NPORT-P false 0000826644 XXXXXXXX S000064709 C000209631 C000209636 C000209632 C000209633 C000209635 C000209634 AIM Investment Funds (Invesco Investment Funds) 811-05426 0000826644 Y5W0BJB7U2X9V6NIC803 11 Greenway Plaza Suite 1000 Houston 77046-1173 800-959-4246 Invesco International Bond Fund S000064709 549300J2M4RECICIYD26 2026-10-31 2026-07-31 N 1970539627.35 446725403.81 1523814223.54 0.00000000 34349675.10000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 131074368.24000000 ARS AUD BRL EUR GBP MXN USD ZAR N N/A N/A Towd Point Mortgage Funding 2024 - Granite 6 PLC 635400ZB5U3EBVBSFK52 BCC3FHZV4 1435000.00000000 PA 1939396.87000000 0.127272527060 Long ABS-MBS CORP GB N 2 2053-07-20 Floating 7.24902000 N N N N N N Alba PLC 2138004SAGUH3UKKW934 BCC0TR7G7 2355540.00000000 PA 2927128.55000000 0.192092218643 Long ABS-MBS CORP GB N 2 2038-12-15 Floating 4.81751000 N N N N N N N/A N/A N/A -100000000.00000000 NC -553068.93000000 -0.03629503659 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written AUD versus USD AUD versus USD 1.00000000 0.69000000 AUD 2026-10-27 XXXX 375491.56000000 N N N Brazil Notas do Tesouro Nacional 254900ZFY40OYEADAP90 ZP2084801 753000000.00000000 PA 130148528.02000000 8.540970809266 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.00000000 N N N N N N N/A N/A N/A 33333333.00000000 NC USD 2279569.31000000 0.149596274584 N/A DIR N/A N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Purchased MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A N/A 1.00000000 NC USD N/A N/A DIR Other Other 2049-12-31 0.00000000 USD 0.00000000 USD 33333333.00000000 USD 1.00000000 5.20200000 USD 2035-09-24 XXXX 259569.33000000 N N N RMAC Securities No. 1 PLC 213800C48M2JTBGZT736 BCC0QYR40 3475327.41000000 PA 4647841.81000000 0.305013678058 Long ABS-MBS CORP GB N 2 2044-06-12 Floating 4.01788000 N N N N N N Panorama Auto Trust 2025-1 N/A BCC3L37X5 2512584.07000000 PA 1768563.32000000 0.116061609918 Long ABS-O CORP AU N 2 2033-03-15 Floating 5.28250000 N N N N N N Newgate Funding PLC 2138006KF4KS6D5P1697 N/A 1412749.10000000 PA 1544705.50000000 0.101370985789 Long ABS-MBS CORP GB N 2 2050-12-01 Floating 2.74700000 N N N N N N N/A N/A N/A 5000000.00000000 NC USD 274020.00000000 0.017982507038 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased USD versus BRL USD versus BRL 1.00000000 4.82500000 USD 2026-09-29 XXXX -149230.00000000 N N N Swedbank AB M312WZV08Y7LYUC71685 ZF8591991 5000000.00000000 PA USD 5245250.00000000 0.344218469612 Long DBT CORP SE N 2 N/A Variable 7.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 254898.65000000 0.016727672314 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 27003541.27000000 USD 138177120.70000000 BRL 2026-08-04 254898.65000000 N N N N/A N/A N/A -208335000.00000000 NC USD -1103525.49000000 -0.07241863692 N/A DIR N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Call Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A N/A 1.00000000 NC USD N/A N/A DIR Other Other 2049-12-31 0.00000000 USD 0.00000000 USD 208335000.00000000 USD 1.00000000 4.00000000 USD 2026-12-15 XXXX 364491.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 16116.23000000 0.001057624331 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 2537461.96000000 EUR 2947168.18000000 USD 2026-09-16 16116.23000000 N N N Eurosail-UK NC PLC 213800HEU63KH3XHB844 BCC0VXRD6 3967000.00000000 PA 4022795.73000000 0.263995155567 Long ABS-MBS CORP GB N 2 2045-03-13 Floating 3.24100000 N N N N N N N/A N/A N/A 5000000.00000000 NC USD 202790.00000000 0.013308052705 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Purchased USD versus BRL USD versus BRL 1.00000000 4.80000000 USD 2026-09-29 XXXX -209710.00000000 N N N RLGH Finance Bermuda Ltd. 549300JARQYXR76TRX40 YN6819620 5000000.00000000 PA USD 5121915.95000000 0.336124697543 Long DBT CORP BM N 2 2035-07-02 Fixed 6.75000000 N N N N N N N/A N/A N/A 7500000.00000000 NC 113875.32000000 0.007473044826 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased CHF versus JPY CHF versus JPY 1.00000000 170.00000000 CHF 2027-01-20 XXXX -284707.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 1025582.60000000 0.067303650547 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 20399258661.00000000 CLP 22973172.96000000 USD 2026-09-16 1025582.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 57272.77000000 0.003758513939 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 5178308.90000000 CAD 3758070.26000000 USD 2026-09-16 57272.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 633553.34000000 0.041576809706 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 86630377.71000000 PLN 23822296.76000000 USD 2026-09-16 633553.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -9108.26000000 -0.00059772771 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 906706.65000000 USD 18845000.00000000 CZK 2026-09-16 -9108.26000000 N N N N/A N/A N/A 1.00000000 NC USD 479470.39000000 0.031465147299 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2036-05-22 0.00000000 USD 0.00000000 USD 49000000.00000000 USD 479470.39000000 N N N N/A N/A N/A -50000000.00000000 NC USD -628050.00000000 -0.04121565413 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written USD versus ZAR USD versus ZAR 1.00000000 17.50000000 USD 2026-12-23 XXXX 242450.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -32262.97000000 -0.00211725087 N/A DFE N/A N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 6004190.36000000 USD 5170000.00000000 EUR 2026-09-16 -32262.97000000 N N N N/A N/A N/A 15000000.00000000 NC USD 67350.00000000 0.004419830118 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased USD versus JPY USD versus JPY 1.00000000 140.00000000 USD 2026-08-27 XXXX -1155150.00000000 N N N N/A N/A N/A 12500000.00000000 NC USD 60262.50000000 0.003954714365 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased USD versus JPY USD versus JPY 1.00000000 120.00000000 USD 2027-05-12 XXXX -420987.50000000 N N N N/A N/A N/A -190000000.00000000 NC USD -744040.00000000 -0.04882747440 N/A DIR N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A N/A 1.00000000 NC USD N/A N/A DIR Other Other 2049-12-31 0.00000000 USD 0.00000000 USD 190000000.00000000 USD 1.00000000 4.08000000 USD 2026-10-16 XXXX 675260.00000000 N N N N/A N/A N/A 6250000.00000000 NC 186572.44000000 0.012243778612 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased EUR versus NOK EUR versus NOK 1.00000000 10.25000000 EUR 2026-11-12 XXXX -679289.92000000 N N N UniCredit S.p.A. 549300TRUWO2CD2G5692 BQ3337970 10000000.00000000 PA 11559894.60000000 0.758615743403 Long DBT CORP IT N 2 N/A Variable 4.45000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 625538.23000000 0.041050819734 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 67057984.95000000 EUR 78085000.00000000 USD 2026-09-16 625538.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 1526099.65000000 0.100149980648 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 37500000.00000000 USD 2149875000.00000000 TRY 2027-01-26 1526099.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -1761405.90000000 -0.11559190567 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 135843681.46000000 USD 116077326.27000000 EUR 2026-09-16 -1761405.90000000 N N N Argentine Republic Government International Bond 549300KPBYGYF7HCHO27 040114HS2 3840000.00000000 PA USD 3361920.00000000 0.220625319547 Long DBT NUSS AR N 2 2030-07-09 Variable 0.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -3663.66000000 -0.00024042694 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 240398.60000000 USD 331249.32000000 CAD 2026-09-16 -3663.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -670018.39000000 -0.04396982123 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 108027120.70000000 BRL 20640678.81000000 USD 2026-08-04 -670018.39000000 N N N IM Pastor 4, FTA 95980020140005262912 BCC0QWGY0 3800000.00000000 PA 3371399.58000000 0.221247415066 Long ABS-MBS CORP ES N 2 2044-03-22 Floating 2.57600000 N N N N N N Aberdeen Group PLC 0TMBS544NMO7GLCE7H90 AP5373554 2000000.00000000 PA USD 1963483.30000000 0.128853194153 Long DBT CORP GB N 2 2028-06-30 Fixed 4.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -393284.60000000 -0.02580922227 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 21118656.89000000 USD 29476270.08000000 AUD 2026-09-16 -393284.60000000 N N N Fondo de Titulizacion Santander Consumo 9 959800RE2YA509E01X80 BCC3P9TY2 4500000.00000000 PA 5269762.11000000 0.345827071869 Long ABS-O CORP ES N 2 2040-10-25 Floating 7.02200000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -276294.17000000 -0.01813174898 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 30232917.39000000 USD 542287839200.00000000 IDR 2026-09-16 -276294.17000000 N N N Sociedad Quimica y Minera de Chile S.A. TJ88LXZZW5PWIN93ZC81 833636AP8 6785000.00000000 PA USD 6691027.75000000 0.439097341830 Long DBT CORP CL N 2 2034-09-10 Fixed 5.50000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDV7 1500000.00000000 PA USD 1466376.30000000 0.096230647893 Long DBT CORP GB N 2 N/A Variable 4.87500000 N N N N N N N/A N/A N/A -231.00000000 NC 164668.88 0.010806361921 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Short Long Gilt Future Long Gilt Future 2026-09-28 20101370.52 GBP 164668.88 N N N N/A N/A N/A -250000000.00000000 NC -1231362.22000000 -0.08080789645 N/A DIR N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 250000000.00000000 EUR 1.00000000 3.08150000 EUR 2027-01-04 XXXX -39764.77000000 N N N Frontier Mortgage Funding 2025-1 PLC 213800LC7EZKPEODCU70 BCC3PDXJ1 6442000.00000000 PA 8680751.21000000 0.569672541173 Long ABS-MBS CORP GB N 2 2066-12-20 Floating 6.23693000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AR4 10000000.00000000 PA USD 10047250.00000000 0.659348747687 Long DBT CORP NL N 2 N/A Variable 5.75000000 N N N N Y US TREASURY YIELD CURVE RATE T NOTE CONSTANT MATURITY 5 YEAR US TREASURY YIELD CURVE RATE T USD XXXX N N N N/A N/A N/A -120000000.00000000 NC -539023.74000000 -0.03537332383 N/A DIR N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 120000000.00000000 EUR 1.00000000 3.11100000 EUR 2026-10-16 XXXX 355168.14000000 N N N Banco Macro S.A. 579100KKDKKIFEBKK040 P1047V123 1558631.00000000 NS 15087783.61000000 0.990132745640 Long EC CORP AR N 1 N N N N/A N/A N/A 1.00000000 NC N/A -72371.89000000 -0.00474939063 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 86697275.89000000 GBP 116771269.11000000 USD 2026-09-16 -72371.89000000 N N N N/A N/A N/A 5000000.00000000 NC 355061.81000000 0.023300859416 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Call Purchased AUD versus USD AUD versus USD 1.00000000 0.71500000 AUD 2026-10-21 XXXX -5942.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -642911.59000000 -0.04219094296 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 24174177.27000000 USD 87910000.00000000 PLN 2026-09-16 -642911.59000000 N N N Newday Funding Master Issuer PLC - Series 2025-1 N/A BCC3LFVV5 2700000.00000000 PA 3670822.01000000 0.240896951432 Long ABS-O CORP GB N 2 2033-04-15 Floating 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 10925435.51000000 0.716979494036 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 11112500000.00000000 INR 125000000.00000000 USD 2027-03-19 10925435.51000000 N N N N/A N/A N/A 1.00000000 NC 1005.10000000 0.000065959484 N/A DIR N/A N 2 CME Group Inc LCZ7XYGSLJUHFXXNXD88 Y 2028-07-03 349091.83000000 MXN 0.00000000 MXN 457500000.00000000 MXN -18884.48000000 N N N N/A N/A N/A -375000000.00000000 NC -1993247.43000000 -0.13080645916 N/A DIR N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 GBP 0.00000000 GBP 375000000.00000000 GBP 1.00000000 4.25000000 GBP 2027-04-27 XXXX 27154.16000000 N N N Delphos Securities S.a.r.l. - Compartment Verdant Rock N/A DC2400489 375000.00000000 PA USD 376875.00000000 0.024732345595 Long DBT CORP LU N 2 N/A None 0.00000000 N N N N N N N/A N/A N/A -50000000.00000000 NC USD -18900.00000000 -0.00124030867 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written USD versus ZAR USD versus ZAR 1.00000000 15.60000000 USD 2026-09-16 XXXX 264100.00000000 N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 BW9249937 14000000.00000000 PA USD 14194287.80000000 0.931497263952 Long DBT CORP SE N 2 N/A Variable 6.87500000 N N N N N N Hera Financing 2024-1 DAC 635400VJTRWYKL9GM761 BCC3H4L87 1607555.17000000 PA 2168503.15000000 0.142307580313 Long ABS-MBS CORP IE N 2 2034-11-17 Floating 5.64741000 N N N N N N N/A N/A N/A 25000000.00000000 NC USD 2740150.00000000 0.179821789143 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Purchased USD versus KRW USD versus KRW 1.00000000 1250.00000000 USD 2027-06-04 XXXX 1590150.00000000 N N N Banco BBVA Argentina S.A. 579100KKDBKJFDKKD024 P1624B102 1484411.00000000 NS 9982582.39000000 0.655104948870 Long EC CORP AR N 1 N N N N/A N/A N/A 5000000.00000000 NC USD 437090.00000000 0.028683942783 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased USD versus KRW USD versus KRW 1.00000000 1310.00000000 USD 2027-02-04 XXXX -155410.00000000 N N N Mexican Bonos 254900EGTWEU67VP6075 YR0988158 2615000000.00000000 PA 152115042.97000000 9.982518906840 Long DBT NUSS MX N 2 2030-02-28 Fixed 8.50000000 N N N N N N Braccan Mortgage Funding 2025-2 PLC 213800WUDDAGMT94UJ09 BCC3QKCX6 2172000.00000000 PA 2932314.32000000 0.192432533749 Long ABS-MBS CORP GB N 2 2068-01-17 Floating 4.84937000 N N N N N N Jupiter Mortgage No.1 PLC 6354009QIELPOGEAFS09 BCC3D7YQ0 2200000.00000000 PA 2971263.26000000 0.194988550054 Long ABS-MBS CORP GB N 2 2055-07-20 Floating 7.74902000 N N N N N N Argentum Netherlands BV for Swiss Re Ltd. 724500RPEZI5VVQQWE89 LW2260898 333000.00000000 PA USD 333336.85000000 0.021875163313 Long DBT CORP NL N 2 2052-08-15 Variable 5.62500000 N N N N N N N/A N/A N/A -66670000.00000000 NC -1445670.13000000 -0.09487180967 N/A DIR N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 66670000.00000000 EUR 1.00000000 3.68000000 EUR 2027-05-28 XXXX -319688.