.07%             | 2045-07-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   280000000 | NC      | $678508.95    | 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       |  -100000000 | NC      | $-1785089.00  | -0.11%            |  |  |  | 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       |        -929 | NC      | $3017698.57   | 0.19%             |  |  |  | No            |                  1 | 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      | $6301013.35   | 0.40%             | 2066-12-20      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4166.16      | 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      | $-632974.30   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -600010000 | NC      | $-1228796.48  | -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       |  -333330000 | NC      | $-682646.51   | -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      | $183586.46    | 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      | $-1036244.19  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     6250000 | NC      | $412729.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RMAC Securities No. 1 PLC                                           | RMAC Securities No. 1 PLC, Series 2007-NS1X, Class B1                         | CUSIP: BCC0YPXP6<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |      407647 | PA      | $447306.78    | 0.03%             | 2044-06-12      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -87500000 | NC      | $-6814937.50  | -0.43%            |  |  |  | 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      | $191586.38    | 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       |  -166670000 | NC      | $-2744748.23  | -0.17%            |  |  |  | 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      | $8899317.91   | 0.56%             | 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      | $-125716.69   | -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       |  -137100000 | NC      | $-872331.96   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Lancashire Holdings Ltd.                                            | Lancashire Holdings Ltd.                                                      | CUSIP: N/A<br>LEI: 5493002UNUYXLHOWF752       | Long             | DBT              | CORP              | BM        |     5000000 | PA      | $4906874.85   | 0.31%             | 2041-09-18      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Barclays Bank PLC                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    46800000 | NC      | $397273.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | UBS AG                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7500000 | NC      | $15799.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvest Funding PLC                                                 | Harvest Funding PLC                                                           | CUSIP: BCC3TQWX8<br>LEI: 635400GYAAYKXXRBNI54 | Long             | ABS-MBS          | CORP              | GB        |     2425000 | PA      | $3298175.75   | 0.21%             | 2069-11-15      | 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      | $-1871.47     | -0.00%            |  |  |  | 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       |         715 | NC      | $-1291437.29  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | Intercontinental Exchange, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-178406.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| India Government Bond                                               | India Government Bond                                                         | CUSIP: YW7593752<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   950000000 | PA      | $9457596.50   | 0.60%             | 2054-08-05      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   250000000 | NC      | $9107530.00   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Macau, Ltd.                                                    | Wynn Macau, Ltd.                                                              | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     1750000 | PA      | $1755371.26   | 0.11%             | 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      | $4520694.90   | 0.29%             | 2052-05-02      | Variable      | 3.50%                 | 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      | $-593663.42   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| East One 2025-1 PLC                                                 | East One 2025-1 PLC, Series 2025-1, Class B                                   | CUSIP: BCC3Q9BF1<br>LEI: 213800NEAFVXSQQHPC92 | Long             | ABS-MBS          | CORP              | GB        |      820997 | PA      | $1122424.86   | 0.07%             | 2058-02-25      | Floating      | 5.14%                 | 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      | $-145399.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -1000000 | NC      | $-91771.19    | -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      | $3516931.26   | 0.22%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-299799.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -250000000 | NC      | $-4605827.28  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    20000000 | NC      | $127087.73    | 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      | $-581125.40   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Barclays Bank PLC                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     2500000 | NC      | $440522.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley Insurance DAC                                               | Beazley Insurance DAC                                                         | CUSIP: ZR4409044<br>LEI: 549300WWULDAFCPEU084 | Long             | DBT              | CORP              | IE        |     4000000 | PA      | $4038570.40   | 0.26%             | 2029-09-10      | Fixed         | 5.50%                 | 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      | $1651349.28   | 0.10%             | 2044-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Bank, N.A.                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -35000000 | NC      | $-2055555.67  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5000000 | NC      | $633955.00    | 0.04%             |  |  |  | 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        |     9792698 | PA      | $13132058.80  | 0.83%             | 2044-06-12      | Floating      | 4.02%                 | 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      | $-3394248.53  | -0.21%            |  |  |  | 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        |     2249806 | PA      | $3075587.76   | 0.19%             | 2034-11-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Allied Credit ABS Trust 2025-2                                      | Allied Credit ABS Trust 2025-2, Series 2025-2, Class A                        | CUSIP: BCC3NZRC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |     3865662 | PA      | $2779299.29   | 0.18%             | 2033-09-17      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5000000 | NC      | $1584460.00   | 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       |     7500000 | NC      | $292.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                         | BNP Paribas                                                                   | CUSIP: BP5476422<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     5000000 | PA      | $6794059.85   | 0.43%             | 2031-05-24      | Variable      | 2.00%                 | 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      | $-1815062.80  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                           | BPCE S.A., Series NC5.                                                        | CUSIP: BR7719148<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     7000000 | PA      | $8144536.97   | 0.52%             | 2042-01-13      | Variable      | 1.50%                 | 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      | $-147506.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                                 | U.S. Treasury Bills                                                           | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    50000000 | PA      | $49759791.50  | 3.15%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                             | Corp. Andina de Fomento                                                       | CUSIP: ZL5215617<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |   200000000 | PA      | $12067435.67  | 0.76%             | 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      | $5307315.00   | 0.34%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7500000 | NC      | $82395.00     | 0.01%             |  |  |  | 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      | $4925886.11   | 0.31%             | 2045-06-13      | Floating      | 5.62%                 | 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      | $26431613.87  | 1.67%             | 2040-01-31      | Fixed         | 9.00%                 | 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      | $1275983.69   | 0.08%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BNP Paribas                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    50000000 | NC      | $3460018.00   | 0.22%             |  |  |  | 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      | $19.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $464464.21    | 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      | $351499.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Intercontinental Exchange, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $159921.51    | 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       |   -83330000 | NC      | $-516345.18   | -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      | $1154674.93   | 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      | $324965.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   176670000 | NC      | $6972512.99   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-249583.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-108888.27   | -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      | $-12141.05    | -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       |    -2500000 | NC      | $-508107.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| East One 2025-1 PLC                                                 | East One 2025-1 PLC, Series 2025-1, Class E                                   | CUSIP: BCC3Q9BJ3<br>LEI: 213800NEAFVXSQQHPC92 | Long             | ABS-MBS          | CORP              | GB        |      107000 | PA      | $146739.51    | 0.01%             | 2058-02-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                               | Invesco Government & Agency Portfolio, Institutional Class                    | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |    33333104 | NS      | $33333103.51  | 2.11%             |  |  |  | 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   | 0.18%             | 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      | $50.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $582750.57    | 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      | $-1379891.00  | -0.09%            |  |  |  | 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      | $-782550.00   | -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      | $-307914.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Akbank Turk A.S.                                                    | Akbank Turk A.S.                                                              | CUSIP: YR8399135<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     2500000 | PA      | $2532707.03   | 0.16%             | 2035-09-04      | Variable      | 7.88%                 | 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      | $-61104.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurohome UK Mortgages PLC                                           | Eurohome UK Mortgages PLC, Series 2007-1, Class M2                            | CUSIP: BCC0WBEA3<br>LEI: 2138009XX8M6MTY8SG15 | Long             | ABS-MBS          | CORP              | GB        |      104000 | PA      | $140125.57    | 0.01%             | 2044-06-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -600000000 | NC      | $-5755625.01  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Bank, N.A.                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    48335000 | NC      | $3368601.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4327.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust No. 41                          | Pepper Residential Securities Trust No. 41, Series A1-A                       | CUSIP: BCC3PC224<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    10000000 | PA      | $7182294.99   | 0.45%             | 2067-07-12      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -75000000 | NC      | $-109677.56   | -0.01%            |  |  |  | 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        |     1285466 | PA      | $1757064.74   | 0.11%             | 2034-11-17      | Floating      | 7.50%                 | 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      | $3035757.78   | 0.19%             | 2045-03-13      | Floating      | 4.76%                 | 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      | $-222650.00   | -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      | $-25700.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2405.29      | 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        |     2255893 | NS      | $2255892.94   | 0.14%             |  |  |  | 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      | $1910363.39   | 0.12%             | 2050-12-15      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                               | Electricite de France                                                         | CUSIP: YK5224596<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $1601266.13   | 0.10%             | N/A             | Variable      | 4.38%                 | 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      | $1609785.82   | 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      | $-289876.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale                                                    | Societe Generale                                                              | CUSIP: BP5716280<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    10000000 | PA      | $10003925.00  | 0.63%             | N/A             | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Compania de Minas Buenaventura S.A.A.                               | Compania de Minas Buenaventura S.A.A.                                         | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     2885000 | PA      | $2964856.80   | 0.19%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Bank, N.A.                