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -140131.48000000 -0.00919610001 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 22505000.00000000 EUR 25855656.92000000 USD 2026-09-16 -140131.48000000 N N N Grupo Financiero Galicia S.A. 5299008H3AXIXV5G3C23 P49525150 3358997.00000000 NS 17851922.85000000 1.171528823804 Long EC CORP AR N 1 N N N Invesco Treasury Portfolio 5493004B3TM8ZIDDDC39 825252406 59931216.14000000 NS USD 59931216.14000000 3.932973929116 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -8069861.82000000 -0.52958304859 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 198805375000.00000000 COP 54321376.85000000 USD 2026-09-16 -8069861.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 10938267.29000000 0.717821577002 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 11111250000.00000000 INR 125000000.00000000 USD 2027-03-19 10938267.29000000 N N N N/A N/A N/A -300000000.00000000 NC -1522527.94000000 -0.09991558790 N/A DIR N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 300000000.00000000 EUR 1.00000000 3.04500000 EUR 2026-12-21 XXXX -152547.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 46869.16000000 0.003075779138 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 4929754.48000000 USD 4308348.46000000 EUR 2026-09-16 46869.16000000 N N N N/A N/A N/A -62500000.00000000 NC -1975489.80000000 -0.12964111828 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Call Written EUR versus HUF EUR versus HUF 1.00000000 375.00000000 EUR 2027-06-16 XXXX -780591.52000000 N N N Vale Overseas Ltd. 254900BA3U6G5DNV5V04 91911TAT0 6500000.00000000 PA USD 6489600.00000000 0.425878686505 Long DBT CORP KY N 2 2056-02-25 Variable 6.00000000 N N N N N N N/A N/A N/A -125000000.00000000 NC USD -442375.00000000 -0.02903076983 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written USD versus MXN USD versus MXN 1.00000000 17.00000000 USD 2026-09-29 XXXX 208875.00000000 N N N N/A N/A N/A 33333333.00000000 NC USD 1371047.65000000 0.089974724531 N/A DIR N/A N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Purchased MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A N/A 1.00000000 NC USD N/A N/A DIR Other Other 2049-12-31 0.00000000 USD 0.00000000 USD 33333333.00000000 USD 1.00000000 3.70200000 USD 2035-09-24 XXXX -318952.33000000 N N N N/A N/A N/A 1.00000000 NC -4738429.58000000 -0.31095848212 N/A DCR N/A N 2 Intercontinental Exchange Inc 5493000F4ZO33MV32P92 MARKIT ITRX EUR SNR FIN ITRAXX-XOVERS45V1-5Y Y The Fund makes or receivers a payment if a defined credit event occurs with respect to the reference instrument 2031-06-20 0.00000000 EUR 3841990.18000000 EUR 41250000.00000000 EUR -287732.20000000 N N N Muthoot Finance Ltd. 335800HAMJMBFL4RRF02 62828M2C4 5000000.00000000 PA USD 5040695.55000000 0.330794625232 Long DBT CORP IN N 2 2028-02-14 Fixed 7.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 256706.27000000 0.016846297011 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 26000000.00000000 EUR 30289610.00000000 USD 2026-09-16 256706.27000000 N N N Cresud S.A. Comercial Inmobiliaria Financiera y Agropecuaria 529900OJF9C0NUFNN613 P3311R127 3420000.00000000 NS 4065744.25000000 0.266813643500 Long EC CORP AR N 1 N N N N/A N/A N/A 231000000.00000000 NC 3040820.29000000 0.199553216069 N/A DIR N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 231000000.00000000 EUR 1.00000000 3.39000000 EUR 2033-05-13 XXXX -243483.28000000 N N N Australia Government Bond 213800J6B7JSBDETCB42 N/A 10280000.00000000 PA 11308310.32000000 0.742105575949 Long DBT NUSS AU N 2 2030-09-20 Fixed 2.50000000 N N N N N N N/A N/A N/A -50000000.00000000 NC USD -404250.00000000 -0.02652882442 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Call Written USD versus ZAR USD versus ZAR 1.00000000 18.35000000 USD 2027-02-01 XXXX 484500.00000000 N N N Republic of South Africa Government Bond 378900AAFB4F17004C49 EJ2359143 920000000.00000000 PA 52877809.46000000 3.470095543350 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 906126.44000000 0.059464364225 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 67913229.57000000 AUD 48657316.20000000 USD 2026-09-16 906126.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 21089.89000000 0.001384019762 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1389831.84000000 EUR 1626500.88000000 USD 2026-09-16 21089.89000000 N N N N/A N/A N/A 50000000.00000000 NC USD 144850.00000000 0.009505751932 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased USD versus ZAR USD versus ZAR 1.00000000 16.05000000 USD 2026-09-16 XXXX -619150.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -985379.86000000 -0.06466535387 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 167322330.06000000 USD 1124974953.92000000 CNY 2026-09-16 -985379.86000000 N N N N/A N/A N/A 1.00000000 NC -1205282.46000000 -0.07909641748 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2046-02-16 0.00000000 JPY 0.00000000 JPY 1722000000.00000000 JPY -1205282.46000000 N N N RMAC Securities No. 1 PLC 213800C48M2JTBGZT736 BCC0UJFM1 2052599.84000000 PA 2744903.47000000 0.180133734650 Long ABS-MBS CORP GB N 2 2044-06-12 Floating 4.03788000 N N N N N N AXA F5WCUMTUM4RKZ1MAIE39 AM0771668 12500000.00000000 PA USD 12505912.50000000 0.820697976617 Long DBT CORP FR N 2 2047-01-17 Variable 5.12500000 N N N N N N British Telecommunications Ltd. 549300OWFMSO9NYV4H90 11102AAF8 4400000.00000000 PA USD 4381168.00000000 0.287513263252 Long DBT CORP GB N 2 2081-11-23 Variable 4.25000000 N N N N N N Alba PLC 2138008XOOHJFP498784 BCC0XU0N7 2097608.00000000 PA 2672528.72000000 0.175384156330 Long ABS-MBS CORP GB N 2 2039-03-17 Floating 7.11759000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 505.93000000 0.000033201553 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 177000.00000000 SEK 19136.29000000 USD 2026-09-16 505.93000000 N N N Vista Energy Argentina S.A.U 549300FE4UJNCG1DB123 92841RAA8 2500000.00000000 PA USD 2618125.00000000 0.171813923216 Long DBT CORP AR N 2 2035-12-10 Fixed 7.62500000 N N N N N N ASR Nederland N.V. 7245000G0HS48PZWUD53 ZD8577854 7000000.00000000 PA 8646758.50000000 0.567441776459 Long DBT CORP NL N 2 N/A Variable 6.62500000 N N N N N N N/A N/A N/A 1.00000000 NC USD 257617.98000000 0.016906127795 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2029-06-30 0.00000000 USD 0.00000000 USD 71200000.00000000 USD 257617.98000000 N N N Argentine Republic Government International Bond 549300KPBYGYF7HCHO27 040114HV5 7000000.00000000 PA USD 5190500.00000000 0.340625511943 Long DBT NUSS AR N 2 2041-07-09 Variable 3.50000000 N N N N N N N/A N/A N/A -61665000.00000000 NC -230644.13000000 -0.01513597434 N/A DIR N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 61665000.00000000 EUR 1.00000000 3.08500000 EUR 2026-10-15 XXXX 221789.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -193512.19000000 -0.01269919830 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 18169937.74000000 USD 15562500.00000000 EUR 2026-09-16 -193512.19000000 N N N N/A N/A N/A 5000000.00000000 NC USD 426250.00000000 0.027972569977 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Purchased USD versus CLP USD versus CLP 1.00000000 910.00000000 USD 2026-10-26 XXXX -75750.00000000 N N N Pampa Energia S.A. 254900QNIK0CVURGML24 697660207 12189.00000000 NS USD 1076532.48000000 0.070647226109 Long EC CORP AR N 1 N N N N/A N/A N/A 1.00000000 NC N/A -14593.83000000 -0.00095771713 N/A DFE N/A N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 18923399.97000000 USD 2998383205.00000000 JPY 2026-09-16 -14593.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -146714.63000000 -0.00962811789 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 7413591.83000000 USD 68915000.00000000 NOK 2026-09-16 -146714.63000000 N N N N/A N/A N/A -22.00000000 NC USD 28494.51000000 0.001869946451 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Short U.S. Treasury Notes U.S. Treasury Notes 2026-09-21 2441963.26000000 USD 28494.51000000 N N N Mexican Udibonos 254900EGTWEU67VP6075 ZD7734878 233569595.50000000 PA 12944143.10000000 0.849456771044 Long DBT NUSS MX N 2 2034-08-24 Fixed 4.00000000 N N N N N N Fideicomiso Financiero Invernea Proteina 2 N/A BCC37HGV4 445000000.00000000 PA 2452494.56000000 0.160944459115 Long ABS-O CORP AR N 3 2032-08-25 Variable 0.00000000 N N N N N N RMAC Securities No. 1 PLC 213800C48M2JTBGZT736 BCC0UJFT6 4577676.67000000 PA 4972938.70000000 0.326348095665 Long ABS-MBS CORP GB N 2 2044-06-12 Floating 3.24700000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1727966.81000000 0.113397472165 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 183057951.34000000 USD 936707537.00000000 BRL 2026-08-04 1727966.81000000 N N N UBS Group AG 549300SZJ9VS8SGXAN81 ZF8923848 10000000.00000000 PA USD 10466930.00000000 0.686890162744 Long DBT CORP CH N 2 N/A Variable 7.75000000 N N N N N N N/A N/A N/A 50000000.00000000 NC USD 264550.00000000 0.017361040205 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased USD versus CLP USD versus CLP 1.00000000 855.00000000 USD 2027-01-15 XXXX -1192950.00000000 N N N N/A N/A N/A -62500000.00000000 NC -630700.88000000 -0.04138961759 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written EUR versus NOK EUR versus NOK 1.00000000 11.15000000 EUR 2026-11-12 XXXX 323215.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 19645.32000000 0.001289220148 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 3928480.57000000 NZD 2336712.88000000 USD 2026-09-16 19645.32000000 N N N Zurich Finance (Ireland) DAC 549300E0FVHYR37EGX65 BN4784409 5000000.00000000 PA USD 4478267.60000000 0.293885404849 Long DBT CORP IE N 2 2051-04-19 Variable 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2018241.27000000 0.132446674851 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 40249929.88000000 USD 60968983780.00000000 KRW 2026-09-16 2018241.27000000 N N N Latitude Australia Personal Loans Series 2025-1 Trust N/A BCC3L1Z75 1103660.29000000 PA 777204.12000000 0.051003863068 Long ABS-O CORP AU N 2 2033-09-17 Floating 5.31000000 N N N N N N N/A N/A N/A 1.00000000 NC 352776.21000000 0.023150867379 N/A DCR N/A N 2 Intercontinental Exchange Inc 5493000F4ZO33MV32P92 BNP FRN 13 APR 2017 EMTN XS0772265756 Y The Fund makes or receivers a payment if a defined credit event occurs with respect to the reference instrument 2030-12-20 294776.43000000 EUR 0.00000000 EUR 12500000.00000000 EUR 3381.14000000 N N N Alba PLC 2138004SAGUH3UKKW934 BCC0TR7H5 728076.00000000 PA 911851.22000000 0.059840051753 Long ABS-MBS CORP GB N 2 2038-12-15 Floating 7.11751000 N N N N N N N/A N/A N/A 3750000.00000000 NC 2.64000000 0.000000173249 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Call Purchased AUD versus USD AUD versus USD 1.00000000 0.73750000 AUD 2026-08-04 XXXX -220997.63000000 N N N Eurobank S.A. 213800KGF4EFNUQKAT69 ZG2610597 2500000.00000000 PA 3030218.12000000 0.198857450809 Long DBT CORP GR N 2 2029-11-28 Variable 5.87500000 N N N N N N South Australian Government Financing Authority 254900TDPILDN6AUAD69 YX8602246 54000000.00000000 PA 37390668.62000000 2.453755060320 Long DBT NUSS AU N 2 2031-05-23 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -172628.47000000 -0.01132870840 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 4252795000.00000000 COP 1162029.35000000 USD 2026-09-16 -172628.47000000 N N N N/A N/A N/A 7500000.00000000 NC 4981.61000000 0.000326917147 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Call Purchased EUR versus USD EUR versus USD 1.00000000 1.20000000 EUR 2026-08-13 XXXX -603257.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 95092.59000000 0.006240431972 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 6266638.01000000 EUR 7333759.36000000 USD 2026-09-16 95092.59000000 N N N International Finance Corp. QKL54NQY28TCDAI75F60 BV9969148 1475000000.00000000 PA 7971361.76000000 0.523119002097 Long DBT CORP US N 2 2052-04-26 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1715.86000000 0.000112602965 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2768522.32000000 USD 2055500.00000000 GBP 2026-09-16 1715.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 144449.40000000 0.009479462638 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 67850974.13000000 NOK 7299128.31000000 USD 2026-09-16 144449.40000000 N N N N/A N/A N/A -25000000.00000000 NC USD -465150.00000000 -0.03052537460 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written USD versus BRL USD versus BRL 1.00000000 5.50000000 USD 2026-12-21 XXXX 401600.00000000 N N N Orazul Energy Peru S.A. N/A 685948AA9 1896000.00000000 PA USD 1887996.97000000 0.123899419025 Long DBT CORP PE N 2 2032-09-17 Fixed 6.25000000 N N N N N N Egypt Government International Bond 529900GFIVH4086NMH82 03846JAH3 3490000.00000000 PA USD 3681879.19000000 0.241622576631 Long DBT NUSS EG N 2 2030-02-04 Fixed 8.62500000 N N N N N N U.S. Treasury Bills 254900HROIFWPRGM1V77 912797UG0 54526000.00000000 PA USD 54277218.06000000 3.561931449485 Long DBT UST US N 2 2026-09-17 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -547922.61000000 -0.03595731038 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-08-06 0.00000000 EUR 0.00000000 EUR 75330000.00000000 EUR -547922.61000000 N N N N/A N/A N/A 1.00000000 NC -58296.01000000 -0.00382566385 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2036-07-24 0.00000000 CZK 0.00000000 CZK 885000000.00000000 CZK -58296.01000000 N N N N/A N/A N/A 7500000.00000000 NC 25252.03000000 0.001657159357 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased CHF versus JPY CHF versus JPY 1.00000000 165.00000000 CHF 2026-10-23 XXXX -408519.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 18304.51000000 0.001201229763 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1655000.00000000 CAD 1201088.31000000 USD 2026-09-16 18304.51000000 N N N N/A N/A N/A 7500000.00000000 NC USD 281160.00000000 0.018451068093 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Purchased USD versus JPY USD versus JPY 1.00000000 140.00000000 USD 2027-02-04 XXXX -513840.00000000 N N N N/A N/A N/A -50000000.00000000 NC USD -17500.00000000 -0.00114843395 N/A DFE N/A N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 Put Written USD versus CLP USD versus CLP 1.00000000 830.00000000 USD 2026-10-15 XXXX 247500.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -258178.56000000 -0.01694291574 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 12199026.49000000 GBP 16182691.78000000 USD 2026-09-16 -258178.56000000 N N N N/A N/A N/A 12500000.00000000 NC USD 22312.50000000 0.001464253296 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased USD versus BRL USD versus BRL 1.00000000 4.65000000 USD 2026-09-10 XXXX -990187.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 30954.71000000 0.002031396578 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 3634245.71000000 USD 5128500.00000000 CAD 2026-09-16 30954.71000000 N N N N/A N/A N/A -50000000.00000000 NC -205427.88000000 -0.01348116304 N/A DIR N/A N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 Call Written BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 50000000.00000000 EUR 1.00000000 3.09700000 EUR 2026-10-16 XXXX 175905.39000000 N N N N/A N/A N/A -500000000.00000000 NC USD -1626320.00000000 -0.10672692083 N/A DIR N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A N/A 1.00000000 NC USD N/A N/A DIR Other Other 2049-12-31 0.00000000 USD 0.00000000 USD 500000000.00000000 USD 1.00000000 4.05000000 USD 2026-12-14 XXXX 31504.93000000 N N N RMAC Securities No. 1 PLC 213800C48M2JTBGZT736 BCC0YPXG6 2144480.36000000 PA 2850859.99000000 0.187087109830 Long ABS-MBS CORP GB N 2 2044-06-12 Floating 4.01788000 N N N N N N Newgate Funding PLC 2138006KF4KS6D5P1697 BCC11HRV2 863095.20000000 PA 969759.15000000 0.063640247939 Long ABS-MBS CORP GB N 2 2050-12-15 Floating 3.90100000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 660322.02000000 0.043333498913 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 51847079.06000000 USD 912767826.84000000 MXN 2026-09-17 660322.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 34389.80000000 0.002256823664 N/A DFE N/A N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 3977054.67000000 USD 3472776.30000000 EUR 2026-09-16 34389.80000000 N N N N/A N/A N/A 1.00000000 NC -784710.23000000 -0.05149645001 N/A DIR N/A N 2 CME Group Inc LCZ7XYGSLJUHFXXNXD88 Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 118574177.35000000 BRL -784710.23000000 N N N N/A N/A N/A 50000000.00000000 NC 7668.45000000 0.000503240479 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased EUR versus HUF EUR versus HUF 1.00000000 335.00000000 EUR 2026-11-30 XXXX -146660.99000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 BP3850578 10000000.00000000 PA 11494655.15000000 0.754334417701 Long DBT CORP DE N 2 N/A Variable 4.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -161020.07000000 -0.01056690950 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 12239320.67000000 USD 200219375.00000000 ZAR 2026-09-16 -161020.07000000 N N N Towd Point Mortgage Funding 2024 - Granite 6 PLC 635400ZB5U3EBVBSFK52 BCC3FHZW2 1000000.00000000 PA 1349485.23000000 0.088559695083 Long ABS-MBS CORP GB N 2 2053-07-20 Floating 8.24902000 N N N N N N Pavillion Consumer 2025-1 PLC 213800XK4G6W1NHSJJ12 BCC3PRM86 5000000.00000000 PA 6728753.05000000 0.441573057007 Long ABS-O CORP GB N 2 2036-01-25 Floating 5.63679000 N N N N N N N/A N/A N/A -50000000.00000000 NC USD -195350.00000000 -0.01281980421 N/A DFE N/A N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 Call Written USD versus KRW USD versus KRW 1.00000000 1560.00000000 USD 2026-11-25 XXXX 530150.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 498036.20000000 0.032683524822 N/A DFE N/A N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 25026850.92000000 USD 4047500000.00000000 JPY 2026-09-16 498036.20000000 N N N Argentina Treasury Bond BONTE 549300KPBYGYF7HCHO27 N/A 14350000000.00000000 PA 10848130.68000000 0.711906380214 Long DBT NUSS AR N 2 2027-05-27 Fixed 29.50000000 N N N N N N Repsol E&P Capital Markets US LLC 894500D0J12FRZ3Q0M15 76026AAB3 1934000.00000000 PA USD 1934266.27000000 0.126935832473 Long DBT CORP US N 2 2030-09-16 Fixed 5.20400000 N N N N N N N/A N/A N/A 1.00000000 NC 141593.67000000 0.009292055935 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2036-06-11 0.00000000 AUD 0.00000000 AUD 30000000.00000000 AUD 141593.67000000 N N N Banco de Credito e Inversiones S.A. 549300E9E5Y3PKW24142 05890MAC7 2500000.00000000 PA USD 2636650.00000000 0.173029622592 Long DBT CORP CL N 2 N/A Variable 8.75000000 N N N N N N N/A N/A N/A 10000000.00000000 NC USD 1144620.00000000 0.075115455829 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased USD versus BRL USD versus BRL 1.00000000 4.75000000 USD 2026-12-21 XXXX 111120.00000000 N N N Fideicomiso Dorrego y Libertador N/A BCC39CJP3 117222368.00000000 PA 0.00000000 0.000000 Long ABS-CBDO CORP AR N 3 2043-12-31 Variable 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -188342.39000000 -0.01235993122 N/A DFE N/A N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 30150000.00000000 BRL 5759400.33000000 USD 2026-08-04 -188342.39000000 N N N Stora Enso OYJ 7437000ZP669LKUTZ738 N/A 10000000.00000000 PA 11685632.10000000 0.766867241391 Long DBT CORP FI N 2 N/A Variable 5.62500000 N N N N N N Allwyn Entertainment Financing (UK) PLC 315700J7ZTIN8XGCX365 YM5706465 8000000.00000000 PA 9078507.92000000 0.595775244761 Long DBT CORP GB N 2 2031-02-15 Fixed 4.12500000 N N N N N N Pavillion Consumer 2025-1 PLC 213800XK4G6W1NHSJJ12 BCC3PRM78 10000000.00000000 PA 13492156.76000000 0.885420056564 Long ABS-O CORP GB N 2 2036-01-25 Floating 5.33679000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -238121.07000000 -0.01562664702 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 138177120.70000000 BRL 26815669.13000000 USD 2026-09-02 -238121.07000000 N N N Mansard Mortgages PLC 213800JK7REF83LDFT15 N/A 1810005.63000000 PA 2314866.49000000 0.151912644877 Long ABS-MBS CORP GB N 2 2049-04-15 Floating 6.86826000 N N N N N N N/A N/A N/A -120000000.00000000 NC -1600803.51000000 -0.10505240634 N/A DIR N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 120000000.00000000 EUR 1.00000000 3.04900000 EUR 2027-02-15 XXXX -278797.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 76873.60000000 0.005044814440 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 5066000.00000000 EUR 5928669.38000000 USD 2026-09-16 76873.60000000 N N N Auburn 15 PLC 635400AVCSC2I7SWKL40 BCC3FPT01 1035000.00000000 PA 1383787.68000000 0.090810786421 Long ABS-MBS CORP GB N 2 2045-07-20 Floating 6.23693000 N N N N N N Ivory Coast Government International Bond 254900ICW11T82O6H590 AR6697171 5000000.00000000 PA 5796049.83000000 0.380364596973 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25000000 N N N N N N N/A N/A N/A -1000.00000000 NC USD 1045205.00000000 0.068591366575 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Short U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2026-09-21 109045205.00000000 USD 1045205.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -10959.62000000 -0.00071922284 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 5238000.00000000 PEN 1527781.83000000 USD 2026-09-16 -10959.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 39227.75000000 0.002574313154 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 44785000.00000000 CNY 6661064.34000000 USD 2026-09-16 39227.75000000 N N N N/A N/A N/A -50000000.00000000 NC USD -123129.50000000 -0.00808034851 N/A DCR N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Intercontinental Exchange Inc 5493000F4ZO33MV32P92 N/A N/A N/A 1.00000000 NC USD N/A N/A DCR N/A N/A The Fund makes or receives a payment if a defined credit event occurs with respect to the reference instrument 2031-06-20 0.00000000 USD 0.00000000 USD 50000000.00000000 USD 1.00000000 105.00000000 USD 2026-09-16 XXXX 202085.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -5809756.54000000 -0.38126409704 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 936707537.00000000 BRL 178976161.61000000 USD 2026-08-04 -5809756.54000000 N N N N/A N/A N/A 1.00000000 NC -84877.30000000 -0.00557005563 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-08-03 0.00000000 CZK 0.00000000 CZK 3350000000.00000000 CZK -84877.30000000 N N N Harvest Funding PLC 635400GYAAYKXXRBNI54 BCC3TQWV2 7000000.00000000 PA 9433933.94000000 0.619100005385 Long ABS-MBS CORP GB N 2 2069-11-15 Floating 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -1097455.45000000 -0.07202029178 N/A DIR N/A N 2 CME Group Inc LCZ7XYGSLJUHFXXNXD88 Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 118479636.03000000 BRL -1097455.45000000 N N N N/A N/A N/A 195560000.00000000 NC 1687143.90000000 0.110718476959 N/A DIR N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A N/A 1.00000000 NC N/A N/A DIR Other Other 2049-12-31 0.00000000 EUR 0.00000000 EUR 195560000.00000000 EUR 1.00000000 2.84500000 EUR 2030-09-12 XXXX -647446.02000000 N N N Sitios Latinoamerica, S.A.B. de C.V. 984500D2C0CDC0BFDD35 03217KAB4 5970000.00000000 PA USD 5880318.66000000 0.385894721886 Long DBT CORP MX N 2 2032-04-04 Fixed 5.37500000 N N N N N N N/A N/A N/A 1.00000000 NC -340666.33000000 -0.02235615895 N/A DIR N/A N 2 CME Group Inc LCZ7XYGSLJUHFXXNXD88 Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 58882012.11000000 BRL -340666.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 298111.06000000 0.019563477974 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 370684285.81000000 ZAR 22659764.27000000 USD 2026-09-16 298111.06000000 N N N Brazil Notas do Tesouro Nacional 254900ZFY40OYEADAP90 EK6971114 69000000.00000000 PA 53735974.67000000 3.526412461564 Long DBT NUSS BR N 2 2055-05-15 Fixed 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -97766.96000000 -0.00641593696 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 11156834.64000000 GBP 14938520.72000000 USD 2026-09-16 -97766.96000000 N N N N/A N/A N/A -17780000.00000000 NC -1345477.24000000 -0.08829667155 N/A DIR N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A N/A 1.00000000 NC N/A N/A DIR Other Other 2049-12-31 0.00000000 EUR 0.00000000 EUR 17780000.00000000 EUR 1.00000000 3.01500000 EUR 2030-09-12 XXXX 866210.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -1055647.48000000 -0.06927665221 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 30454355.09000000 USD 9319325018.45000000 HUF 2026-09-16 -1055647.48000000 N N N N/A N/A N/A -200000000.00000000 NC -955878.18000000 -0.06272931209 N/A DIR N/A N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 Put Written BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 200000000.00000000 EUR 1.00000000 3.03500000 EUR 2026-12-01 XXXX -133890.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -53092.79000000 -0.00348420359 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 8802343.20000000 GBP 11810000.00000000 USD 2026-09-16 -53092.79000000 N N N N/A N/A N/A -333333334.00000000 NC USD -1569990.00000000 -0.10303027598 N/A DIR N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A N/A 1.00000000 NC USD N/A N/A DIR Other Other 2049-12-31 0.00000000 USD 0.00000000 USD 333333334.00000000 USD 1.00000000 3.98000000 USD 2026-11-16 XXXX 1809176.67000000 N N N NatWest Group PLC 2138005O9XJIJN4JPN90 BM3452604 13000000.00000000 PA 17463465.85000000 1.146036411802 Long DBT CORP GB N 2 N/A Variable 5.12500000 N N N N N N N/A N/A N/A 12500000.00000000 NC USD 76950.00000000 0.005049828175 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Purchased USD versus JPY USD versus JPY 1.00000000 117.50000000 USD 2027-08-18 XXXX -371800.00000000 N N N N/A N/A N/A 1.00000000 NC -802582.38000000 -0.05266930624 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-06-22 0.00000000 EUR 0.00000000 EUR 146665000.00000000 EUR -802582.38000000 N N N N/A N/A N/A -250000000.00000000 NC -1473580.04000000 -0.09670339187 N/A DIR N/A N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 Put Written Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 GBP 0.00000000 GBP 250000000.00000000 GBP 1.00000000 4.42000000 GBP 2026-12-22 XXXX 187656.18000000 N N N N/A N/A N/A -10000000.00000000 NC -36848.56000000 -0.00241817929 N/A DIR N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A N/A 1.00000000 NC N/A N/A DIR Other Other 2049-12-31 0.00000000 EUR 0.00000000 EUR 10000000.00000000 EUR 1.00000000 3.45000000 EUR 2026-09-01 XXXX -13786.55000000 N N N Coca-Cola Europacific Partners PLC 549300LTH67W4GWMRF57 N/A 10000000.00000000 PA 11344184.20000000 0.744459792063 Long DBT CORP GB N 2 2031-06-03 Fixed 3.12500000 N N N N N N N/A N/A N/A 6250000.00000000 NC USD 118306.25000000 0.007763823711 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased USD versus MXN USD versus MXN 1.00000000 16.90000000 USD 2026-08-13 XXXX -625443.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 265214.73000000 0.017404662976 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 421254721.20000000 THB 12923311.44000000 USD 2026-09-16 265214.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -265172.85000000 -0.01740191461 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 12921271.18000000 USD 421188216.00000000 THB 2026-09-16 -265172.85000000 N N N N/A N/A N/A -200000000.00000000 NC -1004132.89000000 -0.06589601766 N/A DIR N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 200000000.00000000 EUR 1.00000000 3.05000000 EUR 2026-12-21 XXXX -99945.89000000 N N N N/A N/A N/A 60000000.00000000 NC 13423710.14000000 0.880928260980 N/A DIR N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 60000000.00000000 EUR 1.00000000 1.75700000 EUR 2039-03-15 XXXX 4505211.49000000 N N N Athora Netherlands N.V. 724500MKKXKEVWMN9E13 YT1539634 5000000.00000000 PA 6163139.62000000 0.404454790143 Long DBT CORP NL N 2 N/A Variable 6.75000000 N N N N N N Navoiy Kon-Metallurgiya Kombinati Aksiyadorlik Jamiyati 213800YLNAGERZ4C3M60 63890CAA2 2000000.00000000 PA USD 2042442.22000000 0.134034857297 Long DBT CORP UZ N 2 2028-10-17 Fixed 6.70000000 N N N N N N N/A N/A N/A 75000000.00000000 NC 181188.67000000 0.011890469796 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Purchased EUR versus NOK EUR versus NOK 1.00000000 11.00000000 EUR 2026-09-14 XXXX -74059.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -274084.26000000 -0.01798672408 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 30908917.82000000 EUR 35429167.78000000 USD 2026-09-16 -274084.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -102113.67000000 -0.00670118892 N/A DFE N/A N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 9415927.32000000 EUR 10774333.97000000 USD 2026-09-16 -102113.67000000 N N N N/A N/A N/A -53335000.00000000 NC -4655545.85000000 -0.30551925412 N/A DIR N/A N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 GBP 0.00000000 GBP 53335000.00000000 GBP 1.00000000 5.00000000 GBP 2027-10-22 XXXX -1524615.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -446497.93000000 -0.02930133628 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 3282946783.87000000 MXN 188406569.02000000 USD 2026-09-17 -446497.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 14.43000000 0.000000946965 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 28340000.00000000 IDR 1579.97000000 USD 2026-09-16 14.43000000 N N N N/A N/A N/A -600000000.00000000 NC -3097895.50000000 -0.20329876517 N/A DIR N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 600000000.00000000 EUR 1.00000000 3.08400000 EUR 2027-01-21 XXXX -77088.92000000 N N N N/A N/A N/A 1.00000000 NC -1535901.32000000 -0.10079321325 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2027-11-16 0.00000000 KRW 0.00000000 KRW 253333300000.00000000 KRW -1535901.32000000 N N N N/A N/A N/A 5000000.00000000 NC 305365.61000000 0.020039556350 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased EUR versus INR EUR versus INR 1.00000000 106.00000000 EUR 2026-10-13 XXXX -287688.71000000 N N N N/A N/A N/A -33330000.00000000 NC -984888.45000000 -0.06463310518 N/A DIR N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 GBP 0.00000000 GBP 33330000.00000000 GBP 1.00000000 5.54800000 GBP 2027-05-10 XXXX 346178.29000000 N N N Chile Electricity Lux MPC II S.a.r.l. N/A 16882LAA0 2116298.33000000 PA USD 2101484.24000000 0.137909477909 Long DBT CORP LU N 2 2035-10-20 Fixed 5.58000000 N N N N N N N/A N/A N/A 1.00000000 NC USD 232030.00000000 0.015226921787 N/A DCR N/A N 2 Intercontinental Exchange Inc 5493000F4ZO33MV32P92 TURKEY 11.875% 15 JAN 2030 30Y US900123AL40 Y The Fund makes or receivers a payment if a defined credit event occurs with respect to the reference instrument 2030-12-20 280308.84000000 USD 0.00000000 USD 5000000.00000000 USD -48278.84000000 N N N Minerva Luxembourg S.A. 222100NM3G3RCPGZ2Z17 603374AH2 2500000.00000000 PA USD 2589500.00000000 0.169935413385 Long DBT CORP LU N 2 2033-09-13 Fixed 8.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -20184.31000000 -0.00132459125 N/A DFE N/A N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 36405000.00000000 TRY 718628.48000000 USD 2026-09-16 -20184.31000000 N N N N/A N/A N/A -11840000.00000000 NC -438605.66000000 -0.02878340766 N/A DIR N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Call Written Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 11840000.00000000 EUR 1.00000000 3.00000000 EUR 2028-01-28 XXXX 114970.36000000 N N N RAF ABS Series 2025-1 N/A BCC3NSJG2 696773.85000000 PA 490387.91000000 0.032181607339 Long ABS-O CORP AU N 2 2031-12-09 Floating 5.25500000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334DD3 5000000.00000000 PA 5673564.10000000 0.372326495733 Long DBT CORP US N 2 2056-07-16 Variable 4.75000000 N N N N N N N/A N/A N/A 75000000.00000000 NC USD 133950.00000000 0.008790441638 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased USD versus BRL USD versus BRL 1.00000000 5.00000000 USD 2026-10-19 XXXX -139050.00000000 N N N Eurohome UK Mortgages PLC 213800B2HNVAOW7VZL10 BCC0ZHX24 6610000.00000000 PA 8873148.86000000 0.582298598013 Long ABS-MBS CORP GB N 2 2044-09-15 Floating 5.26751000 N N N N N N N/A N/A N/A 1.00000000 NC -19696.47000000 -0.00129257685 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2036-06-17 0.00000000 ZAR 0.00000000 ZAR 122500000.00000000 ZAR -19696.47000000 N N N N/A N/A N/A -32395000.00000000 NC -517928.89000000 -0.03398897857 N/A DIR N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 32395000.00000000 EUR 1.00000000 3.26200000 EUR 2027-01-22 XXXX 55017.85000000 N N N Legal & General Group PLC 213800JH9QQWHLO99821 AM7838908 1171000.00000000 PA USD 1171457.95000000 0.076876690865 Long DBT CORP GB N 2 2047-03-21 Variable 5.25000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 ZL3191307 10000000.00000000 PA 14312775.19000000 0.939272974939 Long DBT CORP GB N 2 N/A Variable 9.25000000 N N N N N N N/A N/A N/A 7500000.00000000 NC 700318.26000000 0.045958244068 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased AUD versus USD AUD versus USD 1.00000000 0.71500000 AUD 2026-09-10 XXXX 224109.12000000 N N N N/A N/A N/A 1.00000000 NC USD -39524.10000000 -0.00259376106 N/A DCR N/A N 2 Intercontinental Exchange Inc 5493000F4ZO33MV32P92 MEX 4.15% 28 MAR 2027 US91087BAC46 Y The Fund makes or receivers a payment if a defined credit event occurs with respect to the reference instrument 2029-12-20 19741.56000000 USD 0.00000000 USD 3300000.00000000 USD -59265.66000000 N N N N/A N/A N/A 1.00000000 NC 3953545.00000000 0.259450590427 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2054-12-20 0.00000000 EUR 0.00000000 EUR 19200000.00000000 EUR 3953545.00000000 N N N UBS Group AG 549300SZJ9VS8SGXAN81 ZG0298346 5000000.00000000 PA USD 5733105.00000000 0.376233855245 Long DBT CORP CH N 2 N/A Variable 9.25000000 N N N N N N N/A N/A N/A -125000000.00000000 NC USD -395125.00000000 -0.02592999815 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Call Written USD versus MXN USD versus MXN 1.00000000 18.25000000 USD 2026-09-29 XXXX 393000.00000000 N N N N/A N/A N/A -125000000.00000000 NC USD -976908.75000000 -0.06410943899 N/A DIR N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A N/A 1.00000000 NC USD N/A N/A DIR Other Other 2049-12-31 0.00000000 USD 0.00000000 USD 125000000.00000000 USD 1.00000000 4.17500000 USD 2026-10-13 XXXX -339408.75000000 N N N N/A N/A N/A 1.00000000 NC 6012990.00000000 0.394601251721 N/A DCR N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 MARKIT ITRX EUR SNR FIN ITRAXX-XOVERS44V1-5Y Y The Fund makes or receivers a payment if a defined credit event occurs with respect to the reference instrument 2030-12-20 5224715.55000000 EUR 0.00000000 EUR 40000000.00000000 EUR -18827.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 210976.61000000 0.013845297329 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 17334292.69000000 USD 305000000.00000000 MXN 2026-09-17 210976.61000000 N N N N/A N/A N/A -1485325000.00000000 NC USD -6625321.87000000 -0.43478540675 N/A DIR N/A N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 Put Written Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 N/A N/A N/A 1.00000000 NC USD N/A N/A DIR Other Other 2049-12-31 0.00000000 USD 0.00000000 USD 1485325000.00000000 USD 1.00000000 4.20000000 USD 2026-12-09 XXXX -866372.10000000 N N N N/A N/A N/A -100000000.00000000 NC USD -103500.00000000 -0.00679216655 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written USD versus CLP USD versus CLP 1.00000000 805.00000000 USD 2027-01-15 XXXX 996500.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -12174.23000000 -0.00079893137 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 798837.06000000 USD 1100731.17000000 CAD 2026-09-16 -12174.23000000 N N N N/A N/A N/A 1.00000000 NC 82764.64000000 0.005431412748 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2036-07-24 0.00000000 EUR 0.00000000 EUR 32500000.00000000 EUR 82764.64000000 N N N Standard Life PLC 2138001P49OLAEU33T68 AS3039276 3000000.00000000 PA 4003689.08000000 0.262741285528 Long DBT CORP GB N 2 N/A Variable 5.75000000 N N N N Y UK GILTS 5 YEAR UK GILTS 5 YEAR GBP XXXX N N N N/A N/A N/A 1.00000000 NC 100579.74000000 0.006600525080 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-08-03 0.00000000 EUR 0.00000000 EUR 137500000.00000000 EUR 100579.74000000 N N N N/A N/A N/A -300000000.00000000 NC -1746631.07000000 -0.11462231045 N/A DIR N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 300000000.00000000 EUR 1.00000000 2.75000000 EUR 2028-04-27 XXXX -357693.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -100674.32000000 -0.00660673187 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 15095000.00000000 EUR 17335736.52000000 USD 2026-09-16 -100674.32000000 N N N B.A.T Capital Corp. 2138005GYEXN7XRHFA84 05526DBB0 7000000.00000000 PA USD 6932866.08000000 0.454967933288 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -679.53000000 -0.00004459401 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 96768.25000000 USD 122850.58000000 SGD 2026-09-16 -679.53000000 N N N PA Autopista Rio Magdalena 549300DOJDJENE63OG19 69313QAA7 34733327247.46000000 PA 9825451.05000000 0.644793236486 Long DBT CORP CO N 2 2036-06-15 Fixed 6.05000000 N N N N N N Prosus N.V. 635400Z5LQ5F9OLVT688 ZP4820434 2500000.00000000 PA USD 2372330.53000000 0.155683710871 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68000000 N N N N N N Repsol E&P Capital Markets US LLC 894500D0J12FRZ3Q0M15 76026AAA5 1909000.00000000 PA USD 1909094.27000000 0.125283925068 Long DBT CORP US N 2 2028-09-16 Fixed 4.80500000 N N N N N N N/A N/A N/A 5000000.00000000 NC USD 736475.00000000 0.048331022812 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased USD versus ZAR USD versus ZAR 1.00000000 16.10000000 USD 2026-09-22 XXXX 178475.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 18888.89000000 0.001239579583 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2628968.28000000 USD 1964694.03000000 GBP 2026-09-16 18888.89000000 N N N Aeropuertos Dominicanos Siglo XXI, S.A. 254900KJA5MXNPYB4W32 007866AE6 2975000.00000000 PA USD 3051576.50000000 0.200259090173 Long DBT CORP DO N 2 2034-06-30 Fixed 7.00000000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 N/A 11600000.00000000 PA USD 11520706.69000000 0.756044044741 Long DBT CORP SE N 2 N/A Variable 4.37500000 N N N N Y US TREASURY YIELD CURVE RATE T NOTE CONSTANT MATURITY 5 YEAR US TREASURY YIELD CURVE RATE T USD XXXX N N N N/A N/A N/A 50000000.00000000 NC USD 120250.00000000 0.007891381911 N/A DFE N/A N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 Put Purchased USD versus CLP USD versus CLP 1.00000000 870.00000000 USD 2026-10-15 XXXX -914850.00000000 N N N N/A N/A N/A 1.00000000 NC USD -127036.73000000 -0.00833675969 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-09-23 0.00000000 USD 0.00000000 USD 151200000.00000000 USD -127036.73000000 N N N N/A N/A N/A -231000000.00000000 NC -2493057.36000000 -0.16360638465 N/A DIR N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 231000000.00000000 EUR 1.00000000 2.93000000 EUR 2028-05-15 XXXX -364882.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -234864.72000000 -0.01541294971 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 127317000.00000000 BRL 24881180.38000000 USD 2026-08-04 -234864.72000000 N N N N/A N/A N/A -40000000.00000000 NC USD -547954.80000000 -0.03595942284 N/A DIR N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A N/A 1.00000000 NC USD N/A N/A DIR Other Other 2049-12-31 0.00000000 USD 0.00000000 USD 40000000.00000000 USD 1.00000000 2.42000000 USD 2029-07-11 XXXX 2016045.20000000 N N N Norddeutsche Landesbank - Girozentrale DSNHHQ2B9X5N6OUJ1236 YL7828830 5000000.00000000 PA 5781456.43000000 0.379406908052 Long DBT CORP DE N 2 2035-12-10 Variable 4.37500000 N N N N N N Hannover Rueck SE 529900KIN5BE45V5KB18 ZN2140640 1500000.00000000 PA 1895953.47000000 0.124421562727 Long DBT CORP DE N 2 2043-08-26 Variable 5.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -537223.11000000 -0.03525515785 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 912767827.11000000 MXN 51970177.99000000 USD 2026-09-17 -537223.11000000 N N N Sestante Finance S.r.l. 8156007805C14C036D95 BCC0MTXC0 9700000.00000000 PA 7008051.18000000 0.459901940258 Long ABS-MBS CORP IT N 2 2045-07-15 Floating 3.23100000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 3577.54000000 0.000234775338 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 66992900.00000000 USD 58000000.00000000 EUR 2026-09-16 3577.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 971855.02000000 0.063777788984 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 64045619.50000000 EUR 74951698.27000000 USD 2026-09-16 971855.02000000 N N N TMF Trust Co. (Argentina) S.A. N/A N/A 253685.00000000 PA USD 237476.46000000 0.015584344622 Long DBT CORP AR N 3 2027-04-07 Fixed 12.00000000 N N N N N N N/A N/A N/A -50000000.00000000 NC USD -1165000.00000000 -0.07645288920 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written USD versus CLP USD versus CLP 1.00000000 950.00000000 USD 2027-01-15 XXXX -92500.00000000 N N N N/A N/A N/A -10000000.00000000 NC -6620.81000000 -0.00043448931 N/A DIR N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 10000000.00000000 EUR 1.00000000 3.10000000 EUR 2026-08-28 XXXX 14274.52000000 N N N Hiscox Ltd. 5493007JXOLJ0QCY2D70 YN0550619 2500000.00000000 PA USD 2603809.23000000 0.170874453708 Long DBT CORP BM N 2 2036-06-11 Variable 7.00000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 83370RAC2 5500000.00000000 PA USD 5735037.00000000 0.376360642354 Long DBT CORP FR N 2 N/A Variable 9.37500000 N N N N N N N/A N/A N/A -125000000.00000000 NC USD -976908.75000000 -0.06410943899 N/A DIR N/A N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 Put Written BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 N/A N/A N/A 1.00000000 NC USD N/A N/A DIR Other Other 2049-12-31 0.00000000 USD 0.00000000 USD 125000000.00000000 USD 1.00000000 4.17500000 USD 2026-10-13 XXXX -336283.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 1022641.23000000 0.067110623736 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 9027943772.00000000 HUF 29502158.66000000 USD 2026-09-16 1022641.23000000 N N N N/A N/A N/A 1.00000000 NC USD 299517.90000000 0.019655801565 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-09-23 0.00000000 USD 0.00000000 USD 190000000.00000000 USD 299517.90000000 N N N UBS Group AG 549300SZJ9VS8SGXAN81 YR2832081 5000000.00000000 PA USD 5061160.00000000 0.332137600621 Long DBT CORP CH N 2 N/A Variable 7.00000000 N N N N N N Banco del Estado de Chile 5493004R4EJC0W0XVQ72 05957AAC3 1450000.00000000 PA USD 1519292.60000000 0.099703269370 Long DBT CORP CL N 2 N/A Variable 7.95000000 N N N N N N Progress 2023-2 Trust 984500CDBC2E5FDAB555 BCC3BWJQ4 5657576.86000000 PA 4004999.17000000 0.262827259919 Long ABS-MBS CORP AU N 2 2054-07-12 Floating 5.45500000 N N N N N N N/A N/A N/A 1.00000000 NC USD -5842465.20000000 -0.38341059623 N/A DCR N/A N 2 Intercontinental Exchange Inc 5493000F4ZO33MV32P92 MARKIT CDX.NA.HY.46 06/31* CDX HY CDSI S46 5Y PRC CDX-NAHYS46V2-5Y Y The Fund makes or receivers a payment if a defined credit event occurs with respect to the reference instrument 2031-06-20 0.00000000 USD 5200861.57000000 USD 77220000.00000000 USD -641603.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 295078.66000000 0.019364477338 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 33500000.00000000 EUR 38991320.00000000 USD 2026-09-16 295078.66000000 N N N Heineken N.V. 724500K5PTPSST86UQ23 ZL5095365 10000000.00000000 PA 11736487.74000000 0.770204632473 Long DBT CORP NL N 2 2030-09-23 Fixed 3.87500000 N N N N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 71647NBK4 2500000.00000000 PA USD 2542812.50000000 0.166871555647 Long DBT CORP NL N 2 2033-07-03 Fixed 6.50000000 N N N N N N/A N/A N/A 1.00000000 NC N/A -128836.53000000 -0.00845487120 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 18750000.00000000 EUR 21529507.50000000 USD 2026-09-16 -128836.53000000 N N N N/A N/A N/A 7500000.00000000 NC 5.28000000 0.000000346498 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Call Purchased AUD versus USD AUD versus USD 1.00000000 0.73600000 AUD 2026-07-31 XXXX -642189.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -123612.99000000 -0.00811207744 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 9867739.73000000 EUR 11274728.44000000 USD 2026-09-16 -123612.99000000 N N N N/A N/A N/A 1.00000000 NC USD -17144.00000000 -0.00112507153 N/A DCR N/A N 2 Intercontinental Exchange Inc 5493000F4ZO33MV32P92 BRAZIL 3.75% 12 SEP 2031 US105756CE88 Y The Fund makes or receivers a payment if a defined credit event occurs with respect to the reference instrument 2026-12-20 0.00000000 USD 593.31000000 USD 8000000.00000000 USD -16550.69000000 N N N N/A N/A N/A 1.00000000 NC USD 251741.10000000 0.016520458735 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-09-23 0.00000000 USD 0.00000000 USD 195000000.00000000 USD 251741.10000000 N N N Bridgegate Funding PLC 213800AMOVZ8X4YGP617 BCC3V2TK0 8000000.00000000 PA 10811127.57000000 0.709478058610 Long ABS-MBS CORP GB N 2 2080-05-15 Floating 0.00000000 N N N N N N Invesco Private Prime Fund N/A N/A 7668066.00000000 NS USD 7668832.80660000 0.503265600762 Long STIV PF US N 2 N N N/A N/A N/A -160000000.00000000 NC -817767.67000000 -0.05366583782 N/A DIR N/A N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 Put Written Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 GBP 0.00000000 GBP 160000000.00000000 GBP 1.00000000 4.42100000 GBP 2026-11-23 XXXX 130554.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -532540.55000000 -0.03494786580 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 17000000.00000000 AUD 11400200.00000000 USD 2027-01-08 -532540.55000000 N N N Sociedad Quimica y Minera de Chile S.A. TJ88LXZZW5PWIN93ZC81 833636AQ6 1800000.00000000 PA USD 1749150.00000000 0.114787614722 Long DBT CORP CL N 2 2056-04-22 Variable 5.62500000 N N N N N N Harvest Funding PLC 635400GYAAYKXXRBNI54 BCC3TQWW0 2500000.00000000 PA 3354743.48000000 0.220154361875 Long ABS-MBS CORP GB N 2 2069-11-15 Floating 0.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDL3 2500000.00000000 PA USD 2660045.00000000 0.174564914732 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75000000 N N N N N N YPF S.A. 5493003N7447U18U5U53 N/A 1000000.00000000 PA USD 1005824.00000000 0.066006996421 Long DBT CORP AR N 2 2027-07-21 Fixed 6.95000000 N N N N N N Mansard Mortgages PLC 213800OR1ZCE1EMOXP13 N/A 3129741.13000000 PA 4178498.43000000 0.274213113741 Long ABS-MBS CORP GB N 2 2048-10-15 Floating 7.36826000 N N N N N N Telecommunications Co. Telekom Srbija Akcionarsko drustvo, Belgrade 254900OVY0XI1DFYC092 87945BAA8 2468000.00000000 PA USD 2460067.92000000 0.161441459332 Long DBT CORP RS N 2 2029-10-28 Fixed 7.00000000 N N N N N N N/A N/A N/A 5000000.00000000 NC 76824.51000000 0.005041592919 N/A DFE N/A N 2 Deutsche Bank Aktiengesellschaft N/A Call Purchased AUD versus USD AUD versus USD 1.00000000 0.73000000 AUD 2026-08-31 XXXX -228644.32000000 N N N Auburn 15 PLC 635400AVCSC2I7SWKL40 BCC3FPSY8 870000.00000000 PA 1162711.31000000 0.076302694386 Long ABS-MBS CORP GB N 2 2045-07-20 Floating 5.73693000 N N N N N N N/A N/A N/A -50000000.00000000 NC USD -175150.00000000 -0.01149418329 N/A DFE N/A N 2 Deutsche Bank Aktiengesellschaft N/A Call Written USD versus ZAR USD versus ZAR 1.00000000 17.05000000 USD 2026-08-27 XXXX 279850.00000000 N N N N/A N/A N/A 1.00000000 NC 25985.19000000 0.001705272834 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2036-07-24 0.00000000 ZAR 0.00000000 ZAR 156250000.00000000 ZAR 25985.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -234596.16000000 -0.01539532551 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 3082681000.00000000 INR 31953158.85000000 USD 2026-09-16 -234596.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 56891.45000000 0.003733489891 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 24006212.39000000 USD 418303449.59000000 MXN 2026-09-17 56891.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -144814.50000000 -0.00950342225 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 38263500.00000000 USD 33000000.00000000 EUR 2026-09-16 -144814.50000000 N N N Frontier Mortgage Funding 2025-1 PLC 213800LC7EZKPEODCU70 BCC3PDXL6 4628000.00000000 PA 6236579.25000000 0.409274250998 Long ABS-MBS CORP GB N 2 2066-12-20 Floating 7.23693000 N N N N N N N/A N/A N/A -278610000.00000000 NC -1398807.32000000 -0.09179644725 N/A DIR N/A N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 Put Written Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 278610000.00000000 EUR 1.00000000 3.05000000 EUR 2026-12-21 XXXX -158632.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -1583418.78000000 -0.10391153695 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 35468770.21000000 USD 31494849197.00000000 CLP 2026-09-16 -1583418.78000000 N N N RMAC Securities No. 1 PLC 213800C48M2JTBGZT736 BCC0YPXP6 393041.58000000 PA 425844.98000000 0.027945990621 Long ABS-MBS CORP GB N 2 2044-06-12 Floating 3.59700000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 60352.71000000 0.003960634378 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 20290740.70000000 USD 15100388.39000000 GBP 2026-09-16 60352.71000000 N N N N/A N/A N/A 7500000.00000000 NC 356107.08000000 0.023369455048 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Call Purchased EUR versus USD EUR versus USD 1.00000000 1.19250000 EUR 2026-10-09 XXXX -245467.57000000 N N N N/A N/A N/A -240000000.00000000 NC -2438983.84000000 -0.16005782084 N/A DIR N/A N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 Put Written Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 240000000.00000000 EUR 1.00000000 3.00000000 EUR 2028-06-02 XXXX -803453.51000000 N N N N/A N/A N/A -87500000.00000000 NC USD -3196025.00000000 -0.20973849374 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written USD versus TRY USD versus TRY 1.00000000 55.75000000 USD 2027-01-25 XXXX 2893975.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 83034.91000000 0.005449149162 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 11309766.75000000 USD 1091109747.00000000 INR 2026-09-16 83034.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 26608.97000000 0.001746208270 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 42933285.42000000 USD 31875982.16000000 GBP 2026-09-16 26608.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 274784.33000000 0.018032666039 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 539324455700.00000000 IDR 30067706.73000000 USD 2026-09-16 274784.33000000 N N N N/A N/A N/A 7500000.00000000 NC 121340.19000000 0.007962925409 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Purchased EUR versus HUF EUR versus HUF 1.00000000 330.00000000 EUR 2027-03-16 XXXX -744906.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -1935924.63000000 -0.12704466201 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 58482283095.00000000 KRW 38608283.22000000 USD 2026-09-16 -1935924.63000000 N N N Telefonica Europe, B.V. 7245007FZS0M65WUGP67 N/A 7000000.00000000 PA 8713030.90000000 0.571790889296 Long DBT CORP NL N 2 N/A Variable 6.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 182464.84000000 0.011974218194 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 13675549.36000000 AUD 9798025.12000000 USD 2026-09-16 182464.84000000 N N N Lancashire Holdings Ltd. 5493002UNUYXLHOWF752 N/A 5000000.00000000 PA USD 4875705.45000000 0.319967183314 Long DBT CORP BM N 2 2041-09-18 Variable 5.62500000 N N N N N N N/A N/A N/A 7500000.00000000 NC 8757.50000000 0.000574709164 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased CHF versus JPY CHF versus JPY 1.00000000 161.00000000 CHF 2026-09-17 XXXX -487236.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -83780.34000000 -0.00549806785 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1572412500.00000000 JPY 9832378.17000000 USD 2026-09-16 -83780.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -99347.07000000 -0.00651963136 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 7661874.80000000 USD 6547010.00000000 EUR 2026-09-16 -99347.07000000 N N N Harvest Funding PLC 635400GYAAYKXXRBNI54 BCC3TQWX8 2425000.00000000 PA 3265474.85000000 0.214296126099 Long ABS-MBS CORP GB N 2 2069-11-15 Floating 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -161850.34000000 -0.01062139580 N/A DCR N/A N 2 Intercontinental Exchange Inc 5493000F4ZO33MV32P92 TYA56DSN1 TYA56DSN1 Y The Fund makes or receivers a payment if a defined credit event occurs with respect to the reference instrument 2028-12-20 0.00000000 EUR 35550.26000000 EUR 7500000.00000000 EUR -123676.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -18351.67000000 -0.00120432462 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 21984220.51000000 GBP 29610219.04000000 USD 2026-09-16 -18351.67000000 N N N N/A N/A N/A 1.00000000 NC -52691.04000000 -0.00345783883 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2029-06-11 0.00000000 AUD 0.00000000 AUD 85000000.00000000 AUD -52691.04000000 N N N N/A N/A N/A -50000000.00000000 NC USD -1069900.00000000 -0.07021197095 N/A DFE N/A N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 Call Written USD versus CLP USD versus CLP 1.00000000 930.00000000 USD 2026-10-15 XXXX -341400.00000000 N N N N/A N/A N/A 1.00000000 NC -300596.04000000 -0.01972655428 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2029-06-25 0.00000000 AUD 0.00000000 AUD 103200000.00000000 AUD -300596.04000000 N N N N/A N/A N/A -348000000.00000000 NC -1755245.24000000 -0.11518761361 N/A DIR N/A N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 Put Written Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 348000000.00000000 EUR 1.00000000 3.07000000 EUR 2027-01-04 XXXX -106589.13000000 N N N N/A N/A N/A 5000000.00000000 NC USD 787285.00000000 0.051665418778 N/A DFE N/A N 2 Deutsche Bank Aktiengesellschaft N/A Put Purchased USD versus MXN USD versus MXN 1.00000000 17.20000000 USD 2026-09-25 XXXX 302785.00000000 N N N Wynn Macau, Ltd. 254900NMDQ8ENTHU1I31 98313RAL0 1750000.00000000 PA USD 1720550.90000000 0.112910804573 Long DBT CORP KY N 2 2034-02-15 Fixed 6.75000000 N N N N N N N/A N/A N/A -166665000.00000000 NC USD -1257910.75000000 -0.08255013836 N/A DIR N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A N/A 1.00000000 NC USD N/A N/A DIR Other Other 2049-12-31 0.00000000 USD 0.00000000 USD 166665000.00000000 USD 1.00000000 4.00000000 USD 2027-02-18 XXXX -207921.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 6005908.19000000 0.394136509373 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 40428102.70000000 USD 147958770250.00000000 COP 2026-09-16 6005908.19000000 N N N Zurich Finance (Ireland) DAC 549300E0FVHYR37EGX65 BS6417544 5000000.00000000 PA USD 4491335.20000000 0.294742963454 Long DBT CORP IE N 2 2052-05-02 Variable 3.50000000 N N N N N N East One 2025-1 PLC 213800NEAFVXSQQHPC92 BCC3Q9BF1 820996.53000000 PA 1110781.88000000 0.072894836052 Long ABS-MBS CORP GB N 2 2058-02-25 Floating 5.13679000 N N N N N N N/A N/A N/A -25000000.00000000 NC -84002.93000000 -0.00551267527 N/A DCR N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Intercontinental Exchange Inc 5493000F4ZO33MV32P92 N/A N/A N/A 1.00000000 NC N/A N/A DCR N/A N/A The Fund makes or receives a payment if a defined credit event occurs with respect to the reference instrument 2031-06-20 0.00000000 EUR 0.00000000 EUR 25000000.00000000 EUR 1.00000000 312.50000000 EUR 2026-09-16 XXXX 55703.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -99503.16000000 -0.00652987473 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 19240000.00000000 EUR 22124845.60000000 USD 2026-09-16 -99503.16000000 N N N N/A N/A N/A -500000000.00000000 NC USD -1626320.00000000 -0.10672692083 N/A DIR N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A N/A 1.00000000 NC USD N/A N/A DIR Other Other 2049-12-31 0.00000000 USD 0.00000000 USD 500000000.00000000 USD 1.00000000 4.05000000 USD 2026-12-14 XXXX 28680.00000000 N N N N/A N/A N/A 10000000.00000000 NC USD 695000.00000000 0.045609234332 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Purchased USD versus JPY USD versus JPY 1.00000000 150.00000000 USD 2026-09-11 XXXX 0.00000000 N N N Volkswagen International Finance N.V. 5299004PWNHKYTR23649 N/A 5000000.00000000 PA 5794750.80000000 0.380279348393 Long DBT CORP NL N 2 N/A Variable 5.49300000 N N N N N N N/A N/A N/A 7500000.00000000 NC 605.40000000 0.000039729252 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased EUR versus USD EUR versus USD 1.00000000 1.19750000 EUR 2026-08-07 XXXX -846478.81000000 N N N N/A N/A N/A -250000000.00000000 NC -3325525.75000000 -0.21823695425 N/A DIR N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 AUD 0.00000000 AUD 250000000.00000000 AUD 1.00000000 5.00000000 AUD 2026-12-11 XXXX 304415.48000000 N N N N/A N/A N/A 20000000.00000000 NC 67610.86000000 0.004436949003 N/A DFE N/A N 2 Goldman Sachs International N/A Put Purchased CHF versus JPY CHF versus JPY 1.00000000 147.00000000 CHF 2027-07-21 XXXX -1184815.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 750.11000000 0.000049225816 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 150000.00000000 NZD 89222.01000000 USD 2026-09-16 750.11000000 N N N N/A N/A N/A 1.00000000 NC 55890.53000000 0.003667804719 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2036-06-12 0.00000000 AUD 0.00000000 AUD 14965000.00000000 AUD 55890.53000000 N N N Fideicomiso PA Concesion Ruta al Mar N/A 31574HAA1 13223216157.67000000 PA 3192964.79000000 0.209537668088 Long DBT CORP CO N 2 2044-02-15 Fixed 6.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 233400.68000000 0.015316872384 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 51746625.00000000 USD 45000000.00000000 EUR 2026-09-16 233400.68000000 N N N RMAC Securities No. 1 PLC 213800C48M2JTBGZT736 BCC0T09P4 9374444.45000000 PA 12536964.57000000 0.822735762426 Long ABS-MBS CORP GB N 2 2044-06-12 Floating 4.01788000 N N N N N N KBC Group N.V. 213800X3Q9LSAKRUWY91 N/A 5000000.00000000 PA 6191333.50000000 0.406305007812 Long DBT CORP BE N 2 N/A Variable 8.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -3963731.38000000 -0.26011906955 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2054-12-20 0.00000000 EUR 0.00000000 EUR 19200000.00000000 EUR -3963731.38000000 N N N Hera Financing 2024-1 DAC 635400VJTRWYKL9GM761 BCC3H4L95 2249805.76000000 PA 3050182.30000000 0.200167596080 Long ABS-MBS CORP IE N 2 2034-11-17 Floating 6.69741000 N N N N N N Allied Credit ABS Trust 2025-2 N/A BCC3NZRC6 3468274.87000000 PA 2437205.96000000 0.159941147834 Long ABS-O CORP AU N 2 2033-09-17 Floating 5.18000000 N N N N N N N/A N/A N/A 1.00000000 NC 10255911.62000000 0.673042124267 N/A DCR N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 MARKIT ITRX EUR SNR FIN ITRAXX-XOVERS44V1-5Y Y The Fund makes or receivers a payment if a defined credit event occurs with respect to the reference instrument 2030-12-20 8912530.70000000 EUR 0.00000000 EUR 50000000.00000000 EUR -33406.21000000 N N N N/A N/A N/A 1.00000000 NC -26588.09000000 -0.00174483802 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2029-06-12 0.00000000 AUD 0.00000000 AUD 42605000.00000000 AUD -26588.09000000 N N N N/A N/A N/A -125000000.00000000 NC USD -662110.00000000 -0.04345083473 N/A DIR N/A N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 Call Written Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 N/A N/A N/A 1.00000000 NC USD N/A N/A DIR Other Other 2049-12-31 0.00000000 USD 0.00000000 USD 125000000.00000000 USD 1.00000000 4.00000000 USD 2026-12-15 XXXX 211640.00000000 N N N N/A N/A N/A -37500000.00000000 NC USD -11625.00000000 -0.00076288827 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written USD versus ZAR USD versus ZAR 1.00000000 15.00000000 USD 2026-11-10 XXXX 131250.00000000 N N N N/A N/A N/A -100000000.00000000 NC -1295409.18000000 -0.08501096524 N/A DIR N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 AUD 0.00000000 AUD 100000000.00000000 AUD 1.00000000 5.00000000 AUD 2026-12-04 XXXX -55378.20000000 N N N BPCE S.A. 9695005MSX1OYEMGDF46 BR7719148 7000000.00000000 PA 8051033.87000000 0.528347468190 Long DBT CORP FR N 2 2042-01-13 Variable 1.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1812005.14000000 -0.11891247056 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2165625000.00000000 TRY 37500000.00000000 USD 2027-01-26 -1812005.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 201380.61000000 0.013215561771 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 15093265.69000000 AUD 10813766.42000000 USD 2026-09-16 201380.61000000 N N N Corp. Andina de Fomento UKZ46SXGNYCZK0UOZE76 ZL5215617 200000000.00000000 PA 12375068.56000000 0.812111369537 Long DBT CORP VE N 2 2033-03-15 Fixed 10.35000000 N N N N N N N/A N/A N/A -30000000.00000000 NC -264470.07000000 -0.01735579481 N/A DCR N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A N/A 1.00000000 NC N/A N/A DCR N/A N/A The Fund makes or receives a payment if a defined credit event occurs with respect to the reference instrument 2031-06-20 0.00000000 EUR 0.00000000 EUR 30000000.00000000 EUR 1.00000000 350.00000000 EUR 2026-12-16 XXXX -16343.43000000 N N N N/A N/A N/A 33330000.00000000 NC 2179491.21000000 0.143028669527 N/A DIR N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 33330000.00000000 EUR 1.00000000 3.18000000 EUR 2027-05-28 XXXX 510182.50000000 N N N Ecopetrol S.A. 254900IDGKCJICKBPA66 279158AT6 5000000.00000000 PA USD 5303965.00000000 0.348071629603 Long DBT CORP CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1614231.02000000 -0.10593358396 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 936707537.00000000 BRL 181784359.53000000 USD 2026-09-02 -1614231.02000000 N N N N/A N/A N/A 50000000.00000000 NC USD 297150.00000000 0.019500408606 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Purchased USD versus MXN USD versus MXN 1.00000000 16.25000000 USD 2026-09-16 XXXX -597600.00000000 N N N N/A N/A N/A 7500000.00000000 NC USD 4942.50000000 0.000324350562 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Purchased USD versus JPY USD versus JPY 1.00000000 135.00000000 USD 2026-08-13 XXXX -487807.50000000 N N N Eurosail PLC 213800KHTEEB5PS3G589 BCC0ZUFP4 4094013.00000000 PA 4892127.51000000 0.321044877677 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 5.61731000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -174651.29000000 -0.01146145555 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 445728276.00000000 CNY 65730000.00000000 USD 2026-09-16 -174651.29000000 N N N Republic of South Africa Government Bond 378900AAFB4F17004C49 EK7733067 450000000.00000000 PA 26807503.09000000 1.759236964445 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N COX Asset Mexico S.A. de CV 4469000001ERQUPOUR24 22389AAA0 2725000.00000000 PA USD 2716782.57000000 0.178288306279 Long DBT CORP MX N 2 2032-01-08 Fixed 7.12500000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254CM0 7500000.00000000 PA USD 7704495.00000000 0.505605924986 Long DBT CORP GB N 2 N/A Variable 7.75000000 N N N N N N Repsol E&P Capital Markets US LLC 894500D0J12FRZ3Q0M15 76026AAC1 1250000.00000000 PA USD 1255406.55000000 0.082385800749 Long DBT CORP US N 2 2035-09-16 Fixed 5.97600000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -110817.07000000 -0.00727234778 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 33031500.00000000 USD 28500000.00000000 EUR 2026-09-16 -110817.07000000 N N N N/A N/A N/A 1.00000000 NC USD 211106.84000000 0.013853843647 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-08-06 0.00000000 USD 0.00000000 USD 85335000.00000000 USD 211106.84000000 N N N N/A N/A N/A 37500000.00000000 NC USD 233362.50000000 0.015314366829 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased USD versus ZAR USD versus ZAR 1.00000000 16.00000000 USD 2026-11-10 XXXX -488512.50000000 N N N COX Asset Mexico S.A. de CV 4469000001ERQUPOUR24 22389AAB8 2816000.00000000 PA USD 2827264.00000000 0.185538627762 Long DBT CORP MX N 2 2036-05-08 Fixed 7.75000000 N N N N N N N/A N/A N/A 1.00000000 NC 152760.64000000 0.010024886081 N/A DCR N/A N 2 Intercontinental Exchange Inc 5493000F4ZO33MV32P92 CDS EUR R F 1.00000 FIX CCPSOVEREIGN CH0341440334 Y The Fund makes or receivers a payment if a defined credit event occurs with respect to the reference instrument 2028-12-20 50587.58000000 EUR 0.00000000 EUR 7500000.00000000 EUR 98440.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -11463.85000000 -0.00075231283 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 615587.40000000 USD 859203.33000000 AUD 2026-09-16 -11463.85000000 N N N N/A N/A N/A 5000000.00000000 NC USD 76375.00000000 0.005012093916 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Purchased USD versus MXN USD versus MXN 1.00000000 16.25000000 USD 2026-10-14 XXXX -588625.00000000 N N N N/A N/A N/A -32395000.00000000 NC -512967.22000000 -0.03366336998 N/A DIR N/A N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 Call Written BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 32395000.00000000 EUR 1.00000000 3.25900000 EUR 2027-01-22 XXXX 59979.52000000 N N N N/A N/A N/A 1.00000000 NC 129263.97000000 0.008482921868 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2036-06-10 0.00000000 AUD 0.00000000 AUD 44665000.00000000 AUD 129263.97000000 N N N East One 2025-1 PLC 213800NEAFVXSQQHPC92 BCC3Q9BJ3 106999.55000000 PA 145122.14000000 0.009523611064 Long ABS-MBS CORP GB N 2 2058-02-25 Floating 6.96679000 N N N N N N Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 825252885 32270654.98000000 NS USD 32270654.98000000 2.117755201485 Long STIV RF US N 1 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225436AA2 9800000.00000000 PA USD 2790550.00000000 0.183129278943 Long DBT CORP CH N 3 N/A Fixed 6.25000000 Y Y N N Y United States Dollar USD XXXX N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280FH7 5000000.00000000 PA USD 5029825.00000000 0.330081247589 Long DBT CORP GB N 2 N/A Variable 6.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 8479.13000000 0.000556441190 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 17543321.79000000 CZK 844077.82000000 USD 2026-09-16 8479.13000000 N N N N/A N/A N/A -37500000.00000000 NC USD -203812.50000000 -0.01337515406 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Call Written USD versus CLP USD versus CLP 1.00000000 910.00000000 USD 2026-10-26 XXXX 114337.50000000 N N N N/A N/A N/A 1.00000000 NC USD -83362.44000000 -0.00547064325 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-09-23 0.00000000 USD 0.00000000 USD 84000000.00000000 USD -83362.44000000 N N N Akbank Turk A.S. 789000TUMN63Z28TJ497 YR8399135 2500000.00000000 PA USD 2498042.08000000 0.163933505896 Long DBT CORP TR N 2 2035-09-04 Variable 7.87500000 N N N N N N Eurohome UK Mortgages PLC 2138009XX8M6MTY8SG15 BCC0WBEA3 104000.00000000 PA 138339.14000000 0.009078478062 Long ABS-MBS CORP GB N 2 2044-06-15 Floating 4.36751000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -520.90000000 -0.00003418395 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 3830000.00000000 MXN 219801.66000000 USD 2026-09-17 -520.90000000 N N N Pepper Residential Securities Trust No. 41 N/A BCC3PC224 9182414.30000000 PA 6453258.94000000 0.423493811798 Long ABS-MBS CORP AU N 2 2067-07-12 Floating 5.30500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1005305.21000000 -0.06597295093 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 77531454.13000000 USD 66250000.00000000 EUR 2026-09-16 -1005305.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 789660.32000000 0.051821298672 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 24326384.78000000 USD 127317000.00000000 BRL 2026-08-04 789660.32000000 N N N Hera Financing 2024-1 DAC 635400VJTRWYKL9GM761 BCC3H4LB0 1285465.53000000 PA 1751535.72000000 0.114944177114 Long ABS-MBS CORP IE N 2 2034-11-17 Floating 7.49741000 N N N N N N Credit Agricole S.A. 969500TJ5KRTCJQWXH05 N/A 5000000.00000000 PA 5759233.85000000 0.377948555738 Long DBT CORP FR N 2 N/A Variable 4.00000000 N N N N N N Eurosail-UK NC PLC 213800HEU63KH3XHB844 BCC0VXRF1 2500000.00000000 PA 2980601.15000000 0.195601347195 Long ABS-MBS CORP GB N 2 2045-03-13 Floating 4.75731000 N N N N N N N/A N/A N/A -50000000.00000000 NC USD -146000.00000000 -0.00958122044 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Call Written USD versus ZAR USD versus ZAR 1.00000000 17.50000000 USD 2026-09-16 XXXX 453000.00000000 N N N N/A N/A N/A 1.00000000 NC USD 705232.51000000 0.046280740729 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2028-06-22 0.00000000 USD 0.00000000 USD 173335000.00000000 USD 705232.51000000 N N N N/A N/A N/A 1.00000000 NC USD 1909350.30000000 0.125300726985 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2036-07-08 2381.67000000 USD 0.00000000 USD 65000000.00000000 USD 1906968.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -101093.52000000 -0.00663424178 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 743306097.20000000 MXN 42657941.39000000 USD 2026-09-17 -101093.52000000 N N N Invesco Private Government Fund N/A N/A 2951653.56000000 NS USD 2951653.56000000 0.193701667460 Long STIV PF US N 2 N N Newgate Funding PLC 2138006KF4KS6D5P1697 BCC0Y5TD2 1772031.30000000 PA 1877189.66000000 0.123190191494 Long ABS-MBS CORP GB N 2 2050-12-15 Floating 2.84100000 N N N N N N Volkswagen International Finance N.V. 5299004PWNHKYTR23649 BJ9809382 20000000.00000000 PA 22446941.04000000 1.473075962491 Long DBT CORP NL N 2 N/A Variable 3.87500000 N N N N N N Electricite de France 549300X3UK4GG3FNMO06 YK5224596 1400000.00000000 PA 1574825.04000000 0.103347574505 Long DBT CORP FR N 2 N/A Variable 4.37500000 N N N N N N N/A N/A N/A 66670000.00000000 NC USD 1514025.70000000 0.099357630123 N/A DIR N/A N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Purchased MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A N/A 1.00000000 NC USD N/A N/A DIR Other Other 2049-12-31 0.00000000 USD 0.00000000 USD 66670000.00000000 USD 1.00000000 2.12100000 USD 2035-10-17 XXXX -492741.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 79513.87000000 0.005218081625 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 10830183.99000000 USD 1044842000.00000000 INR 2026-09-16 79513.87000000 N N N Compania de Minas Buenaventura S.A.A. 529900WQB1ZU9KB6EL71 204448AB0 2885000.00000000 PA USD 2955682.50000000 0.193966065832 Long DBT CORP PE N 2 2032-02-04 Fixed 6.80000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 3190.11000000 0.000209350323 N/A DFE N/A N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 655426468.00000000 JPY 4136528.37000000 USD 2026-09-16 3190.11000000 N N N N/A N/A N/A 12500000.00000000 NC USD 87525.00000000 0.005743810409 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Purchased USD versus JPY USD versus JPY 1.00000000 115.00000000 USD 2027-11-11 XXXX -351225.00000000 N N N Electricite de France 549300X3UK4GG3FNMO06 28504KAA5 7000000.00000000 PA USD 8109108.00000000 0.532158571217 Long DBT CORP FR N 2 N/A Variable 9.12500000 N N N N N N N/A N/A N/A 1.00000000 NC 3758118.75000000 0.246625782325 N/A DCR N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 MARKIT ITRX EUR SNR FIN ITRAXX-XOVERS44V1-5Y Y The Fund makes or receivers a payment if a defined credit event occurs with respect to the reference instrument 2030-12-20 3087092.47000000 EUR 0.00000000 EUR 25000000.00000000 EUR 106610.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -10938267.29000000 -0.71782157700 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 125000000.00000000 USD 11111250000.00000000 INR 2027-03-19 -10938267.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 110572.99000000 0.007256330088 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 138975000.00000000 ZAR 8494286.23000000 USD 2026-09-16 110572.99000000 N N N TMF Trust Co. (Argentina) S.A. N/A N/A 557611.00000000 PA USD 534407.90000000 0.035070410273 Long DBT CORP AR N 3 2027-01-07 Fixed 12.00000000 N N N N N N N/A N/A N/A 2500000.00000000 NC USD 368302.50000000 0.024169777018 N/A DFE N/A N 2 Deutsche Bank Aktiengesellschaft N/A Put Purchased USD versus ZAR USD versus ZAR 1.00000000 16.15000000 USD 2026-09-11 XXXX 133302.50000000 N N N N/A N/A N/A -10000000.00000000 NC -16538.71000000 -0.00108534949 N/A DIR N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Call Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A N/A 1.00000000 NC N/A N/A DIR Other Other 2049-12-31 0.00000000 EUR 0.00000000 EUR 10000000.00000000 EUR 1.00000000 3.15000000 EUR 2026-09-01 XXXX 6523.30000000 N N N Towd Point Mortgage Funding 2024 - Granite 7 PLC 635400RLWW2GUXIMK345 BCC3JPGS0 1125000.00000000 PA 1518281.56000000 0.099636920074 Long ABS-MBS CORP GB N 2 2051-04-20 Floating 6.98690000 N N N N N N N/A N/A N/A 5000000.00000000 NC USD 547615.00000000 0.035937123537 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Purchased USD versus BRL USD versus BRL 1.00000000 5.02500000 USD 2026-10-14 XXXX 120840.00000000 N N N N/A N/A N/A 2500000.00000000 NC USD 101740.00000000 0.006676666907 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased USD versus BRL USD versus BRL 1.00000000 4.85000000 USD 2026-09-16 XXXX -155760.00000000 N N N Ecopetrol S.A. 254900IDGKCJICKBPA66 279158AW9 2680000.00000000 PA USD 2768935.80000000 0.181710851442 Long DBT CORP CO N 2 2032-02-01 Fixed 7.75000000 N N N N N N Mortgage Funding 2008-1 PLC 213800AHT9AB4TA6OJ88 BCC1318Z7 6580280.14000000 PA 8336488.96000000 0.547080400695 Long ABS-MBS CORP GB N 2 2046-03-13 Floating 7.06731000 N N N N N N N/A N/A N/A 3750000.00000000 NC USD 401850.00000000 0.026371324915 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Purchased USD versus KRW USD versus KRW 1.00000000 1350.00000000 USD 2026-11-10 XXXX -126900.00000000 N N N N/A N/A N/A 10000000.00000000 NC USD 5780.00000000 0.000379311330 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Purchased USD versus BRL USD versus BRL 1.00000000 4.75000000 USD 2026-08-12 XXXX -1084220.00000000 N N N Eurohome UK Mortgages PLC 2138009XX8M6MTY8SG15 BCC0WBE96 460000.00000000 PA 616797.91000000 0.040477238003 Long ABS-MBS CORP GB N 2 2044-06-15 Floating 4.16751000 N N N N N N Electricite de France 549300X3UK4GG3FNMO06 ZN7006218 1600000.00000000 PA 1958552.35000000 0.128529601557 Long DBT CORP FR N 2 N/A Variable 7.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -20406.98000000 -0.00133920393 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2427307.54000000 USD 4080788.26000000 NZD 2026-09-16 -20406.98000000 N N N TELUS Corp. 894500TX134IMF6NW757 87971MCQ4 2984000.00000000 PA USD 2947595.20000000 0.193435338407 Long DBT CORP CA N 2 2056-06-09 Variable 6.37500000 N N N N N Paragon Mortgages (No. 12) PLC NC14LGCCXH6KWEV2DR91 BCC0RP7M0 994783.89000000 PA 1119191.81000000 0.073446736006 Long ABS-MBS CORP GB N 2 2038-11-15 Floating 2.76300000 N N N N N N N/A N/A N/A 5000000.00000000 NC USD 2550.00000000 0.000167343233 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased USD versus MXN USD versus MXN 1.00000000 17.10000000 USD 2026-10-21 XXXX -478950.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -6088.76000000 -0.00039957364 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 150000000.00000000 COP 40985.85000000 USD 2026-09-16 -6088.76000000 N N N BB Blue Financing DAC 635400ZEZBP91CFF7965 BZ1196758 2395833.33000000 PA USD 2272462.94000000 0.149129920491 Long DBT CORP IE N 2 2037-09-20 Fixed 4.39500000 N N N N N N N/A N/A N/A -37500000.00000000 NC USD -206812.50000000 -0.01357202845 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written USD versus ZAR USD versus ZAR 1.00000000 17.85000000 USD 2026-11-10 XXXX 348187.50000000 N N N Argentina Treasury Bond BONTE 549300KPBYGYF7HCHO27 QZ8845385 135000000.00000000 PA 93535.81000000 0.006138268599 Long DBT NUSS AR N 2 2026-10-17 Fixed 15.50000000 N N N N N N Energuate Trust 2 0 2549000ZL9MU01FZK194 29277RAB1 2000000.00000000 PA USD 1971832.32000000 0.129401096901 Long DBT CORP KY N 2 2035-09-15 Fixed 6.35000000 N N N N N N Jupiter Mortgage No.1 PLC 6354009QIELPOGEAFS09 BCC3D7YR8 2000000.00000000 PA 2701116.07000000 0.177260195388 Long ABS-MBS CORP GB N 2 2055-07-20 Floating 8.74902000 N N N N N N East One 2025-1 PLC 213800NEAFVXSQQHPC92 BCC3Q9BH7 124999.47000000 PA 169468.31000000 0.011121323543 Long ABS-MBS CORP GB N 2 2058-02-25 Floating 5.98679000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -3233.47000000 -0.00021219581 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 3873504.65000000 GBP 5217165.70000000 USD 2026-09-16 -3233.47000000 N N N N/A N/A N/A -50000000.00000000 NC USD -14700.00000000 -0.00096468452 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written USD versus ZAR USD versus ZAR 1.00000000 15.55000000 USD 2026-09-16 XXXX 219800.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 35781.79000000 0.002348172726 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 634284183.00000000 CNY 93820000.00000000 USD 2026-09-16 35781.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -9182.01000000 -0.00060256754 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 10999506.26000000 GBP 14815071.09000000 USD 2026-09-16 -9182.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 219405.79000000 0.014398460561 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 24708074.17000000 USD 127317000.00000000 BRL 2026-09-02 219405.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 385.79000000 0.000025317390 N/A DFE N/A N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 79263649.00000000 JPY 500248.84000000 USD 2026-09-16 385.79000000 N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 71647NBN8 5000000.00000000 PA USD 4881250.00000000 0.320331043285 Long DBT CORP NL N 2 2036-01-10 Fixed 6.25000000 N N N N N Fideicomiso Dorrego y Libertador N/A BCC39CJN8 10843617.00000000 PA USD 9721302.64000000 0.637958518159 Long ABS-CBDO CORP AR N 3 2043-12-31 Fixed 2.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 136265.04000000 0.008942365669 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 7000000.00000000 USD 124054000.00000000 MXN 2026-09-17 136265.04000000 N N N U.S. International Development Finance Corp. 254900QI8QTIK0FY6E92 90376PEX5 1600000.00000000 PA USD 1579164.69000000 0.103632363158 Long DBT USGSE US N 2 2028-04-15 Fixed 3.13000000 N N N N N N N/A N/A N/A -50000000.00000000 NC USD -479800.00000000 -0.03148677788 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written USD versus MXN USD versus MXN 1.00000000 18.00000000 USD 2026-11-12 XXXX 355200.00000000 N N N N/A N/A N/A 66670000.00000000 NC USD 4521621.40000000 0.296730489199 N/A DIR N/A N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Purchased MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A N/A 1.00000000 NC USD N/A N/A DIR Other Other 2049-12-31 0.00000000 USD 0.00000000 USD 66670000.00000000 USD 1.00000000 6.12100000 USD 2035-10-17 XXXX 511420.90000000 N N N Eurohome UK Mortgages PLC 213800B2HNVAOW7VZL10 BCC0ZCEL4 3750000.00000000 PA 5024589.71000000 0.329737682742 Long ABS-MBS CORP GB N 2 2044-09-15 Floating 7.86751000 N N N N N N N/A N/A N/A -10000000.00000000 NC -55118.37000000 -0.00361713187 N/A DIR N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 EUR 0.00000000 EUR 10000000.00000000 EUR 1.00000000 3.40000000 EUR 2026-08-28 XXXX -34223.04000000 N N N N/A N/A N/A 10000000.00000000 NC USD 327310.00000000 0.021479652502 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased USD versus JPY USD versus JPY 1.00000000 145.00000000 USD 2026-10-16 XXXX -657690.00000000 N N N East One 2025-1 PLC 213800NEAFVXSQQHPC92 BCC3Q9BG9 787996.67000000 PA 1071272.20000000 0.070302021299 Long ABS-MBS CORP GB N 2 2058-02-25 Floating 5.63679000 N N N N N N Newgate Funding PLC 2138006KF4KS6D5P1697 BCC0W9F82 1037129.50000000 PA 1099910.53000000 0.072181405909 Long ABS-MBS CORP GB N 2 2050-12-01 Floating 2.64800000 N N N N N N N/A N/A N/A 80000000.00000000 NC USD 59676.00000000 0.003916225421 N/A DCR N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased Intercontinental Exchange Inc 5493000F4ZO33MV32P92 N/A N/A N/A 1.00000000 NC USD N/A N/A DCR N/A N/A Other Other 2031-06-20 0.00000000 USD 0.00000000 USD 80000000.00000000 USD 1.00000000 60.00000000 USD 2026-09-16 XXXX -56324.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -22208.03000000 -0.00145739747 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 26603909.22000000 GBP 35832408.93000000 USD 2026-09-16 -22208.03000000 N N N N/A N/A N/A 1.00000000 NC -395052.99000000 -0.02592527251 N/A DCR N/A N 2 Intercontinental Exchange Inc 5493000F4ZO33MV32P92 ISPIM FRN 03 MAR 2017 EMTN XS0213927667 Y The Fund makes or receivers a payment if a defined credit event occurs with respect to the reference instrument 2030-12-20 0.00000000 EUR 313348.23000000 EUR 12500000.00000000 EUR -23644.90000000 N N N Banco Mercantil del Norte, S.A. 549300QTVYRPFHS0J362 05971PAC2 2500000.00000000 PA USD 2585637.50000000 0.169681937604 Long DBT CORP KY N 2 N/A Variable 8.37500000 N N N N Y 10-Year U.S. Treasury Yield USD XXXX N N YPF S.A. 5493003N7447U18U5U53 984245AY6 4550000.00000000 PA USD 4831121.75000000 0.317041387025 Long DBT CORP AR N 2 2031-09-11 Fixed 8.75000000 N N N N N N N/A N/A N/A 1.00000000 NC 260810.73000000 0.017115651368 N/A DIR N/A N 2 CME Group Inc LCZ7XYGSLJUHFXXNXD88 Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 448981447.80000000 BRL 260810.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -10925435.51000000 -0.71697949403 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 125000000.00000000 USD 11112500000.00000000 INR 2027-03-19 -10925435.51000000 N N N N/A N/A N/A 12500000.00000000 NC USD 404912.50000000 0.026572300858 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Purchased USD versus KRW USD versus KRW 1.00000000 1200.00000000 USD 2027-06-04 XXXX 61162.50000000 N N N Newday Funding Master Issuer PLC - Series 2024-3 N/A BCC3HZWF0 3480000.00000000 PA 4754634.07000000 0.312021898506 Long ABS-O CORP GB N 2 2032-11-15 Floating 7.48716000 N N N N N N N/A N/A N/A 5000000.00000000 NC 4566.47000000 0.000299673669 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased EUR versus USD EUR versus USD 1.00000000 1.20000000 EUR 2026-08-14 XXXX -384301.46000000 N N N N/A N/A N/A 1.00000000 NC USD -1308203.12000000 -0.08585056496 N/A DCR N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 MARKIT CDX.NA.HY.39 12/27* CDX HY CDSI S39 5Y PRC CDX-NAHYS39V5-5Y Y The Fund makes or receivers a payment if a defined credit event occurs with respect to the reference instrument 2027-12-20 0.00000000 USD 1013988.04000000 USD 19864615.38000000 USD -294215.08000000 N N N Newday Funding Master Issuer PLC - Series 2025-2 N/A BCC3MZ770 6250000.00000000 PA 8422616.20000000 0.552732483388 Long ABS-O CORP GB N 2 2033-07-15 Floating 6.73700000 N N N N N N N/A N/A N/A 1.00000000 NC -973618.36000000 -0.06389350781 N/A DIR N/A N 2 CME Group Inc LCZ7XYGSLJUHFXXNXD88 Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 114335365.90000000 BRL -973618.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -4059.86000000 -0.00026642749 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 689383.35000000 USD 4635000.00000000 CNY 2026-09-16 -4059.86000000 N N N Delphos Securities S.a.r.l. - Compartment Verdant Rock N/A DC3616976 7500000.00000000 PA USD 7086562.50000000 0.465054229743 Long DBT CORP LU N 2 2056-04-29 Variable 0.00000000 N N N N N N YPF S.A. 5493003N7447U18U5U53 P9897X131 4192.00000000 NS 234219.27000000 0.015370592187 Long EC CORP AR N 1 N N N Arcos Dorados B.V. 549300T91OYP6I7P8G39 03965TAC7 2280000.00000000 PA USD 2360339.70000000 0.154896815080 Long DBT CORP NL N 2 2032-01-29 Fixed 6.37500000 N N N N N BBVA Bancomer S.A. 549300WIWQK5Q9MCUN92 YR2963183 6000000.00000000 PA USD 6150000.00000000 0.403592505240 Long DBT CORP MX N 2 2035-02-11 Variable 7.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 837723.13000000 0.054975410851 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1041661448.90000000 ZAR 63676297.56000000 USD 2026-09-16 837723.13000000 N N N Ludgate Funding PLC 213800LADM2GPWI3P269 BCC2AL7R2 207500000.00000000 PA 2676329.59000000 0.175633587654 Long ABS-MBS CORP GB N 2 2061-01-01 Variable 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -71450.26000000 -0.00468890885 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 5360237.40000000 EUR 6120222.58000000 USD 2026-09-16 -71450.26000000 N N N N/A N/A N/A -36000000.00000000 NC -3675563.53000000 -0.24120811272 N/A DIR N/A N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 Put Written Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 N/A N/A N/A 1.00000000 NC N/A N/A DIR 2049-12-31 0.00000000 GBP 0.00000000 GBP 36000000.00000000 GBP 1.00000000 4.95000000 GBP 2028-02-14 XXXX -1272555.68000000 N N N N/A N/A N/A 1.00000000 NC 41357.99000000 0.002714109722 N/A DIR N/A N 2 CME CLEARING EUROPE LTD 6SI7IOVECKBHVYBTB459 Y 2029-06-10 0.00000000 AUD 0.00000000 AUD 126665000.00000000 AUD 41357.99000000 N N N N/A N/A N/A 1.00000000 NC -112019.50000000 -0.00735125701 N/A DIR N/A N 2 LCH CLEARNET (US) LLC WAM6YERMS7OXFZUOY219 Y 2036-06-17 0.00000000 ZAR 0.00000000 ZAR 237500000.00000000 ZAR -112019.50000000 N N N Barclays PLC 213800LBQA1Y9L22JB70 BX3901796 5000000.00000000 PA 6957931.31000000 0.456612833934 Long DBT CORP GB N 2 N/A Variable 8.87500000 N N N N N N N/A N/A N/A 5000000.00000000 NC 279702.26000000 0.018355404200 N/A DFE N/A N 2 Deutsche Bank Aktiengesellschaft N/A Call Purchased EUR versus USD EUR versus USD 1.00000000 1.19000000 EUR 2026-10-09 XXXX -138659.01000000 N N N 2026-08-30 AIM Investment Funds (Invesco Investment Funds) Adrien Deberghes Adrien Deberghes Principal Financial Officer and Treasurer XXXX