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -50000000 | NC      | $-273194.55   | -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      | $234035.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -50000000 | NC      | $-401270.83   | -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       |    12500000 | NC      | $206562.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France                                               | Electricite de France                                                         | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     7000000 | PA      | $8165087.00   | 0.52%             | N/A             | Variable      | 9.12%                 | No            |                  2 | On Loan: —       |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -50000000 | NC      | $-926100.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -62500000 | NC      | $-127836.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $3552397.59   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11915186.50 | -0.75%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bond                                               | Spain Government Bond                                                         | CUSIP: ZM2692899<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    26000000 | PA      | $30530225.59  | 1.93%             | 2026-05-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-459698.22   | -0.03%            |  |  |  | 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      | $520515.59    | 0.03%             | 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      | $108287.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8618.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    50000000 | NC      | $267900.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                | Banco Santander S.A., Series 0000                                             | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    10800000 | PA      | $10756564.56  | 0.68%             | N/A             | Variable      | 4.75%                 | 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      | $1533153.48   | 0.10%             | 2051-04-20      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | CME Group Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-104570.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                      | Ecopetrol S.A.                                                                | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2680000 | PA      | $2748179.20   | 0.17%             | 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      | $8379215.43   | 0.53%             | 2046-03-13      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -166666667 | NC      | $-846531.67   | -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      | $950762.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -29340000 | NC      | $-1312701.42  | -0.08%            |  |  |  | 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      | $1319830.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurohome UK Mortgages PLC                                           | Eurohome UK Mortgages PLC, Series 2007-1, Class M1                            | CUSIP: BCC0WBE96<br>LEI: 2138009XX8M6MTY8SG15 | Long             | ABS-MBS          | CORP              | GB        |      460000 | PA      | $622252.42    | 0.04%             | 2044-06-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -50000000 | NC      | $-283750.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France                                               | Electricite de France                                                         | CUSIP: ZN7006218<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $2017278.81   | 0.13%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                         | TELUS Corp.                                                                   | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     2984000 | PA      | $2985459.18   | 0.19%             | 2056-06-09      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Paragon Mortgages (No. 12) PLC                                      | Paragon Mortgages (No. 12) PLC                                                | CUSIP: BCC0RP7M0<br>LEI: NC14LGCCXH6KWEV2DR91 | Long             | ABS-MBS          | CORP              | GB        |      994784 | PA      | $1139263.12   | 0.07%             | 2038-11-15      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-35565.85    | -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      | $2171810.64   | 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      | $-480558.88   | -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      | $189349.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -75000000 | NC      | $-716700.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BB Blue Financing DAC                                               | BB Blue Financing DAC, Series A1                                              | CUSIP: BZ1196758<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | CORP              | IE        |     2395833 | PA      | $2325862.04   | 0.15%             | 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      | $-2979.34     | -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       |  -200000000 | NC      | $-1060101.43  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Deutsche Bank Aktiengesellschaft                                              | 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                                                                 | Bank of America, National Association                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -50000000 | NC      | $-7150.00     | -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      | $92919.94     | 0.01%             | 2026-10-17      | Fixed         | 15.50%                | 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      | $758923.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Energuate Trust 2 0                                                 | Energuate Trust 2 0                                                           | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $2007299.14   | 0.13%             | 2035-09-15      | Fixed         | 6.35%                 | 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      | $2727070.35   | 0.17%             | 2055-07-20      | Floating      | 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      | $2580.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| East One 2025-1 PLC                                                 | East One 2025-1 PLC, Series 2025-1, Class D                                   | CUSIP: BCC3Q9BH7<br>LEI: 213800NEAFVXSQQHPC92 | Long             | ABS-MBS          | CORP              | GB        |      124999 | PA      | $171352.71    | 0.01%             | 2058-02-25      | Floating      | 5.99%                 | 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      | $1447873.75   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS Group AG                                                                  | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    10000000 | PA      | $10119805.30  | 0.64%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                       | Petrobras Global Finance B.V.                                                 | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     5000000 | PA      | $5000500.00   | 0.32%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Fideicomiso Dorrego y Libertador                                    | Fideicomiso Dorrego y Libertador, Series 1A                                   | CUSIP: BCC39CJN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | AR        |    10843617 | PA      | $9407922.11   | 0.59%             | 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      | $1573089.74   | 0.10%             | 2028-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -333330000 | NC      | $-682646.51   | -0.04%            |  |  |  | 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      | $4109038.11   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -66670000 | NC      | $-1499014.94  | -0.09%            |  |  |  | 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      | $395261.74    | 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      | $-297519.48   | -0.02%            |  |  |  | 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      | $5065877.30   | 0.32%             | 2044-09-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Goldman Sachs International                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -25000000 | NC      | $-578925.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | UBS AG                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    10000000 | NC      | $1203570.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| East One 2025-1 PLC                                                 | East One 2025-1 PLC, Series 2025-1, Class C                                   | CUSIP: BCC3Q9BG9<br>LEI: 213800NEAFVXSQQHPC92 | Long             | ABS-MBS          | CORP              | GB        |      787997 | PA      | $1083196.93   | 0.07%             | 2058-02-25      | Floating      | 5.64%                 | 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      | $1101467.24   | 0.07%             | 2050-12-01      | Floating      | 2.39%                 | 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      | $3070155.79   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | JPMorgan Chase Bank, National Association                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -300000000 | NC      | $-2458185.80  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Intercontinental Exchange, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-407134.97   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | UBS AG                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   100000000 | NC      | $39082.53     | 0.00%             |  |  |  | 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      | $2660387.50   | 0.17%             | N/A             | Variable      | 8.38%                 | No            |                  2 | On Loan: —       |
| YPF S.A.                                                            | YPF S.A.                                                                      | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     4550000 | PA      | $4834147.50   | 0.31%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                    | Deutsche Bank AG                                                              | CUSIP: BS4777873<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     7000000 | PA      | $8203208.05   | 0.52%             | N/A             | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11902464.61 | -0.75%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Bank of America, National Association                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    12500000 | NC      | $324412.50    | 0.02%             |  |  |  | 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      | $4813727.95   | 0.30%             | 2032-11-15      | Floating      | 7.49%                 | 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      | $1670583.54   | 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      | $-3838.69     | -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      | $-1556776.11  | -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      | $-8659.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $877795.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Euro-Bund Future                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -435 | NC      | $24955.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newday Funding Master Issuer PLC - Series 2025-2                    | Newday Funding Master Issuer PLC - Series 2025-2, Series 2025-2X, Class E     | CUSIP: BCC3MZ770<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |     6250000 | PA      | $8506454.72   | 0.54%             | 2033-07-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | CME Group Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-254025.03   | -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      | $-582486.58   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Delphos Securities S.a.r.l. - Compartment Verdant Rock              | Delphos Securities S.a.r.l. - Compartment Verdant Rock                        | CUSIP: DC3616976<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     7500000 | PA      | $7125000.00   | 0.45%             | 2056-04-29      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| YPF S.A.                                                            | YPF S.A., Class D                                                             | CUSIP: P9897X131<br>LEI: 5493003N7447U18U5U53 | Long             | EC               | CORP              | AR        |       29363 | NS      | $1425452.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcos Dorados B.V.                                                  | Arcos Dorados B.V.                                                            | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |     2280000 | PA      | $2389440.00   | 0.15%             | 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              | US        |     6000000 | PA      | $6265200.00   | 0.40%             | 2035-02-11      | Variable      | 7.62%                 | 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      | $3341678.13   | 0.21%             | 2061-01-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BNPP Securities Corp                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -20000000 | NC      | $-73805.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1005438.08  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Morgan Stanley Capital Services LLC                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -36000000 | NC      | $-3598275.17  | -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      | $-262648.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | LCH CLEARNET (US) LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-22563.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $566111.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                        | Barclays PLC                                                                  | CUSIP: BX3901796<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    15000000 | PA      | $21121128.50  | 1.34%             | N/A             | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BNPP Securities Corp                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -200000000 | NC      | $-1453614.43  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance Canada Inc.                                   | Mercedes-Benz Finance Canada Inc.                                             | CUSIP: 58769CAA0<br>LEI: 549300G6QKWRPOX3M965 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $3695402.51   | 0.23%             | 2026-06-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer