# EDGAR Filing Document

**Accession Number:** 0000826644
**File Stem:** 0000826644-26-000105
**Filing Date:** 2026-4
**Character Count:** 1123695
**Document Hash:** 6104b61f449471a99ea28b89155d8420
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000826644-26-000105.hdr.sgml**: 20260401

**ACCESSION NUMBER**: 0000826644-26-000105

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260401

**DATE AS OF CHANGE**: 20260401

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05426
- **FILM NUMBER:** 26825682

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

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

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

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

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

## Series and Classes Contracts Data

### Invesco Core Bond Fund (Series ID: S000064702)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000209589 | Class R6     |  |
| C000209590 | Class R5     |  |
| C000209591 | Class Y      |  |
| C000209592 | Class R      |  |
| C000209593 | Class C      |  |
| C000209594 | Class A      |  |

## Nport-Ex

**Schedule of Investments**<sup>(a)</sup> 

*January 31, 2026*

*(Unaudited)*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **U.S. Dollar Denominated Bonds & Notes–30.27%** | **U.S. Dollar Denominated Bonds & Notes–30.27%** | **U.S. Dollar Denominated Bonds & Notes–30.27%** | **U.S. Dollar Denominated Bonds & Notes–30.27%** |
| **Advertising–0.03%** | **Advertising–0.03%** | **Advertising–0.03%** | **Advertising–0.03%** |
| Omnicom Group, Inc., | Omnicom Group, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 04/30/2030 |  | $100000 | &nbsp;&nbsp; $92681 |
| &nbsp;&nbsp;&nbsp; 2.60%, 08/01/2031 |  | 850000 | &nbsp;&nbsp; 772936 |
|  |  |  | &nbsp;&nbsp; 865617 |
| **Aerospace & Defense–0.25%** | **Aerospace & Defense–0.25%** | **Aerospace & Defense–0.25%** | **Aerospace & Defense–0.25%** |
| BAE Systems PLC (United Kingdom), | BAE Systems PLC (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/26/2027<sup>(b)</sup> <br>|  | 768000 | &nbsp;&nbsp; 777170 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/26/2029<sup>(b)</sup> <br>|  | 795000 | &nbsp;&nbsp; 818960 |
| Boeing Co. (The), | Boeing Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 6.26%, 05/01/2027 |  | 74000 | &nbsp;&nbsp; 75913 |
| &nbsp;&nbsp;&nbsp; 6.30%, 05/01/2029 |  | 53000 | &nbsp;&nbsp; 56311 |
| &nbsp;&nbsp;&nbsp; 6.39%, 05/01/2031 |  | 8000 | &nbsp;&nbsp; 8683 |
| &nbsp;&nbsp;&nbsp; 6.53%, 05/01/2034 |  | 109000 | &nbsp;&nbsp; 120619 |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/15/2039 |  | 100000 | &nbsp;&nbsp; 112987 |
| &nbsp;&nbsp;&nbsp; 5.81%, 05/01/2050 |  | 26000 | &nbsp;&nbsp; 25697 |
| General Dynamics Corp., | General Dynamics Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/2031 |  | 240000 | &nbsp;&nbsp; 218072 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/2035 |  | 126000 | &nbsp;&nbsp; 128228 |
| &nbsp;&nbsp;&nbsp; Hexcel Corp., 5.88%, <br> 02/26/2035<br>|  | 273000 | &nbsp;&nbsp; 286652 |
| Howmet Aerospace, Inc., | Howmet Aerospace, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/2031 |  | 34000 | &nbsp;&nbsp; 34915 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/15/2032 |  | 1800000 | &nbsp;&nbsp; 1809201 |
| Huntington Ingalls Industries, Inc., | Huntington Ingalls Industries, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/2030 |  | 72000 | &nbsp;&nbsp; 74492 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/2035 |  | 247000 | &nbsp;&nbsp; 260754 |
| &nbsp;&nbsp;&nbsp; L3Harris Technologies, Inc., <br> 5.40%, 07/31/2033<br>|  | 3000 | &nbsp;&nbsp; 3125 |
| Lockheed Martin Corp., | Lockheed Martin Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/15/2028 |  | 886000 | &nbsp;&nbsp; 893327 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/2029 |  | 67000 | &nbsp;&nbsp; 68180 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/2030 |  | 585000 | &nbsp;&nbsp; 591195 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/2034 |  | 8000 | &nbsp;&nbsp; 8106 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/2034 |  | 56000 | &nbsp;&nbsp; 56662 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/2063 |  | 2000 | &nbsp;&nbsp; 2074 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/2064 |  | 100000 | &nbsp;&nbsp; 92975 |
| &nbsp;&nbsp;&nbsp; Northrop Grumman Corp., 4.95%, <br> 03/15/2053<br>|  | 2000 | &nbsp;&nbsp; 1820 |
| RTX Corp., | RTX Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/2029 |  | 33000 | &nbsp;&nbsp; 34587 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/2031 |  | 15000 | &nbsp;&nbsp; 16144 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/27/2033 |  | 14000 | &nbsp;&nbsp; 14484 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/15/2054 |  | 4000 | &nbsp;&nbsp; 4409 |
| &nbsp;&nbsp;&nbsp; Spirit AeroSystems, Inc., 4.60%, <br> 06/15/2028<br>|  | 200000 | &nbsp;&nbsp; 201420 |
| &nbsp;&nbsp;&nbsp; Textron, Inc., 4.95%, <br> 03/15/2036<br>|  | 981000 | &nbsp;&nbsp; 972992 |
|  |  |  | &nbsp;&nbsp; 7770154 |
| **Agricultural & Farm Machinery–0.20%** | **Agricultural & Farm Machinery–0.20%** | **Agricultural & Farm Machinery–0.20%** | **Agricultural & Farm Machinery–0.20%** |
| AGCO Corp., | AGCO Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/21/2027 |  | 50000 | &nbsp;&nbsp; 50678 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/21/2034 |  | 36000 | &nbsp;&nbsp; 37650 |
| &nbsp;&nbsp;&nbsp; CNH Industrial Capital LLC, 4.75%, <br> 03/21/2028<br>|  | 147000 | &nbsp;&nbsp; 148753 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Agricultural & Farm Machinery–(continued)** | **Agricultural & Farm Machinery–(continued)** | **Agricultural & Farm Machinery–(continued)** | **Agricultural & Farm Machinery–(continued)** |
| &nbsp;&nbsp;&nbsp; Deere Funding Canada Corp., <br> 4.15%, 10/09/2030<br>|  | $3093000 | &nbsp;&nbsp; $3089410 |
| &nbsp;&nbsp;&nbsp; Imperial Brands Finance PLC (United <br> Kingdom), | &nbsp;&nbsp;&nbsp; Imperial Brands Finance PLC (United <br> Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/30/2028<sup>(b)</sup> <br>|  | 1193000 | &nbsp;&nbsp; 1204349 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/01/2055<sup>(b)</sup> <br>|  | 530000 | &nbsp;&nbsp; 547038 |
| John Deere Capital Corp., | John Deere Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/10/2030 |  | 44000 | &nbsp;&nbsp; 45114 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/2030 |  | 1179000 | &nbsp;&nbsp; 1192188 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/11/2034 |  | 66000 | &nbsp;&nbsp; 68022 |
|  |  |  | &nbsp;&nbsp; 6383202 |
| **Agricultural Products & Services–0.09%** | **Agricultural Products & Services–0.09%** | **Agricultural Products & Services–0.09%** | **Agricultural Products & Services–0.09%** |
| &nbsp;&nbsp;&nbsp; Archer-Daniels-Midland Co., <br> 3.25%, 03/27/2030<br>|  | 110000 | &nbsp;&nbsp; 106300 |
| Cargill, Inc., | Cargill, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/23/2030<sup>(b)</sup> <br>|  | 1217000 | &nbsp;&nbsp; 1211176 |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/23/2055<sup>(b)</sup> <br>|  | 1586346 | &nbsp;&nbsp; 1524251 |
|  |  |  | &nbsp;&nbsp; 2841727 |
| **Air Freight & Logistics–0.04%** | **Air Freight & Logistics–0.04%** | **Air Freight & Logistics–0.04%** | **Air Freight & Logistics–0.04%** |
| GXO Logistics, Inc., | GXO Logistics, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/06/2029 |  | 112000 | &nbsp;&nbsp; 118221 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/06/2034 |  | 179000 | &nbsp;&nbsp; 192874 |
| United Parcel Service, Inc., | United Parcel Service, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/15/2030 |  | 429000 | &nbsp;&nbsp; 439489 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/22/2034 |  | 51000 | &nbsp;&nbsp; 52917 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/14/2035 |  | 175000 | &nbsp;&nbsp; 181358 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/22/2054 |  | 61000 | &nbsp;&nbsp; 59461 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/14/2055 |  | 100000 | &nbsp;&nbsp; 103363 |
|  |  |  | &nbsp;&nbsp; 1147683 |
| **Apparel, Accessories & Luxury Goods–0.05%** | **Apparel, Accessories & Luxury Goods–0.05%** | **Apparel, Accessories & Luxury Goods–0.05%** | **Apparel, Accessories & Luxury Goods–0.05%** |
| Gildan Activewear, Inc. (Canada), | Gildan Activewear, Inc. (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/07/2030<sup>(b)</sup> <br>|  | 1035000 | &nbsp;&nbsp; 1032198 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/07/2035<sup>(b)</sup> <br>|  | 395000 | &nbsp;&nbsp; 394708 |
| &nbsp;&nbsp;&nbsp; Tapestry, Inc., 5.50%, <br> 03/11/2035<br>|  | 250000 | &nbsp;&nbsp; 255118 |
|  |  |  | &nbsp;&nbsp; 1682024 |
| **Application Software–0.06%** | **Application Software–0.06%** | **Application Software–0.06%** | **Application Software–0.06%** |
| Roper Technologies, Inc., | Roper Technologies, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/2028 |  | 399000 | &nbsp;&nbsp; 401348 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/2029 |  | 69000 | &nbsp;&nbsp; 69716 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/15/2030 |  | 451000 | &nbsp;&nbsp; 452201 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/2032 |  | 43000 | &nbsp;&nbsp; 43276 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/15/2034 |  | 72000 | &nbsp;&nbsp; 71520 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/15/2035 |  | 553000 | &nbsp;&nbsp; 552392 |
| &nbsp;&nbsp;&nbsp; Salesforce, Inc., 1.50%, <br> 07/15/2028<br>|  | 440000 | &nbsp;&nbsp; 417915 |
|  |  |  | &nbsp;&nbsp; 2008368 |
| **Asset Management & Custody Banks–0.34%** | **Asset Management & Custody Banks–0.34%** | **Asset Management & Custody Banks–0.34%** | **Asset Management & Custody Banks–0.34%** |
| &nbsp;&nbsp;&nbsp; Affiliated Managers Group, Inc., <br> 5.50%, 08/20/2034<br>|  | 166000 | &nbsp;&nbsp; 169750 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Asset Management & Custody Banks–(continued)** | **Asset Management & Custody Banks–(continued)** | **Asset Management & Custody Banks–(continued)** | **Asset Management & Custody Banks–(continued)** |
| Ameriprise Financial, Inc., | Ameriprise Financial, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/15/2028 |  | $53000 | &nbsp;&nbsp; $55511 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/2033 |  | 15000 | &nbsp;&nbsp; 15538 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/2035 |  | 247000 | &nbsp;&nbsp; 251454 |
| &nbsp;&nbsp;&nbsp; Ares Capital Corp., 3.20%, <br> 11/15/2031<br>|  | 120000 | &nbsp;&nbsp; 106457 |
| &nbsp;&nbsp;&nbsp; Ares Strategic Income Fund, <br> 5.55%, 04/15/2031<sup>(b)</sup> <br>|  | 2187000 | &nbsp;&nbsp; 2163132 |
| Bank of New York Mellon Corp. (The), | Bank of New York Mellon Corp. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 4.40% (SOFR + 0.68%), <br> 06/09/2028<sup>(c)</sup> <br>|  | 984000 | &nbsp;&nbsp; 987189 |
| &nbsp;&nbsp;&nbsp; 4.44%, 06/09/2028<sup>(d)</sup> <br>|  | 566000 | &nbsp;&nbsp; 570361 |
| &nbsp;&nbsp;&nbsp; 4.89%, 07/21/2028<sup>(d)</sup> <br>|  | 307000 | &nbsp;&nbsp; 311748 |
| &nbsp;&nbsp;&nbsp; 4.98%, 03/14/2030<sup>(d)</sup> <br>|  | 14000 | &nbsp;&nbsp; 14397 |
| &nbsp;&nbsp;&nbsp; 5.06%, 07/22/2032<sup>(d)</sup> <br>|  | 98000 | &nbsp;&nbsp; 101359 |
| &nbsp;&nbsp;&nbsp; BlackRock, Inc., 4.75%, <br> 05/25/2033<br>|  | 17000 | &nbsp;&nbsp; 17354 |
| &nbsp;&nbsp;&nbsp; Blackstone Secured Lending Fund, <br> 2.13%, 02/15/2027<br>|  | 857000 | &nbsp;&nbsp; 836917 |
| &nbsp;&nbsp;&nbsp; Blue Owl Credit Income Corp., <br> 7.75%, 09/16/2027<br>|  | 100000 | &nbsp;&nbsp; 104025 |
| &nbsp;&nbsp;&nbsp; Brookfield Asset Management Ltd. <br> (Canada), | &nbsp;&nbsp;&nbsp; Brookfield Asset Management Ltd. <br> (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/24/2035 |  | 292000 | &nbsp;&nbsp; 304283 |
| &nbsp;&nbsp;&nbsp; 6.08%, 09/15/2055 |  | 324000 | &nbsp;&nbsp; 333570 |
| &nbsp;&nbsp;&nbsp; Carlyle Group, Inc. (The), 5.05%, <br> 09/19/2035<br>|  | 819000 | &nbsp;&nbsp; 806416 |
| Citadel L.P., | Citadel L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/23/2030<sup>(b)</sup> <br>|  | 38000 | &nbsp;&nbsp; 39673 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/23/2032<sup>(b)</sup> <br>|  | 74000 | &nbsp;&nbsp; 78550 |
| &nbsp;&nbsp;&nbsp; Golub Capital BDC, Inc., 2.05%, <br> 02/15/2027<br>|  | 120000 | &nbsp;&nbsp; 117016 |
| &nbsp;&nbsp;&nbsp; Golub Capital Private Credit Fund, <br> 5.80%, 09/12/2029<br>|  | 200000 | &nbsp;&nbsp; 202945 |
| Northern Trust Corp., | Northern Trust Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/2027 |  | 200000 | &nbsp;&nbsp; 200633 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/03/2028 |  | 220000 | &nbsp;&nbsp; 219594 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/19/2030 |  | 868000 | &nbsp;&nbsp; 868664 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/02/2032 |  | 4000 | &nbsp;&nbsp; 4349 |
| &nbsp;&nbsp;&nbsp; 5.12%, 11/19/2040<sup>(d)</sup> <br>|  | 1141000 | &nbsp;&nbsp; 1135767 |
| State Street Corp., | State Street Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.99%, 03/18/2027 |  | 100000 | &nbsp;&nbsp; 101266 |
| &nbsp;&nbsp;&nbsp; 4.78%, 10/23/2036<sup>(d)</sup> <br>|  | 617000 | &nbsp;&nbsp; 609806 |
|  |  |  | &nbsp;&nbsp; 10727724 |
| **Automobile Manufacturers–1.37%** | **Automobile Manufacturers–1.37%** | **Automobile Manufacturers–1.37%** | **Automobile Manufacturers–1.37%** |
| American Honda Finance Corp., | American Honda Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/12/2028 |  | 17000 | &nbsp;&nbsp; 17249 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/08/2029 |  | 3279000 | &nbsp;&nbsp; 3287378 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/12/2029 |  | 100000 | &nbsp;&nbsp; 95021 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/17/2030 |  | 8000 | &nbsp;&nbsp; 8086 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/10/2031 |  | 110000 | &nbsp;&nbsp; 113039 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/10/2034 |  | 35000 | &nbsp;&nbsp; 35141 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/05/2035 |  | 100000 | &nbsp;&nbsp; 101158 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Automobile Manufacturers–(continued)** | **Automobile Manufacturers–(continued)** | **Automobile Manufacturers–(continued)** | **Automobile Manufacturers–(continued)** |
| &nbsp;&nbsp;&nbsp; Daimler Truck Finance North <br> America LLC (Germany), | &nbsp;&nbsp;&nbsp; Daimler Truck Finance North <br> America LLC (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/2027<sup>(b)</sup> <br>|  | $462000 | &nbsp;&nbsp; $467256 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/12/2027<sup>(b)</sup> <br>|  | 1398000 | &nbsp;&nbsp; 1405184 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/12/2029<sup>(b)</sup> <br>|  | 3761000 | &nbsp;&nbsp; 3761328 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/12/2030<sup>(b)</sup> <br>|  | 532000 | &nbsp;&nbsp; 536145 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/12/2032<sup>(b)</sup> <br>|  | 2465000 | &nbsp;&nbsp; 2497896 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/18/2034<sup>(b)</sup> <br>|  | 375000 | &nbsp;&nbsp; 383302 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/13/2035<sup>(b)</sup> <br>|  | 362000 | &nbsp;&nbsp; 375416 |
| &nbsp;&nbsp;&nbsp; Daimler Trucks Finance North <br> America LLC (Germany), 5.13%, <br> 01/19/2028<sup>(b)</sup> <br>|  | 487000 | &nbsp;&nbsp; 496734 |
| Ford Motor Credit Co. LLC, | Ford Motor Credit Co. LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.92%, 03/20/2028 |  | 669000 | &nbsp;&nbsp; 685958 |
| &nbsp;&nbsp;&nbsp; 6.80%, 11/07/2028 |  | 735000 | &nbsp;&nbsp; 774344 |
| Honda Motor Co. Ltd. (Japan), | Honda Motor Co. Ltd. (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 4.44%, 07/08/2028 |  | 2747000 | &nbsp;&nbsp; 2773858 |
| &nbsp;&nbsp;&nbsp; 4.69%, 07/08/2030 |  | 903000 | &nbsp;&nbsp; 913216 |
| &nbsp;&nbsp;&nbsp; 5.34%, 07/08/2035 |  | 889000 | &nbsp;&nbsp; 907554 |
| Hyundai Capital America, | Hyundai Capital America, |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/30/2026<sup>(b)</sup> <br>|  | 21000 | &nbsp;&nbsp; 21056 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/26/2026<sup>(b)</sup> <br>|  | 45000 | &nbsp;&nbsp; 45305 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/08/2027<sup>(b)</sup> <br>|  | 120000 | &nbsp;&nbsp; 121471 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/23/2027<sup>(b)</sup> <br>|  | 1198000 | &nbsp;&nbsp; 1211208 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/07/2028<sup>(b)</sup> <br>|  | 566000 | &nbsp;&nbsp; 575206 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/30/2028<sup>(b)</sup> <br>|  | 25000 | &nbsp;&nbsp; 25717 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/08/2029<sup>(b)</sup> <br>|  | 4874000 | &nbsp;&nbsp; 4884966 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/19/2029<sup>(b)</sup> <br>|  | 21000 | &nbsp;&nbsp; 21649 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/08/2030<sup>(b)</sup> <br>|  | 236000 | &nbsp;&nbsp; 243332 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/2030<sup>(b)</sup> <br>|  | 4000 | &nbsp;&nbsp; 4193 |
| &nbsp;&nbsp;&nbsp; Hyundai Capital Services, Inc. <br> (South Korea), 5.25%, <br> 01/22/2028<sup>(b)</sup> <br>|  | 2323000 | &nbsp;&nbsp; 2368610 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North <br> America LLC (Germany), | &nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North <br> America LLC (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/11/2027<sup>(b)</sup> <br>|  | 455000 | &nbsp;&nbsp; 459344 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/03/2028<sup>(b)</sup> <br>|  | 465000 | &nbsp;&nbsp; 476724 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/11/2029<sup>(b)</sup> <br>|  | 537000 | &nbsp;&nbsp; 547452 |
| PACCAR Financial Corp., | PACCAR Financial Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/23/2027 |  | 1538000 | &nbsp;&nbsp; 1551164 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/10/2028 |  | 20000 | &nbsp;&nbsp; 20364 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/26/2029 |  | 225000 | &nbsp;&nbsp; 225731 |
| &nbsp;&nbsp;&nbsp; Series R, <br>4.00%, 11/07/2028<br>|  | 2411000 | &nbsp;&nbsp; 2425357 |
| &nbsp;&nbsp;&nbsp; 3.90%, 02/05/2029 |  | 4052000 | &nbsp;&nbsp; 4056923 |
| Toyota Motor Credit Corp., | Toyota Motor Credit Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/12/2028 |  | 8000 | &nbsp;&nbsp; 8129 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/09/2029 |  | 92000 | &nbsp;&nbsp; 93624 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/20/2030 |  | 110000 | &nbsp;&nbsp; 116324 |
| &nbsp;&nbsp;&nbsp; Volkswagen Group of America <br> Finance LLC (Germany), | &nbsp;&nbsp;&nbsp; Volkswagen Group of America <br> Finance LLC (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/20/2026<sup>(b)</sup> <br>|  | 699000 | &nbsp;&nbsp; 700261 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/14/2026<sup>(b)</sup> <br>|  | 644000 | &nbsp;&nbsp; 646958 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/22/2027<sup>(b)</sup> <br>|  | 724000 | &nbsp;&nbsp; 732969 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/22/2029<sup>(b)</sup> <br>|  | 697000 | &nbsp;&nbsp; 713354 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/2029<sup>(b)</sup> <br>|  | 724000 | &nbsp;&nbsp; 735492 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/22/2034<sup>(b)</sup> <br>|  | 530000 | &nbsp;&nbsp; 544776 |
|  |  |  | &nbsp;&nbsp; 43212922 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Automotive Parts & Equipment–0.07%** | **Automotive Parts & Equipment–0.07%** | **Automotive Parts & Equipment–0.07%** | **Automotive Parts & Equipment–0.07%** |
| BMW US Capital LLC (Germany), | BMW US Capital LLC (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/11/2027<sup>(b)</sup> <br>|  | $1718000 | &nbsp;&nbsp; $1724570 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/11/2030<sup>(b)</sup> <br>|  | 304000 | &nbsp;&nbsp; 305341 |
| ERAC USA Finance LLC, | ERAC USA Finance LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/2028<sup>(b)</sup> <br>|  | 23000 | &nbsp;&nbsp; 23308 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/2029<sup>(b)</sup> <br>|  | 51000 | &nbsp;&nbsp; 52320 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/01/2033<sup>(b)</sup> <br>|  | 17000 | &nbsp;&nbsp; 17233 |
| &nbsp;&nbsp;&nbsp; Magna International, Inc. (Canada), <br> 5.88%, 06/01/2035<br>|  | 68000 | &nbsp;&nbsp; 71756 |
|  |  |  | &nbsp;&nbsp; 2194528 |
| **Automotive Retail–0.00%** | **Automotive Retail–0.00%** | **Automotive Retail–0.00%** | **Automotive Retail–0.00%** |
| AutoZone, Inc., | AutoZone, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/15/2026 |  | 18000 | &nbsp;&nbsp; 18088 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/2033 |  | 14000 | &nbsp;&nbsp; 14348 |
| &nbsp;&nbsp;&nbsp; O'Reilly Automotive, Inc., 5.00%, <br> 08/19/2034<br>|  | 99000 | &nbsp;&nbsp; 99615 |
|  |  |  | &nbsp;&nbsp; 132051 |
| **Biotechnology–0.02%** | **Biotechnology–0.02%** | **Biotechnology–0.02%** | **Biotechnology–0.02%** |
| AbbVie, Inc., | AbbVie, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/2027 |  | 266000 | &nbsp;&nbsp; 268856 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/2029 |  | 159000 | &nbsp;&nbsp; 162915 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/2031 |  | 110000 | &nbsp;&nbsp; 113680 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/2034 |  | 66000 | &nbsp;&nbsp; 67679 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/2054 |  | 30000 | &nbsp;&nbsp; 29117 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/2064 |  | 35000 | &nbsp;&nbsp; 33922 |
| Amgen, Inc., | Amgen, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/02/2028 |  | 21000 | &nbsp;&nbsp; 21500 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/02/2030 |  | 8000 | &nbsp;&nbsp; 8302 |
| Gilead Sciences, Inc., | Gilead Sciences, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/2033 |  | 9000 | &nbsp;&nbsp; 9432 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/2053 |  | 4000 | &nbsp;&nbsp; 3977 |
|  |  |  | &nbsp;&nbsp; 719380 |
| **Brewers–0.00%** | **Brewers–0.00%** | **Brewers–0.00%** | **Brewers–0.00%** |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch InBev Worldwide, <br> Inc. (Belgium), 5.00%, <br> 06/15/2034<br>|  | 110000 | &nbsp;&nbsp; 113214 |
| **Broadcasting–0.00%** | **Broadcasting–0.00%** | **Broadcasting–0.00%** | **Broadcasting–0.00%** |
| Paramount Global, | Paramount Global, |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/01/2043 |  | 59000 | &nbsp;&nbsp; 47587 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/19/2050 |  | 43000 | &nbsp;&nbsp; 30185 |
|  |  |  | &nbsp;&nbsp; 77772 |
| **Broadline Retail–0.01%** | **Broadline Retail–0.01%** | **Broadline Retail–0.01%** | **Broadline Retail–0.01%** |
| &nbsp;&nbsp;&nbsp; Alibaba Group Holding Ltd. (China), <br> 4.20%, 12/06/2047<br>|  | 400000 | &nbsp;&nbsp; 334367 |
| &nbsp;&nbsp;&nbsp; Amazon.com, Inc., 5.55%, <br> 11/20/2065<br>|  | 100000 | &nbsp;&nbsp; 97100 |
|  |  |  | &nbsp;&nbsp; 431467 |
| **Building Products–0.11%** | **Building Products–0.11%** | **Building Products–0.11%** | **Building Products–0.11%** |
| &nbsp;&nbsp;&nbsp; Carrier Global Corp., 5.90%, <br> 03/15/2034<br>|  | 6000 | &nbsp;&nbsp; 6423 |
| CRH America Finance, Inc., | CRH America Finance, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/09/2031 |  | 1554000 | &nbsp;&nbsp; 1555442 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/2036 |  | 1445000 | &nbsp;&nbsp; 1444232 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/09/2056 |  | 321000 | &nbsp;&nbsp; 315991 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Building Products–(continued)** | **Building Products–(continued)** | **Building Products–(continued)** | **Building Products–(continued)** |
| &nbsp;&nbsp;&nbsp; Owens Corning, 5.95%, <br> 06/15/2054<br>|  | $220000 | &nbsp;&nbsp; $224699 |
|  |  |  | &nbsp;&nbsp; 3546787 |
| **Cable & Satellite–0.08%** | **Cable & Satellite–0.08%** | **Cable & Satellite–0.08%** | **Cable & Satellite–0.08%** |
| &nbsp;&nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter <br> Communications Operating Capital <br> Corp., | &nbsp;&nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter <br> Communications Operating Capital <br> Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/2028 |  | 340000 | &nbsp;&nbsp; 335709 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/2032 |  | 200000 | &nbsp;&nbsp; 172073 |
| &nbsp;&nbsp;&nbsp; 6.65%, 02/01/2034 |  | 32000 | &nbsp;&nbsp; 33713 |
| &nbsp;&nbsp;&nbsp; 5.85%, 12/01/2035 |  | 542000 | &nbsp;&nbsp; 539658 |
| &nbsp;&nbsp;&nbsp; 6.70%, 12/01/2055 |  | 371000 | &nbsp;&nbsp; 358530 |
| Comcast Corp., | Comcast Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/2032 |  | 8000 | &nbsp;&nbsp; 8422 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/2033 |  | 300000 | &nbsp;&nbsp; 301522 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/2053 |  | 200000 | &nbsp;&nbsp; 179993 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/15/2055<sup>(e)</sup> <br>|  | 398000 | &nbsp;&nbsp; 394572 |
| &nbsp;&nbsp;&nbsp; Cox Communications, Inc., 5.70%, <br> 06/15/2033<sup>(b)</sup> <br>|  | 4000 | &nbsp;&nbsp; 4038 |
| &nbsp;&nbsp;&nbsp; Time Warner Cable LLC, 6.75%, <br> 06/15/2039<br>|  | 120000 | &nbsp;&nbsp; 120644 |
|  |  |  | &nbsp;&nbsp; 2448874 |
| **Cargo Ground Transportation–0.30%** | **Cargo Ground Transportation–0.30%** | **Cargo Ground Transportation–0.30%** | **Cargo Ground Transportation–0.30%** |
| Fedex Freight Holding Co., Inc., | Fedex Freight Holding Co., Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/2029<sup>(b)</sup> <br>|  | 2077000 | &nbsp;&nbsp; 2079724 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/2031<sup>(b)</sup> <br>|  | 1669000 | &nbsp;&nbsp; 1669245 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/2033<sup>(b)</sup> <br>|  | 1038000 | &nbsp;&nbsp; 1035417 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/2036<sup>(b)</sup> <br>|  | 2596000 | &nbsp;&nbsp; 2573247 |
| &nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. L.P./PTL <br> Finance Corp., | &nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. L.P./PTL <br> Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/24/2026<sup>(b)</sup> <br>|  | 9000 | &nbsp;&nbsp; 9035 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/12/2027<sup>(b)</sup> <br>|  | 9000 | &nbsp;&nbsp; 9105 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/01/2028<sup>(b)</sup> <br>|  | 10000 | &nbsp;&nbsp; 10283 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/01/2028<sup>(b)</sup> <br>|  | 19000 | &nbsp;&nbsp; 19533 |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/01/2028<sup>(b)</sup> <br>|  | 18000 | &nbsp;&nbsp; 18764 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/2030<sup>(b)</sup> <br>|  | 437000 | &nbsp;&nbsp; 450349 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/2031<sup>(b)</sup> <br>|  | 1484000 | &nbsp;&nbsp; 1481452 |
| &nbsp;&nbsp;&nbsp; Ryder System, Inc., 4.90%, <br> 12/01/2029<br>|  | 143000 | &nbsp;&nbsp; 146325 |
|  |  |  | &nbsp;&nbsp; 9502479 |
| **Casinos & Gaming–0.01%** | **Casinos & Gaming–0.01%** | **Casinos & Gaming–0.01%** | **Casinos & Gaming–0.01%** |
| &nbsp;&nbsp;&nbsp; Las Vegas Sands Corp., 5.63%, <br> 06/15/2028<br>|  | 300000 | &nbsp;&nbsp; 307215 |
| **Commercial & Residential Mortgage Finance–0.09%** | **Commercial & Residential Mortgage Finance–0.09%** | **Commercial & Residential Mortgage Finance–0.09%** | **Commercial & Residential Mortgage Finance–0.09%** |
| Aviation Capital Group LLC, | Aviation Capital Group LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/25/2028<sup>(b)</sup> <br>|  | 53000 | &nbsp;&nbsp; 56195 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/30/2029<sup>(b)</sup> <br>|  | 714000 | &nbsp;&nbsp; 711594 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/24/2030<sup>(b)</sup> <br>|  | 1301000 | &nbsp;&nbsp; 1304725 |
| &nbsp;&nbsp;&nbsp; Nationwide Building Society (United <br> Kingdom), 6.56%, <br> 10/18/2027<sup>(b)(d)</sup> <br>|  | 631000 | &nbsp;&nbsp; 641942 |
| &nbsp;&nbsp;&nbsp; Radian Group, Inc., 6.20%, <br> 05/15/2029<br>|  | 66000 | &nbsp;&nbsp; 69327 |
|  |  |  | &nbsp;&nbsp; 2783783 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Computer & Electronics Retail–0.03%** | **Computer & Electronics Retail–0.03%** | **Computer & Electronics Retail–0.03%** | **Computer & Electronics Retail–0.03%** |
| Dell International LLC/EMC Corp., | Dell International LLC/EMC Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/2035 |  | $491000 | &nbsp;&nbsp; $504216 |
| &nbsp;&nbsp;&nbsp; 8.35%, 07/15/2046 |  | 240000 | &nbsp;&nbsp; 302563 |
| Leidos, Inc., 5.75%, 03/15/2033 |  | 10000 | &nbsp;&nbsp; 10556 |
|  |  |  | &nbsp;&nbsp; 817335 |
| **Construction Machinery & Heavy Transportation Equipment–**<br> **0.30%** | **Construction Machinery & Heavy Transportation Equipment–**<br> **0.30%** | **Construction Machinery & Heavy Transportation Equipment–**<br> **0.30%** | **Construction Machinery & Heavy Transportation Equipment–**<br> **0.30%** |
| &nbsp;&nbsp;&nbsp; Caterpillar Financial Services Corp., <br> 3.95%, 11/14/2028<br>|  | 3883000 | &nbsp;&nbsp; 3896586 |
| Caterpillar, Inc., | Caterpillar, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/19/2029 |  | 500000 | &nbsp;&nbsp; 478307 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/15/2035 |  | 251000 | &nbsp;&nbsp; 259930 |
| Cummins, Inc., | Cummins, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/15/2031 |  | 974000 | &nbsp;&nbsp; 994566 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/09/2035 |  | 211000 | &nbsp;&nbsp; 218104 |
| Komatsu Finance America, Inc., | Komatsu Finance America, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/06/2027<sup>(b)</sup> <br>|  | 637000 | &nbsp;&nbsp; 652001 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/18/2030<sup>(b)</sup> <br>|  | 1793000 | &nbsp;&nbsp; 1783469 |
| &nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies <br> Corp., | &nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies <br> Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/29/2030 |  | 491000 | &nbsp;&nbsp; 501903 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/29/2035 |  | 689000 | &nbsp;&nbsp; 715729 |
|  |  |  | &nbsp;&nbsp; 9500595 |
| **Consumer Electronics–0.14%** | **Consumer Electronics–0.14%** | **Consumer Electronics–0.14%** | **Consumer Electronics–0.14%** |
| &nbsp;&nbsp;&nbsp; Tyco Electronics Group S.A. <br> (Switzerland), | &nbsp;&nbsp;&nbsp; Tyco Electronics Group S.A. <br> (Switzerland), |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/09/2031 |  | 1601000 | &nbsp;&nbsp; 1616328 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/09/2036 |  | 2810000 | &nbsp;&nbsp; 2798400 |
|  |  |  | &nbsp;&nbsp; 4414728 |
| **Consumer Finance–0.68%** | **Consumer Finance–0.68%** | **Consumer Finance–0.68%** | **Consumer Finance–0.68%** |
| American Express Co., | American Express Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/23/2027<sup>(d)</sup> <br>|  | 149000 | &nbsp;&nbsp; 149548 |
| &nbsp;&nbsp;&nbsp; 4.73%, 04/25/2029<sup>(d)</sup> <br>|  | 325000 | &nbsp;&nbsp; 329931 |
| &nbsp;&nbsp;&nbsp; 4.96% (SOFR + 1.26%), <br> 04/25/2029<sup>(c)</sup> <br>|  | 999000 | &nbsp;&nbsp; 1011999 |
| &nbsp;&nbsp;&nbsp; 4.35%, 07/20/2029<sup>(d)</sup> <br>|  | 1664000 | &nbsp;&nbsp; 1674543 |
| &nbsp;&nbsp;&nbsp; 4.51% (SOFR + 0.81%), <br> 07/20/2029<sup>(c)</sup> <br>|  | 2479000 | &nbsp;&nbsp; 2488115 |
| &nbsp;&nbsp;&nbsp; 5.53%, 04/25/2030<sup>(d)</sup> <br>|  | 135000 | &nbsp;&nbsp; 140602 |
| &nbsp;&nbsp;&nbsp; 5.02%, 04/25/2031<sup>(d)</sup> <br>|  | 716000 | &nbsp;&nbsp; 735103 |
| &nbsp;&nbsp;&nbsp; 4.99%, 05/26/2033<sup>(d)</sup> <br>|  | 220000 | &nbsp;&nbsp; 223222 |
| &nbsp;&nbsp;&nbsp; 4.92%, 07/20/2033<sup>(d)</sup> <br>|  | 1135000 | &nbsp;&nbsp; 1150109 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/24/2036<sup>(d)</sup> <br>|  | 3515000 | &nbsp;&nbsp; 3447020 |
| Capital One Financial Corp., | Capital One Financial Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.49%, 09/11/2031<sup>(d)</sup> <br>|  | 1207000 | &nbsp;&nbsp; 1199350 |
| &nbsp;&nbsp;&nbsp; 4.72%, 01/30/2032<sup>(d)</sup> <br>|  | 3212000 | &nbsp;&nbsp; 3213666 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/11/2036<sup>(d)</sup> <br>|  | 668000 | &nbsp;&nbsp; 658963 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/30/2037<sup>(d)</sup> <br>|  | 4940000 | &nbsp;&nbsp; 4932866 |
| &nbsp;&nbsp;&nbsp; General Motors Financial Co., Inc., <br> 5.40%, 04/06/2026<br>|  | 6000 | &nbsp;&nbsp; 6016 |
| &nbsp;&nbsp;&nbsp; Synchrony Financial, 5.02%, <br> 07/29/2029<sup>(d)</sup> <br>|  | 183000 | &nbsp;&nbsp; 185182 |
|  |  |  | &nbsp;&nbsp; 21546235 |
| **Consumer Staples Merchandise Retail–0.03%** | **Consumer Staples Merchandise Retail–0.03%** | **Consumer Staples Merchandise Retail–0.03%** | **Consumer Staples Merchandise Retail–0.03%** |
| &nbsp;&nbsp;&nbsp; Dollar General Corp., 5.50%, <br> 11/01/2052<br>|  | 2000 | &nbsp;&nbsp; 1931 |
| &nbsp;&nbsp;&nbsp; Target Corp., 4.50%, <br> 09/15/2032<br>|  | 8000 | &nbsp;&nbsp; 8077 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Consumer Staples Merchandise Retail–(continued)** | **Consumer Staples Merchandise Retail–(continued)** | **Consumer Staples Merchandise Retail–(continued)** | **Consumer Staples Merchandise Retail–(continued)** |
| Walmart, Inc., | Walmart, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/08/2029 |  | $880000 | &nbsp;&nbsp; $867340 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/2053 |  | 15000 | &nbsp;&nbsp; 13249 |
|  |  |  | &nbsp;&nbsp; 890597 |
| **Data Center REITs–0.01%** | **Data Center REITs–0.01%** | **Data Center REITs–0.01%** | **Data Center REITs–0.01%** |
| &nbsp;&nbsp;&nbsp; Equinix, Inc., 3.20%, <br> 11/18/2029<br>|  | 200000 | &nbsp;&nbsp; 192592 |
| **Distillers & Vintners–0.02%** | **Distillers & Vintners–0.02%** | **Distillers & Vintners–0.02%** | **Distillers & Vintners–0.02%** |
| &nbsp;&nbsp;&nbsp; Brown-Forman Corp., 4.75%, <br> 04/15/2033<br>|  | 5000 | &nbsp;&nbsp; 5072 |
| Constellation Brands, Inc., | Constellation Brands, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/01/2030 |  | 107000 | &nbsp;&nbsp; 108898 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/01/2033 |  | 2000 | &nbsp;&nbsp; 2010 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/01/2035 |  | 324000 | &nbsp;&nbsp; 320247 |
| &nbsp;&nbsp;&nbsp; Diageo Capital PLC (United <br> Kingdom), 5.50%, <br> 01/24/2033<br>|  | 200000 | &nbsp;&nbsp; 210344 |
|  |  |  | &nbsp;&nbsp; 646571 |
| **Distributors–0.01%** | **Distributors–0.01%** | **Distributors–0.01%** | **Distributors–0.01%** |
| Genuine Parts Co., | Genuine Parts Co., |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/01/2028 |  | 23000 | &nbsp;&nbsp; 24311 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/2029 |  | 267000 | &nbsp;&nbsp; 271390 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/2033 |  | 31000 | &nbsp;&nbsp; 34424 |
|  |  |  | &nbsp;&nbsp; 330125 |
| **Diversified Banks–6.72%** | **Diversified Banks–6.72%** | **Diversified Banks–6.72%** | **Diversified Banks–6.72%** |
| Banco Santander S.A. (Spain), | Banco Santander S.A. (Spain), |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/23/2028 |  | 200000 | &nbsp;&nbsp; 198981 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/14/2028<sup>(d)</sup> <br>|  | 800000 | &nbsp;&nbsp; 812912 |
| &nbsp;&nbsp;&nbsp; 4.18%, 03/24/2028<sup>(d)</sup> <br>|  | 400000 | &nbsp;&nbsp; 400209 |
| &nbsp;&nbsp;&nbsp; 5.08%, 11/06/2030 |  | 2800000 | &nbsp;&nbsp; 2803601 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/06/2035 |  | 1600000 | &nbsp;&nbsp; 1597921 |
| Bank of America Corp., | Bank of America Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 3.82%, 01/20/2028<sup>(d)</sup> <br>|  | 400000 | &nbsp;&nbsp; 399493 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/22/2028<sup>(d)</sup> <br>|  | 4000 | &nbsp;&nbsp; 4056 |
| &nbsp;&nbsp;&nbsp; 4.53% (SOFR + 0.83%), <br> 01/24/2029<sup>(c)</sup> <br>|  | 232000 | &nbsp;&nbsp; 232938 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/25/2029<sup>(d)</sup> <br>|  | 26000 | &nbsp;&nbsp; 26636 |
| &nbsp;&nbsp;&nbsp; 4.62%, 05/09/2029<sup>(d)</sup> <br>|  | 410000 | &nbsp;&nbsp; 415544 |
| &nbsp;&nbsp;&nbsp; 5.82%, 09/15/2029<sup>(d)</sup> <br>|  | 39000 | &nbsp;&nbsp; 40679 |
| &nbsp;&nbsp;&nbsp; 4.71% (SOFR + 1.01%), <br> 01/24/2031<sup>(c)</sup> <br>|  | 206000 | &nbsp;&nbsp; 207367 |
| &nbsp;&nbsp;&nbsp; 5.16%, 01/24/2031<sup>(d)</sup> <br>|  | 112000 | &nbsp;&nbsp; 115522 |
| &nbsp;&nbsp;&nbsp; 5.52%, 10/25/2035<sup>(d)</sup> <br>|  | 200000 | &nbsp;&nbsp; 204196 |
| &nbsp;&nbsp;&nbsp; 2.48%, 09/21/2036<sup>(d)</sup> <br>|  | 220000 | &nbsp;&nbsp; 193128 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/08/2037<sup>(d)</sup> <br>|  | 220000 | &nbsp;&nbsp; 206591 |
| &nbsp;&nbsp;&nbsp; Series RR, 4.38%<sup>(d)(f)</sup> <br>|  | 1485000 | &nbsp;&nbsp; 1478211 |
| &nbsp;&nbsp;&nbsp; Bank of Montreal (Canada), <br> 5.30%, 06/05/2026<br>|  | 11000 | &nbsp;&nbsp; 11055 |
| Bank of New York Mellon (The), | Bank of New York Mellon (The), |  |  |
| &nbsp;&nbsp;&nbsp; 4.41% (SOFR + 0.71%), <br> 04/20/2027<sup>(c)</sup> <br>|  | 963000 | &nbsp;&nbsp; 964054 |
| &nbsp;&nbsp;&nbsp; 4.59%, 04/20/2027<sup>(d)</sup> <br>|  | 947000 | &nbsp;&nbsp; 948359 |
| &nbsp;&nbsp;&nbsp; 4.73%, 04/20/2029<sup>(d)</sup> <br>|  | 804000 | &nbsp;&nbsp; 817757 |
| &nbsp;&nbsp;&nbsp; Bank of New Zealand (New <br> Zealand), 5.70%, <br> 01/28/2035<sup>(b)(d)(e)</sup> <br>|  | 809000 | &nbsp;&nbsp; 835485 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** |
| Bank of Nova Scotia (The) (Canada), | Bank of Nova Scotia (The) (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 8.63%, 10/27/2082<sup>(d)</sup> <br>|  | $708000 | &nbsp;&nbsp; $750094 |
| &nbsp;&nbsp;&nbsp; 8.00%, 01/27/2084<sup>(d)</sup> <br>|  | 649000 | &nbsp;&nbsp; 695390 |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/27/2085<sup>(d)</sup> <br>|  | 1939000 | &nbsp;&nbsp; 1991999 |
| &nbsp;&nbsp;&nbsp; Banque Federative du Credit Mutuel <br> S.A. (France), 4.59%, <br> 10/16/2028<sup>(b)</sup> <br>|  | 1911000 | &nbsp;&nbsp; 1933189 |
| Barclays PLC (United Kingdom), | Barclays PLC (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 5.83%, 05/09/2027<sup>(d)</sup> <br>|  | 200000 | &nbsp;&nbsp; 200914 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/13/2027<sup>(d)</sup> <br>|  | 400000 | &nbsp;&nbsp; 405785 |
| &nbsp;&nbsp;&nbsp; 4.48%, 11/11/2029<sup>(d)</sup> <br>|  | 1852000 | &nbsp;&nbsp; 1863975 |
| &nbsp;&nbsp;&nbsp; 5.37%, 02/25/2031<sup>(d)</sup> <br>|  | 666000 | &nbsp;&nbsp; 687745 |
| &nbsp;&nbsp;&nbsp; 7.44%, 11/02/2033<sup>(d)</sup> <br>|  | 200000 | &nbsp;&nbsp; 228737 |
| &nbsp;&nbsp;&nbsp; 5.86%, 08/11/2046<sup>(d)</sup> <br>|  | 656000 | &nbsp;&nbsp; 673498 |
| BNP Paribas S.A. (France), | BNP Paribas S.A. (France), |  |  |
| &nbsp;&nbsp;&nbsp; 4.79%, 05/09/2029<sup>(b)(d)</sup> <br>|  | 593000 | &nbsp;&nbsp; 600067 |
| &nbsp;&nbsp;&nbsp; 5.24% (SOFR + 1.43%), <br> 05/09/2029<sup>(b)(c)</sup> <br>|  | 1198000 | &nbsp;&nbsp; 1210815 |
| &nbsp;&nbsp;&nbsp; 5.09%, 05/09/2031<sup>(b)(d)</sup> <br>|  | 1189000 | &nbsp;&nbsp; 1214158 |
| BPCE S.A. (France), | BPCE S.A. (France), |  |  |
| &nbsp;&nbsp;&nbsp; 6.92%, 01/14/2046<sup>(b)(d)</sup> <br>|  | 507000 | &nbsp;&nbsp; 542230 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/13/2047<sup>(b)(d)</sup> <br>|  | 1896000 | &nbsp;&nbsp; 1896492 |
| &nbsp;&nbsp;&nbsp; CaixaBank S.A. (Spain), 4.89%, <br> 07/03/2031<sup>(b)(d)</sup> <br>|  | 825000 | &nbsp;&nbsp; 837198 |
| &nbsp;&nbsp;&nbsp; Citibank N.A., 4.93%, <br> 08/06/2026<br>|  | 950000 | &nbsp;&nbsp; 954726 |
| Citigroup, Inc., | Citigroup, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.95% (SOFR + 1.14%), <br> 05/07/2028<sup>(c)</sup> <br>|  | 891000 | &nbsp;&nbsp; 896957 |
| &nbsp;&nbsp;&nbsp; 5.17%, 02/13/2030<sup>(d)</sup> <br>|  | 41000 | &nbsp;&nbsp; 42136 |
| &nbsp;&nbsp;&nbsp; 4.54%, 09/19/2030<sup>(d)</sup> <br>|  | 284000 | &nbsp;&nbsp; 286421 |
| &nbsp;&nbsp;&nbsp; 4.41%, 03/31/2031<sup>(d)</sup> <br>|  | 300000 | &nbsp;&nbsp; 300027 |
| &nbsp;&nbsp;&nbsp; 5.27% (SOFR + 1.46%), <br> 05/07/2031<sup>(c)</sup> <br>|  | 1043000 | &nbsp;&nbsp; 1063829 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/11/2031<sup>(d)</sup> <br>|  | 1721000 | &nbsp;&nbsp; 1722943 |
| &nbsp;&nbsp;&nbsp; 6.17%, 05/25/2034<sup>(d)</sup> <br>|  | 31000 | &nbsp;&nbsp; 32834 |
| &nbsp;&nbsp;&nbsp; 5.41%, 09/19/2039<sup>(d)</sup> <br>|  | 168000 | &nbsp;&nbsp; 168008 |
| &nbsp;&nbsp;&nbsp; 5.61%, 03/04/2056<sup>(d)</sup> <br>|  | 267000 | &nbsp;&nbsp; 265273 |
| &nbsp;&nbsp;&nbsp; 6.63%<sup>(d)(f)</sup> <br>|  | 5390000 | &nbsp;&nbsp; 5490384 |
| &nbsp;&nbsp;&nbsp; Cooperatieve Rabobank U.A. <br> (Netherlands), | &nbsp;&nbsp;&nbsp; Cooperatieve Rabobank U.A. <br> (Netherlands), |  |  |
| &nbsp;&nbsp;&nbsp; 4.33%, 08/28/2026 |  | 1213000 | &nbsp;&nbsp; 1217104 |
| &nbsp;&nbsp;&nbsp; 3.96%, 10/17/2028 |  | 1731000 | &nbsp;&nbsp; 1738439 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/24/2041 |  | 400000 | &nbsp;&nbsp; 399000 |
| Credit Agricole S.A. (France), | Credit Agricole S.A. (France), |  |  |
| &nbsp;&nbsp;&nbsp; 5.22%, 05/27/2031<sup>(b)(d)</sup> <br>|  | 784000 | &nbsp;&nbsp; 805578 |
| &nbsp;&nbsp;&nbsp; 4.82%, 09/25/2033<sup>(b)(d)</sup> <br>|  | 2660000 | &nbsp;&nbsp; 2652596 |
| Fifth Third Bancorp, | Fifth Third Bancorp, |  |  |
| &nbsp;&nbsp;&nbsp; 1.71%, 11/01/2027<sup>(d)</sup> <br>|  | 6000 | &nbsp;&nbsp; 5899 |
| &nbsp;&nbsp;&nbsp; 6.34%, 07/27/2029<sup>(d)</sup> <br>|  | 3000 | &nbsp;&nbsp; 3155 |
| &nbsp;&nbsp;&nbsp; 4.77%, 07/28/2030<sup>(d)</sup> <br>|  | 10000 | &nbsp;&nbsp; 10136 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/06/2030<sup>(d)</sup> <br>|  | 300000 | &nbsp;&nbsp; 305268 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/29/2032<sup>(d)</sup> <br>|  | 10000 | &nbsp;&nbsp; 10480 |
| &nbsp;&nbsp;&nbsp; 4.57%, 04/29/2032<sup>(d)</sup> <br>|  | 3003000 | &nbsp;&nbsp; 3000997 |
| &nbsp;&nbsp;&nbsp; 5.14%, 01/29/2037<sup>(d)</sup> <br>|  | 3282000 | &nbsp;&nbsp; 3260723 |
| &nbsp;&nbsp;&nbsp; Fifth Third Financial Corp., 5.98%, <br> 01/30/2030<sup>(d)</sup> <br>|  | 14000 | &nbsp;&nbsp; 14637 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Bank USA, 5.28%, <br> 03/18/2027<sup>(d)</sup> <br>|  | 358000 | &nbsp;&nbsp; 358553 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** |
| HSBC Holdings PLC (United Kingdom), | HSBC Holdings PLC (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 5.89%, 08/14/2027<sup>(d)</sup> <br>|  | $772000 | &nbsp;&nbsp; $779598 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/17/2028<sup>(d)</sup> <br>|  | 751000 | &nbsp;&nbsp; 765413 |
| &nbsp;&nbsp;&nbsp; 5.21%, 08/11/2028<sup>(d)</sup> <br>|  | 630000 | &nbsp;&nbsp; 640488 |
| &nbsp;&nbsp;&nbsp; 4.83% (SOFR + 1.04%), <br> 11/19/2028<sup>(c)</sup> <br>|  | 964000 | &nbsp;&nbsp; 969632 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/04/2030<sup>(d)</sup> <br>|  | 200000 | &nbsp;&nbsp; 207421 |
| &nbsp;&nbsp;&nbsp; 5.08% (SOFR + 1.29%), <br> 11/19/2030<sup>(c)</sup> <br>|  | 928000 | &nbsp;&nbsp; 940552 |
| &nbsp;&nbsp;&nbsp; 5.29%, 11/19/2030<sup>(d)</sup> <br>|  | 642000 | &nbsp;&nbsp; 663320 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/03/2031<sup>(d)</sup> <br>|  | 788000 | &nbsp;&nbsp; 807807 |
| &nbsp;&nbsp;&nbsp; 5.24%, 05/13/2031<sup>(d)</sup> <br>|  | 943000 | &nbsp;&nbsp; 971001 |
| &nbsp;&nbsp;&nbsp; 5.38% (SOFR + 1.57%), <br> 05/13/2031<sup>(c)(e)</sup> <br>|  | 1235000 | &nbsp;&nbsp; 1263696 |
| &nbsp;&nbsp;&nbsp; 2.36%, 08/18/2031<sup>(d)</sup> <br>|  | 300000 | &nbsp;&nbsp; 273607 |
| &nbsp;&nbsp;&nbsp; 7.40%, 11/13/2034<sup>(d)</sup> <br>|  | 425000 | &nbsp;&nbsp; 483444 |
| &nbsp;&nbsp;&nbsp; 5.72%, 03/04/2035<sup>(d)</sup> <br>|  | 220000 | &nbsp;&nbsp; 231491 |
| &nbsp;&nbsp;&nbsp; 5.79%, 05/13/2036<sup>(d)</sup> <br>|  | 220000 | &nbsp;&nbsp; 231060 |
| &nbsp;&nbsp;&nbsp; 5.74%, 09/10/2036<sup>(d)</sup> <br>|  | 774000 | &nbsp;&nbsp; 795310 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/06/2036<sup>(d)</sup> <br>|  | 1295000 | &nbsp;&nbsp; 1293974 |
| &nbsp;&nbsp;&nbsp; 6.33%, 03/09/2044<sup>(d)</sup> <br>|  | 641000 | &nbsp;&nbsp; 700439 |
| &nbsp;&nbsp;&nbsp; 6.88%<sup>(d)(f)</sup> <br>|  | 720000 | &nbsp;&nbsp; 744250 |
| &nbsp;&nbsp;&nbsp; HSBC USA, Inc., 4.65%, <br> 06/03/2028<br>|  | 971000 | &nbsp;&nbsp; 986258 |
| &nbsp;&nbsp;&nbsp; ING Groep N.V. (Netherlands), <br> 5.34%, 03/19/2030<sup>(d)</sup> <br>|  | 790000 | &nbsp;&nbsp; 815783 |
| JPMorgan Chase & Co., | JPMorgan Chase & Co., |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/2027 |  | 110000 | &nbsp;&nbsp; 110797 |
| &nbsp;&nbsp;&nbsp; 5.04%, 01/23/2028<sup>(d)</sup> <br>|  | 200000 | &nbsp;&nbsp; 202060 |
| &nbsp;&nbsp;&nbsp; 5.57%, 04/22/2028<sup>(d)</sup> <br>|  | 107000 | &nbsp;&nbsp; 109037 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/25/2028<sup>(d)</sup> <br>|  | 5000 | &nbsp;&nbsp; 5062 |
| &nbsp;&nbsp;&nbsp; 4.50% (SOFR + 0.80%), <br> 01/24/2029<sup>(c)</sup> <br>|  | 364000 | &nbsp;&nbsp; 365257 |
| &nbsp;&nbsp;&nbsp; 4.92%, 01/24/2029<sup>(d)</sup> <br>|  | 98000 | &nbsp;&nbsp; 99791 |
| &nbsp;&nbsp;&nbsp; 5.30%, 07/24/2029<sup>(d)</sup> <br>|  | 26000 | &nbsp;&nbsp; 26772 |
| &nbsp;&nbsp;&nbsp; 6.09%, 10/23/2029<sup>(d)</sup> <br>|  | 37000 | &nbsp;&nbsp; 38898 |
| &nbsp;&nbsp;&nbsp; 5.01%, 01/23/2030<sup>(d)</sup> <br>|  | 21000 | &nbsp;&nbsp; 21537 |
| &nbsp;&nbsp;&nbsp; 5.58%, 04/22/2030<sup>(d)</sup> <br>|  | 85000 | &nbsp;&nbsp; 88577 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/22/2030<sup>(d)</sup> <br>|  | 167000 | &nbsp;&nbsp; 171447 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/22/2030<sup>(d)</sup> <br>|  | 282000 | &nbsp;&nbsp; 286126 |
| &nbsp;&nbsp;&nbsp; 5.14%, 01/24/2031<sup>(d)</sup> <br>|  | 227000 | &nbsp;&nbsp; 234264 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/22/2031<sup>(d)</sup> <br>|  | 385000 | &nbsp;&nbsp; 397186 |
| &nbsp;&nbsp;&nbsp; 4.26%, 10/22/2031<sup>(d)</sup> <br>|  | 2047000 | &nbsp;&nbsp; 2037225 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/22/2032<sup>(d)</sup> <br>|  | 2673000 | &nbsp;&nbsp; 2666549 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/08/2032<sup>(d)</sup> <br>|  | 340000 | &nbsp;&nbsp; 306420 |
| &nbsp;&nbsp;&nbsp; 4.59%, 04/26/2033<sup>(d)</sup> <br>|  | 3000 | &nbsp;&nbsp; 3005 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/14/2033<sup>(d)</sup> <br>|  | 8000 | &nbsp;&nbsp; 8444 |
| &nbsp;&nbsp;&nbsp; 4.81%, 10/22/2036<sup>(d)</sup> <br>|  | 1865000 | &nbsp;&nbsp; 1839274 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/22/2037<sup>(d)</sup> <br>|  | 3091000 | &nbsp;&nbsp; 3068678 |
| &nbsp;&nbsp;&nbsp; 5.53%, 11/29/2045<sup>(d)</sup> <br>|  | 233000 | &nbsp;&nbsp; 234925 |
| &nbsp;&nbsp;&nbsp; Series NN, 6.88%<sup>(d)(f)</sup> <br>|  | 82000 | &nbsp;&nbsp; 86662 |
| &nbsp;&nbsp;&nbsp; KeyBank N.A., 5.85%, <br> 11/15/2027<br>|  | 936000 | &nbsp;&nbsp; 964701 |
| &nbsp;&nbsp;&nbsp; KeyCorp, 5.31%, <br> 01/28/2037<sup>(d)(e)</sup> <br>|  | 1110000 | &nbsp;&nbsp; 1111692 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** |
| &nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC (United <br> Kingdom), | &nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC (United <br> Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 4.43%, 11/04/2031<sup>(d)</sup> <br>|  | $1421000 | &nbsp;&nbsp; $1416890 |
| &nbsp;&nbsp;&nbsp; 4.98%, 08/11/2033<sup>(d)</sup> <br>|  | 200000 | &nbsp;&nbsp; 203595 |
| &nbsp;&nbsp;&nbsp; 4.94%, 11/04/2036<sup>(d)</sup> <br>|  | 2052000 | &nbsp;&nbsp; 2021685 |
| &nbsp;&nbsp;&nbsp; 6.63%<sup>(d)(f)</sup> <br>|  | 1302000 | &nbsp;&nbsp; 1292313 |
| Macquarie Bank Ltd. (Australia), | Macquarie Bank Ltd. (Australia), |  |  |
| &nbsp;&nbsp;&nbsp; 3.92%, 02/03/2028<sup>(b)</sup> <br>|  | 3996000 | &nbsp;&nbsp; 4004310 |
| &nbsp;&nbsp;&nbsp; 4.19% (SOFR + 0.48%), <br> 02/03/2028<sup>(b)(c)</sup> <br>|  | 3556000 | &nbsp;&nbsp; 3559073 |
| &nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc. <br> (Japan), | &nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc. <br> (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 5.02%, 07/20/2028<sup>(d)</sup> <br>|  | 699000 | &nbsp;&nbsp; 709575 |
| &nbsp;&nbsp;&nbsp; 5.26%, 04/17/2030<sup>(d)</sup> <br>|  | 640000 | &nbsp;&nbsp; 660084 |
| &nbsp;&nbsp;&nbsp; 5.16%, 04/24/2031<sup>(d)</sup> <br>|  | 600000 | &nbsp;&nbsp; 617754 |
| &nbsp;&nbsp;&nbsp; 5.18% (SOFR + 1.48%), <br> 04/24/2031<sup>(c)</sup> <br>|  | 779000 | &nbsp;&nbsp; 796583 |
| &nbsp;&nbsp;&nbsp; 4.53%, 09/12/2031<sup>(d)</sup> <br>|  | 1157000 | &nbsp;&nbsp; 1161927 |
| &nbsp;&nbsp;&nbsp; 5.19%, 09/12/2036<sup>(d)</sup> <br>|  | 1323000 | &nbsp;&nbsp; 1338998 |
| &nbsp;&nbsp;&nbsp; 6.35%<sup>(d)(f)</sup> <br>|  | 5481000 | &nbsp;&nbsp; 5615263 |
| &nbsp;&nbsp;&nbsp; 8.20%<sup>(d)(f)</sup> <br>|  | 4274000 | &nbsp;&nbsp; 4692758 |
| Mizuho Financial Group, Inc. (Japan), | Mizuho Financial Group, Inc. (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 4.02%, 03/05/2028 |  | 400000 | &nbsp;&nbsp; 401313 |
| &nbsp;&nbsp;&nbsp; 5.78%, 07/06/2029<sup>(d)</sup> <br>|  | 781000 | &nbsp;&nbsp; 811774 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/26/2030<sup>(d)</sup> <br>|  | 400000 | &nbsp;&nbsp; 413856 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/10/2030<sup>(d)</sup> <br>|  | 599000 | &nbsp;&nbsp; 620190 |
| &nbsp;&nbsp;&nbsp; 4.71%, 07/08/2031<sup>(d)</sup> <br>|  | 1177000 | &nbsp;&nbsp; 1191701 |
| &nbsp;&nbsp;&nbsp; 4.95% (SOFR + 1.25%), <br> 07/08/2031<sup>(c)</sup> <br>|  | 1207000 | &nbsp;&nbsp; 1225681 |
| &nbsp;&nbsp;&nbsp; 5.32%, 07/08/2036<sup>(d)</sup> <br>|  | 1112000 | &nbsp;&nbsp; 1140034 |
| Morgan Stanley Bank N.A., | Morgan Stanley Bank N.A., |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/21/2026 |  | 840000 | &nbsp;&nbsp; 840932 |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/15/2027<sup>(d)</sup> <br>|  | 944000 | &nbsp;&nbsp; 947608 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/14/2028<sup>(d)</sup> <br>|  | 850000 | &nbsp;&nbsp; 857719 |
| &nbsp;&nbsp;&nbsp; 4.60% (SOFR + 0.90%), <br> 01/12/2029<sup>(c)</sup> <br>|  | 868000 | &nbsp;&nbsp; 872013 |
| &nbsp;&nbsp;&nbsp; 5.02%, 01/12/2029<sup>(d)</sup> <br>|  | 850000 | &nbsp;&nbsp; 866097 |
| Morgan Stanley Private Bank N.A., | Morgan Stanley Private Bank N.A., |  |  |
| &nbsp;&nbsp;&nbsp; 4.46% (SOFR + 0.77%), <br> 07/06/2028<sup>(c)</sup> <br>|  | 2415000 | &nbsp;&nbsp; 2422705 |
| &nbsp;&nbsp;&nbsp; 4.47%, 07/06/2028<sup>(d)</sup> <br>|  | 1288000 | &nbsp;&nbsp; 1296450 |
| &nbsp;&nbsp;&nbsp; 4.21%, 02/08/2030<sup>(d)</sup> <br>|  | 4103000 | &nbsp;&nbsp; 4105139 |
| &nbsp;&nbsp;&nbsp; 4.48% (SOFR + 0.77%), <br> 02/08/2030<sup>(c)</sup> <br>|  | 9050000 | &nbsp;&nbsp; 9054033 |
| &nbsp;&nbsp;&nbsp; 4.73%, 07/18/2031<sup>(d)</sup> <br>|  | 1217000 | &nbsp;&nbsp; 1233260 |
| National Securities Clearing Corp., | National Securities Clearing Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 11/21/2027<sup>(b)</sup> <br>|  | 837000 | &nbsp;&nbsp; 856301 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/30/2028<sup>(b)</sup> <br>|  | 928000 | &nbsp;&nbsp; 949678 |
| Nordea Bank Abp (Finland), | Nordea Bank Abp (Finland), |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/28/2030<sup>(b)(e)</sup> <br>|  | 2402000 | &nbsp;&nbsp; 2403776 |
| &nbsp;&nbsp;&nbsp; 6.75%<sup>(b)(d)(f)</sup> <br>|  | 857000 | &nbsp;&nbsp; 880913 |
| &nbsp;&nbsp;&nbsp; Norinchukin Bank (The) (Japan), <br> 5.09%, 10/16/2029<sup>(b)</sup> <br>|  | 763000 | &nbsp;&nbsp; 781043 |
| &nbsp;&nbsp;&nbsp; Pinnacle Bank, 5.96%, <br> 01/15/2036<sup>(d)</sup> <br>|  | 1334000 | &nbsp;&nbsp; 1344841 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** |
| &nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. <br> (The), | &nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. <br> (The), |  |  |
| &nbsp;&nbsp;&nbsp; 6.62%, 10/20/2027<sup>(d)</sup> <br>|  | $51000 | &nbsp;&nbsp; $51947 |
| &nbsp;&nbsp;&nbsp; 4.08%, 01/26/2029<sup>(d)</sup> <br>|  | 1951000 | &nbsp;&nbsp; 1954208 |
| &nbsp;&nbsp;&nbsp; 4.32% (SOFR + 0.62%), <br> 01/26/2029<sup>(c)</sup> <br>|  | 3221000 | &nbsp;&nbsp; 3226743 |
| &nbsp;&nbsp;&nbsp; 5.58%, 06/12/2029<sup>(d)</sup> <br>|  | 29000 | &nbsp;&nbsp; 30025 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/13/2031<sup>(d)</sup> <br>|  | 787000 | &nbsp;&nbsp; 803901 |
| &nbsp;&nbsp;&nbsp; 5.07%, 01/24/2034<sup>(d)</sup> <br>|  | 110000 | &nbsp;&nbsp; 112131 |
| &nbsp;&nbsp;&nbsp; 5.37%, 07/21/2036<sup>(d)</sup> <br>|  | 451000 | &nbsp;&nbsp; 461944 |
| &nbsp;&nbsp;&nbsp; 5.42%, 01/25/2041<sup>(d)</sup> <br>|  | 1775000 | &nbsp;&nbsp; 1774028 |
| Royal Bank of Canada (Canada), | Royal Bank of Canada (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/01/2029 |  | 14000 | &nbsp;&nbsp; 14388 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/02/2084<sup>(d)</sup> <br>|  | 793000 | &nbsp;&nbsp; 835417 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/24/2085<sup>(d)</sup> <br>|  | 691000 | &nbsp;&nbsp; 687953 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/24/2086<sup>(d)</sup> <br>|  | 8894000 | &nbsp;&nbsp; 8891840 |
| &nbsp;&nbsp;&nbsp; Standard Chartered PLC (United <br> Kingdom), | &nbsp;&nbsp;&nbsp; Standard Chartered PLC (United <br> Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 6.19%, 07/06/2027<sup>(b)(d)</sup> <br>|  | 788000 | &nbsp;&nbsp; 794963 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/08/2028<sup>(b)(d)</sup> <br>|  | 783000 | &nbsp;&nbsp; 803671 |
| &nbsp;&nbsp;&nbsp; 4.62% (SOFR + 0.92%), <br> 01/13/2030<sup>(b)(c)</sup> <br>|  | 11656000 | &nbsp;&nbsp; 11680777 |
| &nbsp;&nbsp;&nbsp; 7.02%, 02/08/2030<sup>(b)(d)</sup> <br>|  | 785000 | &nbsp;&nbsp; 844799 |
| &nbsp;&nbsp;&nbsp; 5.01%, 10/15/2030<sup>(b)(d)</sup> <br>|  | 756000 | &nbsp;&nbsp; 772162 |
| &nbsp;&nbsp;&nbsp; 5.24%, 05/13/2031<sup>(b)(d)(e)</sup> <br>|  | 689000 | &nbsp;&nbsp; 709814 |
| &nbsp;&nbsp;&nbsp; 5.48% (SOFR + 1.68%), <br> 05/13/2031<sup>(b)(c)</sup> <br>|  | 703000 | &nbsp;&nbsp; 721540 |
| &nbsp;&nbsp;&nbsp; 2.68%, 06/29/2032<sup>(b)(d)</sup> <br>|  | 1468000 | &nbsp;&nbsp; 1328588 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust Bank Ltd. <br> (Japan), | &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust Bank Ltd. <br> (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/09/2026<sup>(b)</sup> <br>|  | 757000 | &nbsp;&nbsp; 758502 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/14/2026<sup>(b)</sup> <br>|  | 650000 | &nbsp;&nbsp; 656770 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/07/2027<sup>(b)</sup> <br>|  | 734000 | &nbsp;&nbsp; 744566 |
| &nbsp;&nbsp;&nbsp; 5.55%, 09/14/2028<sup>(b)</sup> <br>|  | 637000 | &nbsp;&nbsp; 661258 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/07/2029<sup>(b)</sup> <br>|  | 684000 | &nbsp;&nbsp; 704928 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/11/2030<sup>(b)</sup> <br>|  | 1204000 | &nbsp;&nbsp; 1207694 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust Group, Inc. <br> (Japan), 5.42%, <br> 09/11/2036<sup>(b)(d)</sup> <br>|  | 481000 | &nbsp;&nbsp; 483130 |
| Toronto-Dominion Bank (The) (Canada), | Toronto-Dominion Bank (The) (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 4.78%, 12/17/2029 |  | 500000 | &nbsp;&nbsp; 512348 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/12/2032 |  | 200000 | &nbsp;&nbsp; 179529 |
| &nbsp;&nbsp;&nbsp; 4.93%, 10/15/2035 |  | 825000 | &nbsp;&nbsp; 823157 |
| &nbsp;&nbsp;&nbsp; 8.13%, 10/31/2082<sup>(d)</sup> <br>|  | 701000 | &nbsp;&nbsp; 734805 |
| Truist Bank, | Truist Bank, |  |  |
| &nbsp;&nbsp;&nbsp; 4.47% (SOFR + 0.77%), <br> 07/24/2028<sup>(c)</sup> <br>|  | 2362000 | &nbsp;&nbsp; 2370018 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/11/2030 |  | 250000 | &nbsp;&nbsp; 229059 |
| U.S. Bancorp, | U.S. Bancorp, |  |  |
| &nbsp;&nbsp;&nbsp; 5.78%, 06/12/2029<sup>(d)</sup> <br>|  | 110000 | &nbsp;&nbsp; 114213 |
| &nbsp;&nbsp;&nbsp; 4.48%, 01/26/2032<sup>(d)</sup> <br>|  | 3428000 | &nbsp;&nbsp; 3436237 |
| &nbsp;&nbsp;&nbsp; 4.97%, 07/22/2033<sup>(d)</sup> <br>|  | 110000 | &nbsp;&nbsp; 110815 |
| UBS AG (Switzerland), | UBS AG (Switzerland), |  |  |
| &nbsp;&nbsp;&nbsp; 4.29% (SOFR + 0.50%), <br> 05/17/2027<sup>(c)</sup> <br>|  | 3580000 | &nbsp;&nbsp; 3585222 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/11/2028 |  | 751000 | &nbsp;&nbsp; 783931 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** |
| Wells Fargo & Co., | Wells Fargo & Co., |  |  |
| &nbsp;&nbsp;&nbsp; 4.48% (SOFR + 0.78%), <br> 01/24/2028<sup>(c)</sup> <br>|  | $409000 | &nbsp;&nbsp; $410160 |
| &nbsp;&nbsp;&nbsp; 5.71%, 04/22/2028<sup>(d)</sup> <br>|  | 69000 | &nbsp;&nbsp; 70395 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/24/2029 |  | 330000 | &nbsp;&nbsp; 331417 |
| &nbsp;&nbsp;&nbsp; 5.07% (SOFR + 1.37%), <br> 04/23/2029<sup>(c)</sup> <br>|  | 485000 | &nbsp;&nbsp; 493208 |
| &nbsp;&nbsp;&nbsp; 5.57%, 07/25/2029<sup>(d)</sup> <br>|  | 21000 | &nbsp;&nbsp; 21732 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/23/2029<sup>(d)</sup> <br>|  | 28000 | &nbsp;&nbsp; 29575 |
| &nbsp;&nbsp;&nbsp; 4.18%, 01/23/2030<sup>(d)</sup> <br>|  | 1358000 | &nbsp;&nbsp; 1359329 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/23/2030<sup>(d)</sup> <br>|  | 33000 | &nbsp;&nbsp; 33986 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/23/2031<sup>(d)</sup> <br>|  | 690000 | &nbsp;&nbsp; 710669 |
| &nbsp;&nbsp;&nbsp; 4.96%, 01/23/2037<sup>(d)</sup> <br>|  | 2912000 | &nbsp;&nbsp; 2889343 |
| &nbsp;&nbsp;&nbsp; 5.43%, 01/23/2047<sup>(d)</sup> <br>|  | 4111000 | &nbsp;&nbsp; 4031653 |
| &nbsp;&nbsp;&nbsp; 4.61%, 04/25/2053<sup>(d)</sup> <br>|  | 4000 | &nbsp;&nbsp; 3430 |
| &nbsp;&nbsp;&nbsp; 7.63%<sup>(d)(f)</sup> <br>|  | 25000 | &nbsp;&nbsp; 26640 |
| &nbsp;&nbsp;&nbsp; Series W, 4.90%, <br> 01/24/2028<sup>(d)</sup> <br>|  | 159000 | &nbsp;&nbsp; 160368 |
| &nbsp;&nbsp;&nbsp; Series BB, 3.90%<sup>(d)(f)</sup> <br>|  | 401000 | &nbsp;&nbsp; 400760 |
| Westpac Banking Corp. (Australia), | Westpac Banking Corp. (Australia), |  |  |
| &nbsp;&nbsp;&nbsp; 4.52% (SOFR + 0.82%), <br> 07/01/2030<sup>(c)</sup> <br>|  | 613000 | &nbsp;&nbsp; 619349 |
| &nbsp;&nbsp;&nbsp; 6.82%, 11/17/2033 |  | 61000 | &nbsp;&nbsp; 68214 |
|  |  |  | &nbsp;&nbsp; 212567128 |
| **Diversified Capital Markets–0.40%** | **Diversified Capital Markets–0.40%** | **Diversified Capital Markets–0.40%** | **Diversified Capital Markets–0.40%** |
| Deutsche Bank AG (Germany), | Deutsche Bank AG (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 5.37%, 01/10/2029<sup>(d)</sup> <br>|  | 533000 | &nbsp;&nbsp; 544408 |
| &nbsp;&nbsp;&nbsp; 6.82%, 11/20/2029<sup>(d)</sup> <br>|  | 150000 | &nbsp;&nbsp; 160056 |
| &nbsp;&nbsp;&nbsp; 4.47%, 12/10/2031<sup>(d)</sup> <br>|  | 1601000 | &nbsp;&nbsp; 1599565 |
| UBS Group AG (Switzerland), | UBS Group AG (Switzerland), |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/12/2028<sup>(b)(d)</sup> <br>|  | 756000 | &nbsp;&nbsp; 762240 |
| &nbsp;&nbsp;&nbsp; 5.43%, 02/08/2030<sup>(b)(d)</sup> <br>|  | 749000 | &nbsp;&nbsp; 774171 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/23/2031<sup>(b)(d)</sup> <br>|  | 1269000 | &nbsp;&nbsp; 1262955 |
| &nbsp;&nbsp;&nbsp; 5.01%, 03/23/2037<sup>(b)(d)</sup> <br>|  | 833000 | &nbsp;&nbsp; 823278 |
| &nbsp;&nbsp;&nbsp; 5.53%, 05/06/2047<sup>(b)(d)</sup> <br>|  | 2514000 | &nbsp;&nbsp; 2489404 |
| &nbsp;&nbsp;&nbsp; 6.60%<sup>(b)(d)(f)</sup> <br>|  | 1424000 | &nbsp;&nbsp; 1439741 |
| &nbsp;&nbsp;&nbsp; 7.00%<sup>(b)(d)(f)</sup> <br>|  | 786000 | &nbsp;&nbsp; 799408 |
| &nbsp;&nbsp;&nbsp; 7.13%<sup>(b)(d)(f)</sup> <br>|  | 570000 | &nbsp;&nbsp; 584341 |
| &nbsp;&nbsp;&nbsp; Series 28, 9.25%<sup>(b)(d)(f)</sup> <br>|  | 797000 | &nbsp;&nbsp; 870588 |
| &nbsp;&nbsp;&nbsp; Series 33, 9.25%<sup>(b)(d)(f)</sup> <br>|  | 592000 | &nbsp;&nbsp; 692672 |
|  |  |  | &nbsp;&nbsp; 12802827 |
| **Diversified Financial Services–0.88%** | **Diversified Financial Services–0.88%** | **Diversified Financial Services–0.88%** | **Diversified Financial Services–0.88%** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap <br> Global Aviation Trust (Ireland), | &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap <br> Global Aviation Trust (Ireland), |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/19/2029 |  | 547000 | &nbsp;&nbsp; 559950 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/31/2056<sup>(d)</sup> <br>|  | 830000 | &nbsp;&nbsp; 853843 |
| &nbsp;&nbsp;&nbsp; Aircastle Ltd./Aircastle Ireland <br> DAC, 5.00%, 09/15/2030<sup>(b)</sup> <br>|  | 741000 | &nbsp;&nbsp; 751153 |
| Amrize Finance US LLC, | Amrize Finance US LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/07/2027 |  | 246000 | &nbsp;&nbsp; 247813 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/07/2028 |  | 350000 | &nbsp;&nbsp; 355010 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/07/2030 |  | 171000 | &nbsp;&nbsp; 175119 |
| Apollo Global Management, Inc., | Apollo Global Management, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/2033 |  | 28000 | &nbsp;&nbsp; 30701 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/12/2035 |  | 613000 | &nbsp;&nbsp; 610700 |
| Atlas Warehouse Lending Co. L.P., | Atlas Warehouse Lending Co. L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/2028<sup>(b)</sup> <br>|  | 1909000 | &nbsp;&nbsp; 1917973 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/2033<sup>(b)</sup> <br>|  | 1921000 | &nbsp;&nbsp; 1924389 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Diversified Financial Services–(continued)** | **Diversified Financial Services–(continued)** | **Diversified Financial Services–(continued)** | **Diversified Financial Services–(continued)** |
| Avolon Holdings Funding Ltd. (Ireland), | Avolon Holdings Funding Ltd. (Ireland), |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/2028<sup>(b)</sup> <br>|  | $294000 | &nbsp;&nbsp; $297691 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/04/2028<sup>(b)</sup> <br>|  | 20000 | &nbsp;&nbsp; 20821 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/30/2031<sup>(b)</sup> <br>|  | 3938000 | &nbsp;&nbsp; 3917886 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/2032<sup>(b)</sup> <br>|  | 2934000 | &nbsp;&nbsp; 2911914 |
| BlackRock Funding, Inc., | BlackRock Funding, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/14/2029 |  | 110000 | &nbsp;&nbsp; 112634 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/08/2035 |  | 35000 | &nbsp;&nbsp; 35672 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/08/2055 |  | 100000 | &nbsp;&nbsp; 96547 |
| Blackstone Reg Finance Co. L.L.C., | Blackstone Reg Finance Co. L.L.C., |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/03/2030 |  | 809000 | &nbsp;&nbsp; 806107 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/2036 |  | 563000 | &nbsp;&nbsp; 557105 |
| &nbsp;&nbsp;&nbsp; Citadel Finance LLC, 5.90%, <br> 02/10/2030<sup>(b)</sup> <br>|  | 1226000 | &nbsp;&nbsp; 1255464 |
| Citadel Securities Global Holdings LLC, | Citadel Securities Global Holdings LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/18/2030<sup>(b)</sup> <br>|  | 997000 | &nbsp;&nbsp; 1024873 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/18/2035<sup>(b)</sup> <br>|  | 621000 | &nbsp;&nbsp; 653105 |
| Corebridge Financial, Inc., | Corebridge Financial, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/05/2032 |  | 120000 | &nbsp;&nbsp; 114362 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/15/2033 |  | 22000 | &nbsp;&nbsp; 23520 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/2034 |  | 36000 | &nbsp;&nbsp; 37624 |
| LPL Holdings, Inc., | LPL Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/20/2027 |  | 111000 | &nbsp;&nbsp; 113093 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/2030 |  | 344000 | &nbsp;&nbsp; 351957 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/2030 |  | 269000 | &nbsp;&nbsp; 274496 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/2035 |  | 258000 | &nbsp;&nbsp; 263012 |
| &nbsp;&nbsp;&nbsp; Pershing Square Holdings Ltd., <br> 5.50%, 10/28/2032<sup>(b)</sup> <br>|  | 4936000 | &nbsp;&nbsp; 4942527 |
| &nbsp;&nbsp;&nbsp; Voya Global Funding, 4.60%, <br> 11/24/2030<sup>(b)</sup> <br>|  | 1737000 | &nbsp;&nbsp; 1748175 |
| &nbsp;&nbsp;&nbsp; Wynnton Funding Trust II, 5.99%, <br> 08/15/2055<sup>(b)</sup> <br>|  | 783000 | &nbsp;&nbsp; 792274 |
|  |  |  | &nbsp;&nbsp; 27777510 |
| **Diversified Metals & Mining–0.10%** | **Diversified Metals & Mining–0.10%** | **Diversified Metals & Mining–0.10%** | **Diversified Metals & Mining–0.10%** |
| &nbsp;&nbsp;&nbsp; BHP Billiton Finance (USA) Ltd. <br> (Australia), | &nbsp;&nbsp;&nbsp; BHP Billiton Finance (USA) Ltd. <br> (Australia), |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/08/2028 |  | 54000 | &nbsp;&nbsp; 55542 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/08/2030 |  | 36000 | &nbsp;&nbsp; 37491 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/08/2033 |  | 449000 | &nbsp;&nbsp; 464713 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/05/2055 |  | 293000 | &nbsp;&nbsp; 300100 |
| Glencore Funding LLC (Australia), | Glencore Funding LLC (Australia), |  |  |
| &nbsp;&nbsp;&nbsp; 4.91%, 04/01/2028<sup>(b)</sup> <br>|  | 426000 | &nbsp;&nbsp; 433752 |
| &nbsp;&nbsp;&nbsp; 5.37%, 04/04/2029<sup>(b)</sup> <br>|  | 53000 | &nbsp;&nbsp; 54846 |
| &nbsp;&nbsp;&nbsp; 5.19%, 04/01/2030<sup>(b)</sup> <br>|  | 295000 | &nbsp;&nbsp; 303811 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/04/2034<sup>(b)</sup> <br>|  | 31000 | &nbsp;&nbsp; 32471 |
| &nbsp;&nbsp;&nbsp; 5.89%, 04/04/2054<sup>(b)</sup> <br>|  | 18000 | &nbsp;&nbsp; 18305 |
| &nbsp;&nbsp;&nbsp; 6.14%, 04/01/2055<sup>(b)</sup> <br>|  | 65000 | &nbsp;&nbsp; 68161 |
| &nbsp;&nbsp;&nbsp; Rio Tinto Alcan, Inc. (Canada), <br> 6.13%, 12/15/2033<br>|  | 400000 | &nbsp;&nbsp; 437383 |
| Rio Tinto Finance (USA) PLC (Australia), | Rio Tinto Finance (USA) PLC (Australia), |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/12/2027 |  | 205000 | &nbsp;&nbsp; 206500 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/14/2028 |  | 49000 | &nbsp;&nbsp; 49614 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/14/2030 |  | 299000 | &nbsp;&nbsp; 306666 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/14/2032 |  | 178000 | &nbsp;&nbsp; 183275 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/14/2035 |  | 100000 | &nbsp;&nbsp; 102845 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/14/2055 |  | 37000 | &nbsp;&nbsp; 37728 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/14/2065 |  | 65000 | &nbsp;&nbsp; 66736 |
|  |  |  | &nbsp;&nbsp; 3159939 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Diversified REITs–0.01%** | **Diversified REITs–0.01%** | **Diversified REITs–0.01%** | **Diversified REITs–0.01%** |
| &nbsp;&nbsp;&nbsp; ERP Operating L.P., 4.95%, <br> 06/15/2032<br>|  | $216000 | &nbsp;&nbsp; $221372 |
| &nbsp;&nbsp;&nbsp; Highwoods Realty L.P., 2.60%, <br> 02/01/2031<br>|  | 120000 | &nbsp;&nbsp; 107859 |
| VICI Properties L.P., | VICI Properties L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/2034 |  | 11000 | &nbsp;&nbsp; 11354 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/2054 |  | 9000 | &nbsp;&nbsp; 9025 |
|  |  |  | &nbsp;&nbsp; 349610 |
| **Diversified Support Services–0.01%** | **Diversified Support Services–0.01%** | **Diversified Support Services–0.01%** | **Diversified Support Services–0.01%** |
| &nbsp;&nbsp;&nbsp; Element Fleet Management Corp. <br> (Canada), | &nbsp;&nbsp;&nbsp; Element Fleet Management Corp. <br> (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 6.32%, 12/04/2028<sup>(b)</sup> <br>|  | 33000 | &nbsp;&nbsp; 34788 |
| &nbsp;&nbsp;&nbsp; 5.04%, 03/25/2030<sup>(b)</sup> <br>|  | 393000 | &nbsp;&nbsp; 401687 |
|  |  |  | &nbsp;&nbsp; 436475 |
| **Electric Utilities–2.02%** | **Electric Utilities–2.02%** | **Electric Utilities–2.02%** | **Electric Utilities–2.02%** |
| AEP Texas, Inc., | AEP Texas, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/01/2028<sup>(b)</sup> <br>|  | 2489000 | &nbsp;&nbsp; 2484131 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/2034 |  | 215000 | &nbsp;&nbsp; 224595 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/15/2055 |  | 200000 | &nbsp;&nbsp; 196773 |
| &nbsp;&nbsp;&nbsp; AEP Transmission Co. LLC, 5.38%, <br> 06/15/2035<br>|  | 69000 | &nbsp;&nbsp; 70996 |
| Alabama Power Co., | Alabama Power Co., |  |  |
| &nbsp;&nbsp;&nbsp; Series C, 4.30%, 03/15/2031 |  | 1018000 | &nbsp;&nbsp; 1019293 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/2033 |  | 10000 | &nbsp;&nbsp; 10706 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/02/2035 |  | 61000 | &nbsp;&nbsp; 62378 |
| American Electric Power Co., Inc., | American Electric Power Co., Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/2027 |  | 9000 | &nbsp;&nbsp; 9267 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/2029 |  | 38000 | &nbsp;&nbsp; 39174 |
| &nbsp;&nbsp;&nbsp; Series C, 5.80%, <br> 03/15/2056<sup>(d)</sup> <br>|  | 2666000 | &nbsp;&nbsp; 2667104 |
| &nbsp;&nbsp;&nbsp; Series D, 6.05%, <br> 03/15/2056<sup>(d)</sup> <br>|  | 184000 | &nbsp;&nbsp; 182781 |
| &nbsp;&nbsp;&nbsp; Arizona Public Service Co., 5.90%, <br> 08/15/2055<br>|  | 528000 | &nbsp;&nbsp; 537901 |
| &nbsp;&nbsp;&nbsp; Baltimore Gas and Electric Co., <br> 5.45%, 06/01/2035<br>|  | 148000 | &nbsp;&nbsp; 153301 |
| &nbsp;&nbsp;&nbsp; Capital Power (US Holdings), Inc. <br> (Canada), | &nbsp;&nbsp;&nbsp; Capital Power (US Holdings), Inc. <br> (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 5.26%, 06/01/2028<sup>(b)</sup> <br>|  | 321000 | &nbsp;&nbsp; 327479 |
| &nbsp;&nbsp;&nbsp; 6.19%, 06/01/2035<sup>(b)</sup> <br>|  | 280000 | &nbsp;&nbsp; 293536 |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy Houston <br> Electric LLC, | &nbsp;&nbsp;&nbsp; CenterPoint Energy Houston <br> Electric LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/2030 |  | 218000 | &nbsp;&nbsp; 223157 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/01/2035 |  | 52000 | &nbsp;&nbsp; 52552 |
| Commonwealth Edison Co., | Commonwealth Edison Co., |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/2028 |  | 400000 | &nbsp;&nbsp; 398936 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/01/2055 |  | 148000 | &nbsp;&nbsp; 153006 |
| &nbsp;&nbsp;&nbsp; Connecticut Light and Power Co. <br> (The), 4.95%, 08/15/2034<br>|  | 21000 | &nbsp;&nbsp; 21192 |
| &nbsp;&nbsp;&nbsp; Consolidated Edison Co. of New York, <br> Inc., | &nbsp;&nbsp;&nbsp; Consolidated Edison Co. of New York, <br> Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/2034 |  | 12000 | &nbsp;&nbsp; 12589 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/2053 |  | 13000 | &nbsp;&nbsp; 13255 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/2055 |  | 682000 | &nbsp;&nbsp; 681930 |
| Constellation Energy Generation LLC, | Constellation Energy Generation LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 01/08/2028 |  | 3986000 | &nbsp;&nbsp; 3982700 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/2034 |  | 8000 | &nbsp;&nbsp; 8639 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/2053 |  | 3000 | &nbsp;&nbsp; 3249 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/2054 |  | 24000 | &nbsp;&nbsp; 23692 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/2066 |  | 480000 | &nbsp;&nbsp; 468624 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** |
| Duke Energy Carolinas LLC, | Duke Energy Carolinas LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/2030 |  | $168000 | &nbsp;&nbsp; $172916 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/2035 |  | 198000 | &nbsp;&nbsp; 204138 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/2053 |  | 5000 | &nbsp;&nbsp; 4800 |
| Duke Energy Corp., | Duke Energy Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/05/2029 |  | 38000 | &nbsp;&nbsp; 38819 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/2052 |  | 2000 | &nbsp;&nbsp; 1761 |
| &nbsp;&nbsp;&nbsp; Duke Energy Florida LLC, 4.20%, <br> 12/01/2030<br>|  | 1082000 | &nbsp;&nbsp; 1080053 |
| Duke Energy Indiana LLC, | Duke Energy Indiana LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/2053 |  | 5000 | &nbsp;&nbsp; 4771 |
| &nbsp;&nbsp;&nbsp; 5.90%, 05/15/2055 |  | 80000 | &nbsp;&nbsp; 82210 |
| Electricite de France S.A. (France), | Electricite de France S.A. (France), |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/23/2028<sup>(b)</sup> <br>|  | 627000 | &nbsp;&nbsp; 648479 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/13/2055<sup>(b)</sup> <br>|  | 3666000 | &nbsp;&nbsp; 3817071 |
| &nbsp;&nbsp;&nbsp; Entergy Corp., 5.88%, <br> 06/15/2056<sup>(d)</sup> <br>|  | 2164000 | &nbsp;&nbsp; 2166886 |
| &nbsp;&nbsp;&nbsp; Entergy Louisiana LLC, 5.15%, <br> 09/15/2034<br>|  | 53000 | &nbsp;&nbsp; 54115 |
| &nbsp;&nbsp;&nbsp; Entergy Texas, Inc., 5.25%, <br> 04/15/2035<br>|  | 130000 | &nbsp;&nbsp; 132861 |
| Evergy Metro, Inc., | Evergy Metro, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/2033 |  | 21000 | &nbsp;&nbsp; 21383 |
| &nbsp;&nbsp;&nbsp; 5.13%, 08/15/2035 |  | 591000 | &nbsp;&nbsp; 597187 |
| &nbsp;&nbsp;&nbsp; Evergy Missouri West, Inc., 5.25%, <br> 12/15/2035<sup>(b)</sup> <br>|  | 882000 | &nbsp;&nbsp; 886080 |
| Exelon Corp., | Exelon Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/2029 |  | 43000 | &nbsp;&nbsp; 44258 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/2031 |  | 430000 | &nbsp;&nbsp; 444673 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/2034 |  | 28000 | &nbsp;&nbsp; 29073 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/2053 |  | 18000 | &nbsp;&nbsp; 17443 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/2055 |  | 151000 | &nbsp;&nbsp; 151358 |
| &nbsp;&nbsp;&nbsp; FirstEnergy Pennsylvania Electric <br> Co., 5.20%, 04/01/2028<sup>(b)</sup> <br>|  | 5000 | &nbsp;&nbsp; 5110 |
| FirstEnergy Transmission LLC, | FirstEnergy Transmission LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/2030 |  | 135000 | &nbsp;&nbsp; 135834 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/2035 |  | 55000 | &nbsp;&nbsp; 55099 |
| Florida Power & Light Co., | Florida Power & Light Co., |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/2033 |  | 6000 | &nbsp;&nbsp; 6095 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/15/2036 |  | 933000 | &nbsp;&nbsp; 922491 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/2065 |  | 264000 | &nbsp;&nbsp; 269533 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/2066 |  | 1182000 | &nbsp;&nbsp; 1162359 |
| Georgia Power Co., | Georgia Power Co., |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/30/2027 |  | 120000 | &nbsp;&nbsp; 119350 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/16/2028 |  | 8000 | &nbsp;&nbsp; 8121 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/2028 |  | 2169000 | &nbsp;&nbsp; 2176455 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/17/2033 |  | 10000 | &nbsp;&nbsp; 10213 |
| &nbsp;&nbsp;&nbsp; Louisville Gas and Electric Co., <br> 5.85%, 08/15/2055<br>|  | 148000 | &nbsp;&nbsp; 150106 |
| MidAmerican Energy Co., | MidAmerican Energy Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/2034 |  | 6000 | &nbsp;&nbsp; 6256 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/2054 |  | 7000 | &nbsp;&nbsp; 7185 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/2055 |  | 19000 | &nbsp;&nbsp; 18073 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** |
| &nbsp;&nbsp;&nbsp; National Rural Utilities Cooperative <br> Finance Corp., | &nbsp;&nbsp;&nbsp; National Rural Utilities Cooperative <br> Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.12%, 09/16/2027 |  | $406000 | &nbsp;&nbsp; $407770 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/10/2027 |  | 4828000 | &nbsp;&nbsp; 4840067 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/07/2029 |  | 75000 | &nbsp;&nbsp; 76785 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/07/2031 |  | 73000 | &nbsp;&nbsp; 75511 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/2033 |  | 4000 | &nbsp;&nbsp; 4285 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/2034 |  | 188000 | &nbsp;&nbsp; 191541 |
| &nbsp;&nbsp;&nbsp; Series D, 4.15%, 08/25/2028 |  | 806000 | &nbsp;&nbsp; 810119 |
| NextEra Energy Capital Holdings, Inc., | NextEra Energy Capital Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/15/2027 |  | 11000 | &nbsp;&nbsp; 11117 |
| &nbsp;&nbsp;&nbsp; 4.69%, 09/01/2027 |  | 1981000 | &nbsp;&nbsp; 2004259 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/04/2028 |  | 69000 | &nbsp;&nbsp; 70245 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/2029 |  | 118000 | &nbsp;&nbsp; 120922 |
| &nbsp;&nbsp;&nbsp; 6.70%, 09/01/2054<sup>(d)</sup> <br>|  | 200000 | &nbsp;&nbsp; 206623 |
| Niagara Mohawk Power Corp., | Niagara Mohawk Power Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/03/2030<sup>(b)</sup> <br>|  | 837000 | &nbsp;&nbsp; 843052 |
| &nbsp;&nbsp;&nbsp; 5.29%, 01/17/2034<sup>(b)</sup> <br>|  | 26000 | &nbsp;&nbsp; 26453 |
| &nbsp;&nbsp;&nbsp; Northern States Power Co., <br> 5.65%, 05/15/2055<br>|  | 172000 | &nbsp;&nbsp; 171991 |
| NRG Energy, Inc., | NRG Energy, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.73%, 10/15/2030<sup>(b)</sup> <br>|  | 1757000 | &nbsp;&nbsp; 1757739 |
| &nbsp;&nbsp;&nbsp; 5.41%, 10/15/2035<sup>(b)</sup> <br>|  | 913000 | &nbsp;&nbsp; 909342 |
| &nbsp;&nbsp;&nbsp; OGE Energy Corp., 5.45%, <br> 05/15/2029<br>|  | 800000 | &nbsp;&nbsp; 829097 |
| &nbsp;&nbsp;&nbsp; Oglethorpe Power Corp., 5.90%, <br> 02/01/2055<br>|  | 57000 | &nbsp;&nbsp; 56798 |
| &nbsp;&nbsp;&nbsp; Ohio Power Co., 5.65%, <br> 06/01/2034<br>|  | 47000 | &nbsp;&nbsp; 48964 |
| &nbsp;&nbsp;&nbsp; Oklahoma Gas and Electric Co., <br> 5.60%, 04/01/2053<br>|  | 105000 | &nbsp;&nbsp; 103500 |
| Oncor Electric Delivery Co. LLC, | Oncor Electric Delivery Co. LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/20/2027<sup>(b)</sup> <br>|  | 429000 | &nbsp;&nbsp; 432535 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/2029 |  | 256000 | &nbsp;&nbsp; 260585 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/2032 |  | 110000 | &nbsp;&nbsp; 107609 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/15/2032 |  | 110000 | &nbsp;&nbsp; 109915 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/2033 |  | 21000 | &nbsp;&nbsp; 22238 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/2055<sup>(b)</sup> <br>|  | 195000 | &nbsp;&nbsp; 196006 |
| Pacific Gas and Electric Co., | Pacific Gas and Electric Co., |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/15/2029 |  | 110000 | &nbsp;&nbsp; 115424 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/15/2029 |  | 110000 | &nbsp;&nbsp; 113660 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/2031 |  | 440000 | &nbsp;&nbsp; 410213 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/2032 |  | 220000 | &nbsp;&nbsp; 215769 |
| &nbsp;&nbsp;&nbsp; 6.70%, 04/01/2053 |  | 110000 | &nbsp;&nbsp; 116777 |
| PacifiCorp, | PacifiCorp, |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/2029 |  | 53000 | &nbsp;&nbsp; 54252 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/2031 |  | 43000 | &nbsp;&nbsp; 44262 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/2034 |  | 35000 | &nbsp;&nbsp; 35540 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/2055 |  | 16000 | &nbsp;&nbsp; 15080 |
| Pinnacle West Capital Corp., | Pinnacle West Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/15/2028 |  | 82000 | &nbsp;&nbsp; 83531 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/2030 |  | 201000 | &nbsp;&nbsp; 207204 |
| &nbsp;&nbsp;&nbsp; PPL Capital Funding, Inc., 5.25%, <br> 09/01/2034<br>|  | 24000 | &nbsp;&nbsp; 24507 |
| &nbsp;&nbsp;&nbsp; PPL Electric Utilities Corp., 5.55%, <br> 08/15/2055<br>|  | 209000 | &nbsp;&nbsp; 206925 |
| Public Service Co. of Colorado, | Public Service Co. of Colorado, |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/2034 |  | 200000 | &nbsp;&nbsp; 205735 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/2053 |  | 3000 | &nbsp;&nbsp; 2791 |
| &nbsp;&nbsp;&nbsp; RWE Finance US LLC (Germany), <br> 5.88%, 09/18/2055<sup>(b)</sup> <br>|  | 545000 | &nbsp;&nbsp; 536333 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** |
| San Diego Gas & Electric Co., | San Diego Gas & Electric Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/2053 |  | $12000 | &nbsp;&nbsp; $11321 |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/15/2054 |  | 41000 | &nbsp;&nbsp; 39868 |
| &nbsp;&nbsp;&nbsp; Sierra Pacific Power Co., 5.90%, <br> 03/15/2054<br>|  | 1000 | &nbsp;&nbsp; 1010 |
| Southern California Edison Co., | Southern California Edison Co., |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/01/2032 |  | 110000 | &nbsp;&nbsp; 98823 |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/01/2050 |  | 700000 | &nbsp;&nbsp; 489762 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/2054 |  | 110000 | &nbsp;&nbsp; 104103 |
| Southern Co. (The), | Southern Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 10/15/2032 |  | 4000 | &nbsp;&nbsp; 4239 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/2035 |  | 57000 | &nbsp;&nbsp; 56262 |
| &nbsp;&nbsp;&nbsp; Southwestern Electric Power Co., <br> 5.30%, 04/01/2033<br>|  | 11000 | &nbsp;&nbsp; 11276 |
| &nbsp;&nbsp;&nbsp; Southwestern Public Service Co., <br> 6.00%, 06/01/2054<br>|  | 200000 | &nbsp;&nbsp; 204953 |
| &nbsp;&nbsp;&nbsp; Trans-Allegheny Interstate Line <br> Co., 5.00%, 01/15/2031<sup>(b)</sup> <br>|  | 184000 | &nbsp;&nbsp; 189219 |
| &nbsp;&nbsp;&nbsp; Tucson Electric Power Co., 5.20%, <br> 09/15/2034<br>|  | 200000 | &nbsp;&nbsp; 204057 |
| Union Electric Co., | Union Electric Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/2034 |  | 79000 | &nbsp;&nbsp; 81251 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/2035 |  | 176000 | &nbsp;&nbsp; 181098 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/2055 |  | 48000 | &nbsp;&nbsp; 44311 |
| Virginia Electric and Power Co., | Virginia Electric and Power Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/2033 |  | 8000 | &nbsp;&nbsp; 8157 |
| &nbsp;&nbsp;&nbsp; Series C, 4.90%, 09/15/2035 |  | 907000 | &nbsp;&nbsp; 901907 |
| &nbsp;&nbsp;&nbsp; Series D, 5.60%, 09/15/2055 |  | 916000 | &nbsp;&nbsp; 891952 |
| Vistra Operations Co. LLC, | Vistra Operations Co. LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 12/30/2026<sup>(b)</sup> <br>|  | 184000 | &nbsp;&nbsp; 185750 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/15/2028<sup>(b)</sup> <br>|  | 3413000 | &nbsp;&nbsp; 3414925 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/15/2030<sup>(b)</sup> <br>|  | 1094000 | &nbsp;&nbsp; 1091114 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/31/2031<sup>(b)</sup> <br>|  | 1811000 | &nbsp;&nbsp; 1809314 |
| &nbsp;&nbsp;&nbsp; 6.95%, 10/15/2033<sup>(b)</sup> <br>|  | 17000 | &nbsp;&nbsp; 18859 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/2034<sup>(b)</sup> <br>|  | 35000 | &nbsp;&nbsp; 36735 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/30/2034<sup>(b)</sup> <br>|  | 132000 | &nbsp;&nbsp; 135407 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/31/2036<sup>(b)</sup> <br>|  | 1273000 | &nbsp;&nbsp; 1266749 |
| Wisconsin Electric Power Co., | Wisconsin Electric Power Co., |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/2029 |  | 2360000 | &nbsp;&nbsp; 2358716 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/15/2030 |  | 754000 | &nbsp;&nbsp; 751776 |
| &nbsp;&nbsp;&nbsp; Wisconsin Public Service Corp., <br> 4.25%, 01/15/2031<br>|  | 2077000 | &nbsp;&nbsp; 2075718 |
| Xcel Energy, Inc., | Xcel Energy, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/21/2028 |  | 87000 | &nbsp;&nbsp; 88275 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/01/2030 |  | 110000 | &nbsp;&nbsp; 105922 |
|  |  |  | &nbsp;&nbsp; 63921451 |
| **Electrical Components & Equipment–0.02%** | **Electrical Components & Equipment–0.02%** | **Electrical Components & Equipment–0.02%** | **Electrical Components & Equipment–0.02%** |
| Molex Electronic Technologies LLC, | Molex Electronic Technologies LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/30/2028<sup>(b)</sup> <br>|  | 347000 | &nbsp;&nbsp; 351843 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/30/2032<sup>(b)</sup> <br>|  | 332000 | &nbsp;&nbsp; 340946 |
|  |  |  | &nbsp;&nbsp; 692789 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Electronic Components–0.31%** | **Electronic Components–0.31%** | **Electronic Components–0.31%** | **Electronic Components–0.31%** |
| Amphenol Corp., | Amphenol Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/2027 |  | $4159000 | &nbsp;&nbsp; $4158043 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/12/2028 |  | 1384000 | &nbsp;&nbsp; 1398900 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/15/2030 |  | 2159000 | &nbsp;&nbsp; 2146210 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/15/2033 |  | 1849000 | &nbsp;&nbsp; 1828328 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/2035 |  | 87000 | &nbsp;&nbsp; 88228 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/2054 |  | 35000 | &nbsp;&nbsp; 34091 |
|  |  |  | &nbsp;&nbsp; 9653800 |
| **Electronic Equipment & Instruments–0.01%** | **Electronic Equipment & Instruments–0.01%** | **Electronic Equipment & Instruments–0.01%** | **Electronic Equipment & Instruments–0.01%** |
| &nbsp;&nbsp;&nbsp; Keysight Technologies, Inc., <br> 5.35%, 07/30/2030<br>|  | 326000 | &nbsp;&nbsp; 339197 |
| **Electronic Manufacturing Services–0.04%** | **Electronic Manufacturing Services–0.04%** | **Electronic Manufacturing Services–0.04%** | **Electronic Manufacturing Services–0.04%** |
| Jabil, Inc., | Jabil, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/2031 |  | 100000 | &nbsp;&nbsp; 92888 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/2033 |  | 1233000 | &nbsp;&nbsp; 1214883 |
|  |  |  | &nbsp;&nbsp; 1307771 |
| **Environmental & Facilities Services–0.02%** | **Environmental & Facilities Services–0.02%** | **Environmental & Facilities Services–0.02%** | **Environmental & Facilities Services–0.02%** |
| Republic Services, Inc., | Republic Services, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/2029 |  | 53000 | &nbsp;&nbsp; 54343 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/2033 |  | 26000 | &nbsp;&nbsp; 26747 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/2034 |  | 2000 | &nbsp;&nbsp; 2044 |
| Rollins, Inc., 5.25%, 02/24/2035 |  | 88000 | &nbsp;&nbsp; 89334 |
| Veralto Corp., | Veralto Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/18/2026 |  | 109000 | &nbsp;&nbsp; 109999 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/18/2028 |  | 34000 | &nbsp;&nbsp; 35090 |
| &nbsp;&nbsp;&nbsp; Waste Connections, Inc., 4.20%, <br> 01/15/2033<br>|  | 120000 | &nbsp;&nbsp; 117353 |
| &nbsp;&nbsp;&nbsp; Waste Management, Inc., 5.35%, <br> 10/15/2054<br>|  | 127000 | &nbsp;&nbsp; 123804 |
|  |  |  | &nbsp;&nbsp; 558714 |
| **Fertilizers & Agricultural Chemicals–0.13%** | **Fertilizers & Agricultural Chemicals–0.13%** | **Fertilizers & Agricultural Chemicals–0.13%** | **Fertilizers & Agricultural Chemicals–0.13%** |
| Mosaic Co. (The), | Mosaic Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/2029 |  | 1586000 | &nbsp;&nbsp; 1591348 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/2030 |  | 2489000 | &nbsp;&nbsp; 2496807 |
|  |  |  | &nbsp;&nbsp; 4088155 |
| **Financial Exchanges & Data–0.18%** | **Financial Exchanges & Data–0.18%** | **Financial Exchanges & Data–0.18%** | **Financial Exchanges & Data–0.18%** |
| &nbsp;&nbsp;&nbsp; CME Group, Inc., 3.75%, <br> 06/15/2028<br>|  | 120000 | &nbsp;&nbsp; 119920 |
| Intercontinental Exchange, Inc., | Intercontinental Exchange, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/2028 |  | 350000 | &nbsp;&nbsp; 347357 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/2028 |  | 1686000 | &nbsp;&nbsp; 1687323 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/2031 |  | 2919000 | &nbsp;&nbsp; 2914316 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/2031 |  | 110000 | &nbsp;&nbsp; 114972 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/2033 |  | 4000 | &nbsp;&nbsp; 4027 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/2052 |  | 2000 | &nbsp;&nbsp; 1831 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/2062 |  | 3000 | &nbsp;&nbsp; 2772 |
| MSCI, Inc., 5.25%, 09/01/2035 |  | 544000 | &nbsp;&nbsp; 546081 |
| Nasdaq, Inc., | Nasdaq, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/28/2028 |  | 6000 | &nbsp;&nbsp; 6182 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/2034 |  | 6000 | &nbsp;&nbsp; 6274 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/2053 |  | 1000 | &nbsp;&nbsp; 1036 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/28/2063 |  | 2000 | &nbsp;&nbsp; 2083 |
|  |  |  | &nbsp;&nbsp; 5754174 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Food Distributors–0.11%** | **Food Distributors–0.11%** | **Food Distributors–0.11%** | **Food Distributors–0.11%** |
| Bunge Ltd. Finance Corp., | Bunge Ltd. Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/04/2030 |  | $2870000 | &nbsp;&nbsp; $2893226 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/04/2035 |  | 587000 | &nbsp;&nbsp; 595805 |
| Sysco Corp., 5.10%, 09/23/2030 |  | 140000 | &nbsp;&nbsp; 144515 |
|  |  |  | &nbsp;&nbsp; 3633546 |
| **Food Retail–0.13%** | **Food Retail–0.13%** | **Food Retail–0.13%** | **Food Retail–0.13%** |
| &nbsp;&nbsp;&nbsp; Alimentation Couche-Tard, Inc. <br> (Canada), | &nbsp;&nbsp;&nbsp; Alimentation Couche-Tard, Inc. <br> (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/29/2028<sup>(b)</sup> <br>|  | 2690000 | &nbsp;&nbsp; 2693835 |
| &nbsp;&nbsp;&nbsp; 5.08%, 09/29/2035<sup>(b)</sup> <br>|  | 1121000 | &nbsp;&nbsp; 1123933 |
| Kroger Co. (The), | Kroger Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/2034 |  | 130000 | &nbsp;&nbsp; 130166 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/15/2064 |  | 119000 | &nbsp;&nbsp; 113363 |
|  |  |  | &nbsp;&nbsp; 4061297 |
| **Forest Products–0.02%** | **Forest Products–0.02%** | **Forest Products–0.02%** | **Forest Products–0.02%** |
| Georgia-Pacific LLC, | Georgia-Pacific LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/30/2028<sup>(b)</sup> <br>|  | 388000 | &nbsp;&nbsp; 392215 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/30/2032<sup>(b)</sup> <br>|  | 299000 | &nbsp;&nbsp; 307722 |
|  |  |  | &nbsp;&nbsp; 699937 |
| **Gas Utilities–0.10%** | **Gas Utilities–0.10%** | **Gas Utilities–0.10%** | **Gas Utilities–0.10%** |
| Atmos Energy Corp., | Atmos Energy Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/2033 |  | 9000 | &nbsp;&nbsp; 9730 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/2035 |  | 491000 | &nbsp;&nbsp; 505646 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/2053 |  | 5000 | &nbsp;&nbsp; 5401 |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy Resources <br> Corp., 1.75%, 10/01/2030<br>|  | 330000 | &nbsp;&nbsp; 294061 |
| &nbsp;&nbsp;&nbsp; Piedmont Natural Gas Co., Inc., <br> 5.40%, 06/15/2033<br>|  | 9000 | &nbsp;&nbsp; 9361 |
| Snam S.p.A. (Italy), | Snam S.p.A. (Italy), |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/28/2030<sup>(b)</sup> <br>|  | 769000 | &nbsp;&nbsp; 784610 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/28/2035<sup>(b)</sup> <br>|  | 472000 | &nbsp;&nbsp; 493463 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/28/2055<sup>(b)</sup> <br>|  | 476000 | &nbsp;&nbsp; 513448 |
| Southern California Gas Co., | Southern California Gas Co., |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/15/2027 |  | 110000 | &nbsp;&nbsp; 108885 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/2033 |  | 110000 | &nbsp;&nbsp; 113288 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/2053 |  | 200000 | &nbsp;&nbsp; 199148 |
| &nbsp;&nbsp;&nbsp; Southern Natural Gas Co. L.L.C., <br> 5.45%, 08/01/2035<sup>(b)</sup> <br>|  | 195000 | &nbsp;&nbsp; 198755 |
| &nbsp;&nbsp;&nbsp; Southwest Gas Corp., 5.45%, <br> 03/23/2028<br>|  | 8000 | &nbsp;&nbsp; 8212 |
|  |  |  | &nbsp;&nbsp; 3244008 |
| **Gold–0.06%** | **Gold–0.06%** | **Gold–0.06%** | **Gold–0.06%** |
| &nbsp;&nbsp;&nbsp; Fortitude Global Funding, 4.63%, <br> 10/06/2028<sup>(b)</sup> <br>|  | 1797000 | &nbsp;&nbsp; 1801119 |
| **Health Care Distributors–0.09%** | **Health Care Distributors–0.09%** | **Health Care Distributors–0.09%** | **Health Care Distributors–0.09%** |
| Cardinal Health, Inc., | Cardinal Health, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/2030 |  | 400000 | &nbsp;&nbsp; 403187 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/2034 |  | 17000 | &nbsp;&nbsp; 17674 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/2035 |  | 216000 | &nbsp;&nbsp; 218958 |
| Cencora, Inc., | Cencora, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/15/2031 |  | 240000 | &nbsp;&nbsp; 221344 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/2034 |  | 17000 | &nbsp;&nbsp; 17410 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Health Care Distributors–(continued)** | **Health Care Distributors–(continued)** | **Health Care Distributors–(continued)** | **Health Care Distributors–(continued)** |
| McKesson Corp., | McKesson Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/2029 |  | $89000 | &nbsp;&nbsp; $89566 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/30/2030 |  | 987000 | &nbsp;&nbsp; 1003245 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/30/2032 |  | 594000 | &nbsp;&nbsp; 611156 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/2033 |  | 6000 | &nbsp;&nbsp; 6185 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/2035 |  | 200000 | &nbsp;&nbsp; 206591 |
|  |  |  | &nbsp;&nbsp; 2795316 |
| **Health Care Equipment–0.10%** | **Health Care Equipment–0.10%** | **Health Care Equipment–0.10%** | **Health Care Equipment–0.10%** |
| &nbsp;&nbsp;&nbsp; Becton, Dickinson and Co., 4.69%, <br> 02/13/2028<br>|  | 11000 | &nbsp;&nbsp; 11151 |
| GE HealthCare Technologies, Inc., | GE HealthCare Technologies, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/15/2028 |  | 1119000 | &nbsp;&nbsp; 1122666 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/2031 |  | 705000 | &nbsp;&nbsp; 715986 |
| Smith & Nephew PLC (United Kingdom), | Smith & Nephew PLC (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/20/2027 |  | 169000 | &nbsp;&nbsp; 171035 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/20/2034 |  | 66000 | &nbsp;&nbsp; 67905 |
| Stryker Corp., | Stryker Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/10/2027 |  | 226000 | &nbsp;&nbsp; 227742 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/10/2028 |  | 89000 | &nbsp;&nbsp; 90412 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/07/2028 |  | 200000 | &nbsp;&nbsp; 199186 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/11/2029 |  | 220000 | &nbsp;&nbsp; 221357 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/10/2030 |  | 296000 | &nbsp;&nbsp; 303784 |
|  |  |  | &nbsp;&nbsp; 3131224 |
| **Health Care Facilities–0.12%** | **Health Care Facilities–0.12%** | **Health Care Facilities–0.12%** | **Health Care Facilities–0.12%** |
| &nbsp;&nbsp;&nbsp; Adventist Health System, 5.76%, <br> 12/01/2034<br>|  | 30000 | &nbsp;&nbsp; 31024 |
| Ascension Health, | Ascension Health, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025, <br>4.29%, 11/15/2030<br>|  | 1844000 | &nbsp;&nbsp; 1846214 |
| &nbsp;&nbsp;&nbsp; 4.92%, 11/15/2035 |  | 924000 | &nbsp;&nbsp; 925053 |
| Universal Health Services, Inc., | Universal Health Services, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/2029 |  | 395000 | &nbsp;&nbsp; 397457 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/15/2034 |  | 380000 | &nbsp;&nbsp; 373455 |
| UPMC, | UPMC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.04%, 05/15/2033 |  | 51000 | &nbsp;&nbsp; 51938 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/15/2043 |  | 33000 | &nbsp;&nbsp; 31987 |
|  |  |  | &nbsp;&nbsp; 3657128 |
| **Health Care REITs–0.05%** | **Health Care REITs–0.05%** | **Health Care REITs–0.05%** | **Health Care REITs–0.05%** |
| &nbsp;&nbsp;&nbsp; Healthpeak OP LLC, 5.38%, <br> 02/15/2035<br>|  | 62000 | &nbsp;&nbsp; 63122 |
| &nbsp;&nbsp;&nbsp; National Health Investors, Inc., <br> 5.35%, 02/01/2033<br>|  | 270000 | &nbsp;&nbsp; 270497 |
| &nbsp;&nbsp;&nbsp; Omega Healthcare Investors, Inc., <br> 5.20%, 07/01/2030<br>|  | 527000 | &nbsp;&nbsp; 536042 |
| &nbsp;&nbsp;&nbsp; Ventas Realty L.P., 5.00%, <br> 02/15/2036<br>|  | 717000 | &nbsp;&nbsp; 710383 |
|  |  |  | &nbsp;&nbsp; 1580044 |
| **Health Care Services–0.36%** | **Health Care Services–0.36%** | **Health Care Services–0.36%** | **Health Care Services–0.36%** |
| &nbsp;&nbsp;&nbsp; Cigna Group (The), 4.50%, <br> 09/15/2030<br>|  | 720000 | &nbsp;&nbsp; 725011 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Health Care Services–(continued)** | **Health Care Services–(continued)** | **Health Care Services–(continued)** | **Health Care Services–(continued)** |
| CommonSpirit Health, | CommonSpirit Health, |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/01/2030 |  | $681000 | &nbsp;&nbsp; $677483 |
| &nbsp;&nbsp;&nbsp; 2.78%, 10/01/2030 |  | 200000 | &nbsp;&nbsp; 186317 |
| &nbsp;&nbsp;&nbsp; 5.21%, 12/01/2031 |  | 1053000 | &nbsp;&nbsp; 1086989 |
| &nbsp;&nbsp;&nbsp; 5.32%, 12/01/2034 |  | 124000 | &nbsp;&nbsp; 125933 |
| &nbsp;&nbsp;&nbsp; 4.83%, 09/01/2035 |  | 1134000 | &nbsp;&nbsp; 1114934 |
| &nbsp;&nbsp;&nbsp; 4.98%, 09/01/2035 |  | 678000 | &nbsp;&nbsp; 668254 |
| &nbsp;&nbsp;&nbsp; 5.58%, 09/01/2045 |  | 364000 | &nbsp;&nbsp; 356294 |
| &nbsp;&nbsp;&nbsp; 5.55%, 12/01/2054 |  | 28000 | &nbsp;&nbsp; 26790 |
| &nbsp;&nbsp;&nbsp; 5.66%, 09/01/2055 |  | 230000 | &nbsp;&nbsp; 223548 |
| CVS Health Corp., | CVS Health Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/01/2027 |  | 110000 | &nbsp;&nbsp; 113042 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/25/2028 |  | 110000 | &nbsp;&nbsp; 110390 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/30/2029 |  | 14000 | &nbsp;&nbsp; 14307 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/21/2030 |  | 100000 | &nbsp;&nbsp; 102614 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/2030 |  | 110000 | &nbsp;&nbsp; 107244 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/30/2031 |  | 4000 | &nbsp;&nbsp; 4128 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/15/2031 |  | 440000 | &nbsp;&nbsp; 385945 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/2032 |  | 192000 | &nbsp;&nbsp; 195229 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/2035 |  | 651000 | &nbsp;&nbsp; 662651 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/2053 |  | 100000 | &nbsp;&nbsp; 96572 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/2055 |  | 621000 | &nbsp;&nbsp; 627607 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/2063 |  | 101000 | &nbsp;&nbsp; 97138 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/2065 |  | 335000 | &nbsp;&nbsp; 334648 |
| HCA, Inc., | HCA, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/2028 |  | 118000 | &nbsp;&nbsp; 120245 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/2030 |  | 345000 | &nbsp;&nbsp; 343236 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/2031 |  | 110000 | &nbsp;&nbsp; 114394 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/2034 |  | 41000 | &nbsp;&nbsp; 42100 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/2035 |  | 171000 | &nbsp;&nbsp; 178905 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/01/2053 |  | 7000 | &nbsp;&nbsp; 6852 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/01/2055 |  | 49000 | &nbsp;&nbsp; 49926 |
| Icon Investments Six DAC, | Icon Investments Six DAC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.81%, 05/08/2027 |  | 729000 | &nbsp;&nbsp; 742892 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/08/2029 |  | 628000 | &nbsp;&nbsp; 655116 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/08/2034 |  | 548000 | &nbsp;&nbsp; 576286 |
| &nbsp;&nbsp;&nbsp; Laboratory Corp. of America <br> Holdings, 4.35%, 04/01/2030<br>|  | 246000 | &nbsp;&nbsp; 246423 |
| &nbsp;&nbsp;&nbsp; Piedmont Healthcare, Inc., 2.86%, <br> 01/01/2052<br>|  | 16000 | &nbsp;&nbsp; 10212 |
| &nbsp;&nbsp;&nbsp; Providence St. Joseph Health <br> Obligated Group, Series 21-A, <br> 2.70%, 10/01/2051<br>|  | 28000 | &nbsp;&nbsp; 16677 |
| &nbsp;&nbsp;&nbsp; Quest Diagnostics, Inc., 6.40%, <br> 11/30/2033<br>|  | 11000 | &nbsp;&nbsp; 12136 |
| &nbsp;&nbsp;&nbsp; Sutter Health, Series 2025, <br> 5.54%, 08/15/2035<br>|  | 100000 | &nbsp;&nbsp; 104257 |
|  |  |  | &nbsp;&nbsp; 11262725 |
| **Health Care Supplies–0.04%** | **Health Care Supplies–0.04%** | **Health Care Supplies–0.04%** | **Health Care Supplies–0.04%** |
| &nbsp;&nbsp;&nbsp; 180 Medical, Inc. (United <br> Kingdom), 5.30%, <br> 10/08/2035<sup>(b)</sup> <br>|  | 480000 | &nbsp;&nbsp; 476808 |
| Solventum Corp., | Solventum Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/25/2027 |  | 681000 | &nbsp;&nbsp; 690893 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/01/2029 |  | 45000 | &nbsp;&nbsp; 46650 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/23/2034 |  | 51000 | &nbsp;&nbsp; 53043 |
|  |  |  | &nbsp;&nbsp; 1267394 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Highways & Railtracks–0.03%** | **Highways & Railtracks–0.03%** | **Highways & Railtracks–0.03%** | **Highways & Railtracks–0.03%** |
| Burlington Northern Santa Fe LLC, | Burlington Northern Santa Fe LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/2056 |  | $544000 | &nbsp;&nbsp; $538536 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/2056 |  | 526000 | &nbsp;&nbsp; 539982 |
|  |  |  | &nbsp;&nbsp; 1078518 |
| **Home Improvement Retail–0.08%** | **Home Improvement Retail–0.08%** | **Home Improvement Retail–0.08%** | **Home Improvement Retail–0.08%** |
| Home Depot, Inc. (The), | Home Depot, Inc. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/2028 |  | 1467000 | &nbsp;&nbsp; 1468361 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/2029 |  | 53000 | &nbsp;&nbsp; 54537 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/15/2030 |  | 711000 | &nbsp;&nbsp; 707984 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/15/2035 |  | 382000 | &nbsp;&nbsp; 377909 |
| Lowe's Cos., Inc., | Lowe's Cos., Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/2062 |  | 2000 | &nbsp;&nbsp; 1969 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/2063 |  | 15000 | &nbsp;&nbsp; 14773 |
|  |  |  | &nbsp;&nbsp; 2625533 |
| **Homebuilding–0.01%** | **Homebuilding–0.01%** | **Homebuilding–0.01%** | **Homebuilding–0.01%** |
| &nbsp;&nbsp;&nbsp; Toll Brothers Finance Corp., <br> 5.60%, 06/15/2035<sup>(e)</sup> <br>|  | 394000 | &nbsp;&nbsp; 409625 |
| **Hotel & Resort REITs–0.02%** | **Hotel & Resort REITs–0.02%** | **Hotel & Resort REITs–0.02%** | **Hotel & Resort REITs–0.02%** |
| &nbsp;&nbsp;&nbsp; Phillips Edison Grocery Center <br> Operating Partnership I L.P., | &nbsp;&nbsp;&nbsp; Phillips Edison Grocery Center <br> Operating Partnership I L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/15/2032 |  | 517000 | &nbsp;&nbsp; 530152 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/2034 |  | 23000 | &nbsp;&nbsp; 24053 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/2035 |  | 61000 | &nbsp;&nbsp; 60070 |
|  |  |  | &nbsp;&nbsp; 614275 |
| **Hotels, Resorts & Cruise Lines–0.03%** | **Hotels, Resorts & Cruise Lines–0.03%** | **Hotels, Resorts & Cruise Lines–0.03%** | **Hotels, Resorts & Cruise Lines–0.03%** |
| &nbsp;&nbsp;&nbsp; Expedia Group, Inc., 5.40%, <br> 02/15/2035<br>|  | 166000 | &nbsp;&nbsp; 169611 |
| Marriott International, Inc., | Marriott International, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/2027 |  | 536000 | &nbsp;&nbsp; 537959 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/2029 |  | 21000 | &nbsp;&nbsp; 21490 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/2030 |  | 129000 | &nbsp;&nbsp; 131764 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/2034 |  | 17000 | &nbsp;&nbsp; 17435 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/2035 |  | 56000 | &nbsp;&nbsp; 57438 |
|  |  |  | &nbsp;&nbsp; 935697 |
| **Independent Power Producers & Energy Traders–0.03%** | **Independent Power Producers & Energy Traders–0.03%** | **Independent Power Producers & Energy Traders–0.03%** | **Independent Power Producers & Energy Traders–0.03%** |
| &nbsp;&nbsp;&nbsp; AES Corp. (The), 5.80%, <br> 03/15/2032<br>|  | 713000 | &nbsp;&nbsp; 737401 |
| &nbsp;&nbsp;&nbsp; NSTAR Electric Co., 3.20%, <br> 05/15/2027<br>|  | 220000 | &nbsp;&nbsp; 218443 |
|  |  |  | &nbsp;&nbsp; 955844 |
| **Industrial Conglomerates–0.14%** | **Industrial Conglomerates–0.14%** | **Industrial Conglomerates–0.14%** | **Industrial Conglomerates–0.14%** |
| 3M Co., 5.15%, 03/15/2035 |  | 300000 | &nbsp;&nbsp; 306979 |
| Honeywell International, Inc., | Honeywell International, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/01/2029 |  | 98000 | &nbsp;&nbsp; 100877 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/2031 |  | 118000 | &nbsp;&nbsp; 122387 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/2033 |  | 3000 | &nbsp;&nbsp; 3090 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/2035 |  | 43000 | &nbsp;&nbsp; 43789 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/2036 |  | 120000 | &nbsp;&nbsp; 127638 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/01/2064 |  | 57000 | &nbsp;&nbsp; 54556 |
| Siemens Funding B.V. (Germany), | Siemens Funding B.V. (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/26/2028<sup>(b)</sup> <br>|  | 1220000 | &nbsp;&nbsp; 1234076 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/28/2030<sup>(b)</sup> <br>|  | 763000 | &nbsp;&nbsp; 777394 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/28/2032<sup>(b)</sup> <br>|  | 601000 | &nbsp;&nbsp; 619447 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/28/2035<sup>(b)</sup> <br>|  | 454000 | &nbsp;&nbsp; 468854 |
| &nbsp;&nbsp;&nbsp; 5.90%, 05/28/2065<sup>(b)</sup> <br>|  | 480000 | &nbsp;&nbsp; 502647 |
|  |  |  | &nbsp;&nbsp; 4361734 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Industrial Gases–0.05%** | **Industrial Gases–0.05%** | **Industrial Gases–0.05%** | **Industrial Gases–0.05%** |
| Air Products and Chemicals, Inc., | Air Products and Chemicals, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/11/2028 |  | $1308000 | &nbsp;&nbsp; $1321478 |
| &nbsp;&nbsp;&nbsp; 2.05%, 05/15/2030 |  | 200000 | &nbsp;&nbsp; 184330 |
|  |  |  | &nbsp;&nbsp; 1505808 |
| **Industrial Machinery & Supplies & Components–0.03%** | **Industrial Machinery & Supplies & Components–0.03%** | **Industrial Machinery & Supplies & Components–0.03%** | **Industrial Machinery & Supplies & Components–0.03%** |
| Ingersoll Rand, Inc., | Ingersoll Rand, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/2027 |  | 89000 | &nbsp;&nbsp; 90416 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/14/2028 |  | 4000 | &nbsp;&nbsp; 4136 |
| Nordson Corp., | Nordson Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/15/2028 |  | 11000 | &nbsp;&nbsp; 11385 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/2033 |  | 14000 | &nbsp;&nbsp; 14809 |
| &nbsp;&nbsp;&nbsp; nVent Finance S.a.r.l. (United <br> Kingdom), 5.65%, <br> 05/15/2033<br>|  | 11000 | &nbsp;&nbsp; 11474 |
| &nbsp;&nbsp;&nbsp; Weir Group, Inc. (United Kingdom), <br> 5.35%, 05/06/2030<sup>(b)</sup> <br>|  | 737000 | &nbsp;&nbsp; 756836 |
|  |  |  | &nbsp;&nbsp; 889056 |
| **Industrial REITs–0.00%** | **Industrial REITs–0.00%** | **Industrial REITs–0.00%** | **Industrial REITs–0.00%** |
| &nbsp;&nbsp;&nbsp; LXP Industrial Trust, 6.75%, <br> 11/15/2028<br>|  | 6000 | &nbsp;&nbsp; 6350 |
| **Insurance Brokers–0.10%** | **Insurance Brokers–0.10%** | **Insurance Brokers–0.10%** | **Insurance Brokers–0.10%** |
| Arthur J. Gallagher & Co., | Arthur J. Gallagher & Co., |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/15/2029 |  | 45000 | &nbsp;&nbsp; 46057 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/2032 |  | 54000 | &nbsp;&nbsp; 55261 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/2035 |  | 52000 | &nbsp;&nbsp; 52437 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/2054 |  | 8000 | &nbsp;&nbsp; 8875 |
| Marsh & McLennan Cos., Inc., | Marsh & McLennan Cos., Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/2033 |  | 19000 | &nbsp;&nbsp; 19905 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/2053 |  | 1000 | &nbsp;&nbsp; 970 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/2053 |  | 9000 | &nbsp;&nbsp; 9059 |
| Willis North America, Inc., | Willis North America, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/2031 |  | 1654000 | &nbsp;&nbsp; 1653266 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/2036 |  | 1245000 | &nbsp;&nbsp; 1240011 |
|  |  |  | &nbsp;&nbsp; 3085841 |
| **Integrated Oil & Gas–0.03%** | **Integrated Oil & Gas–0.03%** | **Integrated Oil & Gas–0.03%** | **Integrated Oil & Gas–0.03%** |
| &nbsp;&nbsp;&nbsp; Eni S.p.A. (Italy), 5.50%, <br> 05/15/2034<sup>(b)</sup> <br>|  | 402000 | &nbsp;&nbsp; 415668 |
| Occidental Petroleum Corp., | Occidental Petroleum Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/2036 |  | 23000 | &nbsp;&nbsp; 24549 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/2040 |  | 240000 | &nbsp;&nbsp; 245203 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/15/2045 |  | 15000 | &nbsp;&nbsp; 12057 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/15/2046 |  | 200000 | &nbsp;&nbsp; 159198 |
|  |  |  | &nbsp;&nbsp; 856675 |
| **Integrated Telecommunication Services–0.74%** | **Integrated Telecommunication Services–0.74%** | **Integrated Telecommunication Services–0.74%** | **Integrated Telecommunication Services–0.74%** |
| AT&T, Inc., | AT&T, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/2034 |  | 9000 | &nbsp;&nbsp; 9291 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/01/2054 |  | 150000 | &nbsp;&nbsp; 143342 |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/15/2056 |  | 425000 | &nbsp;&nbsp; 425667 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/2060 |  | 120000 | &nbsp;&nbsp; 82255 |
| &nbsp;&nbsp;&nbsp; British Telecommunications PLC <br> (United Kingdom), 9.63%, <br> 12/15/2030<br>|  | 200000 | &nbsp;&nbsp; 243359 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom International <br> Finance B.V. (Germany), 9.25%, <br> 06/01/2032<br>|  | 100000 | &nbsp;&nbsp; 124852 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Integrated Telecommunication Services–(continued)** | **Integrated Telecommunication Services–(continued)** | **Integrated Telecommunication Services–(continued)** | **Integrated Telecommunication Services–(continued)** |
| NTT Finance Corp. (Japan), | NTT Finance Corp. (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/16/2030<sup>(b)</sup> <br>|  | $794000 | &nbsp;&nbsp; $809812 |
| &nbsp;&nbsp;&nbsp; 5.01% (SOFR + 1.31%), <br> 07/16/2030<sup>(b)(c)</sup> <br>|  | 951000 | &nbsp;&nbsp; 967782 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/16/2035<sup>(b)</sup> <br>|  | 497000 | &nbsp;&nbsp; 513593 |
| &nbsp;&nbsp;&nbsp; Orange S.A. (France), 4.00%, <br> 01/13/2029<sup>(b)</sup> <br>|  | 5478000 | &nbsp;&nbsp; 5481687 |
| TELUS Corp. (Canada), | TELUS Corp. (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/15/2055<sup>(d)</sup> <br>|  | 1722000 | &nbsp;&nbsp; 1761959 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/09/2056<sup>(d)</sup> <br>|  | 2211000 | &nbsp;&nbsp; 2234647 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/09/2056<sup>(d)</sup> <br>|  | 4812000 | &nbsp;&nbsp; 4835068 |
| Verizon Communications, Inc., | Verizon Communications, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 2.36%, 03/15/2032 |  | 14000 | &nbsp;&nbsp; 12346 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/02/2035 |  | 357000 | &nbsp;&nbsp; 361779 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/2036 |  | 1481000 | &nbsp;&nbsp; 1464593 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/30/2045 |  | 2491000 | &nbsp;&nbsp; 2477037 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/30/2055 |  | 621988 | &nbsp;&nbsp; 614425 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/30/2065 |  | 709000 | &nbsp;&nbsp; 701882 |
|  |  |  | &nbsp;&nbsp; 23265376 |
| **Interactive Media & Services–0.37%** | **Interactive Media & Services–0.37%** | **Interactive Media & Services–0.37%** | **Interactive Media & Services–0.37%** |
| Alphabet, Inc., | Alphabet, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/2032 |  | 232000 | &nbsp;&nbsp; 232845 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/15/2035 |  | 664000 | &nbsp;&nbsp; 661259 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/2045 |  | 1275000 | &nbsp;&nbsp; 1258621 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/2055 |  | 576000 | &nbsp;&nbsp; 562211 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/2065 |  | 129000 | &nbsp;&nbsp; 120659 |
| Meta Platforms, Inc., | Meta Platforms, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/15/2031 |  | 70000 | &nbsp;&nbsp; 70941 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/2034 |  | 142000 | &nbsp;&nbsp; 141835 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/2035 |  | 3601000 | &nbsp;&nbsp; 3563277 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/2054 |  | 49000 | &nbsp;&nbsp; 45190 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/15/2055 |  | 1944000 | &nbsp;&nbsp; 1851056 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/2063 |  | 9000 | &nbsp;&nbsp; 8558 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/2064 |  | 257000 | &nbsp;&nbsp; 236127 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/2065 |  | 3141000 | &nbsp;&nbsp; 2972337 |
|  |  |  | &nbsp;&nbsp; 11724916 |
| **Internet Services & Infrastructure–0.63%** | **Internet Services & Infrastructure–0.63%** | **Internet Services & Infrastructure–0.63%** | **Internet Services & Infrastructure–0.63%** |
| &nbsp;&nbsp;&nbsp; Beignet Investor LLC, 6.58%, <br> 05/30/2049<sup>(b)</sup> <br>|  | 19141000 | &nbsp;&nbsp; 19943428 |
| **Investment Banking & Brokerage–2.43%** | **Investment Banking & Brokerage–2.43%** | **Investment Banking & Brokerage–2.43%** | **Investment Banking & Brokerage–2.43%** |
| &nbsp;&nbsp;&nbsp; Blue Owl Technology Finance Corp., <br> 2.50%, 01/15/2027<br>|  | 300000 | &nbsp;&nbsp; 293212 |
| Brookfield Finance, Inc. (Canada), | Brookfield Finance, Inc. (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/15/2035 |  | 110000 | &nbsp;&nbsp; 113708 |
| &nbsp;&nbsp;&nbsp; 5.33%, 01/15/2036 |  | 2010000 | &nbsp;&nbsp; 2015506 |
| Charles Schwab Corp. (The), | Charles Schwab Corp. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 4.34%, 11/14/2031<sup>(d)</sup> <br>|  | 4060000 | &nbsp;&nbsp; 4058257 |
| &nbsp;&nbsp;&nbsp; 4.91%, 11/14/2036<sup>(d)</sup> <br>|  | 3041000 | &nbsp;&nbsp; 3015214 |
| &nbsp;&nbsp;&nbsp; Series K, 5.00%<sup>(d)(f)</sup> <br>|  | 16000 | &nbsp;&nbsp; 16034 |
| &nbsp;&nbsp;&nbsp; Credit Suisse (USA) LLC <br> (Switzerland), 7.13%, <br> 07/15/2032<br>|  | 200000 | &nbsp;&nbsp; 227990 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Investment Banking & Brokerage–(continued)** | **Investment Banking & Brokerage–(continued)** | **Investment Banking & Brokerage–(continued)** | **Investment Banking & Brokerage–(continued)** |
| Goldman Sachs Group, Inc. (The), | Goldman Sachs Group, Inc. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 4.99% (SOFR + 1.29%), <br> 04/23/2028<sup>(c)</sup> <br>|  | $389000 | &nbsp;&nbsp; $392369 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/21/2029<sup>(d)</sup> <br>|  | 4889000 | &nbsp;&nbsp; 4893554 |
| &nbsp;&nbsp;&nbsp; 5.73%, 04/25/2030<sup>(d)</sup> <br>|  | 80000 | &nbsp;&nbsp; 83545 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/23/2030<sup>(d)</sup> <br>|  | 139000 | &nbsp;&nbsp; 142383 |
| &nbsp;&nbsp;&nbsp; 4.69%, 10/23/2030<sup>(d)</sup> <br>|  | 166000 | &nbsp;&nbsp; 168282 |
| &nbsp;&nbsp;&nbsp; 5.21%, 01/28/2031<sup>(d)</sup> <br>|  | 225000 | &nbsp;&nbsp; 232041 |
| &nbsp;&nbsp;&nbsp; 5.22%, 04/23/2031<sup>(d)</sup> <br>|  | 693000 | &nbsp;&nbsp; 713973 |
| &nbsp;&nbsp;&nbsp; 4.37%, 10/21/2031<sup>(d)</sup> <br>|  | 3013000 | &nbsp;&nbsp; 2996492 |
| &nbsp;&nbsp;&nbsp; 4.52%, 01/21/2032<sup>(d)</sup> <br>|  | 4567000 | &nbsp;&nbsp; 4566284 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/24/2033<sup>(d)</sup> <br>|  | 440000 | &nbsp;&nbsp; 404422 |
| &nbsp;&nbsp;&nbsp; 5.07%, 01/21/2037<sup>(d)</sup> <br>|  | 1876000 | &nbsp;&nbsp; 1868680 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/2041 |  | 200000 | &nbsp;&nbsp; 217533 |
| &nbsp;&nbsp;&nbsp; 5.39%, 02/02/2041<sup>(d)</sup> <br>|  | 9236000 | &nbsp;&nbsp; 9153377 |
| &nbsp;&nbsp;&nbsp; 2.91%, 07/21/2042<sup>(d)</sup> <br>|  | 250000 | &nbsp;&nbsp; 182853 |
| &nbsp;&nbsp;&nbsp; 5.54%, 01/21/2047<sup>(d)</sup> <br>|  | 3147000 | &nbsp;&nbsp; 3101817 |
| &nbsp;&nbsp;&nbsp; 5.73%, 01/28/2056<sup>(d)</sup> <br>|  | 188000 | &nbsp;&nbsp; 189658 |
| &nbsp;&nbsp;&nbsp; Series W, 7.50%<sup>(d)(f)</sup> <br>|  | 6872000 | &nbsp;&nbsp; 7274443 |
| Morgan Stanley, | Morgan Stanley, |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/23/2027 |  | 100000 | &nbsp;&nbsp; 100002 |
| &nbsp;&nbsp;&nbsp; 5.12%, 02/01/2029<sup>(d)</sup> <br>|  | 9000 | &nbsp;&nbsp; 9183 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/12/2029<sup>(d)</sup> <br>|  | 172000 | &nbsp;&nbsp; 175180 |
| &nbsp;&nbsp;&nbsp; 5.16%, 04/20/2029<sup>(d)</sup> <br>|  | 33000 | &nbsp;&nbsp; 33731 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/20/2029<sup>(d)</sup> <br>|  | 14000 | &nbsp;&nbsp; 14434 |
| &nbsp;&nbsp;&nbsp; 6.41%, 11/01/2029<sup>(d)</sup> <br>|  | 33000 | &nbsp;&nbsp; 34931 |
| &nbsp;&nbsp;&nbsp; 4.24%, 01/09/2030<sup>(d)</sup> <br>|  | 6209000 | &nbsp;&nbsp; 6221604 |
| &nbsp;&nbsp;&nbsp; 5.17%, 01/16/2030<sup>(d)</sup> <br>|  | 32000 | &nbsp;&nbsp; 32861 |
| &nbsp;&nbsp;&nbsp; 4.43%, 01/23/2030<sup>(d)</sup> <br>|  | 400000 | &nbsp;&nbsp; 402708 |
| &nbsp;&nbsp;&nbsp; 5.04%, 07/19/2030<sup>(d)</sup> <br>|  | 98000 | &nbsp;&nbsp; 100425 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/18/2030<sup>(d)</sup> <br>|  | 245000 | &nbsp;&nbsp; 248064 |
| &nbsp;&nbsp;&nbsp; 5.19%, 04/17/2031<sup>(d)</sup> <br>|  | 507000 | &nbsp;&nbsp; 522050 |
| &nbsp;&nbsp;&nbsp; 4.49%, 01/16/2032<sup>(d)</sup> <br>|  | 4931000 | &nbsp;&nbsp; 4928832 |
| &nbsp;&nbsp;&nbsp; 5.07%, 01/30/2037<sup>(d)</sup> <br>|  | 8061000 | &nbsp;&nbsp; 8032869 |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/19/2038<sup>(d)</sup> <br>|  | 9000 | &nbsp;&nbsp; 9417 |
| &nbsp;&nbsp;&nbsp; 5.31%, 01/18/2041<sup>(d)</sup> <br>|  | 2182000 | &nbsp;&nbsp; 2156079 |
| &nbsp;&nbsp;&nbsp; Series I, <br>4.36%, 10/22/2031<sup>(d)</sup> <br>|  | 3131000 | &nbsp;&nbsp; 3114465 |
| &nbsp;&nbsp;&nbsp; 4.89%, 10/22/2036<sup>(d)</sup> <br>|  | 2231000 | &nbsp;&nbsp; 2197165 |
| Nomura Holdings, Inc. (Japan), | Nomura Holdings, Inc. (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/01/2030<sup>(e)</sup> <br>|  | 1012000 | &nbsp;&nbsp; 1027541 |
| &nbsp;&nbsp;&nbsp; 5.49%, 06/29/2035 |  | 368000 | &nbsp;&nbsp; 378505 |
| &nbsp;&nbsp;&nbsp; Raymond James Financial, Inc., <br> 4.90%, 09/11/2035<br>|  | 826000 | &nbsp;&nbsp; 818257 |
|  |  |  | &nbsp;&nbsp; 76879930 |
| **IT Consulting & Other Services–0.73%** | **IT Consulting & Other Services–0.73%** | **IT Consulting & Other Services–0.73%** | **IT Consulting & Other Services–0.73%** |
| Dell, Inc., 6.50%, 04/15/2038 |  | 200000 | &nbsp;&nbsp; 213476 |
| &nbsp;&nbsp;&nbsp; IBM International Capital Pte. Ltd., <br> 4.90%, 02/05/2034<br>|  | 310000 | &nbsp;&nbsp; 311474 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **IT Consulting & Other Services–(continued)** | **IT Consulting & Other Services–(continued)** | **IT Consulting & Other Services–(continued)** | **IT Consulting & Other Services–(continued)** |
| International Business Machines Corp., | International Business Machines Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/10/2028 |  | $722000 | &nbsp;&nbsp; $733031 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/03/2029 |  | 1931000 | &nbsp;&nbsp; 1932947 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/15/2029 |  | 110000 | &nbsp;&nbsp; 108244 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/10/2030 |  | 683000 | &nbsp;&nbsp; 698845 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/03/2031 |  | 5729000 | &nbsp;&nbsp; 5725922 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/2035 |  | 291000 | &nbsp;&nbsp; 297703 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/03/2036 |  | 9270000 | &nbsp;&nbsp; 9243330 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/2055 |  | 268000 | &nbsp;&nbsp; 264293 |
| &nbsp;&nbsp;&nbsp; 5.80%, 02/03/2056 |  | 3465000 | &nbsp;&nbsp; 3456573 |
|  |  |  | &nbsp;&nbsp; 22985838 |
| **Leisure Products–0.02%** | **Leisure Products–0.02%** | **Leisure Products–0.02%** | **Leisure Products–0.02%** |
| &nbsp;&nbsp;&nbsp; Brunswick Corp., 5.85%, <br> 03/18/2029<br>|  | 38000 | &nbsp;&nbsp; 39542 |
| Mattel, Inc., 5.45%, 11/01/2041 |  | 500000 | &nbsp;&nbsp; 471304 |
|  |  |  | &nbsp;&nbsp; 510846 |
| **Life & Health Insurance–1.76%** | **Life & Health Insurance–1.76%** | **Life & Health Insurance–1.76%** | **Life & Health Insurance–1.76%** |
| &nbsp;&nbsp;&nbsp; 200 Park Funding Trust, 5.74%, <br> 02/15/2055<sup>(b)</sup> <br>|  | 229000 | &nbsp;&nbsp; 228109 |
| &nbsp;&nbsp;&nbsp; American National Global Funding, <br> 5.55%, 01/28/2030<sup>(b)</sup> <br>|  | 117000 | &nbsp;&nbsp; 120434 |
| American National Group, Inc., | American National Group, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/2029 |  | 110000 | &nbsp;&nbsp; 113897 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/15/2035 |  | 566000 | &nbsp;&nbsp; 570885 |
| Athene Global Funding, | Athene Global Funding, |  |  |
| &nbsp;&nbsp;&nbsp; 5.62%, 05/08/2026<sup>(b)</sup> <br>|  | 342000 | &nbsp;&nbsp; 343366 |
| &nbsp;&nbsp;&nbsp; 4.86%, 08/27/2026<sup>(b)</sup> <br>|  | 550000 | &nbsp;&nbsp; 552675 |
| &nbsp;&nbsp;&nbsp; 5.52%, 03/25/2027<sup>(b)</sup> <br>|  | 103000 | &nbsp;&nbsp; 104561 |
| &nbsp;&nbsp;&nbsp; 5.58%, 01/09/2029<sup>(b)</sup> <br>|  | 118000 | &nbsp;&nbsp; 121542 |
| Athene Holding Ltd., | Athene Holding Ltd., |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/01/2054 |  | 23000 | &nbsp;&nbsp; 22409 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/15/2054<sup>(d)</sup> <br>|  | 150000 | &nbsp;&nbsp; 150012 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/19/2055 |  | 252000 | &nbsp;&nbsp; 257899 |
| &nbsp;&nbsp;&nbsp; 6.88%, 06/28/2055<sup>(d)</sup> <br>|  | 120000 | &nbsp;&nbsp; 120275 |
| &nbsp;&nbsp;&nbsp; Belrose Funding Trust II, 6.79%, <br> 05/15/2055<sup>(b)</sup> <br>|  | 438000 | &nbsp;&nbsp; 459558 |
| Brighthouse Financial, Inc., | Brighthouse Financial, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/22/2027 |  | 100000 | &nbsp;&nbsp; 98997 |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/22/2051 |  | 300000 | &nbsp;&nbsp; 181845 |
| &nbsp;&nbsp;&nbsp; Constellation Global Funding, <br> 4.85%, 10/22/2030<sup>(b)</sup> <br>|  | 1791000 | &nbsp;&nbsp; 1777176 |
| Corebridge Global Funding, | Corebridge Global Funding, |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% (SOFR + 1.30%), <br> 09/25/2026<sup>(b)(c)</sup> <br>|  | 1001000 | &nbsp;&nbsp; 1007630 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/20/2027<sup>(b)</sup> <br>|  | 246000 | &nbsp;&nbsp; 248706 |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/19/2028<sup>(b)</sup> <br>|  | 33000 | &nbsp;&nbsp; 34471 |
| &nbsp;&nbsp;&nbsp; 4.56% (SOFR + 0.86%), <br> 12/15/2028<sup>(b)(c)</sup> <br>|  | 11735000 | &nbsp;&nbsp; 11790867 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/12/2029<sup>(b)</sup> <br>|  | 66000 | &nbsp;&nbsp; 67814 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/24/2029<sup>(b)</sup> <br>|  | 113000 | &nbsp;&nbsp; 116212 |
| &nbsp;&nbsp;&nbsp; Delaware Life Global Funding, <br> Series 21-1, 2.66%, <br> 06/29/2026<sup>(b)</sup> <br>|  | 8319000 | &nbsp;&nbsp; 8272712 |
| Equitable America Global Funding, | Equitable America Global Funding, |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/09/2028<sup>(b)</sup> <br>|  | 925000 | &nbsp;&nbsp; 936319 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/09/2030<sup>(b)</sup> <br>|  | 1930000 | &nbsp;&nbsp; 1965050 |
| &nbsp;&nbsp;&nbsp; FWD Group Holdings Ltd. <br> (Hong Kong), 5.25%, <br> 09/22/2030<sup>(b)</sup> <br>|  | 903000 | &nbsp;&nbsp; 908884 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Life & Health Insurance–(continued)** | **Life & Health Insurance–(continued)** | **Life & Health Insurance–(continued)** | **Life & Health Insurance–(continued)** |
| GA Global Funding Trust, | GA Global Funding Trust, |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/23/2027<sup>(b)</sup> <br>|  | $696000 | &nbsp;&nbsp; $698636 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/08/2029<sup>(b)</sup> <br>|  | 554000 | &nbsp;&nbsp; 570178 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/18/2030<sup>(b)</sup> <br>|  | 2953000 | &nbsp;&nbsp; 2915903 |
| &nbsp;&nbsp;&nbsp; High Street Funding Trust III, <br> 5.81%, 02/15/2055<sup>(b)(e)</sup> <br>|  | 205000 | &nbsp;&nbsp; 202536 |
| &nbsp;&nbsp;&nbsp; Jackson National Life Global <br> Funding, 4.70%, <br> 06/05/2028<sup>(b)</sup> <br>|  | 1487000 | &nbsp;&nbsp; 1505897 |
| Lincoln Financial Global Funding, | Lincoln Financial Global Funding, |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/28/2028<sup>(b)</sup> <br>|  | 450000 | &nbsp;&nbsp; 454776 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/18/2030<sup>(b)</sup> <br>|  | 437000 | &nbsp;&nbsp; 439026 |
| &nbsp;&nbsp;&nbsp; Lincoln National Corp., 5.35%, <br> 11/15/2035<br>|  | 1771000 | &nbsp;&nbsp; 1777849 |
| &nbsp;&nbsp;&nbsp; MAG Mutual Holding Co., 4.75%, <br> 04/30/2041<sup>(b)(g)</sup> <br>|  | 9203000 | &nbsp;&nbsp; 8466760 |
| &nbsp;&nbsp;&nbsp; MassMutual Global Funding II, <br> 4.55%, 05/07/2030<sup>(b)</sup> <br>|  | 950000 | &nbsp;&nbsp; 958345 |
| &nbsp;&nbsp;&nbsp; MetLife, Inc., 5.25%, <br> 01/15/2054<br>|  | 6000 | &nbsp;&nbsp; 5691 |
| &nbsp;&nbsp;&nbsp; New York Life Global Funding, <br> 4.55%, 01/28/2033<sup>(b)</sup> <br>|  | 12000 | &nbsp;&nbsp; 11933 |
| Northwestern Mutual Global Funding, | Northwestern Mutual Global Funding, |  |  |
| &nbsp;&nbsp;&nbsp; 5.07%, 03/25/2027<sup>(b)</sup> <br>|  | 122000 | &nbsp;&nbsp; 123641 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/15/2027<sup>(b)</sup> <br>|  | 15000 | &nbsp;&nbsp; 15125 |
| &nbsp;&nbsp;&nbsp; 4.71%, 01/10/2029<sup>(b)</sup> <br>|  | 280000 | &nbsp;&nbsp; 285417 |
| Pacific Life Global Funding II, | Pacific Life Global Funding II, |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/11/2029<sup>(b)</sup> <br>|  | 362000 | &nbsp;&nbsp; 369814 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/28/2029<sup>(b)</sup> <br>|  | 480000 | &nbsp;&nbsp; 485735 |
| Pricoa Global Funding I, | Pricoa Global Funding I, |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/27/2027<sup>(b)</sup> <br>|  | 482000 | &nbsp;&nbsp; 486521 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/27/2031<sup>(b)</sup> <br>|  | 506000 | &nbsp;&nbsp; 511989 |
| Protective Life Corp., | Protective Life Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/2031<sup>(b)</sup> <br>|  | 1459000 | &nbsp;&nbsp; 1465064 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/15/2035<sup>(b)</sup> <br>|  | 1758000 | &nbsp;&nbsp; 1767047 |
| Prudential Financial, Inc., | Prudential Financial, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/14/2035 |  | 340000 | &nbsp;&nbsp; 347025 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/2052<sup>(d)</sup> <br>|  | 200000 | &nbsp;&nbsp; 206696 |
| &nbsp;&nbsp;&nbsp; Wynnton Funding Trust, 5.25%, <br> 08/15/2035<sup>(b)</sup> <br>|  | 1182000 | &nbsp;&nbsp; 1187072 |
|  |  |  | &nbsp;&nbsp; 55830981 |
| **Life Sciences Tools & Services–0.01%** | **Life Sciences Tools & Services–0.01%** | **Life Sciences Tools & Services–0.01%** | **Life Sciences Tools & Services–0.01%** |
| &nbsp;&nbsp;&nbsp; Bio-Rad Laboratories, Inc., 3.70%, <br> 03/15/2032<br>|  | 250000 | &nbsp;&nbsp; 236094 |
| &nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, Inc., <br> 5.09%, 08/10/2033<br>|  | 220000 | &nbsp;&nbsp; 227596 |
|  |  |  | &nbsp;&nbsp; 463690 |
| **Managed Health Care–0.04%** | **Managed Health Care–0.04%** | **Managed Health Care–0.04%** | **Managed Health Care–0.04%** |
| UnitedHealth Group, Inc., | UnitedHealth Group, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/2028 |  | 8000 | &nbsp;&nbsp; 8204 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/2030 |  | 10000 | &nbsp;&nbsp; 10414 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/15/2033 |  | 10000 | &nbsp;&nbsp; 10396 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/2033 |  | 2000 | &nbsp;&nbsp; 1975 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/15/2053 |  | 2000 | &nbsp;&nbsp; 1797 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/2054 |  | 21000 | &nbsp;&nbsp; 20463 |
| &nbsp;&nbsp;&nbsp; 6.05%, 02/15/2063 |  | 700000 | &nbsp;&nbsp; 710821 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/2064 |  | 440000 | &nbsp;&nbsp; 411404 |
|  |  |  | &nbsp;&nbsp; 1175474 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Marine Transportation–0.00%** | **Marine Transportation–0.00%** | **Marine Transportation–0.00%** | **Marine Transportation–0.00%** |
| &nbsp;&nbsp;&nbsp; A.P. Moller - Maersk A/S, 5.88%, <br> 09/14/2033<sup>(b)</sup> <br>|  | $11000 | &nbsp;&nbsp; $11728 |
| **Metal, Glass & Plastic Containers–0.05%** | **Metal, Glass & Plastic Containers–0.05%** | **Metal, Glass & Plastic Containers–0.05%** | **Metal, Glass & Plastic Containers–0.05%** |
| &nbsp;&nbsp;&nbsp; Smurfit Kappa Treasury Unlimited Co. <br> (Ireland), | &nbsp;&nbsp;&nbsp; Smurfit Kappa Treasury Unlimited Co. <br> (Ireland), |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/2030 |  | 1116000 | &nbsp;&nbsp; 1150648 |
| &nbsp;&nbsp;&nbsp; 5.44%, 04/03/2034 |  | 455000 | &nbsp;&nbsp; 469975 |
|  |  |  | &nbsp;&nbsp; 1620623 |
| **Movies & Entertainment–0.00%** | **Movies & Entertainment–0.00%** | **Movies & Entertainment–0.00%** | **Movies & Entertainment–0.00%** |
| Netflix, Inc., 5.40%, 08/15/2054 |  | 8000 | &nbsp;&nbsp; 7658 |
| **Multi-Family Residential REITs–0.02%** | **Multi-Family Residential REITs–0.02%** | **Multi-Family Residential REITs–0.02%** | **Multi-Family Residential REITs–0.02%** |
| &nbsp;&nbsp;&nbsp; AvalonBay Communities, Inc., <br> 5.30%, 12/07/2033<br>|  | 30000 | &nbsp;&nbsp; 31168 |
| &nbsp;&nbsp;&nbsp; Essex Portfolio L.P., 5.50%, <br> 04/01/2034<br>|  | 21000 | &nbsp;&nbsp; 21643 |
| &nbsp;&nbsp;&nbsp; Invitation Homes Operating <br> Partnership L.P., 4.88%, <br> 02/01/2035<br>|  | 79000 | &nbsp;&nbsp; 77068 |
| Mid-America Apartments L.P., | Mid-America Apartments L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/2032 |  | 162000 | &nbsp;&nbsp; 168857 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/01/2035 |  | 200000 | &nbsp;&nbsp; 201106 |
| UDR, Inc., | UDR, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/2031 |  | 110000 | &nbsp;&nbsp; 102051 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/01/2034 |  | 36000 | &nbsp;&nbsp; 36315 |
|  |  |  | &nbsp;&nbsp; 638208 |
| **Multi-line Insurance–0.04%** | **Multi-line Insurance–0.04%** | **Multi-line Insurance–0.04%** | **Multi-line Insurance–0.04%** |
| &nbsp;&nbsp;&nbsp; Metropolitan Life Global Funding I, <br> 5.15%, 03/28/2033<sup>(b)</sup> <br>|  | 429000 | &nbsp;&nbsp; 440442 |
| &nbsp;&nbsp;&nbsp; USAA Capital Corp., 4.38%, <br> 06/01/2028<sup>(b)</sup> <br>|  | 968000 | &nbsp;&nbsp; 979376 |
|  |  |  | &nbsp;&nbsp; 1419818 |
| **Multi-Utilities–0.16%** | **Multi-Utilities–0.16%** | **Multi-Utilities–0.16%** | **Multi-Utilities–0.16%** |
| &nbsp;&nbsp;&nbsp; Algonquin Power & Utilities Corp. <br> (Canada), 5.37%, 06/15/2026<br>|  | 63000 | &nbsp;&nbsp; 63288 |
| &nbsp;&nbsp;&nbsp; Ameren Illinois Co., 4.95%, <br> 06/01/2033<br>|  | 14000 | &nbsp;&nbsp; 14301 |
| &nbsp;&nbsp;&nbsp; Black Hills Corp., 6.15%, <br> 05/15/2034<br>|  | 27000 | &nbsp;&nbsp; 28955 |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy, Inc., 5.95%, <br> 04/01/2056<sup>(d)</sup> <br>|  | 689000 | &nbsp;&nbsp; 694522 |
| &nbsp;&nbsp;&nbsp; CMS Energy Corp., 4.75%, <br> 06/01/2050<sup>(d)</sup> <br>|  | 110000 | &nbsp;&nbsp; 108742 |
| Dominion Energy, Inc., | Dominion Energy, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/2032 |  | 16000 | &nbsp;&nbsp; 16654 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/2056<sup>(d)</sup> <br>|  | 965000 | &nbsp;&nbsp; 975797 |
| &nbsp;&nbsp;&nbsp; 6.20%, 02/15/2056<sup>(d)</sup> <br>|  | 717000 | &nbsp;&nbsp; 719795 |
| &nbsp;&nbsp;&nbsp; Series B, 7.00%, <br> 06/01/2054<sup>(d)</sup> <br>|  | 150000 | &nbsp;&nbsp; 162275 |
| DTE Electric Co., | DTE Electric Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/2034 |  | 28000 | &nbsp;&nbsp; 28925 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/15/2055 |  | 70000 | &nbsp;&nbsp; 72119 |
| DTE Energy Co., | DTE Energy Co., |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/01/2027 |  | 60000 | &nbsp;&nbsp; 60767 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/2034 |  | 17000 | &nbsp;&nbsp; 18083 |
| ENGIE S.A. (France), | ENGIE S.A. (France), |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/10/2029<sup>(b)</sup> <br>|  | 785000 | &nbsp;&nbsp; 812069 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/10/2034<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 523472 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/10/2054<sup>(b)</sup> <br>|  | 490000 | &nbsp;&nbsp; 497345 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Multi-Utilities–(continued)** | **Multi-Utilities–(continued)** | **Multi-Utilities–(continued)** | **Multi-Utilities–(continued)** |
| NiSource, Inc., | NiSource, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/30/2028 |  | $5000 | &nbsp;&nbsp; $5127 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/30/2033 |  | 1000 | &nbsp;&nbsp; 1034 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/2034 |  | 96000 | &nbsp;&nbsp; 98989 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/2055 |  | 98000 | &nbsp;&nbsp; 97520 |
| Sempra, 6.88%, 10/01/2054<sup>(d)</sup> <br>|  | 183000 | &nbsp;&nbsp; 187686 |
| WEC Energy Group, Inc., | WEC Energy Group, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 10/01/2027 |  | 17000 | &nbsp;&nbsp; 17317 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/2028 |  | 13000 | &nbsp;&nbsp; 13214 |
|  |  |  | &nbsp;&nbsp; 5217996 |
| **Office REITs–0.09%** | **Office REITs–0.09%** | **Office REITs–0.09%** | **Office REITs–0.09%** |
| Boston Properties L.P., | Boston Properties L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/30/2031 |  | 150000 | &nbsp;&nbsp; 140830 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/2034 |  | 100000 | &nbsp;&nbsp; 107338 |
| &nbsp;&nbsp;&nbsp; COPT Defense Properties L.P., <br> 4.50%, 10/15/2030<br>|  | 313000 | &nbsp;&nbsp; 312511 |
| Cousins Properties L.P., | Cousins Properties L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/2032 |  | 87000 | &nbsp;&nbsp; 89812 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/01/2034 |  | 59000 | &nbsp;&nbsp; 61590 |
| Piedmont Operating Partnership L.P., | Piedmont Operating Partnership L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 07/15/2029 |  | 135000 | &nbsp;&nbsp; 143503 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/15/2033 |  | 1868000 | &nbsp;&nbsp; 1878560 |
|  |  |  | &nbsp;&nbsp; 2734144 |
| **Oil & Gas Drilling–0.00%** | **Oil & Gas Drilling–0.00%** | **Oil & Gas Drilling–0.00%** | **Oil & Gas Drilling–0.00%** |
| &nbsp;&nbsp;&nbsp; Patterson-UTI Energy, Inc., 3.95%, <br> 02/01/2028<br>|  | 100000 | &nbsp;&nbsp; 99075 |
| **Oil & Gas Equipment & Services–0.00%** | **Oil & Gas Equipment & Services–0.00%** | **Oil & Gas Equipment & Services–0.00%** | **Oil & Gas Equipment & Services–0.00%** |
| &nbsp;&nbsp;&nbsp; Northern Natural Gas Co., 5.63%, <br> 02/01/2054<sup>(b)</sup> <br>|  | 11000 | &nbsp;&nbsp; 10586 |
| **Oil & Gas Exploration & Production–0.15%** | **Oil & Gas Exploration & Production–0.15%** | **Oil & Gas Exploration & Production–0.15%** | **Oil & Gas Exploration & Production–0.15%** |
| &nbsp;&nbsp;&nbsp; Antero Resources Corp., 5.40%, <br> 02/01/2036<br>|  | 1848000 | &nbsp;&nbsp; 1837060 |
| &nbsp;&nbsp;&nbsp; ConocoPhillips Co., 5.70%, <br> 09/15/2063<br>|  | 406000 | &nbsp;&nbsp; 397632 |
| &nbsp;&nbsp;&nbsp; Continental Resources, Inc., <br> 4.90%, 06/01/2044<br>|  | 50000 | &nbsp;&nbsp; 40487 |
| Diamondback Energy, Inc., | Diamondback Energy, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/18/2027 |  | 80000 | &nbsp;&nbsp; 81127 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/30/2030 |  | 75000 | &nbsp;&nbsp; 77144 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/18/2064 |  | 18000 | &nbsp;&nbsp; 17206 |
| EOG Resources, Inc., | EOG Resources, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/15/2028 |  | 355000 | &nbsp;&nbsp; 359287 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/2036 |  | 259000 | &nbsp;&nbsp; 266006 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/2055 |  | 142000 | &nbsp;&nbsp; 145623 |
| EQT Corp., 6.50%, 07/01/2027 |  | 100000 | &nbsp;&nbsp; 102155 |
| Ovintiv, Inc., 7.10%, 07/15/2053 |  | 500000 | &nbsp;&nbsp; 541725 |
| &nbsp;&nbsp;&nbsp; Var Energi ASA (Norway), 5.88%, <br> 05/22/2030<sup>(b)</sup> <br>|  | 786000 | &nbsp;&nbsp; 818303 |
|  |  |  | &nbsp;&nbsp; 4683755 |
| **Oil & Gas Refining & Marketing–0.01%** | **Oil & Gas Refining & Marketing–0.01%** | **Oil & Gas Refining & Marketing–0.01%** | **Oil & Gas Refining & Marketing–0.01%** |
| &nbsp;&nbsp;&nbsp; Phillips 66 Co., 5.30%, <br> 06/30/2033<br>|  | 200000 | &nbsp;&nbsp; 205738 |
| **Oil & Gas Storage & Transportation–0.66%** | **Oil & Gas Storage & Transportation–0.66%** | **Oil & Gas Storage & Transportation–0.66%** | **Oil & Gas Storage & Transportation–0.66%** |
| &nbsp;&nbsp;&nbsp; Cheniere Energy Partners L.P., <br> 5.95%, 06/30/2033<br>|  | 13000 | &nbsp;&nbsp; 13782 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Oil & Gas Storage & Transportation–(continued)** | **Oil & Gas Storage & Transportation–(continued)** | **Oil & Gas Storage & Transportation–(continued)** | **Oil & Gas Storage & Transportation–(continued)** |
| Columbia Pipelines Holding Co. LLC, | Columbia Pipelines Holding Co. LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 6.06%, 08/15/2026<sup>(b)</sup> <br>|  | $16000 | &nbsp;&nbsp; $16134 |
| &nbsp;&nbsp;&nbsp; 5.10%, 10/01/2031<sup>(b)</sup> <br>|  | 98000 | &nbsp;&nbsp; 99687 |
| &nbsp;&nbsp;&nbsp; Columbia Pipelines Operating Co. <br> LLC, 5.70%, 10/01/2054<sup>(b)</sup> <br>|  | 87000 | &nbsp;&nbsp; 83137 |
| &nbsp;&nbsp;&nbsp; Eastern Energy Gas Holdings LLC, <br> 5.65%, 10/15/2054<br>|  | 50000 | &nbsp;&nbsp; 48703 |
| Enbridge, Inc. (Canada), | Enbridge, Inc. (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/08/2033 |  | 11000 | &nbsp;&nbsp; 11538 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/15/2055<sup>(d)</sup> <br>|  | 100000 | &nbsp;&nbsp; 106275 |
| &nbsp;&nbsp;&nbsp; Series NC5, 8.25%, <br> 01/15/2084<sup>(d)</sup> <br>|  | 8000 | &nbsp;&nbsp; 8576 |
| Energy Transfer L.P., | Energy Transfer L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 12/01/2026 |  | 104000 | &nbsp;&nbsp; 105667 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/01/2030 |  | 8000 | &nbsp;&nbsp; 8660 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/2031 |  | 2336000 | &nbsp;&nbsp; 2334274 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/15/2034 |  | 23000 | &nbsp;&nbsp; 23682 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/2036 |  | 1519000 | &nbsp;&nbsp; 1517939 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/2054 |  | 15000 | &nbsp;&nbsp; 14313 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/01/2054 |  | 53000 | &nbsp;&nbsp; 51339 |
| &nbsp;&nbsp;&nbsp; 6.30%, 01/15/2056 |  | 59000 | &nbsp;&nbsp; 59022 |
| Enterprise Products Operating LLC, | Enterprise Products Operating LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/20/2028 |  | 2109000 | &nbsp;&nbsp; 2127663 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/2031 |  | 1564000 | &nbsp;&nbsp; 1584277 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/2036 |  | 785000 | &nbsp;&nbsp; 798995 |
| &nbsp;&nbsp;&nbsp; Florida Gas Transmission Co. LLC, <br> 5.75%, 07/15/2035<sup>(b)</sup> <br>|  | 352000 | &nbsp;&nbsp; 364731 |
| &nbsp;&nbsp;&nbsp; Gulfstream Natural Gas System <br> L.L.C., 5.60%, 07/23/2035<sup>(b)</sup> <br>|  | 676000 | &nbsp;&nbsp; 691822 |
| Kinder Morgan, Inc., | Kinder Morgan, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/2030 |  | 295000 | &nbsp;&nbsp; 305283 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/01/2033 |  | 4000 | &nbsp;&nbsp; 4014 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/2033 |  | 9000 | &nbsp;&nbsp; 9260 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/2035 |  | 93000 | &nbsp;&nbsp; 98449 |
| MPLX L.P., | MPLX L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/2031 |  | 1326000 | &nbsp;&nbsp; 1340810 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/2033 |  | 681000 | &nbsp;&nbsp; 682863 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/2035 |  | 1711000 | &nbsp;&nbsp; 1725741 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/2047 |  | 400000 | &nbsp;&nbsp; 359229 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/14/2052 |  | 2000 | &nbsp;&nbsp; 1688 |
| &nbsp;&nbsp;&nbsp; Northwest Pipeline LLC, 4.00%, <br> 04/01/2027<br>|  | 200000 | &nbsp;&nbsp; 200050 |
| ONEOK, Inc., | ONEOK, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/01/2054 |  | 300000 | &nbsp;&nbsp; 280601 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/2064 |  | 480000 | &nbsp;&nbsp; 452735 |
| &nbsp;&nbsp;&nbsp; South Bow USA Infrastructure <br> Holdings LLC (Canada), | &nbsp;&nbsp;&nbsp; South Bow USA Infrastructure <br> Holdings LLC (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 4.91%, 09/01/2027 |  | 161000 | &nbsp;&nbsp; 162769 |
| &nbsp;&nbsp;&nbsp; 5.03%, 10/01/2029 |  | 251000 | &nbsp;&nbsp; 254915 |
| &nbsp;&nbsp;&nbsp; 5.58%, 10/01/2034 |  | 125000 | &nbsp;&nbsp; 126129 |
| &nbsp;&nbsp;&nbsp; 6.18%, 10/01/2054 |  | 30000 | &nbsp;&nbsp; 28897 |
| Southern Co. Gas Capital Corp., | Southern Co. Gas Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 4.05%, 09/15/2028 |  | 585000 | &nbsp;&nbsp; 585670 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/2033 |  | 7000 | &nbsp;&nbsp; 7405 |
| &nbsp;&nbsp;&nbsp; Series B, 5.10%, 09/15/2035 |  | 227000 | &nbsp;&nbsp; 228133 |
| Western Midstream Operating L.P., | Western Midstream Operating L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/2031 |  | 2636000 | &nbsp;&nbsp; 2637858 |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/01/2033 |  | 11000 | &nbsp;&nbsp; 11629 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/2034 |  | 55000 | &nbsp;&nbsp; 55388 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/15/2035 |  | 986000 | &nbsp;&nbsp; 982110 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Oil & Gas Storage & Transportation–(continued)** | **Oil & Gas Storage & Transportation–(continued)** | **Oil & Gas Storage & Transportation–(continued)** | **Oil & Gas Storage & Transportation–(continued)** |
| Williams Cos., Inc. (The), | Williams Cos., Inc. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/2028 |  | $53000 | &nbsp;&nbsp; $54624 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/2029 |  | 135000 | &nbsp;&nbsp; 137839 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/2033 |  | 13000 | &nbsp;&nbsp; 13598 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/2034 |  | 22000 | &nbsp;&nbsp; 22303 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/2054 |  | 40000 | &nbsp;&nbsp; 39374 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/2055 |  | 51000 | &nbsp;&nbsp; 51721 |
|  |  |  | &nbsp;&nbsp; 20931301 |
| **Other Specialty Retail–0.02%** | **Other Specialty Retail–0.02%** | **Other Specialty Retail–0.02%** | **Other Specialty Retail–0.02%** |
| &nbsp;&nbsp;&nbsp; Tractor Supply Co., 5.25%, <br> 05/15/2033<br>|  | 3000 | &nbsp;&nbsp; 3095 |
| &nbsp;&nbsp;&nbsp; VSP Optical Group, Inc., 5.45%, <br> 12/01/2035<sup>(b)</sup> <br>|  | 489000 | &nbsp;&nbsp; 490981 |
|  |  |  | &nbsp;&nbsp; 494076 |
| **Packaged Foods & Meats–0.08%** | **Packaged Foods & Meats–0.08%** | **Packaged Foods & Meats–0.08%** | **Packaged Foods & Meats–0.08%** |
| Campbell's Co. (The), | Campbell's Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/20/2026 |  | 33000 | &nbsp;&nbsp; 33054 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/21/2029 |  | 39000 | &nbsp;&nbsp; 40031 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/21/2034 |  | 32000 | &nbsp;&nbsp; 32557 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/13/2054 |  | 39000 | &nbsp;&nbsp; 35022 |
| &nbsp;&nbsp;&nbsp; Hershey Co. (The), 4.25%, <br> 05/04/2028<br>|  | 440000 | &nbsp;&nbsp; 444291 |
| Mars, Inc., | Mars, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/01/2027<sup>(b)</sup> <br>|  | 603000 | &nbsp;&nbsp; 607538 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/20/2028<sup>(b)</sup> <br>|  | 31000 | &nbsp;&nbsp; 31406 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/2030<sup>(b)</sup> <br>|  | 198000 | &nbsp;&nbsp; 202356 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/2032<sup>(b)</sup> <br>|  | 199000 | &nbsp;&nbsp; 204551 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/2035<sup>(b)</sup> <br>|  | 285000 | &nbsp;&nbsp; 291899 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/01/2045<sup>(b)</sup> <br>|  | 244000 | &nbsp;&nbsp; 246266 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/01/2055<sup>(b)</sup> <br>|  | 167000 | &nbsp;&nbsp; 166563 |
| &nbsp;&nbsp;&nbsp; 5.80%, 05/01/2065<sup>(b)</sup> <br>|  | 111000 | &nbsp;&nbsp; 111468 |
| &nbsp;&nbsp;&nbsp; McCormick & Co., Inc., 4.70%, <br> 10/15/2034<br>|  | 138000 | &nbsp;&nbsp; 135814 |
|  |  |  | &nbsp;&nbsp; 2582816 |
| **Paper & Plastic Packaging Products & Materials–0.00%** | **Paper & Plastic Packaging Products & Materials–0.00%** | **Paper & Plastic Packaging Products & Materials–0.00%** | **Paper & Plastic Packaging Products & Materials–0.00%** |
| &nbsp;&nbsp;&nbsp; Berry Global, Inc., 5.65%, <br> 01/15/2034<br>|  | 100000 | &nbsp;&nbsp; 104416 |
| **Passenger Airlines–0.15%** | **Passenger Airlines–0.15%** | **Passenger Airlines–0.15%** | **Passenger Airlines–0.15%** |
| American Airlines Pass-Through Trust, | American Airlines Pass-Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class B, 3.95%, <br> 07/11/2030<br>|  | 96585 | &nbsp;&nbsp; 92979 |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A, 2.88%, <br> 07/11/2034<br>|  | 10560 | &nbsp;&nbsp; 9618 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/11/2038 |  | 1741000 | &nbsp;&nbsp; 1725749 |
| AS Mileage Plan IP Ltd., | AS Mileage Plan IP Ltd., |  |  |
| &nbsp;&nbsp;&nbsp; 5.02%, 10/20/2029<sup>(b)</sup> <br>|  | 119000 | &nbsp;&nbsp; 120389 |
| &nbsp;&nbsp;&nbsp; 5.31%, 10/20/2031<sup>(b)</sup> <br>|  | 118000 | &nbsp;&nbsp; 119405 |
| Delta Air Lines, Inc., | Delta Air Lines, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/10/2028 |  | 1590000 | &nbsp;&nbsp; 1617703 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/10/2030 |  | 549000 | &nbsp;&nbsp; 562399 |
| &nbsp;&nbsp;&nbsp; Delta Air Lines, Inc./SkyMiles IP <br> Ltd., 4.75%, 10/20/2028<sup>(b)</sup> <br>|  | 35147 | &nbsp;&nbsp; 35423 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Passenger Airlines–(continued)** | **Passenger Airlines–(continued)** | **Passenger Airlines–(continued)** | **Passenger Airlines–(continued)** |
| United Airlines Pass-Through Trust, | United Airlines Pass-Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class A, 5.88%, <br> 10/15/2027<br>|  | $42980 | &nbsp;&nbsp; $44077 |
| &nbsp;&nbsp;&nbsp; Series 2019-2, Class AA, <br> 2.70%, 05/01/2032<br>|  | 2926 | &nbsp;&nbsp; 2722 |
| &nbsp;&nbsp;&nbsp; Series AA, 5.45%, <br> 02/15/2037<br>|  | 401657 | &nbsp;&nbsp; 412480 |
|  |  |  | &nbsp;&nbsp; 4742944 |
| **Passenger Ground Transportation–0.05%** | **Passenger Ground Transportation–0.05%** | **Passenger Ground Transportation–0.05%** | **Passenger Ground Transportation–0.05%** |
| Uber Technologies, Inc., | Uber Technologies, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/2030 |  | 313000 | &nbsp;&nbsp; 314164 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/2031 |  | 960000 | &nbsp;&nbsp; 951980 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/2035 |  | 282000 | &nbsp;&nbsp; 279144 |
|  |  |  | &nbsp;&nbsp; 1545288 |
| **Personal Care Products–0.00%** | **Personal Care Products–0.00%** | **Personal Care Products–0.00%** | **Personal Care Products–0.00%** |
| &nbsp;&nbsp;&nbsp; Estee Lauder Cos., Inc. (The), <br> 4.65%, 05/15/2033<br>|  | 120000 | &nbsp;&nbsp; 120278 |
| **Pharmaceuticals–1.42%** | **Pharmaceuticals–1.42%** | **Pharmaceuticals–1.42%** | **Pharmaceuticals–1.42%** |
| &nbsp;&nbsp;&nbsp; AstraZeneca Finance LLC (United <br> Kingdom), | &nbsp;&nbsp;&nbsp; AstraZeneca Finance LLC (United <br> Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/26/2027 |  | 92000 | &nbsp;&nbsp; 92912 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/26/2029 |  | 47000 | &nbsp;&nbsp; 48234 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/26/2031 |  | 66000 | &nbsp;&nbsp; 68227 |
| Bristol-Myers Squibb Co., | Bristol-Myers Squibb Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/2031 |  | 66000 | &nbsp;&nbsp; 70494 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/2033 |  | 9000 | &nbsp;&nbsp; 9787 |
| Eli Lilly and Co., | Eli Lilly and Co., |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/09/2027 |  | 149000 | &nbsp;&nbsp; 150197 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/15/2029 |  | 320000 | &nbsp;&nbsp; 315810 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/14/2029 |  | 220000 | &nbsp;&nbsp; 222340 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/09/2034 |  | 41000 | &nbsp;&nbsp; 41451 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/27/2053 |  | 5000 | &nbsp;&nbsp; 4551 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/2054 |  | 18000 | &nbsp;&nbsp; 16650 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/2055 |  | 282000 | &nbsp;&nbsp; 282555 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/09/2064 |  | 25000 | &nbsp;&nbsp; 22930 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/14/2064 |  | 21000 | &nbsp;&nbsp; 19606 |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/15/2065 |  | 227000 | &nbsp;&nbsp; 227116 |
| EMD Finance LLC (Germany), | EMD Finance LLC (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/2028<sup>(b)</sup> <br>|  | 1403000 | &nbsp;&nbsp; 1408061 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/2030<sup>(b)</sup> <br>|  | 7358000 | &nbsp;&nbsp; 7369794 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/2032<sup>(b)</sup> <br>|  | 1104000 | &nbsp;&nbsp; 1106606 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/2035<sup>(b)</sup> <br>|  | 809000 | &nbsp;&nbsp; 806568 |
| Johnson & Johnson, | Johnson & Johnson, |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/2027 |  | 450000 | &nbsp;&nbsp; 454134 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/05/2033 |  | 100000 | &nbsp;&nbsp; 101007 |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/01/2040 |  | 240000 | &nbsp;&nbsp; 168993 |
| Merck & Co., Inc., | Merck & Co., Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/15/2029 |  | 7714000 | &nbsp;&nbsp; 7713017 |
| &nbsp;&nbsp;&nbsp; 4.30% (SOFR + 0.57%), <br> 03/15/2029<sup>(c)</sup> <br>|  | 2463000 | &nbsp;&nbsp; 2471357 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/2031 |  | 4676000 | &nbsp;&nbsp; 4660183 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/04/2032 |  | 1069000 | &nbsp;&nbsp; 1071950 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/04/2035 |  | 1757000 | &nbsp;&nbsp; 1742646 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/17/2044 |  | 28000 | &nbsp;&nbsp; 26312 |
| &nbsp;&nbsp;&nbsp; 5.55%, 12/04/2055 |  | 1069000 | &nbsp;&nbsp; 1051064 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/17/2063 |  | 7000 | &nbsp;&nbsp; 6386 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/04/2065 |  | 911000 | &nbsp;&nbsp; 898341 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Pharmaceuticals–(continued)** | **Pharmaceuticals–(continued)** | **Pharmaceuticals–(continued)** | **Pharmaceuticals–(continued)** |
| Novartis Capital Corp., | Novartis Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/18/2029 |  | $213000 | &nbsp;&nbsp; $212385 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/18/2031 |  | 120000 | &nbsp;&nbsp; 119600 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/18/2034 |  | 171000 | &nbsp;&nbsp; 167075 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/18/2054 |  | 102000 | &nbsp;&nbsp; 90632 |
| &nbsp;&nbsp;&nbsp; Pfizer Investment Enterprises Pte. <br> Ltd., 4.45%, 05/19/2028<br>|  | 350000 | &nbsp;&nbsp; 353734 |
| Pfizer, Inc., | Pfizer, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/15/2030 |  | 2346000 | &nbsp;&nbsp; 2352439 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/2032 |  | 2632000 | &nbsp;&nbsp; 2641138 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/2055 |  | 1586000 | &nbsp;&nbsp; 1577001 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/2065 |  | 1720000 | &nbsp;&nbsp; 1696689 |
| Takeda U.S. Financing, Inc., | Takeda U.S. Financing, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/07/2035 |  | 745000 | &nbsp;&nbsp; 754490 |
| &nbsp;&nbsp;&nbsp; 5.90%, 07/07/2055 |  | 705000 | &nbsp;&nbsp; 716220 |
| Zoetis, Inc., 4.15%, 08/17/2028 |  | 1564000 | &nbsp;&nbsp; 1573382 |
|  |  |  | &nbsp;&nbsp; 44904064 |
| **Property & Casualty Insurance–0.08%** | **Property & Casualty Insurance–0.08%** | **Property & Casualty Insurance–0.08%** | **Property & Casualty Insurance–0.08%** |
| &nbsp;&nbsp;&nbsp; American International Group, Inc., <br> 4.85%, 05/07/2030<br>|  | 150000 | &nbsp;&nbsp; 153713 |
| &nbsp;&nbsp;&nbsp; CNA Financial Corp., 5.20%, <br> 08/15/2035<br>|  | 1210000 | &nbsp;&nbsp; 1213748 |
| &nbsp;&nbsp;&nbsp; Fairfax Financial Holdings Ltd. <br> (Canada), | &nbsp;&nbsp;&nbsp; Fairfax Financial Holdings Ltd. <br> (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/22/2054 |  | 220000 | &nbsp;&nbsp; 230801 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/2055 |  | 80000 | &nbsp;&nbsp; 80698 |
| &nbsp;&nbsp;&nbsp; Hanover Insurance Group, Inc. <br> (The), 5.50%, 09/01/2035<br>|  | 334000 | &nbsp;&nbsp; 338694 |
| Travelers Cos., Inc. (The), | Travelers Cos., Inc. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/24/2035 |  | 135000 | &nbsp;&nbsp; 136836 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/25/2053 |  | 1000 | &nbsp;&nbsp; 982 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/24/2055 |  | 216000 | &nbsp;&nbsp; 220092 |
|  |  |  | &nbsp;&nbsp; 2375564 |
| **Rail Transportation–0.04%** | **Rail Transportation–0.04%** | **Rail Transportation–0.04%** | **Rail Transportation–0.04%** |
| &nbsp;&nbsp;&nbsp; Canadian Pacific Railway Co. <br> (Canada), 5.20%, 03/30/2035<br>|  | 130000 | &nbsp;&nbsp; 133828 |
| CSX Corp., 5.20%, 11/15/2033 |  | 400000 | &nbsp;&nbsp; 415147 |
| TTX Co., 5.05%, 11/15/2034<sup>(b)</sup> <br>|  | 645000 | &nbsp;&nbsp; 659248 |
|  |  |  | &nbsp;&nbsp; 1208223 |
| **Real Estate Development–0.06%** | **Real Estate Development–0.06%** | **Real Estate Development–0.06%** | **Real Estate Development–0.06%** |
| &nbsp;&nbsp;&nbsp; Essential Properties L.P., 5.40%, <br> 12/01/2035<br>|  | 182000 | &nbsp;&nbsp; 182691 |
| &nbsp;&nbsp;&nbsp; Prologis Targeted U.S. Logistics Fund <br> L.P., | &nbsp;&nbsp;&nbsp; Prologis Targeted U.S. Logistics Fund <br> L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/2031<sup>(b)</sup> <br>|  | 813000 | &nbsp;&nbsp; 807046 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/2036<sup>(b)</sup> <br>|  | 925000 | &nbsp;&nbsp; 901545 |
|  |  |  | &nbsp;&nbsp; 1891282 |
| **Regional Banks–0.52%** | **Regional Banks–0.52%** | **Regional Banks–0.52%** | **Regional Banks–0.52%** |
| &nbsp;&nbsp;&nbsp; Citizens Financial Group, Inc., <br> 5.30%, 01/29/2036<sup>(d)</sup> <br>|  | 581000 | &nbsp;&nbsp; 583889 |
| Huntington Bancshares, Inc., | Huntington Bancshares, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.62%, 01/28/2032<sup>(d)</sup> <br>|  | 7169000 | &nbsp;&nbsp; 7182446 |
| &nbsp;&nbsp;&nbsp; 5.61%, 01/28/2041<sup>(d)</sup> <br>|  | 3058000 | &nbsp;&nbsp; 3044364 |
| M&T Bank Corp., | M&T Bank Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 6.08%, 03/13/2032<sup>(d)</sup> <br>|  | 400000 | &nbsp;&nbsp; 425017 |
| &nbsp;&nbsp;&nbsp; 5.05%, 01/27/2034<sup>(d)</sup> <br>|  | 100000 | &nbsp;&nbsp; 100429 |
| &nbsp;&nbsp;&nbsp; 5.39%, 01/16/2036<sup>(d)</sup> <br>|  | 220000 | &nbsp;&nbsp; 223161 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Regional Banks–(continued)** | **Regional Banks–(continued)** | **Regional Banks–(continued)** | **Regional Banks–(continued)** |
| &nbsp;&nbsp;&nbsp; Santander Holdings USA, Inc., <br> 6.12%, 05/31/2027<sup>(d)</sup> <br>|  | $110000 | &nbsp;&nbsp; $110649 |
| &nbsp;&nbsp;&nbsp; Truist Financial Corp., 4.60%, <br> 01/27/2032<sup>(d)</sup> <br>|  | 3072000 | &nbsp;&nbsp; 3080511 |
| Zions Bancorp. N.A., | Zions Bancorp. N.A., |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/18/2028<sup>(d)</sup> <br>|  | 1406000 | &nbsp;&nbsp; 1409717 |
| &nbsp;&nbsp;&nbsp; 6.82%, 11/19/2035<sup>(d)</sup> <br>|  | 300000 | &nbsp;&nbsp; 318246 |
|  |  |  | &nbsp;&nbsp; 16478429 |
| **Reinsurance–0.15%** | **Reinsurance–0.15%** | **Reinsurance–0.15%** | **Reinsurance–0.15%** |
| &nbsp;&nbsp;&nbsp; Berkshire Hathaway Finance Corp., <br> 1.85%, 03/12/2030<br>|  | 300000 | &nbsp;&nbsp; 276116 |
| &nbsp;&nbsp;&nbsp; Fortitude Group Holdings LLC, <br> 6.25%, 04/01/2030<sup>(b)</sup> <br>|  | 117000 | &nbsp;&nbsp; 121433 |
| &nbsp;&nbsp;&nbsp; Global Atlantic (Fin) Co., 6.75%, <br> 03/15/2054<sup>(b)</sup> <br>|  | 57000 | &nbsp;&nbsp; 58133 |
| &nbsp;&nbsp;&nbsp; PartnerRe Finance B LLC, 4.50%, <br> 10/01/2050<sup>(d)</sup> <br>|  | 120000 | &nbsp;&nbsp; 113843 |
| &nbsp;&nbsp;&nbsp; Reinsurance Group of America, <br> Inc., 5.75%, 09/15/2034<br>|  | 100000 | &nbsp;&nbsp; 104052 |
| RGA Global Funding, | RGA Global Funding, |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 08/25/2028<sup>(b)</sup> <br>|  | 1974000 | &nbsp;&nbsp; 1986748 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/25/2032<sup>(b)</sup> <br>|  | 2203000 | &nbsp;&nbsp; 2224233 |
|  |  |  | &nbsp;&nbsp; 4884558 |
| **Renewable Electricity–0.05%** | **Renewable Electricity–0.05%** | **Renewable Electricity–0.05%** | **Renewable Electricity–0.05%** |
| &nbsp;&nbsp;&nbsp; Idaho Power Co., 5.20%, <br> 08/15/2034<br>|  | 36000 | &nbsp;&nbsp; 37020 |
| Southern Power Co., | Southern Power Co., |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 4.25%, 10/01/2030 |  | 856000 | &nbsp;&nbsp; 854168 |
| &nbsp;&nbsp;&nbsp; Series B, 4.90%, 10/01/2035 |  | 684000 | &nbsp;&nbsp; 672408 |
|  |  |  | &nbsp;&nbsp; 1563596 |
| **Restaurants–0.10%** | **Restaurants–0.10%** | **Restaurants–0.10%** | **Restaurants–0.10%** |
| McDonald's Corp., | McDonald's Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/14/2028 |  | 75000 | &nbsp;&nbsp; 76558 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/2030 |  | 278000 | &nbsp;&nbsp; 282922 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/12/2031 |  | 1523000 | &nbsp;&nbsp; 1534326 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/14/2033 |  | 32000 | &nbsp;&nbsp; 32936 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/03/2035 |  | 140000 | &nbsp;&nbsp; 141440 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/13/2036 |  | 1225000 | &nbsp;&nbsp; 1235442 |
|  |  |  | &nbsp;&nbsp; 3303624 |
| **Retail REITs–0.12%** | **Retail REITs–0.12%** | **Retail REITs–0.12%** | **Retail REITs–0.12%** |
| Agree L.P., 5.63%, 06/15/2034 |  | 30000 | &nbsp;&nbsp; 31416 |
| Brixmor Operating Partnership L.P., | Brixmor Operating Partnership L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/15/2033 |  | 352000 | &nbsp;&nbsp; 351502 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/2035 |  | 19000 | &nbsp;&nbsp; 19895 |
| &nbsp;&nbsp;&nbsp; Federal Realty OP L.P., 3.25%, <br> 07/15/2027<br>|  | 500000 | &nbsp;&nbsp; 494790 |
| Kimco Realty OP LLC, | Kimco Realty OP LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/2035 |  | 49000 | &nbsp;&nbsp; 48690 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/2036 |  | 576000 | &nbsp;&nbsp; 589320 |
| Kite Realty Group L.P., | Kite Realty Group L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/15/2031 |  | 82000 | &nbsp;&nbsp; 83258 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/2034 |  | 6000 | &nbsp;&nbsp; 6176 |
| NNN REIT, Inc., | NNN REIT, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/2033 |  | 6000 | &nbsp;&nbsp; 6268 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/2034 |  | 31000 | &nbsp;&nbsp; 32061 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Retail REITs–(continued)** | **Retail REITs–(continued)** | **Retail REITs–(continued)** | **Retail REITs–(continued)** |
| Realty Income Corp., | Realty Income Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/13/2032 |  | $4000 | &nbsp;&nbsp; $4240 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/2033 |  | 1275000 | &nbsp;&nbsp; 1263559 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/2035 |  | 58000 | &nbsp;&nbsp; 58964 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/01/2054 |  | 268000 | &nbsp;&nbsp; 258994 |
| Regency Centers L.P., | Regency Centers L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/2032 |  | 208000 | &nbsp;&nbsp; 212609 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/2034 |  | 129000 | &nbsp;&nbsp; 132426 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/2035 |  | 28000 | &nbsp;&nbsp; 28339 |
| &nbsp;&nbsp;&nbsp; Simon Property Group L.P., <br> 4.75%, 09/26/2034<br>|  | 302000 | &nbsp;&nbsp; 299610 |
|  |  |  | &nbsp;&nbsp; 3922117 |
| **Self-Storage REITs–0.09%** | **Self-Storage REITs–0.09%** | **Self-Storage REITs–0.09%** | **Self-Storage REITs–0.09%** |
| &nbsp;&nbsp;&nbsp; Americold Realty Operating <br> Partnership L.P., | &nbsp;&nbsp;&nbsp; Americold Realty Operating <br> Partnership L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/15/2032 |  | 318000 | &nbsp;&nbsp; 322328 |
| &nbsp;&nbsp;&nbsp; 5.41%, 09/12/2034 |  | 87000 | &nbsp;&nbsp; 85331 |
| Extra Space Storage L.P., | Extra Space Storage L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/2028 |  | 5000 | &nbsp;&nbsp; 5159 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/2033 |  | 566000 | &nbsp;&nbsp; 569496 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/01/2034 |  | 32000 | &nbsp;&nbsp; 32763 |
| &nbsp;&nbsp;&nbsp; Goodman US Finance Six LLC <br> (Australia), 5.13%, <br> 10/07/2034<sup>(b)</sup> <br>|  | 23000 | &nbsp;&nbsp; 23067 |
| Prologis L.P., | Prologis L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/2028 |  | 18000 | &nbsp;&nbsp; 18411 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/2031 |  | 574000 | &nbsp;&nbsp; 586562 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/2033 |  | 9000 | &nbsp;&nbsp; 9055 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/2033 |  | 15000 | &nbsp;&nbsp; 15088 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/2034 |  | 7000 | &nbsp;&nbsp; 7159 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/2034 |  | 245000 | &nbsp;&nbsp; 248944 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/2035 |  | 85000 | &nbsp;&nbsp; 85853 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/2035 |  | 195000 | &nbsp;&nbsp; 200413 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/2054 |  | 76000 | &nbsp;&nbsp; 72521 |
| Public Storage Operating Co., | Public Storage Operating Co., |  |  |
| &nbsp;&nbsp;&nbsp; 4.40% (SOFR + 0.70%), <br> 04/16/2027<sup>(c)</sup> <br>|  | 472000 | &nbsp;&nbsp; 473712 |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/01/2053 |  | 21000 | &nbsp;&nbsp; 20306 |
|  |  |  | &nbsp;&nbsp; 2776168 |
| **Semiconductors–1.55%** | **Semiconductors–1.55%** | **Semiconductors–1.55%** | **Semiconductors–1.55%** |
| AP Grange Holdings LLC, | AP Grange Holdings LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/20/2045<sup>(b)</sup> <br>|  | 15854000 | &nbsp;&nbsp; 16844875 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/20/2045 |  | 1215972 | &nbsp;&nbsp; 1215972 |
| Broadcom, Inc., | Broadcom, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/12/2029 |  | 128000 | &nbsp;&nbsp; 131896 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/2031 |  | 113000 | &nbsp;&nbsp; 117177 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/2035 |  | 482000 | &nbsp;&nbsp; 492714 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/2036 |  | 1263000 | &nbsp;&nbsp; 1247199 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/2038 |  | 999000 | &nbsp;&nbsp; 978240 |
| Foundry JV Holdco LLC, | Foundry JV Holdco LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/25/2030<sup>(b)</sup> <br>|  | 1783000 | &nbsp;&nbsp; 1870004 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/25/2031<sup>(b)</sup> <br>|  | 1487000 | &nbsp;&nbsp; 1540920 |
| &nbsp;&nbsp;&nbsp; 6.15%, 01/25/2032<sup>(b)</sup> <br>|  | 1876000 | &nbsp;&nbsp; 1998903 |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/25/2033<sup>(b)</sup> <br>|  | 1386000 | &nbsp;&nbsp; 1454925 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/25/2034<sup>(b)</sup> <br>|  | 1606000 | &nbsp;&nbsp; 1661607 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/25/2035<sup>(b)</sup> <br>|  | 1148000 | &nbsp;&nbsp; 1222072 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/25/2036<sup>(b)</sup> <br>|  | 980000 | &nbsp;&nbsp; 1032375 |
| &nbsp;&nbsp;&nbsp; 6.20%, 01/25/2037<sup>(b)</sup> <br>|  | 815000 | &nbsp;&nbsp; 862171 |
| &nbsp;&nbsp;&nbsp; 6.40%, 01/25/2038<sup>(b)</sup> <br>|  | 977000 | &nbsp;&nbsp; 1047145 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Semiconductors–(continued)** | **Semiconductors–(continued)** | **Semiconductors–(continued)** | **Semiconductors–(continued)** |
| &nbsp;&nbsp;&nbsp; 6.30%, 01/25/2039<sup>(b)</sup> <br>|  | $345000 | &nbsp;&nbsp; $367696 |
| Intel Corp., | Intel Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/25/2030 |  | 200000 | &nbsp;&nbsp; 196425 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/05/2032 |  | 350000 | &nbsp;&nbsp; 339526 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/05/2062 |  | 110000 | &nbsp;&nbsp; 91139 |
| Micron Technology, Inc., | Micron Technology, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/2031 |  | 38000 | &nbsp;&nbsp; 39480 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/01/2032 |  | 216000 | &nbsp;&nbsp; 228076 |
| &nbsp;&nbsp;&nbsp; 6.05%, 11/01/2035 |  | 318000 | &nbsp;&nbsp; 341878 |
| &nbsp;&nbsp;&nbsp; NXP BV/NXP Funding LLC/NXP USA, <br> Inc. (Netherlands), 2.65%, <br> 02/15/2032<br>|  | 220000 | &nbsp;&nbsp; 197382 |
| SK hynix, Inc. (South Korea), | SK hynix, Inc. (South Korea), |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/11/2028<sup>(b)</sup> <br>|  | 6249000 | &nbsp;&nbsp; 6275027 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/11/2030<sup>(b)</sup> <br>|  | 7138000 | &nbsp;&nbsp; 7155481 |
| &nbsp;&nbsp;&nbsp; TSMC Arizona Corp. (Taiwan), <br> 3.88%, 04/22/2027<br>|  | 225000 | &nbsp;&nbsp; 224962 |
|  |  |  | &nbsp;&nbsp; 49175267 |
| **Single-Family Residential REITs–0.00%** | **Single-Family Residential REITs–0.00%** | **Single-Family Residential REITs–0.00%** | **Single-Family Residential REITs–0.00%** |
| American Homes 4 Rent L.P., | American Homes 4 Rent L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/15/2034 |  | 70000 | &nbsp;&nbsp; 71608 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/2035 |  | 56000 | &nbsp;&nbsp; 56163 |
|  |  |  | &nbsp;&nbsp; 127771 |
| **Soft Drinks & Non-alcoholic Beverages–0.08%** | **Soft Drinks & Non-alcoholic Beverages–0.08%** | **Soft Drinks & Non-alcoholic Beverages–0.08%** | **Soft Drinks & Non-alcoholic Beverages–0.08%** |
| Coca-Cola Co. (The), | Coca-Cola Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/13/2054 |  | 49000 | &nbsp;&nbsp; 47896 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/13/2064 |  | 76000 | &nbsp;&nbsp; 73764 |
| &nbsp;&nbsp;&nbsp; Keurig Dr Pepper, Inc., 4.35%, <br> 05/15/2028<br>|  | 252000 | &nbsp;&nbsp; 253154 |
| PepsiCo, Inc., | PepsiCo, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/15/2029 |  | 1393000 | &nbsp;&nbsp; 1403222 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/07/2030 |  | 193000 | &nbsp;&nbsp; 197393 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/07/2035 |  | 146000 | &nbsp;&nbsp; 149656 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/23/2035 |  | 385000 | &nbsp;&nbsp; 391826 |
|  |  |  | &nbsp;&nbsp; 2516911 |
| **Sovereign Debt–0.08%** | **Sovereign Debt–0.08%** | **Sovereign Debt–0.08%** | **Sovereign Debt–0.08%** |
| &nbsp;&nbsp;&nbsp; Israel Government International <br> Bond (Israel), 5.00%, <br> 01/13/2036<br>|  | 2426000 | &nbsp;&nbsp; 2390876 |
| **Specialized Consumer Services–0.06%** | **Specialized Consumer Services–0.06%** | **Specialized Consumer Services–0.06%** | **Specialized Consumer Services–0.06%** |
| Rentokil Terminix Funding LLC, | Rentokil Terminix Funding LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/28/2030<sup>(b)</sup> <br>|  | 1222000 | &nbsp;&nbsp; 1245090 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/28/2035<sup>(b)</sup> <br>|  | 521000 | &nbsp;&nbsp; 537325 |
|  |  |  | &nbsp;&nbsp; 1782415 |
| **Specialized Finance–0.00%** | **Specialized Finance–0.00%** | **Specialized Finance–0.00%** | **Specialized Finance–0.00%** |
| &nbsp;&nbsp;&nbsp; Blackstone Private Credit Fund, <br> 6.00%, 11/22/2034<br>|  | 75000 | &nbsp;&nbsp; 74514 |
| **Specialty Chemicals–0.11%** | **Specialty Chemicals–0.11%** | **Specialty Chemicals–0.11%** | **Specialty Chemicals–0.11%** |
| Sherwin-Williams Co. (The), | Sherwin-Williams Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/15/2028 |  | 2391000 | &nbsp;&nbsp; 2408490 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/2030 |  | 987000 | &nbsp;&nbsp; 996264 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/15/2035 |  | 214000 | &nbsp;&nbsp; 217317 |
|  |  |  | &nbsp;&nbsp; 3622071 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Systems Software–0.14%** | **Systems Software–0.14%** | **Systems Software–0.14%** | **Systems Software–0.14%** |
| Accenture Capital, Inc., | Accenture Capital, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/04/2031 |  | $100000 | &nbsp;&nbsp; $100045 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/04/2034 |  | 100000 | &nbsp;&nbsp; 98386 |
| Oracle Corp., | Oracle Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/26/2030 |  | 1302000 | &nbsp;&nbsp; 1271399 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/03/2032 |  | 100000 | &nbsp;&nbsp; 99903 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/26/2032 |  | 200000 | &nbsp;&nbsp; 193703 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/09/2032 |  | 9000 | &nbsp;&nbsp; 9398 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/06/2033 |  | 9000 | &nbsp;&nbsp; 8673 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/27/2034 |  | 155000 | &nbsp;&nbsp; 143924 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/26/2035 |  | 930000 | &nbsp;&nbsp; 886800 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/26/2045 |  | 977000 | &nbsp;&nbsp; 879164 |
| &nbsp;&nbsp;&nbsp; 6.90%, 11/09/2052 |  | 1000 | &nbsp;&nbsp; 982 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/27/2054 |  | 124000 | &nbsp;&nbsp; 99709 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/03/2055 |  | 87000 | &nbsp;&nbsp; 76221 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/26/2055 |  | 483000 | &nbsp;&nbsp; 426295 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/27/2064 |  | 94000 | &nbsp;&nbsp; 74565 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/03/2065 |  | 142000 | &nbsp;&nbsp; 124012 |
|  |  |  | &nbsp;&nbsp; 4493179 |
| **Technology Distributors–0.00%** | **Technology Distributors–0.00%** | **Technology Distributors–0.00%** | **Technology Distributors–0.00%** |
| &nbsp;&nbsp;&nbsp; Arrow Electronics, Inc., 5.88%, <br> 04/10/2034<br>|  | 150000 | &nbsp;&nbsp; 156324 |
| **Technology Hardware, Storage & Peripherals–0.01%** | **Technology Hardware, Storage & Peripherals–0.01%** | **Technology Hardware, Storage & Peripherals–0.01%** | **Technology Hardware, Storage & Peripherals–0.01%** |
| &nbsp;&nbsp;&nbsp; Hewlett Packard Enterprise Co., <br> 5.00%, 10/15/2034<br>|  | 116000 | &nbsp;&nbsp; 114270 |
| &nbsp;&nbsp;&nbsp; NetApp, Inc., 5.50%, <br> 03/17/2032<br>|  | 200000 | &nbsp;&nbsp; 208264 |
|  |  |  | &nbsp;&nbsp; 322534 |
| **Telecom Tower REITs–0.01%** | **Telecom Tower REITs–0.01%** | **Telecom Tower REITs–0.01%** | **Telecom Tower REITs–0.01%** |
| Crown Castle, Inc., | Crown Castle, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/11/2028 |  | 150000 | &nbsp;&nbsp; 152381 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/01/2034 |  | 50000 | &nbsp;&nbsp; 52441 |
|  |  |  | &nbsp;&nbsp; 204822 |
| **Tobacco–0.28%** | **Tobacco–0.28%** | **Tobacco–0.28%** | **Tobacco–0.28%** |
| &nbsp;&nbsp;&nbsp; Altria Group, Inc., 4.88%, <br> 02/04/2028<br>|  | 58000 | &nbsp;&nbsp; 59056 |
| B.A.T. Capital Corp. (United Kingdom), | B.A.T. Capital Corp. (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 3.56%, 08/15/2027 |  | 110000 | &nbsp;&nbsp; 109334 |
| &nbsp;&nbsp;&nbsp; 5.83%, 02/20/2031 |  | 29000 | &nbsp;&nbsp; 30797 |
| &nbsp;&nbsp;&nbsp; 4.74%, 03/16/2032 |  | 100000 | &nbsp;&nbsp; 100800 |
| &nbsp;&nbsp;&nbsp; 7.75%, 10/19/2032 |  | 150000 | &nbsp;&nbsp; 175345 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/22/2033 |  | 711000 | &nbsp;&nbsp; 704791 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/20/2034 |  | 7000 | &nbsp;&nbsp; 7495 |
| &nbsp;&nbsp;&nbsp; 7.08%, 08/02/2043 |  | 209000 | &nbsp;&nbsp; 234745 |
| &nbsp;&nbsp;&nbsp; 7.08%, 08/02/2053 |  | 1000 | &nbsp;&nbsp; 1132 |
| Philip Morris International, Inc., | Philip Morris International, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/12/2027 |  | 163000 | &nbsp;&nbsp; 164625 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/01/2027 |  | 200000 | &nbsp;&nbsp; 201995 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/17/2027 |  | 10000 | &nbsp;&nbsp; 10214 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/2028 |  | 45000 | &nbsp;&nbsp; 45865 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/28/2028 |  | 179000 | &nbsp;&nbsp; 179926 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/07/2028 |  | 43000 | &nbsp;&nbsp; 44370 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/27/2028 |  | 1239000 | &nbsp;&nbsp; 1238219 |
| &nbsp;&nbsp;&nbsp; 4.36% (SOFR + 0.66%), <br> 10/27/2028<sup>(c)</sup> <br>|  | 2097000 | &nbsp;&nbsp; 2104986 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/13/2029 |  | 120000 | &nbsp;&nbsp; 122879 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/01/2029 |  | 236000 | &nbsp;&nbsp; 240233 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Tobacco–(continued)** | **Tobacco–(continued)** | **Tobacco–(continued)** | **Tobacco–(continued)** |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/30/2030 |  | $273000 | &nbsp;&nbsp; $274705 |
| &nbsp;&nbsp;&nbsp; 2.10%, 05/01/2030 |  | 200000 | &nbsp;&nbsp; 183419 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/29/2030 |  | 992000 | &nbsp;&nbsp; 981673 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/13/2031 |  | 29000 | &nbsp;&nbsp; 30042 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/2031 |  | 187000 | &nbsp;&nbsp; 190572 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/2033 |  | 51000 | &nbsp;&nbsp; 53096 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/07/2033 |  | 227000 | &nbsp;&nbsp; 240266 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/13/2034 |  | 110000 | &nbsp;&nbsp; 113592 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/01/2034 |  | 217000 | &nbsp;&nbsp; 218406 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/30/2035 |  | 150000 | &nbsp;&nbsp; 149963 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/29/2035 |  | 608000 | &nbsp;&nbsp; 594040 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/2041 |  | 100000 | &nbsp;&nbsp; 88861 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/20/2042 |  | 100000 | &nbsp;&nbsp; 89478 |
|  |  |  | &nbsp;&nbsp; 8984920 |
| **Trading Companies & Distributors–0.08%** | **Trading Companies & Distributors–0.08%** | **Trading Companies & Distributors–0.08%** | **Trading Companies & Distributors–0.08%** |
| Ferguson Enterprises, Inc., | Ferguson Enterprises, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/15/2031 |  | 1154000 | &nbsp;&nbsp; 1150152 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/03/2034 |  | 70000 | &nbsp;&nbsp; 70447 |
| Mitsubishi Corp. (Japan), | Mitsubishi Corp. (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/02/2029<sup>(b)</sup> <br>|  | 604000 | &nbsp;&nbsp; 619472 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/17/2034<sup>(b)</sup> <br>|  | 539000 | &nbsp;&nbsp; 552619 |
|  |  |  | &nbsp;&nbsp; 2392690 |
| **Transaction & Payment Processing Services–0.03%** | **Transaction & Payment Processing Services–0.03%** | **Transaction & Payment Processing Services–0.03%** | **Transaction & Payment Processing Services–0.03%** |
| Fiserv, Inc., | Fiserv, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/15/2031 |  | 240000 | &nbsp;&nbsp; 238632 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/11/2035 |  | 240000 | &nbsp;&nbsp; 238384 |
| &nbsp;&nbsp;&nbsp; Global Payments, Inc., 2.90%, <br> 11/15/2031<br>|  | 100000 | &nbsp;&nbsp; 89736 |
| &nbsp;&nbsp;&nbsp; Mastercard, Inc., 4.85%, <br> 03/09/2033<br>|  | 21000 | &nbsp;&nbsp; 21525 |
| &nbsp;&nbsp;&nbsp; PayPal Holdings, Inc., 4.40%, <br> 06/01/2032<br>|  | 200000 | &nbsp;&nbsp; 199584 |
| Visa, Inc., 2.05%, 04/15/2030 |  | 100000 | &nbsp;&nbsp; 92783 |
|  |  |  | &nbsp;&nbsp; 880644 |
| **Water Utilities–0.01%** | **Water Utilities–0.01%** | **Water Utilities–0.01%** | **Water Utilities–0.01%** |
| &nbsp;&nbsp;&nbsp; American Water Capital Corp., <br> 5.70%, 09/01/2055<br>|  | 285000 | &nbsp;&nbsp; 284124 |
| &nbsp;&nbsp;&nbsp; United Utilities PLC (United <br> Kingdom), 6.88%, <br> 08/15/2028<br>|  | 110000 | &nbsp;&nbsp; 117216 |
|  |  |  | &nbsp;&nbsp; 401340 |
| **Wireless Telecommunication Services–0.07%** | **Wireless Telecommunication Services–0.07%** | **Wireless Telecommunication Services–0.07%** | **Wireless Telecommunication Services–0.07%** |
| &nbsp;&nbsp;&nbsp; America Movil S.A.B. de C.V. <br> (Mexico), 6.13%, 03/30/2040<br>|  | 220000 | &nbsp;&nbsp; 232661 |
| T-Mobile USA, Inc., | T-Mobile USA, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/15/2035 |  | 1093000 | &nbsp;&nbsp; 1083912 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/2053 |  | 6000 | &nbsp;&nbsp; 5779 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/2054 |  | 2000 | &nbsp;&nbsp; 2028 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/2055 |  | 109000 | &nbsp;&nbsp; 108358 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/15/2056 |  | 937000 | &nbsp;&nbsp; 905862 |
|  |  |  | &nbsp;&nbsp; 2338600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Dollar Denominated Bonds & Notes <br> (Cost $952,933,834) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Dollar Denominated Bonds & Notes <br> (Cost $952,933,834) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Dollar Denominated Bonds & Notes <br> (Cost $952,933,834) | &nbsp;&nbsp; 958227413 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–28.23%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–28.23%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–28.23%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–28.23%** |
| **Collateralized Mortgage Obligations–0.12%** | **Collateralized Mortgage Obligations–0.12%** | **Collateralized Mortgage Obligations–0.12%** | **Collateralized Mortgage Obligations–0.12%** |
| Fannie Mae Interest STRIPS, | Fannie Mae Interest STRIPS, |  |  |
| &nbsp;&nbsp;&nbsp; IO, <br>6.50%, 04/25/2029 to <br> 02/25/2033<sup>(h)(i)</sup> <br>|  | $586035 | &nbsp;&nbsp; $71435 |
| &nbsp;&nbsp;&nbsp; 7.50%, 11/25/2029<sup>(h)</sup> <br>|  | 2961 | &nbsp;&nbsp; 272 |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/25/2032<sup>(h)</sup> <br>|  | 349514 | &nbsp;&nbsp; 46676 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/25/2033 to <br> 03/25/2036<sup>(h)(i)</sup> <br>|  | 414412 | &nbsp;&nbsp; 59893 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/25/2033 to <br> 06/25/2035<sup>(h)(i)</sup> <br>|  | 735353 | &nbsp;&nbsp; 94405 |
| Fannie Mae REMICs, | Fannie Mae REMICs, |  |  |
| &nbsp;&nbsp;&nbsp; IO, <br>4.34% (8.15% - (30 Day <br> Average SOFR + 0.11%)), <br> 04/25/2027<sup>(c)(h)</sup> <br>|  | 5928 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/25/2027<sup>(h)</sup> <br>|  | 150803 | &nbsp;&nbsp; 1951 |
| &nbsp;&nbsp;&nbsp; 3.29% (7.10% - (30 Day <br> Average SOFR + 0.11%)), <br> 11/25/2030<sup>(c)(h)</sup> <br>|  | 4606 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp; 3.94% (7.75% - (30 Day <br> Average SOFR + 0.11%)), <br> 07/25/2031 to <br> 02/25/2032<sup>(c)(h)</sup> <br>|  | 27117 | &nbsp;&nbsp; 2553 |
| &nbsp;&nbsp;&nbsp; 4.03% (7.85% - (30 Day <br> Average SOFR + 0.11%)), <br> 11/18/2031<sup>(c)(h)</sup> <br>|  | 23800 | &nbsp;&nbsp; 1888 |
| &nbsp;&nbsp;&nbsp; 4.09% (7.90% - (30 Day <br> Average SOFR + 0.11%)), <br> 11/25/2031<sup>(c)(h)</sup> <br>|  | 55467 | &nbsp;&nbsp; 4629 |
| &nbsp;&nbsp;&nbsp; 3.44% (7.25% - (30 Day <br> Average SOFR + 0.11%)), <br> 01/25/2032<sup>(c)(h)</sup> <br>|  | 40336 | &nbsp;&nbsp; 2969 |
| &nbsp;&nbsp;&nbsp; 4.14% (7.95% - (30 Day <br> Average SOFR + 0.11%)), <br> 01/25/2032 to <br> 07/25/2032<sup>(c)(h)</sup> <br>|  | 48797 | &nbsp;&nbsp; 3597 |
| &nbsp;&nbsp;&nbsp; 4.29% (8.10% - (30 Day <br> Average SOFR + 0.11%)), <br> 02/25/2032 to <br> 03/25/2032<sup>(c)(h)</sup> <br>|  | 3765 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp; 1.00% (8.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 04/25/2032<sup>(c)(h)</sup> <br>|  | 66758 | &nbsp;&nbsp; 1141 |
| &nbsp;&nbsp;&nbsp; 3.19% (7.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 04/25/2032 to <br> 09/25/2032<sup>(c)(h)</sup> <br>|  | 188397 | &nbsp;&nbsp; 17211 |
| &nbsp;&nbsp;&nbsp; 4.19% (8.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 04/25/2032 to <br> 12/25/2032<sup>(c)(h)</sup> <br>|  | 135491 | &nbsp;&nbsp; 14444 |
| &nbsp;&nbsp;&nbsp; 4.18% (8.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 12/18/2032<sup>(c)(h)</sup> <br>|  | 81600 | &nbsp;&nbsp; 7433 |
| &nbsp;&nbsp;&nbsp; 4.28% (8.10% - (30 Day <br> Average SOFR + 0.11%)), <br> 12/18/2032<sup>(c)(h)</sup> <br>|  | 22291 | &nbsp;&nbsp; 1891 |
| &nbsp;&nbsp;&nbsp; 4.39% (8.20% - (30 Day <br> Average SOFR + 0.11%)), <br> 01/25/2033<sup>(c)(h)</sup> <br>|  | 138970 | &nbsp;&nbsp; 13427 |
| &nbsp;&nbsp;&nbsp; 4.44% (8.25% - (30 Day <br> Average SOFR + 0.11%)), <br> 02/25/2033 to <br> 05/25/2033<sup>(c)(h)</sup> <br>|  | 90686 | &nbsp;&nbsp; 13277 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/25/2033 to <br> 04/25/2033<sup>(h)</sup> <br>|  | $279228 | &nbsp;&nbsp; $37018 |
| &nbsp;&nbsp;&nbsp; 3.74% (7.55% - (30 Day <br> Average SOFR + 0.11%)), <br> 10/25/2033<sup>(c)(h)</sup> <br>|  | 102561 | &nbsp;&nbsp; 11870 |
| &nbsp;&nbsp;&nbsp; 2.89% (6.70% - (30 Day <br> Average SOFR + 0.11%)), <br> 02/25/2035 to <br> 05/25/2035<sup>(c)(h)</sup> <br>|  | 213004 | &nbsp;&nbsp; 17453 |
| &nbsp;&nbsp;&nbsp; 2.94% (6.75% - (30 Day <br> Average SOFR + 0.11%)), <br> 03/25/2035<sup>(c)(h)</sup> <br>|  | 32604 | &nbsp;&nbsp; 1618 |
| &nbsp;&nbsp;&nbsp; 2.79% (6.60% - (30 Day <br> Average SOFR + 0.11%)), <br> 05/25/2035<sup>(c)(h)</sup> <br>|  | 127438 | &nbsp;&nbsp; 5959 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/25/2035<sup>(h)</sup> <br>|  | 2235575 | &nbsp;&nbsp; 219404 |
| &nbsp;&nbsp;&nbsp; 2.29% (6.10% - (30 Day <br> Average SOFR + 0.11%)), <br> 10/25/2035<sup>(c)(h)</sup> <br>|  | 126670 | &nbsp;&nbsp; 12125 |
| &nbsp;&nbsp;&nbsp; 2.77% (6.58% - (30 Day <br> Average SOFR + 0.11%)), <br> 06/25/2036<sup>(c)(h)</sup> <br>|  | 6971 | &nbsp;&nbsp; 548 |
| &nbsp;&nbsp;&nbsp; 2.24% (6.05% - (30 Day <br> Average SOFR + 0.11%)), <br> 07/25/2038<sup>(c)(h)</sup> <br>|  | 64982 | &nbsp;&nbsp; 3320 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/25/2041 to <br> 08/25/2047<sup>(h)</sup> <br>|  | 626751 | &nbsp;&nbsp; 92956 |
| &nbsp;&nbsp;&nbsp; 2.74% (6.55% - (30 Day <br> Average SOFR + 0.11%)), <br> 10/25/2041<sup>(c)(h)</sup> <br>|  | 190117 | &nbsp;&nbsp; 16575 |
| &nbsp;&nbsp;&nbsp; 2.34% (6.15% - (30 Day <br> Average SOFR + 0.11%)), <br> 12/25/2042<sup>(c)(h)</sup> <br>|  | 616088 | &nbsp;&nbsp; 65767 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/25/2046<sup>(h)</sup> <br>|  | 606932 | &nbsp;&nbsp; 77154 |
| &nbsp;&nbsp;&nbsp; 2.09% (5.90% - (30 Day <br> Average SOFR + 0.11%)), <br> 09/25/2047<sup>(c)(h)</sup> <br>|  | 4516708 | &nbsp;&nbsp; 446072 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/25/2028 to <br> 11/25/2029<br>|  | 39452 | &nbsp;&nbsp; 40106 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/25/2028 |  | 20245 | &nbsp;&nbsp; 20624 |
| &nbsp;&nbsp;&nbsp; 7.50%, 12/25/2029 |  | 86142 | &nbsp;&nbsp; 87747 |
| &nbsp;&nbsp;&nbsp; 4.81% (30 Day Average SOFR + <br> 1.11%), 07/25/2032<sup>(c)</sup> <br>|  | 25647 | &nbsp;&nbsp; 25952 |
| &nbsp;&nbsp;&nbsp; 4.21% (30 Day Average SOFR + <br> 0.51%), 03/25/2033<sup>(c)</sup> <br>|  | 7452 | &nbsp;&nbsp; 7437 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/25/2035 |  | 475989 | &nbsp;&nbsp; 493187 |
| &nbsp;&nbsp;&nbsp; 4.06% (30 Day Average SOFR + <br> 0.36%), 08/25/2035<sup>(c)</sup> <br>|  | 16451 | &nbsp;&nbsp; 16348 |
| &nbsp;&nbsp;&nbsp; 10.22% (24.20% - (3.67 x <br> (30 Day Average SOFR + <br> 0.11%))), 06/25/2036<sup>(c)</sup> <br>|  | 62418 | &nbsp;&nbsp; 73245 |
| &nbsp;&nbsp;&nbsp; 4.75% (30 Day Average SOFR + <br> 1.05%), 06/25/2037<sup>(c)</sup> <br>|  | 53301 | &nbsp;&nbsp; 54035 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/25/2041 |  | 38182 | &nbsp;&nbsp; 36767 |
| &nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Structured <br> Pass-Through Ctfs., | &nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Structured <br> Pass-Through Ctfs., |  |  |
| &nbsp;&nbsp;&nbsp; Series K735, Class X1, IO, <br>0.96%, 05/25/2026<sup>(i)</sup> <br>|  | 25437440 | &nbsp;&nbsp; 40163 |
| &nbsp;&nbsp;&nbsp; Series K093, Class X1, IO, <br>0.94%, 05/25/2029<sup>(i)</sup> <br>|  | 25345978 | &nbsp;&nbsp; 655338 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** |
| Freddie Mac REMICs, | Freddie Mac REMICs, |  |  |
| &nbsp;&nbsp;&nbsp; IO, <br>3.83% (7.65% - (30 Day <br> Average SOFR + 0.11%)), <br> 07/15/2026 to <br> 03/15/2029<sup>(c)(h)</sup> <br>|  | $36599 | &nbsp;&nbsp; $1797 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/2027 to <br> 12/15/2027<sup>(h)</sup> <br>|  | 526264 | &nbsp;&nbsp; 7205 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/2028<sup>(h)</sup> <br>|  | 174899 | &nbsp;&nbsp; 3394 |
| &nbsp;&nbsp;&nbsp; 3.88% (7.70% - (30 Day <br> Average SOFR + 0.11%)), <br> 03/15/2029<sup>(c)(h)</sup> <br>|  | 1490 | &nbsp;&nbsp; 39 |
| &nbsp;&nbsp;&nbsp; 4.28% (8.10% - (30 Day <br> Average SOFR + 0.11%)), <br> 09/15/2029<sup>(c)(h)</sup> <br>|  | 2536 | &nbsp;&nbsp; 146 |
| &nbsp;&nbsp;&nbsp; 3.93% (7.75% - (30 Day <br> Average SOFR + 0.11%)), <br> 01/15/2032<sup>(c)(h)</sup> <br>|  | 55128 | &nbsp;&nbsp; 4800 |
| &nbsp;&nbsp;&nbsp; 3.23% (7.05% - (30 Day <br> Average SOFR + 0.11%)), <br> 10/15/2033<sup>(c)(h)</sup> <br>|  | 121463 | &nbsp;&nbsp; 8158 |
| &nbsp;&nbsp;&nbsp; 2.88% (6.70% - (30 Day <br> Average SOFR + 0.11%)), <br> 01/15/2035<sup>(c)(h)</sup> <br>|  | 118920 | &nbsp;&nbsp; 7562 |
| &nbsp;&nbsp;&nbsp; 2.93% (6.75% - (30 Day <br> Average SOFR + 0.11%)), <br> 02/15/2035<sup>(c)(h)</sup> <br>|  | 83480 | &nbsp;&nbsp; 5152 |
| &nbsp;&nbsp;&nbsp; 2.90% (6.72% - (30 Day <br> Average SOFR + 0.11%)), <br> 05/15/2035<sup>(c)(h)</sup> <br>|  | 402135 | &nbsp;&nbsp; 30414 |
| &nbsp;&nbsp;&nbsp; 2.83% (6.65% - (30 Day <br> Average SOFR + 0.11%)), <br> 07/15/2035<sup>(c)(h)</sup> <br>|  | 318047 | &nbsp;&nbsp; 27927 |
| &nbsp;&nbsp;&nbsp; 3.18% (7.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 12/15/2037<sup>(c)(h)</sup> <br>|  | 44104 | &nbsp;&nbsp; 4557 |
| &nbsp;&nbsp;&nbsp; 2.18% (6.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 04/15/2038<sup>(c)(h)</sup> <br>|  | 31573 | &nbsp;&nbsp; 2756 |
| &nbsp;&nbsp;&nbsp; 2.25% (6.07% - (30 Day <br> Average SOFR + 0.11%)), <br> 05/15/2038<sup>(c)(h)</sup> <br>|  | 621853 | &nbsp;&nbsp; 49086 |
| &nbsp;&nbsp;&nbsp; 2.43% (6.25% - (30 Day <br> Average SOFR + 0.11%)), <br> 12/15/2039<sup>(c)(h)</sup> <br>|  | 147684 | &nbsp;&nbsp; 13370 |
| &nbsp;&nbsp;&nbsp; 2.28% (6.10% - (30 Day <br> Average SOFR + 0.11%)), <br> 01/15/2044<sup>(c)(h)</sup> <br>|  | 666561 | &nbsp;&nbsp; 67648 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/2028 to <br> 06/15/2032<br>|  | 207337 | &nbsp;&nbsp; 213422 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/2029 |  | 11497 | &nbsp;&nbsp; 11697 |
| &nbsp;&nbsp;&nbsp; 4.72% (30 Day Average SOFR + <br> 1.01%), 07/15/2031<sup>(c)</sup> <br>|  | 20300 | &nbsp;&nbsp; 20474 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/15/2032 |  | 77244 | &nbsp;&nbsp; 80810 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/15/2032 |  | 62010 | &nbsp;&nbsp; 61281 |
| &nbsp;&nbsp;&nbsp; 4.82% (30 Day Average SOFR + <br> 1.11%), 06/15/2032<sup>(c)</sup> <br>|  | 90516 | &nbsp;&nbsp; 91607 |
| &nbsp;&nbsp;&nbsp; 10.74% (24.75% - (3.67 x <br> (30 Day Average SOFR + <br> 0.11%))), 08/15/2035<sup>(c)</sup> <br>|  | 20059 | &nbsp;&nbsp; 23671 |
| &nbsp;&nbsp;&nbsp; 4.22% (30 Day Average SOFR + <br> 0.51%), 09/15/2035<sup>(c)</sup> <br>|  | 51550 | &nbsp;&nbsp; 51308 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** |
| Freddie Mac STRIPS, | Freddie Mac STRIPS, |  |  |
| &nbsp;&nbsp;&nbsp; IO, <br>7.00%, 04/01/2027<sup>(h)</sup> <br>|  | $8599 | &nbsp;&nbsp; $217 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/2027<sup>(h)</sup> <br>|  | 178746 | &nbsp;&nbsp; 2996 |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/15/2027<sup>(i)</sup> <br>|  | 56255 | &nbsp;&nbsp; 1075 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/2028<sup>(h)</sup> <br>|  | 1652 | &nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp; 7.50%, 12/15/2029<sup>(h)</sup> <br>|  | 8452 | &nbsp;&nbsp; 773 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/15/2032<sup>(h)</sup> <br>|  | 28728 | &nbsp;&nbsp; 3288 |
| &nbsp;&nbsp;&nbsp; PO, <br>0.00%, 06/01/2026<sup>(j)</sup> <br>|  | 144 | &nbsp;&nbsp; 144 |
|  |  |  | &nbsp;&nbsp; 3715286 |
| **Federal Home Loan Mortgage Corp. (FHLMC)–1.88%** | **Federal Home Loan Mortgage Corp. (FHLMC)–1.88%** | **Federal Home Loan Mortgage Corp. (FHLMC)–1.88%** | **Federal Home Loan Mortgage Corp. (FHLMC)–1.88%** |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/2028 to <br> 04/01/2034<br>|  | 26172 | &nbsp;&nbsp; 27102 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/01/2029 to <br> 08/01/2053<br>|  | 21771622 | &nbsp;&nbsp; 22667021 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/01/2031 to <br> 10/01/2037<br>|  | 304278 | &nbsp;&nbsp; 318391 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/2039 to <br> 08/01/2053<br>|  | 30209682 | &nbsp;&nbsp; 31026482 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/01/2051 |  | 2331637 | &nbsp;&nbsp; 1909764 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/2052 |  | 2319602 | &nbsp;&nbsp; 1975937 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/2052 |  | 1624480 | &nbsp;&nbsp; 1443755 |
|  |  |  | &nbsp;&nbsp; 59368452 |
| **Federal National Mortgage Association (FNMA)–1.41%** | **Federal National Mortgage Association (FNMA)–1.41%** | **Federal National Mortgage Association (FNMA)–1.41%** | **Federal National Mortgage Association (FNMA)–1.41%** |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/01/2029 to <br> 09/01/2055<br>|  | 920768 | &nbsp;&nbsp; 953377 |
| &nbsp;&nbsp;&nbsp; 3.93%, 12/01/2030 |  | 7378000 | &nbsp;&nbsp; 7323724 |
| &nbsp;&nbsp;&nbsp; 7.50%, 01/01/2033 to <br> 08/01/2033<br>|  | 164738 | &nbsp;&nbsp; 169181 |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/01/2033 to <br> 04/01/2034<br>|  | 110509 | &nbsp;&nbsp; 115510 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/2035 to <br> 11/01/2055<br>|  | 28016230 | &nbsp;&nbsp; 28673767 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/2052 |  | 7145858 | &nbsp;&nbsp; 6898265 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/01/2055 |  | 463621 | &nbsp;&nbsp; 476222 |
|  |  |  | &nbsp;&nbsp; 44610046 |
| **Government National Mortgage Association (GNMA)–2.53%** | **Government National Mortgage Association (GNMA)–2.53%** | **Government National Mortgage Association (GNMA)–2.53%** | **Government National Mortgage Association (GNMA)–2.53%** |
| &nbsp;&nbsp;&nbsp; ARM, <br>5.38% (1 yr. U.S. Treasury Yield <br> Curve Rate + 1.50%), <br> 07/20/2027<sup>(c)</sup> <br>|  | 48 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp; IO, <br>2.76% (6.55% - (1 mo. Term <br> SOFR + 0.11%)), <br> 04/16/2037<sup>(c)(h)</sup> <br>|  | 297609 | &nbsp;&nbsp; 15989 |
| &nbsp;&nbsp;&nbsp; 2.86% (6.65% - (1 mo. Term <br> SOFR + 0.11%)), <br> 04/16/2041<sup>(c)(h)</sup> <br>|  | 726777 | &nbsp;&nbsp; 48422 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/16/2047<sup>(h)</sup> <br>|  | 1812661 | &nbsp;&nbsp; 327837 |
| &nbsp;&nbsp;&nbsp; 2.41% (6.20% - (1 mo. Term <br> SOFR + 0.11%)), <br> 10/16/2047<sup>(c)(h)</sup> <br>|  | 1671801 | &nbsp;&nbsp; 199231 |
| &nbsp;&nbsp;&nbsp; TBA, <br>2.00%, 02/01/2056<sup>(k)</sup> <br>|  | 1000000 | &nbsp;&nbsp; 831935 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/2056<sup>(k)</sup> <br>|  | 51155000 | &nbsp;&nbsp; 44317059 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/2056<sup>(k)</sup> <br>|  | 900000 | &nbsp;&nbsp; 812756 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/2056<sup>(k)</sup> <br>|  | 300000 | &nbsp;&nbsp; 274878 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/2056<sup>(k)</sup> <br>|  | 350000 | &nbsp;&nbsp; 331028 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/2056<sup>(k)</sup> <br>|  | 28242000 | &nbsp;&nbsp; 27583431 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Government National Mortgage Association (GNMA)–**<br> **(continued)** | **Government National Mortgage Association (GNMA)–**<br> **(continued)** | **Government National Mortgage Association (GNMA)–**<br> **(continued)** | **Government National Mortgage Association (GNMA)–**<br> **(continued)** |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/2056<sup>(k)</sup> <br>|  | $1600000 | &nbsp;&nbsp; $1599995 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/2056<sup>(k)</sup> <br>|  | 3367000 | &nbsp;&nbsp; 3404304 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/2056<sup>(k)</sup> <br>|  | 500000 | &nbsp;&nbsp; 509717 |
|  |  |  | &nbsp;&nbsp; 80256630 |
| **Uniform Mortgage-Backed Securities–22.29%** | **Uniform Mortgage-Backed Securities–22.29%** | **Uniform Mortgage-Backed Securities–22.29%** | **Uniform Mortgage-Backed Securities–22.29%** |
| &nbsp;&nbsp;&nbsp; TBA, <br>6.50%, 02/12/2026<sup>(k)</sup> <br>|  | 24255000 | &nbsp;&nbsp; 25120980 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/01/2041<sup>(k)</sup> <br>|  | 200000 | &nbsp;&nbsp; 180568 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/01/2041 to <br> 02/01/2056<sup>(k)</sup> <br>|  | 124605762 | &nbsp;&nbsp; 101208323 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/2041 to <br> 02/01/2056<sup>(k)</sup> <br>|  | 94642026 | &nbsp;&nbsp; 80378384 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/2041 to <br> 02/01/2056<sup>(k)</sup> <br>|  | 94985238 | &nbsp;&nbsp; 84226573 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/2041 to <br> 02/01/2056<sup>(k)</sup> <br>|  | 68329427 | &nbsp;&nbsp; 67491428 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/2041 to <br> 02/01/2056<sup>(k)</sup> <br>|  | 142230205 | &nbsp;&nbsp; 142512226 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/2056<sup>(k)</sup> <br>|  | 57963544 | &nbsp;&nbsp; 53620134 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/2056<sup>(k)</sup> <br>|  | 103920270 | &nbsp;&nbsp; 99261003 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/2056<sup>(k)</sup> <br>|  | 12464009 | &nbsp;&nbsp; 12639337 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/2056<sup>(k)</sup> <br>|  | 37967535 | &nbsp;&nbsp; 38883907 |
|  |  |  | &nbsp;&nbsp; 705522863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Government Sponsored Agency <br> Mortgage-Backed Securities <br> (Cost $894,123,738) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Government Sponsored Agency <br> Mortgage-Backed Securities <br> (Cost $894,123,738) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Government Sponsored Agency <br> Mortgage-Backed Securities <br> (Cost $894,123,738) | &nbsp;&nbsp; 893473277 |
| **Asset-Backed Securities–26.76%** | **Asset-Backed Securities–26.76%** | **Asset-Backed Securities–26.76%** | **Asset-Backed Securities–26.76%** |
| &nbsp;&nbsp;&nbsp; AGL CLO 17 Ltd., Series 2022-<br> 17A, Class AR, 4.62% (3 mo. <br> Term SOFR + 0.95%), <br> 01/21/2035<sup>(b)(c)</sup> <br>|  | 6576000 | &nbsp;&nbsp; 6578946 |
| &nbsp;&nbsp;&nbsp; AGL CLO 29 Ltd., Series 2024-<br> 29A, Class A1, 5.24% (3 mo. <br> Term SOFR + 1.57%), <br> 04/21/2037<sup>(b)(c)</sup> <br>|  | 9655000 | &nbsp;&nbsp; 9676685 |
| ALA Trust, | ALA Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-OANA, Class A, <br> 5.42% (1 mo. Term SOFR + <br> 1.74%), 06/15/2040<sup>(b)(c)</sup> <br>|  | 4950000 | &nbsp;&nbsp; 4997621 |
| &nbsp;&nbsp;&nbsp; Series 2025-OANA, Class B, <br> 5.52% (1 mo. Term SOFR + <br> 1.84%), 06/15/2040<sup>(b)(c)</sup> <br>|  | 6045000 | &nbsp;&nbsp; 6100028 |
| Alternative Loan Trust, | Alternative Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-21CB, Class A7, <br> 5.50%, 06/25/2035<br>|  | 403640 | &nbsp;&nbsp; 305607 |
| &nbsp;&nbsp;&nbsp; Series 2005-29CB, Class A4, <br> 5.00%, 07/25/2035<br>|  | 199189 | &nbsp;&nbsp; 105028 |
| &nbsp;&nbsp;&nbsp; AMSR Trust, Series 2021-SFR3, <br> Class B, 1.73%, 10/17/2038<sup>(b)</sup> <br>|  | 4415000 | &nbsp;&nbsp; 4322746 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| Angel Oak Mortgage Trust, | Angel Oak Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class A1, <br> 2.16%, 12/25/2059<sup>(b)(l)</sup> <br>|  | $196864 | &nbsp;&nbsp; $193187 |
| &nbsp;&nbsp;&nbsp; Series 2020-3, Class A1, <br> 1.69%, 04/25/2065<sup>(b)(l)</sup> <br>|  | 823290 | &nbsp;&nbsp; 794091 |
| &nbsp;&nbsp;&nbsp; Series 2021-3, Class A1, <br> 1.07%, 05/25/2066<sup>(b)(l)</sup> <br>|  | 676820 | &nbsp;&nbsp; 591904 |
| &nbsp;&nbsp;&nbsp; Series 2021-7, Class A1, <br> 1.98%, 10/25/2066<sup>(b)(l)</sup> <br>|  | 1832004 | &nbsp;&nbsp; 1611619 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br> 3.88%, 12/25/2066<sup>(b)</sup> <br>|  | 3342570 | &nbsp;&nbsp; 3190547 |
| &nbsp;&nbsp;&nbsp; Series 2023-6, Class A1, <br> 6.50%, 12/25/2067<sup>(b)</sup> <br>|  | 1085215 | &nbsp;&nbsp; 1093704 |
| &nbsp;&nbsp;&nbsp; Series 2024-10, Class A1, <br> 5.35%, 10/25/2069<sup>(b)</sup> <br>|  | 4279035 | &nbsp;&nbsp; 4312119 |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A1, <br> 5.99%, 01/25/2069<sup>(b)</sup> <br>|  | 3941929 | &nbsp;&nbsp; 3985280 |
| &nbsp;&nbsp;&nbsp; Series 2025-HB1, Class A1, <br> 5.50% (30 Day Average SOFR + <br> 1.80%), 02/25/2055<sup>(b)(c)</sup> <br>|  | 1111802 | &nbsp;&nbsp; 1120300 |
| &nbsp;&nbsp;&nbsp; Apidos CLO XXV, Series 2016-25A, <br> Class A1R3, 4.81% (3 mo. <br> Term SOFR + 1.14%), <br> 01/20/2037<sup>(b)(c)</sup> <br>|  | 6073000 | &nbsp;&nbsp; 6090642 |
| &nbsp;&nbsp;&nbsp; Avis Budget Rental Car Funding <br> (AESOP) LLC, | &nbsp;&nbsp;&nbsp; Avis Budget Rental Car Funding <br> (AESOP) LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-1A, Class A, <br> 3.83%, 08/21/2028<sup>(b)</sup> <br>|  | 6614000 | &nbsp;&nbsp; 6596697 |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A, <br> 5.25%, 04/20/2029<sup>(b)</sup> <br>|  | 1463000 | &nbsp;&nbsp; 1496146 |
| &nbsp;&nbsp;&nbsp; Series 2023-4A, Class A, <br> 5.49%, 06/20/2029<sup>(b)</sup> <br>|  | 5238000 | &nbsp;&nbsp; 5382344 |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class A, <br> 4.17%, 02/20/2030<sup>(b)</sup> <br>|  | 3177000 | &nbsp;&nbsp; 3175459 |
| &nbsp;&nbsp;&nbsp; Series 2025-4A, Class A, <br> 4.40%, 02/20/2032<sup>(b)</sup> <br>|  | 7105000 | &nbsp;&nbsp; 7060894 |
| &nbsp;&nbsp;&nbsp; Bain Capital Credit CLO Ltd. (Cayman <br> Islands), | &nbsp;&nbsp;&nbsp; Bain Capital Credit CLO Ltd. (Cayman <br> Islands), |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-3A, Class ARR, <br> 4.70% (3 mo. Term SOFR + <br> 1.03%), 10/21/2034<sup>(b)(c)</sup> <br>|  | 1805000 | &nbsp;&nbsp; 1806448 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class AR, <br> 4.61% (3 mo. Term SOFR + <br> 0.94%), 04/18/2034<sup>(b)(c)</sup> <br>|  | 3604000 | &nbsp;&nbsp; 3605186 |
| &nbsp;&nbsp;&nbsp; Series 2021-6A, Class A1R, <br> 4.76% (3 mo. Term SOFR + <br> 1.09%), 10/21/2034<sup>(b)(c)</sup> <br>|  | 2180000 | &nbsp;&nbsp; 2183296 |
| Banc of America Funding Trust, | Banc of America Funding Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2007-1, Class 1A3, <br> 6.00%, 01/25/2037<br>|  | 144470 | &nbsp;&nbsp; 126323 |
| &nbsp;&nbsp;&nbsp; Series 2007-C, Class 1A4, <br> 4.38%, 05/20/2036<sup>(l)</sup> <br>|  | 41686 | &nbsp;&nbsp; 36505 |
| &nbsp;&nbsp;&nbsp; Banc of America Mortgage Trust, <br> Series 2007-1, Class 1A24, <br> 6.00%, 03/25/2037<br>|  | 171748 | &nbsp;&nbsp; 148652 |
| &nbsp;&nbsp;&nbsp; Bank, Series 2019-BNK16, <br> Class XA, IO, 0.93%, <br> 02/15/2052<sup>(i)</sup> <br>|  | 21259829 | &nbsp;&nbsp; 454837 |
| &nbsp;&nbsp;&nbsp; Bank5, Series 2024-5YR10, <br> Class A, 5.64%, 10/15/2057<br>|  | 1705000 | &nbsp;&nbsp; 1749831 |
| &nbsp;&nbsp;&nbsp; Barings CLO Ltd., Series 2021-2A, <br> Class A1R, 4.74% (3 mo. Term <br> SOFR + 1.07%), <br> 07/15/2034<sup>(b)(c)</sup> <br>|  | 6240000 | &nbsp;&nbsp; 6245379 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Barings Equipment Finance LLC, <br> Series 2025-B, Class A3, <br> 4.13%, 10/13/2032<sup>(b)</sup> <br>|  | $2970000 | &nbsp;&nbsp; $2982624 |
| &nbsp;&nbsp;&nbsp; Bayview MSR Opportunity Master Fund <br> Trust, | &nbsp;&nbsp;&nbsp; Bayview MSR Opportunity Master Fund <br> Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-4, Class A3, <br> 3.00%, 10/25/2051<sup>(b)(l)</sup> <br>|  | 3048402 | &nbsp;&nbsp; 2677423 |
| &nbsp;&nbsp;&nbsp; Series 2021-4, Class A4, <br> 2.50%, 10/25/2051<sup>(b)(l)</sup> <br>|  | 3049111 | &nbsp;&nbsp; 2567148 |
| &nbsp;&nbsp;&nbsp; Series 2021-4, Class A8, <br> 2.50%, 10/25/2051<sup>(b)(l)</sup> <br>|  | 2631816 | &nbsp;&nbsp; 2387798 |
| &nbsp;&nbsp;&nbsp; Series 2021-5, Class A1, <br> 3.00%, 11/25/2051<sup>(b)(l)</sup> <br>|  | 3142219 | &nbsp;&nbsp; 2757626 |
| &nbsp;&nbsp;&nbsp; Series 2021-5, Class A2, <br> 2.50%, 11/25/2051<sup>(b)(l)</sup> <br>|  | 3833643 | &nbsp;&nbsp; 3227577 |
| &nbsp;&nbsp;&nbsp; Bear Stearns Adjustable Rate Mortgage <br> Trust, | &nbsp;&nbsp;&nbsp; Bear Stearns Adjustable Rate Mortgage <br> Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-9, Class A1, <br> 0.76% (1 yr. U.S. Treasury Yield <br> Curve Rate + 2.30%), <br> 10/25/2035<sup>(c)</sup> <br>|  | 94298 | &nbsp;&nbsp; 91230 |
| &nbsp;&nbsp;&nbsp; Series 2006-1, Class A1, <br> 0.65% (1 yr. U.S. Treasury Yield <br> Curve Rate + 2.25%), <br> 02/25/2036<sup>(c)</sup> <br>|  | 253249 | &nbsp;&nbsp; 245539 |
| &nbsp;&nbsp;&nbsp; Beechwood Park CLO Ltd., <br> Series 2019-1A, Class A1RR, <br> 4.74% (3 mo. Term SOFR + <br> 1.07%), 01/17/2035<sup>(b)(c)</sup> <br>|  | 2115000 | &nbsp;&nbsp; 2118659 |
| Benchmark Mortgage Trust, | Benchmark Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-B1, Class XA, IO, <br> 0.52%, 01/15/2051<sup>(i)</sup> <br>|  | 22014231 | &nbsp;&nbsp; 208477 |
| &nbsp;&nbsp;&nbsp; Series 2026-V20, Class AM, <br> 5.44%, 02/15/2059<br>|  | 2045000 | &nbsp;&nbsp; 2110424 |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO XXIII <br> Ltd., Series 2021-23A, <br> Class A1R, 4.77% (3 mo. Term <br> SOFR + 1.10%), <br> 04/25/2034<sup>(b)(c)</sup> <br>|  | 8600000 | &nbsp;&nbsp; 8612100 |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO XXV <br> Ltd., Series 2021-25A, <br> Class A1R, 4.67% (3 mo. Term <br> SOFR + 1.00%), <br> 01/15/2035<sup>(b)(c)</sup> <br>|  | 5519000 | &nbsp;&nbsp; 5521782 |
| &nbsp;&nbsp;&nbsp; BlackRock CLO L.P., <br> Series 2025-2A, Class A, <br> 5.05% (3 mo. Term SOFR + <br> 1.27%), 11/21/2033<sup>(b)(c)</sup> <br>|  | 5140000 | &nbsp;&nbsp; 5146440 |
| &nbsp;&nbsp;&nbsp; BMO Mortgage Trust, <br> Series 2024-5C5, Class AS, <br> 6.36%, 02/15/2057<sup>(l)</sup> <br>|  | 1400000 | &nbsp;&nbsp; 1467282 |
| &nbsp;&nbsp;&nbsp; BRAVO Residential Funding Trust, <br> Series 2021-NQM2, Class A1, <br> 0.97%, 03/25/2060<sup>(b)(l)</sup> <br>|  | 167113 | &nbsp;&nbsp; 164569 |
| &nbsp;&nbsp;&nbsp; BSTN Commercial Mortgage Trust, <br> Series 2025-1C, Class A, <br> 5.55%, 06/15/2044<sup>(b)(l)</sup> <br>|  | 7127000 | &nbsp;&nbsp; 7330161 |
| &nbsp;&nbsp;&nbsp; Buckhorn Park CLO Ltd., <br> Series 2019-1A, Class ARR, <br> 4.74% (3 mo. Term SOFR + <br> 1.07%), 07/18/2034<sup>(b)(c)</sup> <br>|  | 2250000 | &nbsp;&nbsp; 2251987 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| BX Commercial Mortgage Trust, | BX Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-ACNT, Class A, <br> 4.64% (1 mo. Term SOFR + <br> 0.96%), 11/15/2038<sup>(b)(c)</sup> <br>|  | $1670616 | &nbsp;&nbsp; $1670930 |
| &nbsp;&nbsp;&nbsp; Series 2024-VLT5, Class A, <br> 5.59%, 11/13/2046<sup>(b)(l)</sup> <br>|  | 3530000 | &nbsp;&nbsp; 3599660 |
| &nbsp;&nbsp;&nbsp; Series 2024-VLT5, Class B, <br> 5.99%, 11/13/2046<sup>(b)(l)</sup> <br>|  | 2495000 | &nbsp;&nbsp; 2562477 |
| BX Trust, | BX Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-LBA6, Class A, <br> 4.68% (1 mo. Term SOFR + <br> 1.00%), 01/15/2039<sup>(b)(c)</sup> <br>|  | 3670000 | &nbsp;&nbsp; 3671783 |
| &nbsp;&nbsp;&nbsp; Series 2022-LBA6, Class B, <br> 4.98% (1 mo. Term SOFR + <br> 1.30%), 01/15/2039<sup>(b)(c)</sup> <br>|  | 2265000 | &nbsp;&nbsp; 2266425 |
| &nbsp;&nbsp;&nbsp; Series 2022-LBA6, Class C, <br> 5.28% (1 mo. Term SOFR + <br> 1.60%), 01/15/2039<sup>(b)(c)</sup> <br>|  | 1215000 | &nbsp;&nbsp; 1215937 |
| &nbsp;&nbsp;&nbsp; Series 2025-VLT6, Class A, <br> 5.12% (1 mo. Term SOFR + <br> 1.44%), 03/15/2042<sup>(b)(c)</sup> <br>|  | 3865000 | &nbsp;&nbsp; 3874891 |
| &nbsp;&nbsp;&nbsp; Series 2025-VLT7, Class A, <br> 5.38% (1 mo. Term SOFR + <br> 1.70%), 07/15/2044<sup>(b)(c)</sup> <br>|  | 3108000 | &nbsp;&nbsp; 3122670 |
| &nbsp;&nbsp;&nbsp; Series 2025-VOLT, Class A, <br> 5.38% (1 mo. Term SOFR + <br> 1.70%), 12/15/2044<sup>(b)(c)</sup> <br>|  | 5800000 | &nbsp;&nbsp; 5837013 |
| &nbsp;&nbsp;&nbsp; Series 2025-VOLT, Class B, <br> 5.78% (1 mo. Term SOFR + <br> 2.10%), 12/15/2044<sup>(b)(c)</sup> <br>|  | 5540000 | &nbsp;&nbsp; 5579308 |
| &nbsp;&nbsp;&nbsp; Carlyle Global Market Strategies CLO <br> Ltd. (Cayman Islands), | &nbsp;&nbsp;&nbsp; Carlyle Global Market Strategies CLO <br> Ltd. (Cayman Islands), |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015-4A, Class A1R3, <br> 4.59% (3 mo. Term SOFR + <br> 0.92%), 07/20/2032<sup>(b)(c)</sup> <br>|  | 3364568 | &nbsp;&nbsp; 3368367 |
| &nbsp;&nbsp;&nbsp; Series 2015-5A, Class A1R4, <br> 4.55% (3 mo. Term SOFR + <br> 0.88%), 01/20/2032<sup>(b)(c)</sup> <br>|  | 1479814 | &nbsp;&nbsp; 1480919 |
| &nbsp;&nbsp;&nbsp; Carlyle US CLO Ltd., <br> Series 2020-2A, Class A1R2, <br> 4.75% (3 mo. Term SOFR + <br> 1.08%), 01/25/2035<sup>(b)(c)</sup> <br>|  | 8315000 | &nbsp;&nbsp; 8323831 |
| CarMax Auto Owner Trust, | CarMax Auto Owner Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-4, Class A4, <br> 5.70%, 07/17/2028<br>|  | 7031000 | &nbsp;&nbsp; 7107109 |
| &nbsp;&nbsp;&nbsp; Series 2024-1, Class A3, <br> 4.92%, 10/16/2028<br>|  | 4903104 | &nbsp;&nbsp; 4940879 |
| &nbsp;&nbsp;&nbsp; CD Mortgage Trust, Series 2017-<br> CD6, Class XA, IO, 0.87%, <br> 11/13/2050<sup>(i)</sup> <br>|  | 8129426 | &nbsp;&nbsp; 89649 |
| &nbsp;&nbsp;&nbsp; Cedar Funding XI CLO Ltd., <br> Series 2019-11A, Class A1R2, <br> 4.85% (3 mo. Term SOFR + <br> 1.06%), 05/29/2032<sup>(b)(c)</sup> <br>|  | 3153258 | &nbsp;&nbsp; 3158161 |
| &nbsp;&nbsp;&nbsp; Centersquare Issuer LLC, <br> Series 2025-3A, Class A2, <br> 5.00%, 08/25/2055<sup>(b)</sup> <br>|  | 4880000 | &nbsp;&nbsp; 4753033 |
| Chase Home Lending Mortgage Trust, | Chase Home Lending Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-ATR1, Class A15, <br> 4.00%, 04/25/2049<sup>(b)(l)</sup> <br>|  | 51396 | &nbsp;&nbsp; 49341 |
| &nbsp;&nbsp;&nbsp; Series 2024-9, Class A4, <br> 5.50%, 09/25/2055<sup>(b)(l)</sup> <br>|  | 2257259 | &nbsp;&nbsp; 2263687 |
| &nbsp;&nbsp;&nbsp; Series 2024-9, Class A6, <br> 5.50%, 09/25/2055<sup>(b)(l)</sup> <br>|  | 242632 | &nbsp;&nbsp; 242712 |
| &nbsp;&nbsp;&nbsp; Chase Mortgage Finance Trust, <br> Series 2005-A2, Class 1A3, <br> 4.65%, 01/25/2036<sup>(l)</sup> <br>|  | 260042 | &nbsp;&nbsp; 241743 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; CIFC Funding Ltd., Series 2021-<br> 7A, Class AR, 4.76% (3 mo. <br> Term SOFR + 1.09%), <br> 01/23/2035<sup>(b)(c)</sup> <br>|  | $9950000 | &nbsp;&nbsp; $9956169 |
| &nbsp;&nbsp;&nbsp; Citigroup Commercial Mortgage <br> Trust, Series 2017-C4, <br> Class XA, IO, 0.97%, <br> 10/12/2050<sup>(i)</sup> <br>|  | 23015445 | &nbsp;&nbsp; 298740 |
| Citigroup Mortgage Loan Trust, | Citigroup Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-AR1, Class 1A1, <br> 6.56% (1 yr. U.S. Treasury Yield <br> Curve Rate + 2.40%), <br> 10/25/2035<sup>(c)</sup> <br>|  | 421646 | &nbsp;&nbsp; 409564 |
| &nbsp;&nbsp;&nbsp; Series 2021-INV3, Class A3, <br> 2.50%, 05/25/2051<sup>(b)(l)</sup> <br>|  | 3046974 | &nbsp;&nbsp; 2565350 |
| &nbsp;&nbsp;&nbsp; Series 2024-1, Class A3A, <br> 6.00%, 07/25/2054<sup>(b)(l)</sup> <br>|  | 3566905 | &nbsp;&nbsp; 3627244 |
| &nbsp;&nbsp;&nbsp; CLI Funding IX LLC, Series 2025-<br> 1A, Class A, 5.35%, <br> 06/20/2050<sup>(b)</sup> <br>|  | 1886051 | &nbsp;&nbsp; 1915850 |
| &nbsp;&nbsp;&nbsp; Clover CLO LLC, Series 2021-3A, <br> Class AR, 4.74% (3 mo. Term <br> SOFR + 1.07%), <br> 01/25/2035<sup>(b)(c)</sup> <br>|  | 5674000 | &nbsp;&nbsp; 5680298 |
| COLT Mortgage Loan Trust, | COLT Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-5, Class A1, <br> 1.73%, 11/26/2066<sup>(b)(l)</sup> <br>|  | 869589 | &nbsp;&nbsp; 803252 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br> 2.28%, 12/27/2066<sup>(b)(l)</sup> <br>|  | 1900586 | &nbsp;&nbsp; 1768215 |
| &nbsp;&nbsp;&nbsp; Series 2022-2, Class A1, <br> 2.99%, 02/25/2067<sup>(b)</sup> <br>|  | 1979400 | &nbsp;&nbsp; 1908713 |
| &nbsp;&nbsp;&nbsp; Series 2022-3, Class A1, <br> 3.90%, 02/25/2067<sup>(b)(l)</sup> <br>|  | 2659859 | &nbsp;&nbsp; 2625902 |
| &nbsp;&nbsp;&nbsp; Series 2025-8, Class A1, <br> 5.48%, 08/25/2070<sup>(b)</sup> <br>|  | 3583294 | &nbsp;&nbsp; 3627941 |
| &nbsp;&nbsp;&nbsp; Compass Datacenters Issuer II LLC, <br> Series 2025-2A, Class A1, <br> 4.93%, 11/25/2050<sup>(b)</sup> <br>|  | 2640000 | &nbsp;&nbsp; 2631727 |
| Credit Suisse Mortgage Capital Trust, | Credit Suisse Mortgage Capital Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-NQM1, Class A1, <br> 0.81%, 05/25/2065<sup>(b)(l)</sup> <br>|  | 369087 | &nbsp;&nbsp; 337898 |
| &nbsp;&nbsp;&nbsp; Series 2021-NQM2, Class A1, <br> 1.18%, 02/25/2066<sup>(b)(l)</sup> <br>|  | 595691 | &nbsp;&nbsp; 539269 |
| &nbsp;&nbsp;&nbsp; Series 2022-ATH1, Class A1A, <br> 2.87%, 01/25/2067<sup>(b)(l)</sup> <br>|  | 2154759 | &nbsp;&nbsp; 2112884 |
| &nbsp;&nbsp;&nbsp; Series 2022-ATH1, Class A1B, <br> 3.35%, 01/25/2067<sup>(b)(l)</sup> <br>|  | 1890000 | &nbsp;&nbsp; 1777342 |
| &nbsp;&nbsp;&nbsp; Series 2022-ATH2, Class A1, <br> 4.55%, 05/25/2067<sup>(b)(l)</sup> <br>|  | 2590447 | &nbsp;&nbsp; 2584173 |
| Cross Mortgage Trust, | Cross Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-H2, Class A1, <br> 6.09%, 04/25/2069<sup>(b)</sup> <br>|  | 2473012 | &nbsp;&nbsp; 2501458 |
| &nbsp;&nbsp;&nbsp; Series 2024-H8, Class A1, <br> 5.55%, 12/25/2069<sup>(b)(l)</sup> <br>|  | 3245124 | &nbsp;&nbsp; 3280839 |
| &nbsp;&nbsp;&nbsp; CSAIL Commercial Mortgage Trust, <br> Series 2020-C19, Class A3, <br> 2.56%, 03/15/2053<br>|  | 10613000 | &nbsp;&nbsp; 9702953 |
| &nbsp;&nbsp;&nbsp; CSMC Mortgage-Backed Trust, <br> Series 2006-6, Class 1A4, <br> 6.00%, 07/25/2036<br>|  | 559008 | &nbsp;&nbsp; 244257 |
| DB Master Finance LLC, | DB Master Finance LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2I, <br> 4.89%, 08/20/2055<sup>(b)</sup> <br>|  | 2330000 | &nbsp;&nbsp; 2330474 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2II, <br> 5.17%, 08/20/2055<sup>(b)</sup> <br>|  | 1800000 | &nbsp;&nbsp; 1801578 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; DLLST LLC, Series 2024-1A, <br> Class A3, 5.05%, <br> 08/20/2027<sup>(b)</sup> <br>|  | $2015343 | &nbsp;&nbsp; $2024296 |
| Domino's Pizza Master Issuer LLC, | Domino's Pizza Master Issuer LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2I, <br> 4.93%, 07/25/2055<sup>(b)</sup> <br>|  | 5170000 | &nbsp;&nbsp; 5199325 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2II, <br> 5.22%, 07/25/2055<sup>(b)</sup> <br>|  | 4400000 | &nbsp;&nbsp; 4431646 |
| Ellington Financial Mortgage Trust, | Ellington Financial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A1, <br> 0.80%, 02/25/2066<sup>(b)(l)</sup> <br>|  | 215512 | &nbsp;&nbsp; 190418 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br> 2.21%, 01/25/2067<sup>(b)(l)</sup> <br>|  | 1975852 | &nbsp;&nbsp; 1776752 |
| &nbsp;&nbsp;&nbsp; Series 2022-3, Class A1, <br> 5.00%, 08/25/2067<sup>(b)</sup> <br>|  | 2588178 | &nbsp;&nbsp; 2582222 |
| &nbsp;&nbsp;&nbsp; Series 2024-INV2, Class A1, <br> 5.04%, 10/25/2069<sup>(b)</sup> <br>|  | 2507689 | &nbsp;&nbsp; 2517873 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM2, Class A1, <br> 5.60%, 06/25/2070<sup>(b)(l)</sup> <br>|  | 6822420 | &nbsp;&nbsp; 6914564 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO 15 Ltd., <br> Series 2022-2A, Class A1R, <br> 4.82% (3 mo. Term SOFR + <br> 1.15%), 04/22/2035<sup>(b)(c)</sup> <br>|  | 6380000 | &nbsp;&nbsp; 6385946 |
| &nbsp;&nbsp;&nbsp; Empower CLO Ltd., Series 2024-<br> 1A, Class A1, 5.27% (3 mo. <br> Term SOFR + 1.60%), <br> 04/25/2037<sup>(b)(c)</sup> <br>|  | 3895000 | &nbsp;&nbsp; 3905711 |
| Enterprise Fleet Financing LLC, | Enterprise Fleet Financing LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A2, <br> 5.74%, 12/20/2026<sup>(b)</sup> <br>|  | 517421 | &nbsp;&nbsp; 518996 |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A3, <br> 5.61%, 04/20/2028<sup>(b)</sup> <br>|  | 970000 | &nbsp;&nbsp; 986029 |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A4, <br> 5.69%, 12/20/2030<sup>(b)</sup> <br>|  | 1133000 | &nbsp;&nbsp; 1169180 |
| &nbsp;&nbsp;&nbsp; Series 2024-4, Class A3, <br> 4.56%, 11/20/2028<sup>(b)</sup> <br>|  | 2160000 | &nbsp;&nbsp; 2181767 |
| &nbsp;&nbsp;&nbsp; Series 2025-4, Class A3, <br> 4.11%, 12/20/2029<sup>(b)</sup> <br>|  | 3290000 | &nbsp;&nbsp; 3303562 |
| &nbsp;&nbsp;&nbsp; First Horizon Alternative Mortgage <br> Securities Trust, Series 2005-<br> FA8, Class 1A6, 4.44% (1 mo. <br> Term SOFR + 0.76%), <br> 11/25/2035<sup>(c)</sup> <br>|  | 319997 | &nbsp;&nbsp; 118500 |
| Flagstar Mortgage Trust, | Flagstar Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-11IN, Class A6, <br> 3.70%, 11/25/2051<sup>(b)(l)</sup> <br>|  | 4366070 | &nbsp;&nbsp; 3956273 |
| &nbsp;&nbsp;&nbsp; Series 2021-8INV, Class A6, <br> 2.50%, 09/25/2051<sup>(b)(l)</sup> <br>|  | 921066 | &nbsp;&nbsp; 840120 |
| &nbsp;&nbsp;&nbsp; Ford Credit Auto Owner Trust, <br> Series 2024-A, Class A3, <br> 5.09%, 12/15/2028<br>|  | 8113411 | &nbsp;&nbsp; 8187290 |
| &nbsp;&nbsp;&nbsp; Fort Greene Park CLO LLC, <br> Series 2025-2A, Class AR, <br> 4.62% (3 mo. Term SOFR + <br> 0.95%), 04/22/2034<sup>(b)(c)</sup> <br>|  | 3920000 | &nbsp;&nbsp; 3921180 |
| &nbsp;&nbsp;&nbsp; FREMF Mortgage Trust, <br> Series 2017-K62, Class B, <br> 3.88%, 01/25/2050<sup>(b)(l)</sup> <br>|  | 1040000 | &nbsp;&nbsp; 1033665 |
| GCAT Trust, | GCAT Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM2, Class A1, <br> 5.60%, 04/25/2070<sup>(b)</sup> <br>|  | 3734992 | &nbsp;&nbsp; 3787434 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM4, Class A1A, <br> 5.53%, 06/25/2070<sup>(b)</sup> <br>|  | 5379410 | &nbsp;&nbsp; 5453584 |
| &nbsp;&nbsp;&nbsp; GGP Trust, Series 2026-TY, <br> Class A, 4.67%, <br> 03/05/2043<sup>(b)(l)</sup> <br>|  | 5480000 | &nbsp;&nbsp; 5480000 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Goldentree Loan Management US <br> CLO 1 Ltd., Series 2017-1A, <br> Class A1R3, 4.64% (3 mo. <br> Term SOFR + 0.97%), <br> 04/20/2034<sup>(b)(c)</sup> <br>|  | $2434000 | &nbsp;&nbsp; $2434803 |
| &nbsp;&nbsp;&nbsp; GoldenTree Loan Management US <br> CLO 8 Ltd., Series 2020-8A, <br> Class ARR, 4.82% (3 mo. Term <br> SOFR + 1.15%), <br> 10/20/2034<sup>(b)(c)</sup> <br>|  | 3323000 | &nbsp;&nbsp; 3327360 |
| &nbsp;&nbsp;&nbsp; Golub Capital Partners CLO 53(B) <br> Ltd., Series 2021-53A, <br> Class AR, 4.65% (3 mo. Term <br> SOFR + 0.98%), <br> 07/20/2034<sup>(b)(c)</sup> <br>|  | 9311000 | &nbsp;&nbsp; 9313952 |
| &nbsp;&nbsp;&nbsp; GS Mortgage Securities Trust, <br> Series 2020-GC47, Class A5, <br> 2.38%, 05/12/2053<br>|  | 3780000 | &nbsp;&nbsp; 3492664 |
| &nbsp;&nbsp;&nbsp; GS Mortgage-Backed Securities <br> Corp. Trust, Series 2025-NQM6, <br> Class A1, 5.02%, <br> 02/25/2066<sup>(b)</sup> <br>|  | 4853423 | &nbsp;&nbsp; 4873810 |
| GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-INV1, Class A6, <br> 2.50%, 12/25/2051<sup>(b)(l)</sup> <br>|  | 2396658 | &nbsp;&nbsp; 2172074 |
| &nbsp;&nbsp;&nbsp; Series 2025-HE1, Class A1, <br> 5.25% (30 Day Average SOFR + <br> 1.55%), 10/25/2055<sup>(b)(c)</sup> <br>|  | 3380055 | &nbsp;&nbsp; 3401044 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM4, Class A1, <br> 5.01%, 10/25/2065<sup>(b)</sup> <br>|  | 4116663 | &nbsp;&nbsp; 4135584 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM5, Class A1, <br> 5.01%, 07/25/2065<sup>(b)</sup> <br>|  | 5303158 | &nbsp;&nbsp; 5328408 |
| &nbsp;&nbsp;&nbsp; Series 2025-PJ4, Class A4, <br> 6.00%, 09/25/2055<sup>(b)(l)</sup> <br>|  | 336389 | &nbsp;&nbsp; 340562 |
| &nbsp;&nbsp;&nbsp; Series 2026-NQM1, Class A1, <br> 4.87%, 03/25/2066<sup>(b)(l)</sup> <br>|  | 1910000 | &nbsp;&nbsp; 1913722 |
| &nbsp;&nbsp;&nbsp; GSR Mortgage Loan Trust, <br> Series 2005-AR4, Class 6A1, <br> 5.00%, 07/25/2035<sup>(l)</sup> <br>|  | 23111 | &nbsp;&nbsp; 22240 |
| Hertz Vehicle Financing III L.P., | Hertz Vehicle Financing III L.P., |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-2A, Class A, <br> 1.68%, 12/27/2027<sup>(b)</sup> <br>|  | 1322000 | &nbsp;&nbsp; 1301144 |
| &nbsp;&nbsp;&nbsp; Series 2021-2A, Class B, <br> 2.12%, 12/27/2027<sup>(b)</sup> <br>|  | 705000 | &nbsp;&nbsp; 693825 |
| &nbsp;&nbsp;&nbsp; Hilton Grand Vacations Trust, <br> Series 2025-1A, Class A, <br> 4.88%, 05/27/2042<sup>(b)</sup> <br>|  | 1755003 | &nbsp;&nbsp; 1780039 |
| &nbsp;&nbsp;&nbsp; Invitation Homes Trust, <br> Series 2024-SFR1, Class A, <br> 4.00%, 09/17/2041<sup>(b)</sup> <br>|  | 1875298 | &nbsp;&nbsp; 1846212 |
| &nbsp;&nbsp;&nbsp; IP Mortgage Trust, Series 2025-IP, <br> Class A, 5.25%, <br> 06/10/2042<sup>(b)(l)</sup> <br>|  | 11643000 | &nbsp;&nbsp; 11862198 |
| J.P. Morgan Mortgage Trust, | J.P. Morgan Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM3, Class A1, <br> 5.50%, 11/25/2065<sup>(b)(l)</sup> <br>|  | 12444572 | &nbsp;&nbsp; 12592995 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM4, Class A1, <br> 4.95%, 03/25/2066<sup>(b)(l)</sup> <br>|  | 1477080 | &nbsp;&nbsp; 1483527 |
| &nbsp;&nbsp;&nbsp; Jersey Mike's Funding, <br> Series 2025-1A, Class A2, <br> 5.61%, 08/16/2055<sup>(b)</sup> <br>|  | 6932625 | &nbsp;&nbsp; 7082471 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| JP Morgan Mortgage Trust, | JP Morgan Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2007-A1, Class 5A1, <br> 5.04%, 07/25/2035<sup>(l)</sup> <br>|  | $105675 | &nbsp;&nbsp; $105468 |
| &nbsp;&nbsp;&nbsp; Series 2021-LTV2, Class A1, <br> 2.52%, 05/25/2052<sup>(b)(l)</sup> <br>|  | 3441459 | &nbsp;&nbsp; 2963733 |
| &nbsp;&nbsp;&nbsp; Series 2024-8, Class A3, <br> 5.50%, 01/25/2055<sup>(b)(l)</sup> <br>|  | 755653 | &nbsp;&nbsp; 762292 |
| &nbsp;&nbsp;&nbsp; Series 2024-VIS1, Class A1, <br> 5.99%, 07/25/2064<sup>(b)(l)</sup> <br>|  | 3887633 | &nbsp;&nbsp; 3929809 |
| &nbsp;&nbsp;&nbsp; JPMBB Commercial Mortgage <br> Securities Trust, Series 2015-<br> C27, Class XA, IO, 0.77%, <br> 02/15/2048<sup>(i)</sup> <br>|  | 4174683 | &nbsp;&nbsp; 132 |
| &nbsp;&nbsp;&nbsp; Juniper Valley Park CLO Ltd., <br> Series 2023-1A, Class ARR, <br> 4.75% (3 mo. Term SOFR + <br> 1.08%), 07/20/2036<sup>(b)(c)</sup> <br>|  | 6455000 | &nbsp;&nbsp; 6471583 |
| &nbsp;&nbsp;&nbsp; KKR CLO 15 Ltd., Series 15, <br> Class A1R2, 4.77% (3 mo. <br> Term SOFR + 1.10%), <br> 01/18/2032<sup>(b)(c)</sup> <br>|  | 1933986 | &nbsp;&nbsp; 1934924 |
| &nbsp;&nbsp;&nbsp; Life Mortgage Trust, <br> Series 2021-BMR, Class C, <br> 4.89% (1 mo. Term SOFR + <br> 1.21%), 03/15/2038<sup>(b)(c)</sup> <br>|  | 167676 | &nbsp;&nbsp; 166862 |
| &nbsp;&nbsp;&nbsp; Madison Park Funding XXXIII Ltd., <br> Series 2019-33A, Class AR, <br> 4.96% (3 mo. Term SOFR + <br> 1.29%), 10/15/2032<sup>(b)(c)</sup> <br>|  | 3257156 | &nbsp;&nbsp; 3262713 |
| &nbsp;&nbsp;&nbsp; Magnetite XXXI Ltd., <br> Series 2021-31A, Class A1R, <br> 4.67% (3 mo. Term SOFR + <br> 1.00%), 07/15/2034<sup>(b)(c)</sup> <br>|  | 6935000 | &nbsp;&nbsp; 6945749 |
| &nbsp;&nbsp;&nbsp; Mello Mortgage Capital Acceptance <br> Trust, | &nbsp;&nbsp;&nbsp; Mello Mortgage Capital Acceptance <br> Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-INV2, Class A4, <br> 2.50%, 08/25/2051<sup>(b)(l)</sup> <br>|  | 1833021 | &nbsp;&nbsp; 1660105 |
| &nbsp;&nbsp;&nbsp; Series 2021-INV3, Class A4, <br> 2.50%, 10/25/2051<sup>(b)(l)</sup> <br>|  | 1838549 | &nbsp;&nbsp; 1661464 |
| &nbsp;&nbsp;&nbsp; Merchants Fleet Funding LLC, <br> Series 2025-1A, Class A, <br> 4.49%, 01/20/2039<sup>(b)</sup> <br>|  | 2200000 | &nbsp;&nbsp; 2216012 |
| Metronet Infrastructure Issuer LLC, | Metronet Infrastructure Issuer LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, <br> 6.01%, 07/20/2055<sup>(g)</sup> <br>|  | 3750000 | &nbsp;&nbsp; 3844833 |
| &nbsp;&nbsp;&nbsp; Series 2025-4A, Class A2, <br> 5.16%, 12/20/2055<sup>(b)</sup> <br>|  | 1960000 | &nbsp;&nbsp; 1980552 |
| &nbsp;&nbsp;&nbsp; MFA Trust, Series 2021-INV2, <br> Class A1, 1.91%, <br> 11/25/2056<sup>(b)(l)</sup> <br>|  | 2050401 | &nbsp;&nbsp; 1892103 |
| MHP Commercial Mortgage Trust, | MHP Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-STOR, Class A, <br> 4.50% (1 mo. Term SOFR + <br> 0.81%), 07/15/2038<sup>(b)(c)</sup> <br>|  | 1945000 | &nbsp;&nbsp; 1944985 |
| &nbsp;&nbsp;&nbsp; Series 2021-STOR, Class B, <br> 4.70% (1 mo. Term SOFR + <br> 1.01%), 07/15/2038<sup>(b)(c)</sup> <br>|  | 1460000 | &nbsp;&nbsp; 1459628 |
| &nbsp;&nbsp;&nbsp; MILE Trust, Series 2025-STNE, <br> Class A, 5.18% (1 mo. Term <br> SOFR + 1.50%), <br> 07/15/2042<sup>(b)(c)</sup> <br>|  | 8095000 | &nbsp;&nbsp; 8116937 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Bank of America <br> Merrill Lynch Trust, <br> Series 2025-5C2, Class B, <br> 5.69%, 11/15/2058<sup>(l)</sup> <br>|  | 2617000 | &nbsp;&nbsp; 2675769 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Capital I Trust, <br> Series 2017-HR2, Class XA, IO, <br> 0.85%, 12/15/2050<sup>(i)</sup> <br>|  | $10336832 | &nbsp;&nbsp; $130741 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Residential Mortgage <br> Loan Trust, | &nbsp;&nbsp;&nbsp; Morgan Stanley Residential Mortgage <br> Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-3, Class A1, <br> 6.00%, 07/25/2054<sup>(b)(l)</sup> <br>|  | 2324826 | &nbsp;&nbsp; 2350749 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM5, Class A1, <br> 5.65%, 10/25/2069<sup>(b)(l)</sup> <br>|  | 3822012 | &nbsp;&nbsp; 3864759 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM1, Class A1, <br> 5.74%, 11/25/2069<sup>(b)(l)</sup> <br>|  | 3608898 | &nbsp;&nbsp; 3659276 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM8, Class A1, <br> 4.96%, 09/25/2070<sup>(b)(l)</sup> <br>|  | 5833434 | &nbsp;&nbsp; 5861377 |
| &nbsp;&nbsp;&nbsp; Navient Refinance Loan Trust, <br> Series 2025-A, Class A, 5.15%, <br> 02/16/2055<sup>(b)</sup> <br>|  | 3146084 | &nbsp;&nbsp; 3187562 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers <br> CLO 38 Ltd., Series 2020-38A, <br> Class AR2, 4.63% (3 mo. Term <br> SOFR + 0.96%), <br> 10/20/2036<sup>(b)(c)</sup> <br>|  | 4815000 | &nbsp;&nbsp; 4818395 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers <br> CLO 47 Ltd., Series 2022-47A, <br> Class AR, 4.76% (3 mo. Term <br> SOFR + 1.09%), <br> 04/16/2035<sup>(b)(c)</sup> <br>|  | 5335000 | &nbsp;&nbsp; 5344230 |
| New Residential Mortgage Loan Trust, | New Residential Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM2, Class A1, <br> 3.08%, 03/27/2062<sup>(b)(l)</sup> <br>|  | 1892227 | &nbsp;&nbsp; 1801672 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM3, Class A1, <br> 5.47%, 11/25/2064<sup>(b)</sup> <br>|  | 1344944 | &nbsp;&nbsp; 1366484 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM2, Class A1, <br> 5.57%, 04/25/2065<sup>(b)</sup> <br>|  | 12165439 | &nbsp;&nbsp; 12345560 |
| &nbsp;&nbsp;&nbsp; NextGear Floorplan Master Owner <br> Trust, Series 2025-2A, <br> Class A2, 4.23%, <br> 10/15/2030<sup>(b)</sup> <br>|  | 1950000 | &nbsp;&nbsp; 1958931 |
| &nbsp;&nbsp;&nbsp; Oaktree CLO Ltd., Series 2021-2A, <br> Class AR, 4.64% (3 mo. Term <br> SOFR + 0.97%), <br> 01/15/2035<sup>(b)(c)</sup> <br>|  | 3920000 | &nbsp;&nbsp; 3917205 |
| OBX Trust, | OBX Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-NQM4, Class A1, <br> 1.96%, 10/25/2061<sup>(b)(l)</sup> <br>|  | 2892651 | &nbsp;&nbsp; 2512536 |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM1, Class A1, <br> 2.31%, 11/25/2061<sup>(b)(l)</sup> <br>|  | 2387084 | &nbsp;&nbsp; 2188875 |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM2, Class A1B, <br> 3.38%, 01/25/2062<sup>(b)</sup> <br>|  | 2305000 | &nbsp;&nbsp; 2128531 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM14, Class A1, <br> 4.94%, 09/25/2064<sup>(b)</sup> <br>|  | 2570236 | &nbsp;&nbsp; 2580460 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM18, Class A1, <br> 5.41%, 10/25/2064<sup>(b)(l)</sup> <br>|  | 1637784 | &nbsp;&nbsp; 1653234 |
| &nbsp;&nbsp;&nbsp; Series 2025-HE2, Class A1, <br> 5.15% (30 Day Average SOFR + <br> 1.45%), 08/25/2055<sup>(b)(c)</sup> <br>|  | 4641119 | &nbsp;&nbsp; 4674088 |
| &nbsp;&nbsp;&nbsp; Oceanview Mortgage Trust, <br> Series 2021-3, Class A5, <br> 2.50%, 07/25/2051<sup>(b)(l)</sup> <br>|  | 2119399 | &nbsp;&nbsp; 1923208 |
| &nbsp;&nbsp;&nbsp; One Bryant Park Trust, <br> Series 2019-OBP, Class A, <br> 2.52%, 09/15/2054<sup>(b)</sup> <br>|  | 3562000 | &nbsp;&nbsp; 3321343 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Palmer Square Loan Funding Ltd. <br> (Cayman Islands), | &nbsp;&nbsp;&nbsp; Palmer Square Loan Funding Ltd. <br> (Cayman Islands), |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A1, <br> 4.61% (3 mo. Term SOFR + <br> 0.94%), 07/15/2033<sup>(b)(c)</sup> <br>|  | $9500964 | &nbsp;&nbsp; $9509962 |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class A1, <br> 4.66% (3 mo. Term SOFR + <br> 0.95%), 01/15/2034<sup>(b)(c)</sup> <br>|  | 5435000 | &nbsp;&nbsp; 5436815 |
| &nbsp;&nbsp;&nbsp; Pikes Peak CLO 6, Series 2020-6A, <br> Class ARR, 4.81% (3 mo. Term <br> SOFR + 0.94%), <br> 05/18/2034<sup>(b)(c)</sup> <br>|  | 5390000 | &nbsp;&nbsp; 5392695 |
| Planet Fitness Master Issuer LLC, | Planet Fitness Master Issuer LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2I, <br> 5.27%, 12/06/2055<sup>(b)</sup> <br>|  | 2000000 | &nbsp;&nbsp; 2018148 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2II, <br> 5.65%, 12/06/2055<sup>(b)</sup> <br>|  | 1500000 | &nbsp;&nbsp; 1502680 |
| &nbsp;&nbsp;&nbsp; PMT Loan Trust, Series 2025-INV1, <br> Class A7, 6.00%, <br> 01/25/2060<sup>(b)(l)</sup> <br>|  | 2264069 | &nbsp;&nbsp; 2307613 |
| &nbsp;&nbsp;&nbsp; PRKCM Trust, Series 2023-AFC4, <br> Class A1, 7.23%, <br> 11/25/2058<sup>(b)</sup> <br>|  | 3157479 | &nbsp;&nbsp; 3200628 |
| Progress Residential Trust, | Progress Residential Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-SFR10, Class A, <br> 2.39%, 12/17/2040<sup>(b)</sup> <br>|  | 1985230 | &nbsp;&nbsp; 1893598 |
| &nbsp;&nbsp;&nbsp; Series 2022-SFR5, Class A, <br> 4.45%, 06/17/2039<sup>(b)</sup> <br>|  | 3029224 | &nbsp;&nbsp; 3029750 |
| &nbsp;&nbsp;&nbsp; Provident Funding Mortgage Trust, <br> Series 2025-4, Class A1, <br> 6.00%, 09/25/2055<sup>(b)(l)</sup> <br>|  | 6990193 | &nbsp;&nbsp; 7108442 |
| &nbsp;&nbsp;&nbsp; Qdoba Funding LLC, <br> Series 2023-1A, Class A2, <br> 8.50%, 09/14/2053<sup>(b)</sup> <br>|  | 5742607 | &nbsp;&nbsp; 5995875 |
| Rate Mortgage Trust, | Rate Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-J4, Class A1, <br> 6.00%, 12/25/2054<sup>(b)(l)</sup> <br>|  | 3058273 | &nbsp;&nbsp; 3105701 |
| &nbsp;&nbsp;&nbsp; Series 2025-J1, Class A4, <br> 6.00%, 03/25/2055<sup>(b)(l)</sup> <br>|  | 2491208 | &nbsp;&nbsp; 2532386 |
| &nbsp;&nbsp;&nbsp; Series 2025-J2, Class A5, <br> 5.50%, 07/25/2055<sup>(b)(l)</sup> <br>|  | 3433424 | &nbsp;&nbsp; 3452973 |
| RCKT Mortgage Trust, | RCKT Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-CES6, Class A1A, <br> 5.47%, 06/25/2055<sup>(b)</sup> <br>|  | 1792661 | &nbsp;&nbsp; 1814028 |
| &nbsp;&nbsp;&nbsp; Series 2025-CES7, Class A1A, <br> 5.38%, 07/25/2055<sup>(b)</sup> <br>|  | 2045564 | &nbsp;&nbsp; 2068248 |
| &nbsp;&nbsp;&nbsp; Series 2026-CES1, Class A1A, <br> 4.83%, 01/25/2056<sup>(b)</sup> <br>|  | 3155000 | &nbsp;&nbsp; 3158168 |
| Residential Accredit Loans, Inc. Trust, | Residential Accredit Loans, Inc. Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-QS13, Class 1A8, <br> 6.00%, 09/25/2036<br>|  | 35491 | &nbsp;&nbsp; 28627 |
| &nbsp;&nbsp;&nbsp; Series 2007-QS6, Class A28, <br> 5.75%, 04/25/2037<br>|  | 195848 | &nbsp;&nbsp; 162945 |
| &nbsp;&nbsp;&nbsp; Residential Mortgage Loan Trust, <br> Series 2020-1, Class A1, <br> 2.38%, 01/26/2060<sup>(b)(l)</sup> <br>|  | 23943 | &nbsp;&nbsp; 23861 |
| &nbsp;&nbsp;&nbsp; RR 17 Ltd., Series 2021-17A, <br> Class A1AR, 4.74% (3 mo. Term <br> SOFR + 1.07%), <br> 07/15/2034<sup>(b)(c)</sup> <br>|  | 12590000 | &nbsp;&nbsp; 12599770 |
| &nbsp;&nbsp;&nbsp; RUN Trust, Series 2022-NQM1, <br> Class A1, 4.00%, <br> 03/25/2067<sup>(b)</sup> <br>|  | 1625556 | &nbsp;&nbsp; 1621614 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| Sequoia Mortgage Trust, | Sequoia Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-10, Class A1, <br> 5.50%, 11/25/2055<sup>(b)(l)</sup> <br>|  | $6811107 | &nbsp;&nbsp; $6854262 |
| &nbsp;&nbsp;&nbsp; Series 2025-8, Class A4, <br> 5.50%, 09/25/2055<sup>(b)(l)</sup> <br>|  | 2429247 | &nbsp;&nbsp; 2448452 |
| SG Residential Mortgage Trust, | SG Residential Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br> 3.17%, 03/27/2062<sup>(b)(l)</sup> <br>|  | 3430812 | &nbsp;&nbsp; 3261671 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A2, <br> 3.58%, 03/27/2062<sup>(b)(l)</sup> <br>|  | 1447389 | &nbsp;&nbsp; 1338556 |
| &nbsp;&nbsp;&nbsp; Shackleton CLO Ltd., <br> Series 2015-7RA, Class ARR, <br> 4.77% (3 mo. Term SOFR + <br> 1.10%), 07/15/2031<sup>(b)(c)</sup> <br>|  | 291915 | &nbsp;&nbsp; 292013 |
| SHRN Trust, | SHRN Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-MF18, Class A, <br> 4.88% (1 mo. Term SOFR + <br> 1.20%), 10/15/2040<sup>(b)(c)</sup> <br>|  | 10255000 | &nbsp;&nbsp; 10280359 |
| &nbsp;&nbsp;&nbsp; Series 2025-MF18, Class B, <br> 5.13% (1 mo. Term SOFR + <br> 1.45%), 10/15/2040<sup>(b)(c)</sup> <br>|  | 2020000 | &nbsp;&nbsp; 2027354 |
| &nbsp;&nbsp;&nbsp; Series 2025-MF18, Class C, <br> 5.38% (1 mo. Term SOFR + <br> 1.70%), 10/15/2040<sup>(b)(c)</sup> <br>|  | 850000 | &nbsp;&nbsp; 854084 |
| &nbsp;&nbsp;&nbsp; Signal Peak CLO 1 Ltd., <br> Series 2014-1A, Class AR4, <br> 4.75% (3 mo. Term SOFR + <br> 1.08%), 04/17/2034<sup>(b)(c)</sup> <br>|  | 7532000 | &nbsp;&nbsp; 7545196 |
| &nbsp;&nbsp;&nbsp; Signal Peak CLO 4 Ltd., <br> Series 2017-4A, Class AR2, <br> 4.79% (3 mo. Term SOFR + <br> 1.12%), 10/26/2034<sup>(b)(c)</sup> <br>|  | 9790000 | &nbsp;&nbsp; 9803109 |
| Sonic Capital LLC, | Sonic Capital LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1A, Class A2I, <br> 3.85%, 01/20/2050<sup>(b)</sup> <br>|  | 2979375 | &nbsp;&nbsp; 2953211 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A2I, <br> 2.19%, 08/20/2051<sup>(b)</sup> <br>|  | 1779400 | &nbsp;&nbsp; 1664088 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A2II, <br> 2.64%, 08/20/2051<sup>(b)</sup> <br>|  | 2649967 | &nbsp;&nbsp; 2307233 |
| &nbsp;&nbsp;&nbsp; STAR Trust, Series 2021-1, <br> Class A1, 1.22%, <br> 05/25/2065<sup>(b)(l)</sup> <br>|  | 915256 | &nbsp;&nbsp; 866670 |
| Starwood Mortgage Residential Trust, | Starwood Mortgage Residential Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class A1, <br> 2.28%, 02/25/2050<sup>(b)(l)</sup> <br>|  | 81013 | &nbsp;&nbsp; 78408 |
| &nbsp;&nbsp;&nbsp; Series 2021-6, Class A1, <br> 1.92%, 11/25/2066<sup>(b)(l)</sup> <br>|  | 3317733 | &nbsp;&nbsp; 2962910 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br> 2.45%, 12/25/2066<sup>(b)(l)</sup> <br>|  | 2444174 | &nbsp;&nbsp; 2219444 |
| Subway Funding LLC, | Subway Funding LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A23, <br> 6.51%, 07/30/2054<sup>(b)</sup> <br>|  | 3875938 | &nbsp;&nbsp; 3985196 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2I, <br> 6.03%, 07/30/2054<sup>(b)</sup> <br>|  | 4254150 | &nbsp;&nbsp; 4313681 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2I, <br> 6.27%, 07/30/2054<sup>(b)</sup> <br>|  | 4218600 | &nbsp;&nbsp; 4309299 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class A23, <br> 5.91%, 07/30/2054<sup>(b)</sup> <br>|  | 4251188 | &nbsp;&nbsp; 4198455 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class A2I, <br> 5.25%, 07/30/2054<sup>(b)</sup> <br>|  | 3930250 | &nbsp;&nbsp; 3916516 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class A2I, <br> 5.57%, 07/30/2054<sup>(b)</sup> <br>|  | 4029000 | &nbsp;&nbsp; 4019383 |
| &nbsp;&nbsp;&nbsp; Switch ABS Issuer LLC, <br> Series 2025-2A, Class A21, <br> 5.12%, 10/25/2055<sup>(b)</sup> <br>|  | 2820000 | &nbsp;&nbsp; 2815650 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Symphony CLO XVI Ltd., <br> Series 2015-16A, Class ARR, <br> 4.87% (3 mo. Term SOFR + <br> 1.20%), 10/15/2031<sup>(b)(c)</sup> <br>|  | $636937 | &nbsp;&nbsp; $637738 |
| &nbsp;&nbsp;&nbsp; Symphony CLO XX Ltd., <br> Series 2018-20A, Class AR2, <br> 4.77% (3 mo. Term SOFR + <br> 1.10%), 01/16/2032<sup>(b)(c)</sup> <br>|  | 2369343 | &nbsp;&nbsp; 2377522 |
| &nbsp;&nbsp;&nbsp; Symphony CLO XXI Ltd., <br> Series 2019-21A, Class AR2, <br> 4.57% (3 mo. Term SOFR + <br> 0.90%), 07/15/2032<sup>(b)(c)</sup> <br>|  | 4313129 | &nbsp;&nbsp; 4315985 |
| &nbsp;&nbsp;&nbsp; Symphony CLO XXII Ltd., <br> Series 2020-22A, Class A1AR, <br> 4.85% (3 mo. Term SOFR + <br> 1.18%), 04/18/2033<sup>(b)(c)</sup> <br>|  | 2255796 | &nbsp;&nbsp; 2256899 |
| &nbsp;&nbsp;&nbsp; Symphony CLO XXIII Ltd., <br> Series 2020-23A, Class AR2, <br> 4.57% (3 mo. Term SOFR + <br> 0.90%), 01/15/2034<sup>(b)(c)</sup> <br>|  | 1133827 | &nbsp;&nbsp; 1134385 |
| &nbsp;&nbsp;&nbsp; Symphony CLO XXIV Ltd., <br> Series 2020-24A, Class A1R, <br> 4.80% (3 mo. Term SOFR + <br> 1.13%), 10/23/2035<sup>(b)(c)</sup> <br>|  | 9611000 | &nbsp;&nbsp; 9619150 |
| &nbsp;&nbsp;&nbsp; Synchrony Card Funding LLC, <br> Series 2024-A2, Class A, <br> 4.93%, 07/15/2030<br>|  | 3395000 | &nbsp;&nbsp; 3447770 |
| Taco Bell Funding LLC, | Taco Bell Funding LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2I, <br> 4.82%, 08/25/2055<sup>(b)</sup> <br>|  | 3330000 | &nbsp;&nbsp; 3320859 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2II, <br> 5.05%, 08/25/2055<sup>(b)</sup> <br>|  | 1940000 | &nbsp;&nbsp; 1941767 |
| &nbsp;&nbsp;&nbsp; Textainer Marine Containers VII <br> Ltd., Series 2021-2A, Class A, <br> 2.23%, 04/20/2046<sup>(b)</sup> <br>|  | 2609580 | &nbsp;&nbsp; 2471465 |
| TierPoint Issuer LLC, | TierPoint Issuer LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, <br> 6.15%, 04/26/2055<sup>(b)</sup> <br>|  | 6566000 | &nbsp;&nbsp; 6667130 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A2, <br> 6.40%, 04/26/2055<sup>(b)</sup> <br>|  | 5131000 | &nbsp;&nbsp; 5170485 |
| &nbsp;&nbsp;&nbsp; Tricon American Homes Trust, <br> Series 2020-SFR2, Class A, <br> 1.48%, 11/17/2039<sup>(b)</sup> <br>|  | 3595938 | &nbsp;&nbsp; 3429513 |
| &nbsp;&nbsp;&nbsp; Tricon Residential Trust, <br> Series 2025-SFR1, Class A, <br> 4.78% (1 mo. Term SOFR + <br> 1.10%), 03/17/2042<sup>(b)(c)</sup> <br>|  | 3971020 | &nbsp;&nbsp; 3974632 |
| &nbsp;&nbsp;&nbsp; UBS Commercial Mortgage Trust, <br> Series 2017-C5, Class XA, IO, <br> 1.09%, 11/15/2050<sup>(i)</sup> <br>|  | 11092424 | &nbsp;&nbsp; 141422 |
| &nbsp;&nbsp;&nbsp; Vantage Data Centers Issuer LLC, <br> Series 2025-2A, Class A2, <br> 5.24%, 11/15/2055<sup>(b)</sup> <br>|  | 4240000 | &nbsp;&nbsp; 4215416 |
| VDCM Commercial Mortgage Trust, | VDCM Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-AZ, Class A, <br> 5.23%, 07/13/2044<sup>(b)(l)</sup> <br>|  | 13130000 | &nbsp;&nbsp; 13277668 |
| &nbsp;&nbsp;&nbsp; Series 2025-AZ, Class B, <br> 5.48%, 07/13/2044<sup>(b)(l)</sup> <br>|  | 1435000 | &nbsp;&nbsp; 1453008 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| Verus Securitization Trust, | Verus Securitization Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A1B, <br> 0.82%, 01/25/2066<sup>(b)(l)</sup> <br>|  | $474828 | &nbsp;&nbsp; $435804 |
| &nbsp;&nbsp;&nbsp; Series 2021-7, Class A1, <br> 2.83%, 10/25/2066<sup>(b)</sup> <br>|  | 2707305 | &nbsp;&nbsp; 2516656 |
| &nbsp;&nbsp;&nbsp; Series 2021-R1, Class A1, <br> 0.82%, 10/25/2063<sup>(b)(l)</sup> <br>|  | 318361 | &nbsp;&nbsp; 309802 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br> 3.72%, 01/25/2067<sup>(b)</sup> <br>|  | 1874462 | &nbsp;&nbsp; 1785356 |
| &nbsp;&nbsp;&nbsp; Series 2022-3, Class A1, <br> 4.13%, 02/25/2067<sup>(b)</sup> <br>|  | 2235655 | &nbsp;&nbsp; 2158321 |
| &nbsp;&nbsp;&nbsp; Series 2024-7, Class A1, <br> 5.10%, 09/25/2069<sup>(b)(l)</sup> <br>|  | 2119016 | &nbsp;&nbsp; 2129916 |
| &nbsp;&nbsp;&nbsp; Visio Trust, Series 2020-1R, <br> Class A1, 1.31%, <br> 11/25/2055<sup>(b)</sup> <br>|  | 256714 | &nbsp;&nbsp; 249874 |
| &nbsp;&nbsp;&nbsp; WaMu Mortgage Pass-Through Ctfs. <br> Trust, | &nbsp;&nbsp;&nbsp; WaMu Mortgage Pass-Through Ctfs. <br> Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2003-AR10, Class A7, <br> 5.69%, 10/25/2033<sup>(l)</sup> <br>|  | 117628 | &nbsp;&nbsp; 113798 |
| &nbsp;&nbsp;&nbsp; Series 2005-AR14, Class 1A4, <br> 4.92%, 12/25/2035<sup>(l)</sup> <br>|  | 213444 | &nbsp;&nbsp; 201950 |
| &nbsp;&nbsp;&nbsp; Series 2005-AR16, Class 1A1, <br> 4.33%, 12/25/2035<sup>(l)</sup> <br>|  | 186260 | &nbsp;&nbsp; 171010 |
| &nbsp;&nbsp;&nbsp; Wells Fargo Commercial Mortgage <br> Trust, Series 2017-C42, <br> Class XA, IO, 0.82%, <br> 12/15/2050<sup>(i)</sup> <br>|  | 14747018 | &nbsp;&nbsp; 191809 |
| &nbsp;&nbsp;&nbsp; WEST Trust, Series 2025-ROSE, <br> Class A, 5.28%, <br> 04/10/2035<sup>(b)(l)</sup> <br>|  | 14000000 | &nbsp;&nbsp; 14225658 |
| &nbsp;&nbsp;&nbsp; WF Card Issuance Trust, <br> Series 2024-A1, Class A, <br> 4.94%, 02/15/2029<br>|  | 7253000 | &nbsp;&nbsp; 7345310 |
| &nbsp;&nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2013-C14, Class AS, <br> 3.49%, 06/15/2046<br>|  | 230559 | &nbsp;&nbsp; 226655 |
| Zaxby's Funding LLC, | Zaxby's Funding LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A2, <br> 3.24%, 07/30/2051<sup>(b)</sup> <br>|  | 5606163 | &nbsp;&nbsp; 5350407 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2I, <br> 6.59%, 04/30/2054<sup>(b)</sup> <br>|  | 2551150 | &nbsp;&nbsp; 2613213 |
| Zayo Issuer LLC, | Zayo Issuer LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A2, <br> 5.95%, 06/20/2055<sup>(b)</sup> <br>|  | 6672000 | &nbsp;&nbsp; 6860226 |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class A2, <br> 5.57%, 10/20/2055<sup>(b)</sup> <br>|  | 3779000 | &nbsp;&nbsp; 3814747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities <br> (Cost $856,144,215) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities <br> (Cost $856,144,215) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities <br> (Cost $856,144,215) | &nbsp;&nbsp; 847142401 |
| **U.S. Treasury Securities–22.05%** | **U.S. Treasury Securities–22.05%** | **U.S. Treasury Securities–22.05%** | **U.S. Treasury Securities–22.05%** |
| **U.S. Treasury Bills–0.01%** | **U.S. Treasury Bills–0.01%** | **U.S. Treasury Bills–0.01%** | **U.S. Treasury Bills–0.01%** |
| &nbsp;&nbsp;&nbsp; 3.53% - 4.12%, <br> 05/14/2026<sup>(m)(n)</sup> <br>|  | 519000 | &nbsp;&nbsp; 513823 |
| **U.S. Treasury Bonds–6.04%** | **U.S. Treasury Bonds–6.04%** | **U.S. Treasury Bonds–6.04%** | **U.S. Treasury Bonds–6.04%** |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/2028 |  | 7000000 | &nbsp;&nbsp; 7306250 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/2029 |  | 1000000 | &nbsp;&nbsp; 1049101 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/2045 |  | 28818900 | &nbsp;&nbsp; 28033135 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/15/2046 |  | 4000000 | &nbsp;&nbsp; 2947344 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/2051 |  | 1400000 | &nbsp;&nbsp; 799777 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/2055 |  | 154307600 | &nbsp;&nbsp; 150956232 |
|  |  |  | &nbsp;&nbsp; 191091839 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **U.S. Treasury Notes–16.00%** | **U.S. Treasury Notes–16.00%** | **U.S. Treasury Notes–16.00%** | **U.S. Treasury Notes–16.00%** |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/15/2027 |  | $14600000 | &nbsp;&nbsp; $14408111 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/15/2027 |  | 7500000 | &nbsp;&nbsp; 7589502 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/2027 |  | 3000000 | &nbsp;&nbsp; 3016934 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/31/2027 |  | 201848400 | &nbsp;&nbsp; 201272817 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/2029 |  | 22241400 | &nbsp;&nbsp; 22177977 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/31/2029 |  | 1500000 | &nbsp;&nbsp; 1522383 |
| &nbsp;&nbsp;&nbsp; 0.63%, 08/15/2030 |  | 5000000 | &nbsp;&nbsp; 4350684 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/31/2030 |  | 88722600 | &nbsp;&nbsp; 88036386 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/30/2031 |  | 1500000 | &nbsp;&nbsp; 1516641 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/30/2032 |  | 1800000 | &nbsp;&nbsp; 1804219 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/31/2032 |  | 32366600 | &nbsp;&nbsp; 32083392 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/2033 |  | 1500000 | &nbsp;&nbsp; 1480488 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/2034 |  | 1000000 | &nbsp;&nbsp; 1016387 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/2035 |  | 128763900 | &nbsp;&nbsp; 126138324 |
|  |  |  | &nbsp;&nbsp; 506414245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Treasury Securities <br> (Cost $700,930,160) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Treasury Securities <br> (Cost $700,930,160) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Treasury Securities <br> (Cost $700,930,160) | &nbsp;&nbsp; 698019907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** |  |
| **Preferred Stocks–0.35%** | **Preferred Stocks–0.35%** | **Preferred Stocks–0.35%** | **Preferred Stocks–0.35%** |
| **Diversified Financial Services–0.18%** | **Diversified Financial Services–0.18%** | **Diversified Financial Services–0.18%** | **Diversified Financial Services–0.18%** |
| &nbsp;&nbsp;&nbsp; Apollo Global Management, Inc., <br> 7.63%, Pfd.<sup>(d)</sup>  | &nbsp;&nbsp;&nbsp; Apollo Global Management, Inc., <br> 7.63%, Pfd.<sup>(d)</sup>  | 215375 | &nbsp;&nbsp; 5677285 |
| **Regional Banks–0.17%** | **Regional Banks–0.17%** | **Regional Banks–0.17%** | **Regional Banks–0.17%** |
| M&T Bank Corp., 7.50%, Series J, Pfd. | M&T Bank Corp., 7.50%, Series J, Pfd. | 198205 | &nbsp;&nbsp; 5325768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Preferred Stocks (Cost $10,339,500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Preferred Stocks (Cost $10,339,500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Preferred Stocks (Cost $10,339,500) | &nbsp;&nbsp; 11003053 |
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** |  |
| **Agency Credit Risk Transfer Notes–0.08%** | **Agency Credit Risk Transfer Notes–0.08%** | **Agency Credit Risk Transfer Notes–0.08%** | **Agency Credit Risk Transfer Notes–0.08%** |
| &nbsp;&nbsp;&nbsp; Fannie Mae Connecticut Avenue <br> Securities, | &nbsp;&nbsp;&nbsp; Fannie Mae Connecticut Avenue <br> Securities, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-R02, Class 1M1, <br> STACR<sup>®</sup>, 6.00% (30 Day <br> Average SOFR + 2.30%), <br> 01/25/2043<sup>(b)(c)</sup> <br>|  | $803239 | &nbsp;&nbsp; 820813 |
| &nbsp;&nbsp;&nbsp; Series 2025-R04, Class 1A1, <br> STACR<sup>®</sup>, 4.70% (30 Day <br> Average SOFR + 1.00%), <br> 05/25/2045<sup>(b)(c)</sup> <br>|  | 378067 | &nbsp;&nbsp; 378602 |
| Freddie Mac, | Freddie Mac, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-DNA6, Class M1, <br> STACR<sup>®</sup>, 5.85% (30 Day <br> Average SOFR + 2.15%), <br> 09/25/2042<sup>(b)(c)</sup> <br>|  | 177544 | &nbsp;&nbsp; 178320 |
| &nbsp;&nbsp;&nbsp; Series 2023-DNA1, Class M1, <br> STACR<sup>®</sup>, 5.80% (30 Day <br> Average SOFR + 2.10%), <br> 03/25/2043<sup>(b)(c)</sup> <br>|  | 576304 | &nbsp;&nbsp; 583391 |
| &nbsp;&nbsp;&nbsp; Series 2025-DNA4, Class A1, <br> STACR<sup>®</sup>, 4.60% (30 Day <br> Average SOFR + 0.90%), <br> 10/25/2045<sup>(b)(c)</sup> <br>|  | 754375 | &nbsp;&nbsp; 755042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $2,689,529) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $2,689,529) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $2,689,529) | &nbsp;&nbsp; 2716168 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** | **Value** |
| **Exchange-Traded Funds–0.08%** | **Exchange-Traded Funds–0.08%** | **Exchange-Traded Funds–0.08%** | **Exchange-Traded Funds–0.08%** |
| &nbsp;&nbsp;&nbsp; Invesco Core Fixed Income ETF <br>(Cost $2,451,498)<sup>(o)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Core Fixed Income ETF <br>(Cost $2,451,498)<sup>(o)</sup>  | 96500 | &nbsp;&nbsp; $2449672 |
| **Money Market Funds–16.78%** | **Money Market Funds–16.78%** | **Money Market Funds–16.78%** | **Money Market Funds–16.78%** |
| &nbsp;&nbsp;&nbsp; Invesco Government & Agency <br> Portfolio, Institutional Class, <br> 3.61%<sup>(o)(p)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Government & Agency <br> Portfolio, Institutional Class, <br> 3.61%<sup>(o)(p)</sup>  | 186653499 | &nbsp;&nbsp; 186653499 |
| &nbsp;&nbsp;&nbsp; Invesco Treasury Portfolio, <br> Institutional Class, 3.57%<sup>(o)(p)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Treasury Portfolio, <br> Institutional Class, 3.57%<sup>(o)(p)</sup>  | 344551179 | &nbsp;&nbsp; 344551179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Money Market Funds (Cost $531,204,678) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Money Market Funds (Cost $531,204,678) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Money Market Funds (Cost $531,204,678) | &nbsp;&nbsp; 531204678 |
| &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES <br> (excluding investments <br> purchased with cash collateral <br> from securities on <br> loan)-124.60% <br> (Cost $3,950,817,152)<br>|  |  | &nbsp;&nbsp; 3944236569 |
| **Investments Purchased with Cash Collateral from** <br> **Securities on Loan** | **Investments Purchased with Cash Collateral from** <br> **Securities on Loan** | **Investments Purchased with Cash Collateral from** <br> **Securities on Loan** | **Investments Purchased with Cash Collateral from** <br> **Securities on Loan** |
| **Money Market Funds–0.24%** | **Money Market Funds–0.24%** | **Money Market Funds–0.24%** | **Money Market Funds–0.24%** |
| &nbsp;&nbsp;&nbsp; Invesco Private Government Fund, <br> 3.65%<sup>(o)(p)(q)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Private Government Fund, <br> 3.65%<sup>(o)(p)(q)</sup>  | 1455230 | &nbsp;&nbsp; 1455230 |
| &nbsp;&nbsp;&nbsp; Invesco Private Prime Fund, <br> 3.80%<sup>(o)(p)(q)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Private Prime Fund, <br> 3.80%<sup>(o)(p)(q)</sup>  | 6047876 | &nbsp;&nbsp; 6049690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investments Purchased with Cash Collateral <br> from Securities on Loan (Cost $7,504,920) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investments Purchased with Cash Collateral <br> from Securities on Loan (Cost $7,504,920) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investments Purchased with Cash Collateral <br> from Securities on Loan (Cost $7,504,920) | &nbsp;&nbsp; 7504920 |
| &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES–124.84% <br> (Cost $3,958,322,072) | &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES–124.84% <br> (Cost $3,958,322,072) | &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES–124.84% <br> (Cost $3,958,322,072) | &nbsp;&nbsp; 3951741489 |
| OTHER ASSETS LESS LIABILITIES—(24.84)% | OTHER ASSETS LESS LIABILITIES—(24.84)% | OTHER ASSETS LESS LIABILITIES—(24.84)% | &nbsp;&nbsp; (786329008)<br>|
| NET ASSETS–100.00% | NET ASSETS–100.00% | NET ASSETS–100.00% | &nbsp;&nbsp; $3165412481 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

Investment Abbreviations:

---

| | |
|:---|:---|
| ARM | – Adjustable Rate Mortgage |
| Ctfs. | – Certificates |
| ETF | – Exchange-Traded Fund |
| IO | – Interest Only |
| Pfd. | – Preferred |
| PO | – Principal Only |
| REIT | – Real Estate Investment Trust |
| REMICs | – Real Estate Mortgage Investment Conduits |
| SOFR | – Secured Overnight Financing Rate |
| STACR<sup>®</sup> | – Structured Agency Credit Risk |
| STRIPS | – Separately Traded Registered Interest and Principal Security |
| TBA | – To Be Announced |

---

Notes to Schedule of Investments:

<sup>(a)</sup> Industry and/or sector classifications used in this report are generally according to the Global Industry Classification Standard, which was developed by and is the exclusive property and a service mark of MSCI Inc. and Standard & Poor's. 

<sup>(b)</sup> Security purchased or received in a transaction exempt from registration under the Securities Act of 1933, as amended (the "1933 Act"). The security may be resold pursuant to an exemption from registration under the 1933 Act, typically to qualified institutional buyers. The aggregate value of these securities at January 31, 2026 was $1,110,429,440, which represented 35.08% of the Fund's Net Assets. 

<sup>(c)</sup> Interest or dividend rate is redetermined periodically. Rate shown is the rate in effect on January 31, 2026.

<sup>(d)</sup> Security issued at a fixed rate for a specific period of time, after which it will convert to a variable rate.

<sup>(e)</sup> All or a portion of this security was out on loan at January 31, 2026.

<sup>(f)</sup> Perpetual bond with no specified maturity date.

<sup>(g)</sup> Security valued using significant unobservable inputs (Level 3). See Note 1.

<sup>(h)</sup> Interest only security. Principal amount shown is the notional principal and does not reflect the maturity value of the security.

<sup>(i)</sup> Interest only security. Principal amount shown is the notional principal and does not reflect the maturity value of the security. Interest rate is redetermined periodically based on the cash flows generated by the pool of assets backing the security, less any applicable fees. The rate shown is the rate in effect on January 31, 2026. 

<sup>(j)</sup> Zero coupon bond issued at a discount.

<sup>(k)</sup> Security purchased on a forward commitment basis. This security is subject to dollar roll transactions. 

<sup>(l)</sup> Interest rate is redetermined periodically based on the cash flows generated by the pool of assets backing the security, less any applicable fees. The rate shown is the rate in effect on January 31, 2026. 

<sup>(m)</sup> Security traded on a discount basis. The interest rate shown represents the discount rate at the time of purchase by the Fund.

<sup>(n)</sup> All or a portion of the value was pledged as collateral to cover margin requirements for open futures contracts. 

<sup>(o)</sup> Affiliated holding. Affiliated holdings are investments in entities which are under common ownership or control of Invesco Ltd. or are investments in entities in which the Fund owns 5% or more of the outstanding voting securities. The table below shows the Fund's transactions in, and earnings from, its investments in affiliates for the three months ended January 31, 2026. 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Value** <br>**October 31, 2025**<br>| **Purchases** <br>**at Cost**<br>| **Proceeds** <br>**from Sales**<br>| **Change in** <br>**Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Value** <br>**January 31, 2026**<br>| **Dividend Income** |
| Invesco Core Fixed Income ETF | $356748 | &nbsp;&nbsp; $2098935 | &nbsp;&nbsp; $- | &nbsp;&nbsp; $(6011) | &nbsp;&nbsp; $- | &nbsp;&nbsp; $2449672 | &nbsp;&nbsp; $11329 |
| **Investments in Affiliated Money Market** <br> **Funds:**<br>|  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Invesco Government & Agency Portfolio, <br> Institutional Class<br>| &nbsp;&nbsp; 187680261 | &nbsp;&nbsp; 217404246 | &nbsp;&nbsp; (218431008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp; 186653499 | &nbsp;&nbsp; 1745766 |
| Invesco Treasury Portfolio, Institutional Class | &nbsp;&nbsp; 346458023 | &nbsp;&nbsp; 403750742 | &nbsp;&nbsp; (405657586) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp; 344551179 | &nbsp;&nbsp; 3185885 |
| **Investments Purchased with Cash Collateral** <br> **from Securities on Loan:**<br>|  |  |  |  |  |  |  |
| Invesco Private Government Fund | &nbsp;&nbsp;&nbsp;&nbsp; 3165562 | &nbsp;&nbsp;&nbsp; 13365733 | &nbsp;&nbsp;&nbsp; (15076065) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp; 1455230 | &nbsp;&nbsp;&nbsp;&nbsp; 18,556\* |
| Invesco Private Prime Fund | &nbsp;&nbsp;&nbsp;&nbsp; 9261619 | &nbsp;&nbsp;&nbsp; 17683038 | &nbsp;&nbsp;&nbsp; (20894967) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; (4) | &nbsp;&nbsp;&nbsp;&nbsp; 6049690 | &nbsp;&nbsp;&nbsp;&nbsp; 48,159\* |
| Total | $546922213 | &nbsp;&nbsp; $654302694 | &nbsp;&nbsp; $(660059626) | &nbsp;&nbsp; $(6007) | &nbsp;&nbsp; $(4) | &nbsp;&nbsp; $541159270 | &nbsp;&nbsp; $5009695 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Represents the income earned on the investment of cash collateral. Does not include rebates and fees paid to lending agent or premiums received from borrowers, if any.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(p)</sup> The rate shown is the 7-day SEC standardized yield as of January 31, 2026. <br> <sup>(q)</sup> The security has been segregated to satisfy the commitment to return the cash collateral received in securities lending transactions upon the borrower's return of the securities loaned.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Open Futures Contracts**<sup>(a)</sup>  | **Open Futures Contracts**<sup>(a)</sup>  | **Open Futures Contracts**<sup>(a)</sup>  | **Open Futures Contracts**<sup>(a)</sup>  | **Open Futures Contracts**<sup>(a)</sup>  | **Open Futures Contracts**<sup>(a)</sup>  |
| **Long Futures Contracts** | &nbsp;&nbsp; **Number of**<br> **Contracts**<br>| &nbsp;&nbsp;&nbsp; **Expiration**<br> **Month**<br>| &nbsp;&nbsp; **Notional**<br> **Value**<br>| **Value** | &nbsp;&nbsp; **Unrealized**<br> **Appreciation**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)**<br>|
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| U.S. Treasury 2 Year Notes | &nbsp;&nbsp;&nbsp; 1530 | March-2026 | &nbsp;&nbsp;&nbsp; $318993048 | &nbsp;&nbsp;&nbsp; $(257267)<br>| &nbsp;&nbsp;&nbsp; $(257267)<br>|
| U.S. Treasury 5 Year Notes | &nbsp;&nbsp;&nbsp; 474 | March-2026 | &nbsp;&nbsp;&nbsp; 51632672 | &nbsp;&nbsp;&nbsp; 10570 | &nbsp;&nbsp;&nbsp; 10570 |
| U.S. Treasury 10 Year Notes | &nbsp;&nbsp;&nbsp; 1222 | March-2026 | &nbsp;&nbsp;&nbsp; 136653969 | &nbsp;&nbsp;&nbsp; (997445)<br>| &nbsp;&nbsp;&nbsp; (997445)<br>|
| U.S. Treasury Long Bonds | &nbsp;&nbsp;&nbsp; 953 | March-2026 | &nbsp;&nbsp;&nbsp; 109714125 | &nbsp;&nbsp;&nbsp; (1082993)<br>| &nbsp;&nbsp;&nbsp; (1082993)<br>|
| U.S. Treasury Ultra Bonds | &nbsp;&nbsp;&nbsp; 207 | March-2026 | &nbsp;&nbsp;&nbsp; 24309563 | &nbsp;&nbsp;&nbsp; (151074)<br>| &nbsp;&nbsp;&nbsp; (151074)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Long Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Long Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Long Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Long Futures Contracts | &nbsp;&nbsp;&nbsp; (2478209)<br>| &nbsp;&nbsp;&nbsp; (2478209)<br>|
| **Short Futures Contracts** |  |  |  |  |  |
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| U.S. Treasury 10 Year Ultra Notes | &nbsp;&nbsp;&nbsp; 1670 | March-2026 | &nbsp;&nbsp;&nbsp; (190640938)<br>| &nbsp;&nbsp;&nbsp; 1661036 | &nbsp;&nbsp;&nbsp; 1661036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Futures Contracts | &nbsp;&nbsp;&nbsp; $(817173)<br>| &nbsp;&nbsp;&nbsp; $(817173)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Futures contracts collateralized by $7,433,261 cash held with Merrill Lynch International, the futures commission merchant.

The valuation policy and a listing of other significant accounting policies are available in the most recent shareholder report.

See accompanying notes which are an integral part of this schedule.

**Invesco Core Bond Fund**

------

**Notes to Quarterly Schedule of Portfolio Holdings**

*January 31, 2026*

*(Unaudited)*

**NOTE 1—Additional Valuation Information**

Generally Accepted Accounting Principles ("GAAP") defines fair value as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date, under current market conditions. GAAP establishes a hierarchy that prioritizes the inputs to valuation methods, giving the highest priority to readily available unadjusted quoted prices in an active market for identical assets (Level 1) and the lowest priority to significant unobservable inputs (Level 3), generally when market prices are not readily available. Based on the valuation inputs, the securities or other investments are tiered into one of three levels. Changes in valuation methods may result in transfers in or out of an investment's assigned level:

Level 1 – Prices are determined using quoted prices in an active market for identical assets.

Level 2 – Prices are determined using other significant observable inputs. Observable inputs are inputs that other market participants may use in pricing a security. These may include quoted prices for similar securities, interest rates, prepayment speeds, credit risk, yield curves, loss severities, default rates, discount rates, volatilities and others. When market movements occur after the close of the relevant foreign securities markets, foreign securities may be fair valued utilizing an independent pricing service.

Level 3 – Prices are determined using significant unobservable inputs. In situations where quoted prices or observable inputs are unavailable (for example, when there is little or no market activity for an investment at the end of the period), unobservable inputs may be used. Unobservable inputs reflect Invesco Advisers, Inc.'s assumptions about the factors market participants would use in determining fair value of the securities or instruments and would be based on the best available information.

The following is a summary of the tiered valuation input levels, as of January 31, 2026. The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities. Because of the inherent uncertainties of valuation, the values reflected in the financial statements may materially differ from the value received upon actual sale of those investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | **Level 3** | **Total** |
| <br>**Investments in Securities** |  |  |  |  |
| U.S. Dollar Denominated Bonds & Notes | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $949760653 | &nbsp;&nbsp;&nbsp;&nbsp; $8466760 | &nbsp;&nbsp;&nbsp;&nbsp; $958227413 |
| U.S. Government Sponsored Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 893473277 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 893473277 |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 843297568 | &nbsp;&nbsp;&nbsp;&nbsp; 3844833 | &nbsp;&nbsp;&nbsp;&nbsp; 847142401 |
| U.S. Treasury Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 698019907 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 698019907 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 11003053 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 11003053 |
| Agency Credit Risk Transfer Notes | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2716168 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2716168 |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp; 2449672 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2449672 |
| Money Market Funds | &nbsp;&nbsp;&nbsp;&nbsp; 531204678 | &nbsp;&nbsp;&nbsp;&nbsp; 7504920 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 538709598 |
| **Total Investments in Securities** | &nbsp;&nbsp;&nbsp;&nbsp; 544657403 | &nbsp;&nbsp;&nbsp;&nbsp; 3394772493 | &nbsp;&nbsp;&nbsp;&nbsp; 12311593 | &nbsp;&nbsp;&nbsp;&nbsp; 3951741489 |
| **Other Investments - Assets\*** |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 1671606 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1671606 |
| **Other Investments - Liabilities\*** |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; (2488779)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2488779)<br>|
| **Total Other Investments** | &nbsp;&nbsp;&nbsp;&nbsp; (817173)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (817173)<br>|
| **Total Investments** | &nbsp;&nbsp;&nbsp;&nbsp; $543840230 | &nbsp;&nbsp;&nbsp;&nbsp; $3394772493 | &nbsp;&nbsp;&nbsp;&nbsp; $12311593 | &nbsp;&nbsp;&nbsp;&nbsp; $3950924316 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Unrealized appreciation (depreciation).

**Invesco Core Bond Fund**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** Invesco Core Bond Fund

- **b. EDGAR series identifier (if any):** S000064702

- **c. LEI of Series:** 549300XXP1PITXZJK016

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

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

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4076108849.25

**Total Liabilities:** $923293389.97

**Net Assets:** $3152815459.28

**Delayed Delivery Securities:** $851438825.53

**Cash Not Reported:** $10109352.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7500.07540788 | **1-Year:** -168462.86021090 | **5-Year:** -458991.92962509 | **10-Year:** -541997.17226761 | **30-Year:** -186547.33831935

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

- **3-Month:** -69.97783215 | **1-Year:** -2482.71760954 | **5-Year:** -10167.39589811 | **10-Year:** -2363.33822452 | **30-Year:** -105.42139613

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209589 | 0.72%                | -0.15%               | 0.19%                |
| Class ID C000209590 | 0.54%                | -0.15%               | 0.36%                |
| Class ID C000209591 | 0.54%                | -0.16%               | 0.36%                |
| Class ID C000209592 | 0.50%                | -0.20%               | 0.31%                |
| Class ID C000209593 | 0.63%                | -0.24%               | 0.10%                |
| Class ID C000209594 | 0.52%                | -0.18%               | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6079411.69              | $1775220.98                                |
| Month 2  | $678283.51               | $-14391380.94                              |
| Month 3  | $-402925.99              | $-200573.17                                |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays US Aggregate Bond Index

- **Index Identifier:** 100% BB-US Agg

### Schedule of Portfolio Investments

| Name                                                                                | Title                                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                           | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    246000 | PA      | $195813.34    | 0.01%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bonds                                                                 | U.S. Treasury Bonds                                                                  | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2947343.76   | 0.09%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399493.33    | 0.01%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                  | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14802854.10  | 0.47%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                            | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359229.07    | 0.01%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                   | Georgia Power Co.                                                                    | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119350.27    | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                                  | NSTAR Electric Co.                                                                   | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218442.71    | 0.01%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Dell Inc.                                                                           | Dell Inc.                                                                            | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213476.46    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP L.P.                                                              | Federal Realty OP L.P.                                                               | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494790.22    | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                 | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $198980.77    | 0.01%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.  | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $335709.12    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                          | Alibaba Group Holding Ltd.                                                           | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $334367.50    | 0.01%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                                | FREMF Mortgage Trust, Series 2017-K62, Class B                                       | CUSIP: 302949AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $1033664.94   | 0.03%             | 2050-01-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                        | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199186.08    | 0.01%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Northwest Pipeline LLC                                                              | Northwest Pipeline LLC                                                               | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200049.57    | 0.01%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                         | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $401312.56    | 0.01%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110390.45    | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                         | Brighthouse Financial, Inc.                                                          | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98996.66     | 0.00%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc.                                                                      | AEP Texas Inc.                                                                       | CUSIP: 00108WAG5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   2489000 | PA      | $2484130.47   | 0.08%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                            | Spirit AeroSystems, Inc.                                                             | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201420.13    | 0.01%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                                      | CME Group Inc.                                                                       | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119919.53    | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                 | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219593.68    | 0.01%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                             | Commonwealth Edison Co.                                                              | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398935.91    | 0.01%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                     | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112986.66    | 0.00%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                                          | Patterson-UTI Energy, Inc.                                                           | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99075.43     | 0.00%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109333.78    | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, PO                                                               | CUSIP: 31282XVL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       144 | PA      | $143.85       | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      1652 | PA      | $71.50        | 0.00%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31339DF94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     55128 | PA      | $4800.42      | 0.00%             | 2032-01-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EGP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     37717 | PA      | $3419.82      | 0.00%             | 2032-09-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394CKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     32604 | PA      | $1617.75      | 0.00%             | 2035-03-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                              | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2005-AR14, Class 1A4                  | CUSIP: 92922F4D7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213444 | PA      | $201949.55    | 0.01%             | 2035-12-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                                                      | Banc of America Mortgage Trust, Series 2007-1, Class 1A24                            | CUSIP: 05952HAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171748 | PA      | $148651.95    | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust, Series 2015-C27, Class XA                | CUSIP: 46644ABH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4174683 | PA      | $132.34       | 0.00%             | 2048-02-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31296XJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11571 | PA      | $11983.11     | 0.00%             | 2034-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31297BTP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6788 | PA      | $7101.12      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283HBX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4908 | PA      | $5081.98      | 0.00%             | 2028-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283HB20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8010 | PA      | $8294.97      | 0.00%             | 2028-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283HB38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1412 | PA      | $1462.69      | 0.00%             | 2028-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283HV85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       270 | PA      | $279.06       | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283H3D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12480 | PA      | $12791.04     | 0.00%             | 2029-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3128M5F54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2542 | PA      | $2659.96      | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3128M5H45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14942 | PA      | $15794.45     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3128M6FN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294948 | PA      | $308629.88    | 0.01%             | 2035-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31402DPF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115123 | PA      | $119100.37    | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31402RHV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28567 | PA      | $29553.22     | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31403C5V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102709 | PA      | $105585.64    | 0.00%             | 2033-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31403DA33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62029 | PA      | $63594.62     | 0.00%             | 2033-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31403DCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65822 | PA      | $68800.99     | 0.00%             | 2034-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31403DDN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44687 | PA      | $46708.96     | 0.00%             | 2033-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31410GVK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184091 | PA      | $188909.76    | 0.01%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, ARM                                        | CUSIP: 36225CC87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        48 | PA      | $47.90        | 0.00%             | 2027-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YB40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      8599 | PA      | $216.76       | 0.00%             | 2027-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TCV70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       157 | PA      | $159.74       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TDCL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      8275 | PA      | $8379.97      | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TDPP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     43532 | PA      | $44088.54     | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TDE69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       312 | PA      | $314.70       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TEB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     15734 | PA      | $15985.46     | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31359UZG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     14190 | PA      | $14407.01     | 0.00%             | 2028-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31359UT21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     20245 | PA      | $20624.47     | 0.00%             | 2028-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TJGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     29624 | PA      | $1534.71      | 0.00%             | 2029-02-15      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TJPC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      6400 | PA      | $259.97       | 0.00%             | 2029-03-15      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TJZY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      1490 | PA      | $38.52        | 0.00%             | 2029-03-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TKCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     11497 | PA      | $11697.08     | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TKE22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      9141 | PA      | $9314.47      | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 31364JZP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     10716 | PA      | $703.72       | 0.00%             | 2029-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31359XCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     25262 | PA      | $25699.04     | 0.00%             | 2029-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TMBG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     22628 | PA      | $23069.84     | 0.00%             | 2029-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 31364JF57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      2961 | PA      | $272.06       | 0.00%             | 2029-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31359XLQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     86142 | PA      | $87746.91     | 0.00%             | 2029-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      8452 | PA      | $772.73       | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TTX30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     10627 | PA      | $11084.96     | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 313398CR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     20300 | PA      | $20473.53     | 0.00%             | 2031-07-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 313921N61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     23800 | PA      | $1888.11      | 0.00%             | 2031-11-18      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 313921A65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     55467 | PA      | $4628.97      | 0.00%             | 2031-11-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BMY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      7276 | PA      | $645.36       | 0.00%             | 2032-01-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BTT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      3059 | PA      | $134.65       | 0.00%             | 2032-02-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     17007 | PA      | $2046.79      | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     15493 | PA      | $1537.75      | 0.00%             | 2032-02-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BP83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     11624 | PA      | $1014.75      | 0.00%             | 2031-07-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       706 | PA      | $70.33        | 0.00%             | 2032-03-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392B3D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     40336 | PA      | $2968.50      | 0.00%             | 2032-01-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31339WBV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     77244 | PA      | $80810.25     | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    349514 | PA      | $46675.96     | 0.00%             | 2032-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAKM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     48919 | PA      | $5254.99      | 0.00%             | 2032-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31392MJE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     96931 | PA      | $101024.04    | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31392MTC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     90516 | PA      | $91606.70     | 0.00%             | 2032-06-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DCP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      9464 | PA      | $756.44       | 0.00%             | 2032-04-25      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     41521 | PA      | $2951.84      | 0.00%             | 2032-07-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FANS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     19493 | PA      | $2310.70      | 0.00%             | 2032-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     23832 | PA      | $2704.95      | 0.00%             | 2032-04-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     21883 | PA      | $2376.26      | 0.00%             | 2032-08-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31392ERP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     25647 | PA      | $25951.90     | 0.00%             | 2032-07-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31392RT84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      2536 | PA      | $146.25       | 0.00%             | 2029-09-15      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EVF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     66758 | PA      | $1141.09      | 0.00%             | 2032-04-25      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EWW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     74977 | PA      | $6793.85      | 0.00%             | 2032-08-25      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      5928 | PA      | $111.63       | 0.00%             | 2027-04-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392FMV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     40816 | PA      | $4685.36      | 0.00%             | 2032-11-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      6167 | PA      | $335.96       | 0.00%             | 2032-12-18      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392FJ81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     11242 | PA      | $1258.28      | 0.00%             | 2032-12-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F7F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     81600 | PA      | $7432.83      | 0.00%             | 2032-12-18      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392GEE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     68219 | PA      | $6409.17      | 0.00%             | 2032-08-25      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F7G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     16124 | PA      | $1554.85      | 0.00%             | 2032-12-18      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392GDW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     35737 | PA      | $3251.58      | 0.00%             | 2032-09-25      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392GNQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    138970 | PA      | $13427.47     | 0.00%             | 2033-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAXN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    178641 | PA      | $20738.98     | 0.00%             | 2033-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392JDW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    175643 | PA      | $22882.03     | 0.00%             | 2033-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392HRF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     19069 | PA      | $2479.63      | 0.00%             | 2033-02-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31392JY29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      7452 | PA      | $7437.40      | 0.00%             | 2033-03-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAB25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    188123 | PA      | $26625.71     | 0.00%             | 2033-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAB33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    117099 | PA      | $13072.36     | 0.00%             | 2033-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      6037 | PA      | $681.00       | 0.00%             | 2033-02-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31393AHH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    103585 | PA      | $14135.81     | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31393BGX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     71617 | PA      | $10796.99     | 0.00%             | 2033-05-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31393VKX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     62010 | PA      | $61280.94     | 0.00%             | 2032-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAZ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    127361 | PA      | $15826.81     | 0.00%             | 2033-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FA2E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    129067 | PA      | $18118.35     | 0.00%             | 2033-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                              | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2003-AR10, Class A7                   | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117628 | PA      | $113797.87    | 0.00%             | 2033-10-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FA6K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    173325 | PA      | $21957.20     | 0.00%             | 2033-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FA6Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     98571 | PA      | $12425.64     | 0.00%             | 2034-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31394KL51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    121463 | PA      | $8158.19      | 0.00%             | 2033-10-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCCL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     69362 | PA      | $8549.52      | 0.00%             | 2034-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCHX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    101100 | PA      | $13430.43     | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     57557 | PA      | $7656.57      | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31394YF74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       575 | PA      | $2.08         | 0.00%             | 2026-07-15      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31393Y5U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    102561 | PA      | $11870.19     | 0.00%             | 2033-10-25      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394AHA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      4606 | PA      | $242.68       | 0.00%             | 2030-11-25      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCQE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     72249 | PA      | $9562.96      | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCQG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     35828 | PA      | $4995.22      | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31395LMA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    118920 | PA      | $7561.52      | 0.00%             | 2035-01-15      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394B6Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    150702 | PA      | $12004.25     | 0.00%             | 2035-02-25      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31394CY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    475989 | PA      | $493187.31    | 0.02%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DQF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     62302 | PA      | $5449.31      | 0.00%             | 2035-05-25      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                              | Alternative Loan Trust, Series 2005-21CB, Class A7                                   | CUSIP: 12667GKG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403640 | PA      | $305607.05    | 0.01%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    127438 | PA      | $5958.65      | 0.00%             | 2035-05-25      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31395U5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    280327 | PA      | $22918.28     | 0.00%             | 2035-05-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                              | Alternative Loan Trust, Series 2005-29CB, Class A4                                   | CUSIP: 12667GUG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199189 | PA      | $105028.01    | 0.00%             | 2035-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                             | GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1                                  | CUSIP: 362341FR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23111 | PA      | $22240.33     | 0.00%             | 2035-07-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31394EC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     16451 | PA      | $16347.79     | 0.00%             | 2035-08-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31395WJY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    318047 | PA      | $27927.45     | 0.00%             | 2035-07-15      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31396AKM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     51550 | PA      | $51308.03     | 0.00%             | 2035-09-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     79504 | PA      | $10607.42     | 0.00%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31395XLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     20059 | PA      | $23671.26     | 0.00%             | 2035-08-15      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust                                 | First Horizon Alternative Mortgage Securities Trust, Series 2005-FA8, Class 1A6      | CUSIP: 32051GYL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319997 | PA      | $118499.55    | 0.00%             | 2035-11-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394F4M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    126670 | PA      | $12124.64     | 0.00%             | 2035-10-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-9, Class A1                 | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94298 | PA      | $91230.33     | 0.00%             | 2035-10-25      | Floating      | 0.76%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                              | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2005-AR16, Class 1A1                  | CUSIP: 92922F6W3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186260 | PA      | $171009.59    | 0.01%             | 2035-12-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCYZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    117680 | PA      | $16292.83     | 0.00%             | 2035-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                        | Chase Mortgage Finance Trust, Series 2005-A2, Class 1A3                              | CUSIP: 16162WPX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260042 | PA      | $241742.91    | 0.01%             | 2036-01-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCZR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     88161 | PA      | $14875.20     | 0.00%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2006-AR1, Class 1A1                            | CUSIP: 17307G2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421646 | PA      | $409564.17    | 0.01%             | 2035-10-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31395DUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     62418 | PA      | $73245.12     | 0.00%             | 2036-06-25      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31395NJD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      6971 | PA      | $548.22       | 0.00%             | 2036-06-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| CSMC Mortgage-Backed Trust                                                          | CSMC Mortgage-Backed Trust, Series 2006-6, Class 1A4                                 | CUSIP: 22942JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    559008 | PA      | $244256.61    | 0.01%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc. Trust                                              | Residential Accredit Loans, Inc. Trust, Series 2006-QS13, Class 1A8                  | CUSIP: 75115DAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35491 | PA      | $28627.48     | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YW70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     28728 | PA      | $3288.11      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2007-A1, Class 5A1                                | CUSIP: 46630GAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105675 | PA      | $105467.55    | 0.00%             | 2035-07-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                                       | Banc of America Funding Trust, Series 2007-1, Class 1A3                              | CUSIP: 05951FBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144470 | PA      | $126322.83    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                                       | Banc of America Funding Trust, Series 2007-C, Class 1A4                              | CUSIP: 059522AW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41686 | PA      | $36505.16     | 0.00%             | 2036-05-20      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                          | RALI Trust, Series 2007-QS6, Class A28                                               | CUSIP: 75116CBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195848 | PA      | $162945.30    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31397PM49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     44104 | PA      | $4557.16      | 0.00%             | 2037-12-15      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31397T4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     31573 | PA      | $2756.23      | 0.00%             | 2038-04-15      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31397TEH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    621853 | PA      | $49086.06     | 0.00%             | 2038-05-15      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31397L5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     64982 | PA      | $3320.20      | 0.00%             | 2038-07-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31397NP41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     53301 | PA      | $54034.85     | 0.00%             | 2037-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31398LPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    147684 | PA      | $13370.45     | 0.00%             | 2039-12-15      | Floating      | 2.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31397QWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     38182 | PA      | $36767.11     | 0.00%             | 2041-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, IO                                         | CUSIP: 38377VGZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    726777 | PA      | $48422.08     | 0.00%             | 2041-04-16      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A1QW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    190117 | PA      | $16574.83     | 0.00%             | 2041-10-25      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A5AX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    259569 | PA      | $19076.34     | 0.00%             | 2041-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3137ARKB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    373469 | PA      | $4961.53      | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A9XT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    150803 | PA      | $1951.05      | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AAQJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    616088 | PA      | $65767.31     | 0.00%             | 2042-12-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31325UP42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     56255 | PA      | $1074.82      | 0.00%             | 2027-12-15      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3137B26D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    174899 | PA      | $3394.20      | 0.00%             | 2028-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, IO                                         | CUSIP: 38380HHZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |   1812662 | PA      | $327836.54    | 0.01%             | 2047-09-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust, Series 2017-C4, Class XA                        | CUSIP: 17326FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23015445 | PA      | $298740.47    | 0.01%             | 2050-10-12      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust, Series 2017-C5, Class XA                              | CUSIP: 90276TAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11092424 | PA      | $141421.75    | 0.00%             | 2050-11-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                                   | CD Mortgage Trust, Series 2017-CD6, Class XA                                         | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8129426 | PA      | $89648.87     | 0.00%             | 2050-11-13      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust, Series 2017-HR2, Class XA                            | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10336832 | PA      | $130741.29    | 0.00%             | 2050-12-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class XA                     | CUSIP: 95001GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14747018 | PA      | $191808.56    | 0.01%             | 2050-12-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                            | Benchmark Mortgage Trust, Series 2018-B1, Class XA                                   | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22014231 | PA      | $208476.97    | 0.01%             | 2051-01-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331417.19    | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402708.54    | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3137AXEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    152795 | PA      | $2242.73      | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31325UPL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    103900 | PA      | $1858.25      | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, IO                                         | CUSIP: 38380HQY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |   1671801 | PA      | $199231.06    | 0.01%             | 2047-10-16      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315809.61    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31325UP26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     74846 | PA      | $1138.13      | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136APZR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |   2235575 | PA      | $219403.76    | 0.01%             | 2035-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AYAT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |   4516708 | PA      | $446072.38    | 0.01%             | 2047-09-25      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | Bank, Series 2019-BN16, Class XA                                                     | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  21259829 | PA      | $454837.04    | 0.01%             | 2052-02-15      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136ASXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    606932 | PA      | $77154.24     | 0.00%             | 2046-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                   | Chase Home Lending Mortgage Trust, Series 2019-ATR1, Class A1                        | CUSIP: 16158RAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51396 | PA      | $49340.91     | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3137B93W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    666561 | PA      | $67648.32     | 0.00%             | 2044-01-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                        | Walmart Inc.                                                                         | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    880000 | PA      | $867339.48    | 0.03%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AXQT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    367182 | PA      | $73879.99     | 0.00%             | 2047-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108244.38    | 0.00%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Invesco Treasury Portfolio                                                          | Invesco Treasury Portfolio, Institutional Class                                      | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        | 344551179 | NS      | $344551179.44 | 10.93%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K093, Class X1, IO     | CUSIP: 3137FMCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  25345978 | PA      | $655337.99    | 0.02%             | 2029-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K735, Class X1, IO     | CUSIP: 3137FMU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  25437439 | PA      | $40163.17     | 0.00%             | 2026-05-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable, LLC                                                              | Time Warner Cable, LLC                                                               | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120643.80    | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                           | UDR, Inc.                                                                            | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102051.54    | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                                               | One Bryant Park Trust, Series 2019-OBP, Class A                                      | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3562000 | PA      | $3321342.73   | 0.11%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                                  | United Airlines Pass-Through Trust, Series AA                                        | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2925 | PA      | $2721.98      | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                                    | Caterpillar Inc.                                                                     | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478306.83    | 0.02%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                           | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30953.24     | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                           | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245202.72    | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                      | British Telecommunications PLC                                                       | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $243359.43    | 0.01%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                       | Equinix, Inc.                                                                        | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192592.42    | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                      | Southern California Edison Co.                                                       | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    700000 | PA      | $489762.21    | 0.02%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                   | Sonic Capital LLC, Series 2020-1A, Class A2I                                         | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2979375 | PA      | $2953211.34   | 0.09%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2020-1, Class A1                                    | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196864 | PA      | $193187.47    | 0.01%             | 2059-12-25      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                     | Residential Mortgage Loan Trust, Series 2020-1, Class A1                             | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23943 | PA      | $23860.83     | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2020-1, Class A1                         | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81013 | PA      | $78407.66     | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                                                  | Omnicom Group Inc.                                                                   | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92681.19     | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                                               | Invesco Government & Agency Portfolio, Institutional Class                           | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        | 186653499 | NS      | $186653499.04 | 5.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                    | Berkshire Hathaway Finance Corp.                                                     | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276116.36    | 0.01%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                         | Truist Bank                                                                          | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229058.65    | 0.01%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL Commercial Mortgage Trust, Series 2020-C19, Class A3                           | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10613000 | PA      | $9702953.29   | 0.31%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                         | Intel Corp.                                                                          | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196424.57    | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300026.55    | 0.01%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                          | Archer-Daniels-Midland Co.                                                           | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106300.56    | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107243.51    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                    | Xcel Energy Inc.                                                                     | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105922.34    | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Visa Inc.                                                                           | Visa Inc.                                                                            | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92783.17     | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                                    | Air Products and Chemicals, Inc.                                                     | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184329.98    | 0.01%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                     | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31627.59     | 0.00%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183419.30    | 0.01%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Boston Properties L.P.                                                              | Boston Properties L.P.                                                               | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140830.25    | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust, Series 2020-GC47, Class A5                             | CUSIP: 36258RBA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   3780000 | PA      | $3492664.06   | 0.11%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Invesco Private Government Fund                                                     | Invesco Private Government Fund                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |   1455230 | NS      | $1455229.74   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                                    | Paramount Global                                                                     | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     53000 | PA      | $37204.46     | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                    | CMS Energy Corp.                                                                     | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108742.41    | 0.00%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc.                                                                            | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    120000 | PA      | $82254.54     | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2020-3, Class A1                                    | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    823290 | PA      | $794090.60    | 0.03%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                                          | Jabil Inc.                                                                           | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92888.01     | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Invesco Private Prime Fund                                                          | Invesco Private Prime Fund                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |   6049690 | NS      | $6049690.36   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Highwoods Realty L.P.                                                               | Highwoods Realty L.P.                                                                | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107858.96    | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                  | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4350683.60   | 0.14%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $273606.68    | 0.01%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                   | Johnson & Johnson                                                                    | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    240000 | PA      | $168992.93    | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd.                                              | Delta Air Lines Inc / SkyMiles IP Ltd.                                               | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | US        |     35147 | PA      | $35423.23     | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                             | PartnerRe Finance B LLC                                                              | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113843.47    | 0.00%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                                  | CenterPoint Energy Resources Corp.                                                   | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    330000 | PA      | $294060.72    | 0.01%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                                  | United Airlines Pass-Through Trust, Series 20-1                                      | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42980 | PA      | $44077.56     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186316.70    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                                                         | Tricon American Homes Trust, Series 2020-SFR2, Class A                               | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3595938 | PA      | $3429512.74   | 0.11%             | 2039-11-17      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                         | Visio Trust, Series 2020-1R, Class A1                                                | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256714 | PA      | $249874.21    | 0.01%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.  | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172073.21    | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-R1, Class A1                                 | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318361 | PA      | $309801.81    | 0.01%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co., Series BB                                                         | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    401000 | PA      | $400760.16    | 0.01%             | N/A             | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2021-NQM1, Class A1                     | CUSIP: 126407AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    369087 | PA      | $337898.12    | 0.01%             | 2065-05-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-1, Class A1B                                 | CUSIP: 92537QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    474828 | PA      | $435804.47    | 0.01%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2021-1, Class A1                          | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215512 | PA      | $190417.95    | 0.01%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Co.                                                        | Pacific Gas And Electric Co.                                                         | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    440000 | PA      | $410212.72    | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Life Mortgage Trust                                                                 | Life Mortgage Trust, Series 2021-BMR, Class C                                        | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167676 | PA      | $166862.47    | 0.01%             | 2038-03-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| STAR Trust                                                                          | STAR Trust, Series 2021-1, Class A1                                                  | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    915256 | PA      | $866670.51    | 0.03%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                                                | Textainer Marine Containers VII Ltd., Series 2021-2A, Class A                        | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   2609580 | PA      | $2471464.99   | 0.08%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2021-NQM2, Class A1                     | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595691 | PA      | $539268.90    | 0.02%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                       | Cencora, Inc.                                                                        | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    240000 | PA      | $221344.12    | 0.01%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                                                  | Omnicom Group Inc.                                                                   | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    850000 | PA      | $772935.38    | 0.02%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MAG Mutual Holding Co.                                                              | MAG Mutual Holding Co.                                                               | CUSIP: 55261HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9203000 | PA      | $8466760.00   | 0.27%             | 2041-04-30      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| General Dynamics Corp.                                                              | General Dynamics Corp.                                                               | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    240000 | PA      | $218072.13    | 0.01%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                                                 | Zaxby's Funding LLC, Series 2021-1A, Class A2                                        | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5606162 | PA      | $5350407.12   | 0.17%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                                                   | Blue Owl Technology Finance Corp.                                                    | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293212.38    | 0.01%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1468000 | PA      | $1328588.39   | 0.04%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                  | Dell International LLC / EMC Corp.                                                   | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    240000 | PA      | $302563.26    | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III L.P.                                                    | Hertz Vehicle Financing III L.P., Series 2021-2A, Class A                            | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1322000 | PA      | $1301144.00   | 0.04%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III L.P.                                                    | Hertz Vehicle Financing III L.P., Series 2021-2A, Class B                            | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    705000 | PA      | $693825.33    | 0.02%             | 2027-12-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Delaware Life Global Funding                                                        | Delaware Life Global Funding, Series 21-1                                            | CUSIP: 246114AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8319000 | PA      | $8272711.92   | 0.26%             | 2026-06-29      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                    | Salesforce, Inc.                                                                     | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    440000 | PA      | $417914.91    | 0.01%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2021-3, Class A1                                    | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    676820 | PA      | $591904.40    | 0.02%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $182852.61    | 0.01%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| MHPA Commercial Mortgage Trust                                                      | MHPA Commercial Mortgage Trust, Series 2021-STOR, Class A                            | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1945000 | PA      | $1944985.02   | 0.06%             | 2038-07-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| MHPA Commercial Mortgage Trust                                                      | MHPA Commercial Mortgage Trust, Series 2021-STOR, Class B                            | CUSIP: 55293BAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460000 | PA      | $1459627.99   | 0.05%             | 2038-07-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                                             | Golub Capital BDC, Inc.                                                              | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117016.25    | 0.00%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                   | Sonic Capital LLC, Series 2021-1A, Class A2I                                         | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1779400 | PA      | $1664088.14   | 0.05%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                   | Sonic Capital LLC, Series 2021-1A, Class A2II                                        | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2649967 | PA      | $2307233.50   | 0.07%             | 2051-08-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bonds                                                                 | U.S. Treasury Bonds                                                                  | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $799777.34    | 0.03%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    440000 | PA      | $385945.10    | 0.01%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust, Series 2021-NQM2, Class A1                          | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167113 | PA      | $164569.38    | 0.01%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                            | Oceanview Mortgage Trust, Series 2021-3, Class A5                                    | CUSIP: 67647WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2119399 | PA      | $1923207.73   | 0.06%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                             | Flagstar Mortgage Trust, Series 2021-8INV, Class A6                                  | CUSIP: 33852HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    921066 | PA      | $840120.40    | 0.03%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2021-INV1, Class A6                      | CUSIP: 36263KAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2396658 | PA      | $2172074.16   | 0.07%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                                             | Mello Mortgage Capital Acceptance Trust, Series 2021-INV2, Class A4                  | CUSIP: 58549XAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1833021 | PA      | $1660104.82   | 0.05%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                                                           | Piedmont Healthcare, Inc.                                                            | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12765.17     | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3129354W6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    277313 | PA      | $288528.49    | 0.01%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR Trust, Series 2021-SFR3, Class B                                                | CUSIP: 00180UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4415000 | PA      | $4322746.37   | 0.14%             | 2038-10-17      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Providence St. Joseph Health Obligated Group                                        | Providence St. Joseph Health Obligated Group, Series 21A                             | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $20845.73     | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    220000 | PA      | $193128.28    | 0.01%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A3                   | CUSIP: 07336GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3048402 | PA      | $2677422.53   | 0.08%             | 2051-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A4                   | CUSIP: 07336GAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3049111 | PA      | $2567148.41   | 0.08%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A8                   | CUSIP: 07336GAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2631816 | PA      | $2387798.04   | 0.08%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                                             | Mello Mortgage Capital Acceptance Trust, Series 2021-INV3, Class A4                  | CUSIP: 585491AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1838549 | PA      | $1661464.42   | 0.05%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2021-INV3, Class A3                            | CUSIP: 17329VBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3046974 | PA      | $2565349.59   | 0.08%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                             | Flagstar Mortgage Trust, Series 2021-11IN, Class A6                                  | CUSIP: 33851TAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4366070 | PA      | $3956272.71   | 0.13%             | 2051-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                  | Berry Global, Inc.                                                                   | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234886.32    | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1                 | CUSIP: 07387AGZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253249 | PA      | $245539.47    | 0.01%             | 2036-02-25      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31395MTC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     83480 | PA      | $5152.22      | 0.00%             | 2035-02-15      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31395U5B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    121808 | PA      | $7495.89      | 0.00%             | 2035-05-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, IO                                         | CUSIP: 38375JSQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    297609 | PA      | $15989.07     | 0.00%             | 2037-04-16      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A1                   | CUSIP: 07336JAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3142219 | PA      | $2757626.13   | 0.09%             | 2051-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A2                   | CUSIP: 07336JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3833643 | PA      | $3227576.56   | 0.10%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                                | American Airlines Pass-Through Trust, Series A                                       | CUSIP: 02379KAA2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     12997 | PA      | $11837.35     | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                                | American Airlines Pass-Through Trust, Series B                                       | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96585 | PA      | $92979.34     | 0.00%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                  | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5898.63      | 0.00%             | 2027-11-01      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                  | Ares Capital Corp.                                                                   | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106457.38    | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    340000 | PA      | $306419.77    | 0.01%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-ACNT, Class A                              | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1670616 | PA      | $1670929.55   | 0.05%             | 2038-11-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                           | MFA Trust, Series 2021-INV2, Class A1                                                | CUSIP: 552732AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050401 | PA      | $1892103.11   | 0.06%             | 2056-11-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                         | Brighthouse Financial, Inc.                                                          | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $181844.83    | 0.01%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                                | Global Payments Inc.                                                                 | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89735.97     | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2021-NQM4, Class A1                                                | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2892651 | PA      | $2512536.35   | 0.08%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-7, Class A1                                  | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2707305 | PA      | $2516656.26   | 0.08%             | 2066-10-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2021-7, Class A1                                    | CUSIP: 03464JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1832004 | PA      | $1611618.85   | 0.05%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential Trust, Series 2021-SFR10, Class A                               | CUSIP: 74333WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1985230 | PA      | $1893597.67   | 0.06%             | 2040-12-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2021-5, Class A1                                    | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    869589 | PA      | $803251.83    | 0.03%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2021-6, Class A1                         | CUSIP: 85573RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3317733 | PA      | $2962910.50   | 0.09%             | 2066-11-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2021-LTV2, Class A1                               | CUSIP: 46654VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3441459 | PA      | $2963733.44   | 0.09%             | 2052-05-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                          | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $179528.84    | 0.01%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2331637 | PA      | $1909764.31   | 0.06%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                      | Southern California Edison Co.                                                       | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98822.99     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95021.31     | 0.00%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2022-1, Class A1                          | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1975852 | PA      | $1776751.77   | 0.06%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM1, Class A1                                                | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2387084 | PA      | $2188875.19   | 0.07%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    440000 | PA      | $404422.52    | 0.01%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp., Series RR                                                     | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1478210.58   | 0.05%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class A                                                  | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3670000 | PA      | $3671782.89   | 0.12%             | 2039-01-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class B                                                  | CUSIP: 12433EAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2265000 | PA      | $2266424.69   | 0.07%             | 2039-01-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class C                                                  | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1215000 | PA      | $1215936.52   | 0.04%             | 2039-01-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2022-1, Class A1                                    | CUSIP: 19688HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900586 | PA      | $1768214.58   | 0.06%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2022-1, Class A1                         | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2444174 | PA      | $2219444.22   | 0.07%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-1, Class A1                                  | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1874462 | PA      | $1785356.02   | 0.06%             | 2067-01-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2022-1, Class A1                                    | CUSIP: 03464BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3342570 | PA      | $3190546.53   | 0.10%             | 2066-12-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1A                    | CUSIP: 12660BAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2154759 | PA      | $2112883.56   | 0.07%             | 2067-01-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1B                    | CUSIP: 12660BAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1890000 | PA      | $1777341.64   | 0.06%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM2, Class A1B                                               | CUSIP: 67448DAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2305000 | PA      | $2128530.81   | 0.07%             | 2062-01-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2022-2, Class A1                                    | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1979400 | PA      | $1908712.57   | 0.06%             | 2067-02-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Co.                                                        | Pacific Gas And Electric Co.                                                         | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215768.66    | 0.01%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                                          | Bio-Rad Laboratories, Inc.                                                           | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236093.63    | 0.01%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The), Series K                                                 | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16034.08     | 0.00%             | N/A             | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                                       | SG Residential Mortgage Trust, Series 2022-1, Class A1                               | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3430812 | PA      | $3261671.15   | 0.10%             | 2062-03-27      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                                       | SG Residential Mortgage Trust, Series 2022-1, Class A2                               | CUSIP: 78433QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1447389 | PA      | $1338556.08   | 0.04%             | 2062-03-27      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2022-NQM2, Class A1                      | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1892227 | PA      | $1801671.66   | 0.06%             | 2062-03-27      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    220000 | PA      | $206590.80    | 0.01%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                         | Southern California Gas Co.                                                          | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108885.04    | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                            | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1688.23      | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100800.27    | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2022-3, Class A1                                    | CUSIP: 12659YAA2<br>LEI: 213800PIMH7Q7M27DB82 | Long             | ABS-MBS          | CORP              | US        |   2659859 | PA      | $2625902.13   | 0.08%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                 | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $400209.03    | 0.01%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-3, Class A1                                  | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2235655 | PA      | $2158321.27   | 0.07%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| RUN Trust                                                                           | RUN Trust, Series 2022-NQM1, Class A1                                                | CUSIP: 74981CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625556 | PA      | $1621613.58   | 0.05%             | 2067-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2022-1A, Class A                  | CUSIP: 05377REZ3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6614000 | PA      | $6596697.11   | 0.21%             | 2028-08-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4287.65      | 0.00%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3005.30      | 0.00%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                                  | TSMC Arizona Corp.                                                                   | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224961.55    | 0.01%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 3140QPA31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7145858 | PA      | $6898264.60   | 0.22%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                          | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12346.04     | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    756000 | PA      | $762239.77    | 0.02%             | 2028-05-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                 | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200633.50    | 0.01%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                      | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4027.20      | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                      | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4619.75      | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                      | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1831.30      | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                               | PayPal Holdings, Inc.                                                                | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199583.77    | 0.01%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223221.87    | 0.01%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc.                                             | NXP BV / NXP Funding LLC / NXP USA Inc.                                              | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    220000 | PA      | $197381.68    | 0.01%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2022-ATH2, Class A1                     | CUSIP: 12665WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2590447 | PA      | $2584172.80   | 0.08%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential Trust, Series 2022-SFR5, Class A                                | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3029224 | PA      | $3029749.87   | 0.10%             | 2039-06-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11117.21     | 0.00%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                     | Blackstone Secured Lending Fund                                                      | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    857000 | PA      | $836917.29    | 0.03%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    699000 | PA      | $709575.02    | 0.02%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5062.13      | 0.00%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4055.94      | 0.00%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110814.62    | 0.00%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2022-3, Class A1                          | CUSIP: 31573EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2588178 | PA      | $2582222.38   | 0.08%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                  | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10136.14     | 0.00%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                  | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4014.03      | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| America Movil, S.A.B. de C.V.                                                       | America Movil, S.A.B. de C.V.                                                        | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    220000 | PA      | $232661.44    | 0.01%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                             | Waste Connections, Inc.                                                              | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $117352.86    | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                         | Intel Corp.                                                                          | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339526.25    | 0.01%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                         | Intel Corp.                                                                          | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91138.58     | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                             | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203595.50    | 0.01%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $640488.08    | 0.02%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                          | Prudential Financial, Inc.                                                           | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206695.60    | 0.01%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                    | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1761.08      | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                        | Target Corp.                                                                         | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8077.28      | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                                | Dollar General Corp.                                                                 | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1931.35      | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                   | Lowe's Cos., Inc.                                                                    | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1968.55      | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8444.25      | 0.00%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                  | Northwestern Mutual Global Funding                                                   | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15125.24     | 0.00%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                   | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7704.73      | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2022-DNA6, Class M1                                              | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    177544 | PA      | $178320.00    | 0.01%             | 2042-09-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9054.42      | 0.00%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                               | WEC Energy Group Inc.                                                                | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17317.35     | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Komatsu Finance America Inc.                                                        | Komatsu Finance America Inc.                                                         | CUSIP: 50048WAA6<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |    637000 | PA      | $652000.81    | 0.02%             | 2027-10-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                   | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4239.21      | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                  | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4239.80      | 0.00%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                          | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    701000 | PA      | $734805.02    | 0.02%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                            | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    708000 | PA      | $750094.14    | 0.02%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $175345.00    | 0.01%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                                  | Diageo Capital PLC                                                                   | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210344.13    | 0.01%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2074.13      | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4285.06      | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8204.02      | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10414.07     | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10396.11     | 0.00%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $710821.48    | 0.02%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | CarMax Auto Owner Trust, Series 2022-4, Class A4                                     | CUSIP: 14318UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7031000 | PA      | $7107109.17   | 0.23%             | 2028-07-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                 | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4349.16      | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $228737.27    | 0.01%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                         | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3089.95      | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc.                                                    | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9267.18      | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                        | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8422.05      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2945.45      | 0.00%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9397.84      | 0.00%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Keybank N.A.                                                                        | Keybank N.A.                                                                         | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    936000 | PA      | $964700.81    | 0.03%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                                  | National Securities Clearing Corp.                                                   | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    837000 | PA      | $856300.96    | 0.03%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10214.26     | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc.                                                                | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16653.92     | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109914.98    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                       | MetLife, Inc.                                                                        | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7588.38      | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                           | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6720.57      | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp.                                                               | CUSIP: 69371RS31<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20363.62     | 0.00%             | 2028-01-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P. / PTL Finance Corp.                                   | Penske Truck Leasing Co. L.P. / PTL Finance Corp.                                    | CUSIP: 709599BS2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10282.77     | 0.00%             | 2028-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                               | WEC Energy Group Inc.                                                                | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13213.98     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                   | Crown Castle Inc.                                                                    | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152381.31    | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                            | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8128.66      | 0.00%             | 2028-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-1A, Class A                  | CUSIP: 05377RGC2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1463000 | PA      | $1496145.73   | 0.05%             | 2029-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17249.34     | 0.00%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    487000 | PA      | $496734.09    | 0.02%             | 2028-01-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9416.63      | 0.00%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9183.37      | 0.00%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112131.27    | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107609.38    | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                      | M&T Bank Corp.                                                                       | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100429.02    | 0.00%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                        | New York Life Global Funding                                                         | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11933.04     | 0.00%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                  | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11317.30     | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                                    | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class AR                          | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3257156 | PA      | $3262712.86   | 0.10%             | 2032-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1981000 | PA      | $2004258.78   | 0.06%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10600.08     | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Co.                                                           | Becton, Dickinson and Co.                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11150.64     | 0.00%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2023-R02, Class 1M1                 | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    803239 | PA      | $820813.12    | 0.03%             | 2043-01-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                              | Northrop Grumman Corp.                                                               | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1819.71      | 0.00%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45864.91     | 0.00%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     51000 | PA      | $53095.58     | 0.00%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102614.28    | 0.00%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                          | Amgen Inc.                                                                           | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21499.73     | 0.00%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                          | Amgen Inc.                                                                           | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8302.56      | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                        | Leidos, Inc.                                                                         | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10555.66     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                         | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21318.67     | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6371.96      | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                            | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14484.27     | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13597.74     | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                     | CUSIP: 86563VBG3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    757000 | PA      | $758501.87    | 0.02%             | 2026-03-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    841000 | PA      | $918984.11    | 0.03%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2023-DNA1, Class M1                                              | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |    576304 | PA      | $583391.42    | 0.02%             | 2043-03-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                           | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19681.66     | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                          | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2908.80      | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                        | San Diego Gas & Electric Co.                                                         | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14150.90     | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                        | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $11538.02     | 0.00%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc.                                                                     | Mastercard Inc.                                                                      | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21524.36     | 0.00%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                                 | Southwest Gas Corp.                                                                  | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8212.10      | 0.00%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana, LLC                                                            | Duke Energy Indiana, LLC                                                             | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6679.25      | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                             | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5159.11      | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co.                                                       | Oklahoma Gas and Electric Co.                                                        | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128142.42    | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                                                  | Brown-Forman Corp.                                                                   | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5072.36      | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | Republic Services, Inc.                                                              | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54342.85     | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | Republic Services, Inc.                                                              | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4088.12      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                        | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5127.55      | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                  | Metropolitan Life Global Funding I                                                   | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    579000 | PA      | $594442.43    | 0.02%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19111.31     | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3594.51      | 0.00%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3950.51      | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                      | Public Service Co. of Colorado                                                       | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4652.18      | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BT0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19533.28     | 0.00%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                     | Phillips 66 Co.                                                                      | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205737.89    | 0.01%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                     | Southwestern Electric Power Co.                                                      | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11275.81     | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Co.                                                        | Pacific Gas And Electric Co.                                                         | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116776.74    | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                               | FirstEnergy Pennsylvania Electric Co.                                                | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5110.47      | 0.00%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lowe`s Cos., Inc.                                                                   | Lowe`s Cos., Inc.                                                                    | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18712.31     | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21056.29     | 0.00%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                     | Virginia Electric and Power Co.                                                      | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8157.38      | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ACE5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4192.49      | 0.00%             | 2030-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25716.95     | 0.00%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                                                   | Western Midstream Operating, L.P.                                                    | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11629.03     | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-4A, Class A                  | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5238000 | PA      | $5382343.57   | 0.17%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                                  | Evergy Metro, Inc.                                                                   | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21383.26     | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                  | General Motors Financial Co., Inc.                                                   | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6015.85      | 0.00%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                                | UPMC                                                                                 | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39740.86     | 0.00%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                                | UPMC                                                                                 | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64158.42     | 0.00%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                        | Walmart Inc.                                                                         | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16781.58     | 0.00%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8085.53      | 0.00%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31406.27     | 0.00%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33730.88     | 0.00%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26636.25     | 0.00%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U4T4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    840000 | PA      | $840931.95    | 0.03%             | 2026-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| nVent Finance S.a.r.l.                                                              | nVent Finance S.a.r.l.                                                               | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     13000 | PA      | $13559.66     | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                 | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23308.58     | 0.00%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                 | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21287.64     | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                           | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4020.19      | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                                                  | Tractor Supply Co.                                                                   | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5159.16      | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                   | Hershey Co. (The)                                                                    | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    440000 | PA      | $444291.41    | 0.01%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                         | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $20820.66     | 0.00%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8809.95      | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10459.88     | 0.00%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                   | Georgia Power Co.                                                                    | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8121.15      | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                   | Georgia Power Co.                                                                    | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10212.62     | 0.00%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200914.25    | 0.01%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                        | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301522.54    | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                        | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179992.81    | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Boston Properties L.P.                                                              | Boston Properties L.P.                                                               | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107337.47    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                    | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32890.37     | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                    | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8210.29      | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos. Inc. (The)                                                        | Estee Lauder Cos. Inc. (The)                                                         | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120277.96    | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $2043383.74   | 0.06%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                           | Florida Power & Light Co.                                                            | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8126.88      | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                             | Pfizer Investment Enterprises Pte. Ltd.                                              | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    350000 | PA      | $353733.45    | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                        | Ovintiv Inc.                                                                         | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    500000 | PA      | $541725.53    | 0.02%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                               | Electricite de France                                                                | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    627000 | PA      | $648479.17    | 0.02%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                                                     | BlackRock, Inc.                                                                      | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21436.71     | 0.00%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                         | Southern California Gas Co.                                                          | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113288.11    | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                         | Southern California Gas Co.                                                          | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199147.98    | 0.01%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                          | Travelers Cos., Inc. (The)                                                           | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2946.23      | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40248.53     | 0.00%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                                  | National Securities Clearing Corp.                                                   | CUSIP: 637639AK1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    928000 | PA      | $949677.76    | 0.03%             | 2028-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9035.21      | 0.00%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                                 | Ameren Illinois Co.                                                                  | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17365.34     | 0.00%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10132.48     | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                          | Corebridge Financial, Inc.                                                           | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114361.80    | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                        | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3101.33      | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | Bank of Montreal                                                                     | CUSIP: 06368LNT9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $11055.19     | 0.00%             | 2026-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14306.82     | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    103000 | PA      | $99061.53     | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc.                                                                            | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11355.86     | 0.00%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4128.08      | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96571.70     | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Co.                                                        | Pacific Gas And Electric Co.                                                         | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115423.47    | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                      | Piedmont Natural Gas Co., Inc.                                                       | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11440.98     | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                             | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45113.72     | 0.00%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                       | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8246.65      | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                         | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114213.48    | 0.00%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30025.11     | 0.00%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                            | Cox Communications, Inc.                                                             | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6057.09      | 0.00%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217532.55    | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45305.18     | 0.00%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                         | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8364.92      | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                         | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1035.95      | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                         | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4165.07      | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                         | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6182.44      | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18411.23     | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9204.73      | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    788000 | PA      | $794962.70    | 0.03%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                         | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    781000 | PA      | $811773.85    | 0.03%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132DQKL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5785664 | PA      | $5935396.44   | 0.19%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26772.23     | 0.00%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26639.85     | 0.00%             | N/A             | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21731.54     | 0.00%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                      | AutoZone, Inc.                                                                       | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18088.03     | 0.00%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                      | AutoZone, Inc.                                                                       | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17423.00     | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14434.35     | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                        | Public Storage Operating Co.                                                         | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25141.09     | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                  | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3155.41      | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                         | L3Harris Technologies, Inc.                                                          | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5207.99      | 0.00%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18764.03     | 0.00%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 3140QSP54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15558176 | PA      | $15897191.46  | 0.50%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | Mercedes-Benz Finance North America LLC                                              | CUSIP: 58769JAL1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    465000 | PA      | $476723.75    | 0.02%             | 2028-08-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    211000 | PA      | $236990.95    | 0.01%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3396.19      | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                                  | Columbia Pipelines Holding Co. LLC                                                   | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16133.81     | 0.00%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                  | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1480488.29   | 0.05%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54623.71     | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    772000 | PA      | $779598.32    | 0.02%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3133KRVR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13220161 | PA      | $13577775.63  | 0.43%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                      | NNN REIT, Inc.                                                                       | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8357.08      | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                                 | Ingersoll Rand Inc.                                                                  | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4136.19      | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                  | ConocoPhillips Co.                                                                   | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    408000 | PA      | $399590.74    | 0.01%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                       | Thermo Fisher Scientific Inc.                                                        | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227596.08    | 0.01%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                     | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76558.24     | 0.00%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                     | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40140.52     | 0.00%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series W                                            | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6872000 | PA      | $7274442.81   | 0.23%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                      | Apollo Global Management, Inc., Pfd.                                                 | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |    215375 | NS      | $5677285.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                        | Blue Owl Credit Income Corp.                                                         | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104024.73    | 0.00%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2023-6, Class A1                                    | CUSIP: 03464UAA4<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-MBS          | CORP              | US        |   1085215 | PA      | $1093703.98   | 0.03%             | 2067-12-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44369.63     | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    233000 | PA      | $246616.43    | 0.01%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                              | MidAmerican Energy Co.                                                               | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9237.66      | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                              | MidAmerican Energy Co.                                                               | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8341.77      | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                      | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     54000 | PA      | $55541.59     | 0.00%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                      | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     36000 | PA      | $37491.29     | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                      | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    461000 | PA      | $477133.09    | 0.02%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                     | CUSIP: 86563VBM0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    637000 | PA      | $661258.50    | 0.02%             | 2028-09-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                     | CUSIP: 86563VBK4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $656769.67    | 0.02%             | 2026-09-14      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | UBS AG                                                                               | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    751000 | PA      | $783930.91    | 0.02%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                          | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24095.11     | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                          | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11071.85     | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                   | Black Hills Corp.                                                                    | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     33000 | PA      | $35389.92     | 0.00%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                           | CSX Corp.                                                                            | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415146.62    | 0.01%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $405784.89    | 0.01%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                       | Nordson Corp.                                                                        | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11385.20     | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                               | Gilead Sciences, Inc.                                                                | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11528.32     | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                               | Gilead Sciences, Inc.                                                                | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5965.16      | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                       | Nordson Corp.                                                                        | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17982.51     | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                      | Southern Co. Gas Capital Corp.                                                       | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9520.47      | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                   | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2028.50      | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                            | A.P. Moller - Maersk A/S                                                             | CUSIP: 00203QAF4<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |     13000 | PA      | $13860.17     | 0.00%             | 2033-09-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     21000 | PA      | $23296.43     | 0.00%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40679.13     | 0.00%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 3140XMMR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11539079 | PA      | $11838308.59  | 0.38%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3133KRMY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10926544 | PA      | $11224781.94  | 0.36%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132DQTR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2646221 | PA      | $2753254.92   | 0.09%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132E0BH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6676507 | PA      | $6951708.76   | 0.22%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34470.97     | 0.00%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3133KRP99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12421472 | PA      | $12933471.88  | 0.41%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc., Series NC5                                                            | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $8575.58      | 0.00%             | 2084-01-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $1007630.51   | 0.03%             | 2026-09-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                 | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5415.46      | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                 | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10798.42     | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                          | Aviation Capital Group LLC                                                           | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     53000 | PA      | $56195.47     | 0.00%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                   | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11892.70     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                   | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7560.79      | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8660.16      | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    104000 | PA      | $105667.39    | 0.00%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                         | Nationwide Building Society                                                          | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    631000 | PA      | $641941.70    | 0.02%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29574.80     | 0.00%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38897.63     | 0.00%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51947.22     | 0.00%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DD3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   4274000 | PA      | $4692757.97   | 0.15%             | N/A             | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| Qdoba Funding LLC                                                                   | Qdoba Funding LLC, Series 2023-1A, Class A2                                          | CUSIP: 746954AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5742608 | PA      | $5995874.87   | 0.19%             | 2053-09-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                   | Genuine Parts Co.                                                                    | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24311.13     | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                   | Genuine Parts Co.                                                                    | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     38000 | PA      | $42197.10     | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                            | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11093.97     | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc.                                                              | Quest Diagnostics Inc.                                                               | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15445.79     | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                             | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     66000 | PA      | $70493.53     | 0.00%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34931.13     | 0.00%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                             | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11961.34     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    783000 | PA      | $803670.61    | 0.03%             | 2028-02-08      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    785000 | PA      | $844798.73    | 0.03%             | 2030-02-08      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                         | PRKCM Trust, Series 2023-AFC4, Class A1                                              | CUSIP: 69380GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3157479 | PA      | $3200627.69   | 0.10%             | 2058-11-25      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                                | LXP Industrial Trust                                                                 | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6349.70      | 0.00%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                  | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $705429.70    | 0.02%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    735000 | PA      | $774344.48    | 0.02%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $710947.23    | 0.02%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                   | Alabama Power Co.                                                                    | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12847.02     | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                            | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34586.91     | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                            | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16144.07     | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                            | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6613.66      | 0.00%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                           | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55511.24     | 0.00%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.  | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $41087.16     | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                      | Apollo Global Management, Inc.                                                       | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38376.81     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                               | Westpac Banking Corp.                                                                | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $83869.26     | 0.00%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    792000 | PA      | $926683.27    | 0.03%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    797000 | PA      | $870588.17    | 0.03%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Deutsche Bank AG                                                                     | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $160056.05    | 0.01%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                            | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116324.33    | 0.00%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                           | Consolidated Edison Co. of New York, Inc.                                            | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15736.45     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                           | Consolidated Edison Co. of New York, Inc.                                            | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16313.60     | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                      | Element Fleet Management Corp.                                                       | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $34787.82     | 0.00%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                               | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54537.05     | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                         | AvalonBay Communities, Inc.                                                          | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38440.30     | 0.00%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                          | Corebridge Financial, Inc.                                                           | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45984.54     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                   | Crown Castle Inc.                                                                    | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52440.51     | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc.                                                    | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39174.30     | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | Republic Services, Inc.                                                              | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32919.16     | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                          | Cooperatieve Rabobank U.A.                                                           | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $398999.88    | 0.01%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                    | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38819.37     | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    749000 | PA      | $774171.03    | 0.02%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                             | GA Global Funding Trust                                                              | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    554000 | PA      | $570177.79    | 0.02%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                  | Northwestern Mutual Global Funding                                                   | CUSIP: 66815L2Q1<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285417.15    | 0.01%             | 2029-01-10      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121471.28    | 0.00%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                           | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54251.70     | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                           | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44262.04     | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                           | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43663.54     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                           | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18850.43     | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27372.23     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    547000 | PA      | $559950.00    | 0.02%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                            | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    649000 | PA      | $695389.85    | 0.02%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                      | Pacific Life Global Funding II                                                       | CUSIP: 6944PL2Z1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    362000 | PA      | $369813.85    | 0.01%             | 2029-01-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | Athene Global Funding                                                                | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    118000 | PA      | $121542.18    | 0.00%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    134000 | PA      | $137559.08    | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43173.11     | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | Mercedes-Benz Finance North America LLC                                              | CUSIP: 58769JAQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    455000 | PA      | $459344.06    | 0.01%             | 2027-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | Mercedes-Benz Finance North America LLC                                              | CUSIP: 58769JAR8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    537000 | PA      | $547451.85    | 0.02%             | 2029-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67814.35     | 0.00%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9105.59      | 0.00%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    462000 | PA      | $467255.95    | 0.01%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    525000 | PA      | $536622.99    | 0.02%             | 2034-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                             | Micron Technology, Inc.                                                              | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39479.62     | 0.00%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18130.44     | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28829.97     | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                 | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $14387.66     | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                          | Niagara Mohawk Power Corp.                                                           | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32557.72     | 0.00%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group, L.P.                                                             | Kite Realty Group, L.P.                                                              | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8235.18      | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                             | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40953.44     | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    850000 | PA      | $857719.10    | 0.03%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32860.94     | 0.00%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                                                           | DLLST LLC, Series 2024-1A, Class A3                                                  | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2015343 | PA      | $2024296.34   | 0.06%             | 2027-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202060.28    | 0.01%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21536.89     | 0.00%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33986.03     | 0.00%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | CarMax Auto Owner Trust, Series 2024-1, Class A3                                     | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4903104 | PA      | $4940879.46   | 0.16%             | 2028-10-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     94000 | PA      | $89697.07     | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    267000 | PA      | $271298.43    | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 29 Ltd.                                                                     | AGL CLO 29 Ltd., Series 2024-29A, Class A1                                           | CUSIP: 00119BAA1<br>LEI: 254900MM5EQZ35CZG002 | Long             | ABS-CBDO         | CORP              | JE        |   9655000 | PA      | $9676685.13   | 0.31%             | 2037-04-21      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                              | MidAmerican Energy Co.                                                               | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22828.87     | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                  | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10479.72     | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76784.92     | 0.00%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75511.44     | 0.00%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27532.93     | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fifth Third Financial Corp.                                                         | Fifth Third Financial Corp.                                                          | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14636.84     | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69815.64     | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92975.32     | 0.00%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68180.46     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co.                                                            | Northern Natural Gas Co.                                                             | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13473.32     | 0.00%             | 2054-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    118000 | PA      | $120921.70    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                                 | IBM International Capital Pte. Ltd.                                                  | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    310000 | PA      | $311473.61    | 0.01%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                       | Cencora, Inc.                                                                        | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21506.23     | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                 | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52319.87     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42135.72     | 0.00%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2024-2, Class A1                                    | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |   3941929 | PA      | $3985279.64   | 0.13%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    149000 | PA      | $150197.35    | 0.00%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51561.03     | 0.00%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20350.16     | 0.00%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28432.75     | 0.00%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                                    | Empower CLO Ltd., Series 2024-1A, Class A1                                           | CUSIP: 29244RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3895000 | PA      | $3905711.25   | 0.12%             | 2037-04-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113591.58    | 0.00%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    163000 | PA      | $164625.21    | 0.01%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122879.00    | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30042.53     | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                               | Cardinal Health, Inc.                                                                | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21832.81     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9636.97      | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30797.45     | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                         | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21490.19     | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                         | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21537.71     | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                    | DTE Electric Co.                                                                     | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35122.68     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                              | WF Card Issuance Trust, Series 2024-A1, Class A                                      | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7253000 | PA      | $7345310.38   | 0.23%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                             | AstraZeneca Finance LLC                                                              | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68227.29     | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                             | AstraZeneca Finance LLC                                                              | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92911.94     | 0.00%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                             | AstraZeneca Finance LLC                                                              | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48233.97     | 0.00%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114393.97    | 0.00%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                         | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $413856.40    | 0.01%             | 2030-05-26      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                          | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    266000 | PA      | $268856.27    | 0.01%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                          | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113680.20    | 0.00%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                          | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84085.55     | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                         | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44257.79     | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                          | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    159000 | PA      | $162914.77    | 0.01%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                         | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35302.28     | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                          | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41675.93     | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                          | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35911.01     | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                                | Carrier Global Corp.                                                                 | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8564.06      | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                         | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     98000 | PA      | $100876.72    | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                         | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    118000 | PA      | $122386.68    | 0.00%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207421.11    | 0.01%             | 2030-03-04      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                         | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53971.94     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                         | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     71000 | PA      | $67955.82     | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $231490.98    | 0.01%             | 2035-03-04      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners, L.P.                                                      | Cheniere Energy Partners, L.P.                                                       | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13782.48     | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                     | CUSIP: 86563VBQ1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    684000 | PA      | $704927.81    | 0.02%             | 2029-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                     | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    734000 | PA      | $744565.75    | 0.02%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                                                   | Radian Group Inc.                                                                    | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     66000 | PA      | $69326.79     | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206622.80    | 0.01%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Co.                                                        | Pacific Gas And Electric Co.                                                         | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113659.68    | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                      | Southern California Edison Co.                                                       | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104103.01    | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding, Inc.                                                             | BlackRock Funding, Inc.                                                              | CUSIP: 09290DAA9<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112634.12    | 0.00%             | 2029-03-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series NN                                                      | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     82000 | PA      | $86661.95     | 0.00%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                | VICI Properties L.P.                                                                 | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11030.94     | 0.00%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio, L.P.                                                               | Essex Portfolio, L.P.                                                                | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26795.89     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                | VICI Properties L.P.                                                                 | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14449.88     | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14396.50     | 0.00%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                        | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    118000 | PA      | $121673.61    | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                      | ING Groep N.V.                                                                       | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    790000 | PA      | $815782.97    | 0.03%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                              | Sempra                                                                               | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    183000 | PA      | $187685.72    | 0.01%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                 | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $812911.54    | 0.03%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Co.                                                           | Global Atlantic (Fin) Co.                                                            | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72410.80     | 0.00%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                 | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29614.36     | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Goldman Sachs Bank USA                                                               | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    358000 | PA      | $358553.08    | 0.01%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                      | M&T Bank Corp.                                                                       | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    400000 | PA      | $425016.67    | 0.01%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                   | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101265.70    | 0.00%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1086988.58   | 0.03%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                  | Smith & Nephew PLC                                                                   | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     81000 | PA      | $83338.56     | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33486.89     | 0.00%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    153000 | PA      | $155385.17    | 0.00%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                  | Smith & Nephew PLC                                                                   | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    169000 | PA      | $171034.89    | 0.01%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                        | Ford Credit Auto Owner Trust, Series 2024-A, Class A3                                | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8113411 | PA      | $8187289.84   | 0.26%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                     | Brunswick Corp.                                                                      | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39542.28     | 0.00%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21649.20     | 0.00%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                             | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    699000 | PA      | $700260.94    | 0.02%             | 2026-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                             | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    724000 | PA      | $732969.14    | 0.02%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                             | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    697000 | PA      | $713354.19    | 0.02%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                             | CUSIP: 928668CH3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    730000 | PA      | $750351.58    | 0.02%             | 2034-03-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132DWEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1624480 | PA      | $1443755.07   | 0.05%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                  | Northwestern Mutual Global Funding                                                   | CUSIP: 66815L2R9<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    122000 | PA      | $123641.17    | 0.00%             | 2027-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                        | San Diego Gas & Electric Co.                                                         | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49591.72     | 0.00%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                                          | AGCO Corp.                                                                           | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50677.64     | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                                          | AGCO Corp.                                                                           | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47062.37     | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                                 | Athene Holding Ltd.                                                                  | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27280.11     | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                 | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39679.21     | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                 | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40030.99     | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                 | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33054.12     | 0.00%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    440000 | PA      | $411403.50    | 0.01%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                     | BAE Systems PLC                                                                      | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    795000 | PA      | $818960.29    | 0.03%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                     | BAE Systems PLC                                                                      | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    768000 | PA      | $777169.61    | 0.02%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anheuser Busch InBev Worldwide Inc.                                                 | Anheuser Busch InBev Worldwide Inc.                                                  | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113213.61    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | Athene Global Funding                                                                | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104560.77    | 0.00%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                                  | Union Electric Co.                                                                   | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     97000 | PA      | $99763.99     | 0.00%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross Mortgage Trust, Series 2024-H2, Class A1                                       | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2473012 | PA      | $2501457.92   | 0.08%             | 2069-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2024-VIS1, Class A1                               | CUSIP: 465970AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3887633 | PA      | $3929808.74   | 0.12%             | 2064-07-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                                   | Algonquin Power & Utilities Corp.                                                    | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $63288.21     | 0.00%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39803.71     | 0.00%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54846.35     | 0.00%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22372.99     | 0.00%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                             | Arrow Electronics, Inc.                                                              | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156323.77    | 0.00%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                      | Public Service Co. of Colorado                                                       | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205734.68    | 0.01%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Engie                                                                               | Engie                                                                                | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    785000 | PA      | $812068.58    | 0.03%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Engie                                                                               | Engie                                                                                | CUSIP: 29286DAB1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $732860.37    | 0.02%             | 2034-04-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Engie                                                                               | Engie                                                                                | CUSIP: 29286DAC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    490000 | PA      | $497344.80    | 0.02%             | 2054-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                             | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83481.84     | 0.00%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    640000 | PA      | $660084.10    | 0.02%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                        | Public Storage Operating Co.                                                         | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    472000 | PA      | $473712.18    | 0.02%             | 2027-04-16      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45131.85     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                             | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81127.50     | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                             | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77144.05     | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                             | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21029.50     | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70394.91     | 0.00%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109037.00    | 0.00%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88577.08     | 0.00%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                 | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    793000 | PA      | $835416.78    | 0.03%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83544.66     | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    149000 | PA      | $149548.24    | 0.00%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140601.81    | 0.00%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-2, Class A2                              | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    517421 | PA      | $518996.18    | 0.02%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-2, Class A3                              | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    970000 | PA      | $986029.25    | 0.03%             | 2028-04-20      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-2, Class A4                              | CUSIP: 29375RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1133000 | PA      | $1169180.09   | 0.04%             | 2030-12-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                                 | GXO Logistics, Inc.                                                                  | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    195000 | PA      | $210114.15    | 0.01%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                                 | GXO Logistics, Inc.                                                                  | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    112000 | PA      | $118220.60    | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                      | DTE Energy Co.                                                                       | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22337.98     | 0.00%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                             | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    628000 | PA      | $655115.58    | 0.02%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                             | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    729000 | PA      | $742892.25    | 0.02%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                             | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    748000 | PA      | $786608.87    | 0.02%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                      | Ohio Power Co.                                                                       | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     58000 | PA      | $60423.62     | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                  | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1016386.72   | 0.03%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1783000 | PA      | $1870004.03   | 0.06%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1998903.01   | 0.06%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1502041.73   | 0.05%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1289371.39   | 0.04%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Zaxbys Funding LLC                                                                  | Zaxbys Funding LLC, Series 2024-1A, Class A2I                                        | CUSIP: 98920MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2551150 | PA      | $2613212.59   | 0.08%             | 2054-04-30      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                      | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114972.00    | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                                 | Coca-Cola Co. (The)                                                                  | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59626.09     | 0.00%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                      | M&T Bank Corp., Series J, Pfd.                                                       | CUSIP: 55261F864<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |    198205 | NS      | $5325768.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                                                                 | Coca-Cola Co. (The)                                                                  | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91233.74     | 0.00%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Agree L.P.                                                                          | Agree L.P.                                                                           | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38746.37     | 0.00%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc., Series B                                                      | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162274.80    | 0.01%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | Athene Global Funding                                                                | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    342000 | PA      | $343365.97    | 0.01%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd.                                                               | Symphony CLO XVI Ltd., Series 2015-16A, Class ARR                                    | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    636937 | PA      | $637738.49    | 0.02%             | 2031-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                                 | Ingersoll Rand Inc.                                                                  | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90415.87     | 0.00%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp.                                                                    | OGE Energy Corp.                                                                     | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    800000 | PA      | $829097.28    | 0.03%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Eni S.p.A.                                                                          | Eni S.p.A.                                                                           | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    602000 | PA      | $622468.23    | 0.02%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    751000 | PA      | $765412.82    | 0.02%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                        | Phillips Edison Grocery Center Operating Partnership I, L.P.                         | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29282.42     | 0.00%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                                  | Reinsurance Group of America, Inc.                                                   | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104052.15    | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                        | Mid-America Apartments, L.P.                                                         | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    162000 | PA      | $168856.69    | 0.01%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113093.10    | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                        | Mattel, Inc.                                                                         | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471303.51    | 0.01%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Adventist Health System                                                             | Adventist Health System                                                              | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38263.40     | 0.00%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                          | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65368.15     | 0.00%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                          | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73108.25     | 0.00%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                      | NNN REIT, Inc.                                                                       | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39300.28     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc.                                                                      | AEP Texas Inc.                                                                       | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    264000 | PA      | $275781.87    | 0.01%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership L.P.                                                  | Brixmor Operating Partnership L.P.                                                   | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25129.83     | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88860.63     | 0.00%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                        | Santander Holdings USA, Inc.                                                         | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110648.67    | 0.00%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-1A, Class A2I                                        | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4254150 | PA      | $4313681.30   | 0.14%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-1A, Class A2I                                        | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4218600 | PA      | $4309299.06   | 0.14%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-1A, Class A23                                        | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3875938 | PA      | $3985195.53   | 0.13%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                       | Owens Corning                                                                        | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224699.49    | 0.01%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                     | Southwestern Public Service Co.                                                      | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204952.97    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co.                                                            | Sierra Pacific Power Co.                                                             | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3030.71      | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     66000 | PA      | $63931.09     | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XX Ltd.                                                                | Symphony CLO XX Ltd., Series 2018-20A, Class AR2                                     | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2369343 | PA      | $2377522.31   | 0.08%             | 2032-01-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership, L.P.                                                | Piedmont Operating Partnership, L.P.                                                 | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    135000 | PA      | $143503.00    | 0.00%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    113000 | PA      | $116212.39    | 0.00%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                         | American Homes 4 Rent, L.P.                                                          | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87975.71     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                             | Brookfield Finance Inc.                                                              | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $113707.97    | 0.00%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                    | Mitsubishi Corp.                                                                     | CUSIP: 606769AJ6<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    604000 | PA      | $619472.20    | 0.02%             | 2029-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                        | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $106275.30    | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                         | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    599000 | PA      | $620189.55    | 0.02%             | 2030-07-10      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                  | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7589501.93   | 0.24%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113038.62    | 0.00%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                        | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    128000 | PA      | $131895.64    | 0.00%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                        | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    113000 | PA      | $117177.06    | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                    | Mitsubishi Corp.                                                                     | CUSIP: 606769AK3<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    739000 | PA      | $757671.65    | 0.02%             | 2034-07-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    167000 | PA      | $171446.81    | 0.01%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    307000 | PA      | $311747.68    | 0.01%             | 2028-07-21      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     98000 | PA      | $101358.54    | 0.00%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    139000 | PA      | $142382.88    | 0.00%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding, Inc.                                                             | BlackRock Funding, Inc.                                                              | CUSIP: 09290DAJ0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43825.71     | 0.00%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding, Inc.                                                             | BlackRock Funding, Inc.                                                              | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96547.28     | 0.00%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     98000 | PA      | $100424.69    | 0.00%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106053.57    | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class AA Pass Through Trust                                  | United Airlines 2024-1 Class AA Pass Through Trust, Series AA                        | CUSIP: 90932WAA1<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    427726 | PA      | $439251.33    | 0.01%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding, LLC                                                         | Synchrony Card Funding, LLC, Series 2024-A2, Class A                                 | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3395000 | PA      | $3447770.18   | 0.11%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25334.86     | 0.00%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2024-1, Class A3A                              | CUSIP: 17332CAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3566905 | PA      | $3627244.20   | 0.12%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                      | DTE Energy Co.                                                                       | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60767.56     | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-3, Class A1              | CUSIP: 61776QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2324826 | PA      | $2350749.40   | 0.07%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                       | Netflix, Inc.                                                                        | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9572.82      | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                       | Citibank N.A.                                                                        | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    950000 | PA      | $954725.94    | 0.03%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO Mortgage Trust, Series 2024-5C5, Class AS                                        | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1467281.90   | 0.05%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| KKR CLO 15 Ltd.                                                                     | KKR CLO 15 Ltd., Series 15, Class A1R2                                               | CUSIP: 48251MBA3<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |   1933986 | PA      | $1934924.03   | 0.06%             | 2032-01-18      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana, LLC                                                              | Entergy Louisiana, LLC                                                               | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66367.29     | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                           | PPL Capital Funding, Inc.                                                            | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30634.28     | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                            | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93624.13     | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)                                               | Connecticut Light and Power Co. (The)                                                | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26238.28     | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174796.04    | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55334.52     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    293000 | PA      | $269203.06    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                   | Genuine Parts Co.                                                                    | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    267000 | PA      | $271389.89    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                                     | Idaho Power Co.                                                                      | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45246.83     | 0.00%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                           | Tucson Electric Power Co.                                                            | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204057.27    | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                             | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    644000 | PA      | $646957.70    | 0.02%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                             | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    724000 | PA      | $735492.31    | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70940.97     | 0.00%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52368.46     | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49217.22     | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                               | Howmet Aerospace Inc.                                                                | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34914.57     | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                         | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131764.10    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                         | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70772.04     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137838.92    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    231000 | PA      | $235350.33    | 0.01%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222339.61    | 0.01%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24273.94     | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34411.78     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                           | O'Reilly Automotive, Inc.                                                            | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    122000 | PA      | $122757.81    | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                           | UDR, Inc.                                                                            | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45393.56     | 0.00%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                          | Corebridge Financial, Inc.                                                           | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28865.64     | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group, L.P.                                                             | Kite Realty Group, L.P.                                                              | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83258.03     | 0.00%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cousins Properties L.P.                                                             | Cousins Properties L.P.                                                              | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     73000 | PA      | $76204.97     | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group, Inc.                                                     | Affiliated Managers Group, Inc.                                                      | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    204000 | PA      | $208608.71    | 0.01%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                                                   | Western Midstream Operating, L.P.                                                    | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68479.58     | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                                                              | Invitation Homes Trust, Series 2024-SFR1, Class A                                    | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1875298 | PA      | $1846211.70   | 0.06%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    246000 | PA      | $248705.54    | 0.01%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                             | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43275.74     | 0.00%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                             | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88407.13     | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                             | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69715.61     | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                  | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    272000 | PA      | $262859.14    | 0.01%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                             | Pricoa Global Funding I                                                              | CUSIP: 74153WCU1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    482000 | PA      | $486521.20    | 0.02%             | 2027-08-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                             | Pricoa Global Funding I                                                              | CUSIP: 74153WCV9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    506000 | PA      | $511988.91    | 0.02%             | 2031-08-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                    | Kroger Co. (The)                                                                     | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    161000 | PA      | $161205.78    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                    | Kroger Co. (The)                                                                     | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    147000 | PA      | $140036.34    | 0.00%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                          | Cooperatieve Rabobank U.A.                                                           | CUSIP: 21688ABF8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1213000 | PA      | $1217103.57   | 0.04%             | 2026-08-28      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2024-8, Class A3                                  | CUSIP: 46658GAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    755653 | PA      | $762292.46    | 0.02%             | 2055-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | Athene Global Funding                                                                | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    550000 | PA      | $552675.34    | 0.02%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                      | Pacific Life Global Funding II                                                       | CUSIP: 6944PL3C1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    480000 | PA      | $485735.16    | 0.02%             | 2029-08-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                                  | Columbia Pipelines Holding Co. LLC                                                   | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $99687.30     | 0.00%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                                | Columbia Pipelines Operating Co. LLC                                                 | CUSIP: 19828TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $102248.62    | 0.00%             | 2054-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                  | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305268.05    | 0.01%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                        | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221357.32    | 0.01%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                             | Uber Technologies, Inc.                                                              | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    313000 | PA      | $314164.36    | 0.01%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                       | Veralto Corp.                                                                        | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    109000 | PA      | $109999.58    | 0.00%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                       | Veralto Corp.                                                                        | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35090.62     | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    720000 | PA      | $744250.32    | 0.02%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                   | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70080.74     | 0.00%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership, L.P.                                        | Americold Realty Operating Partnership, L.P.                                         | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    107000 | PA      | $104947.52    | 0.00%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                       | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89566.16     | 0.00%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-3A, Class A2I                                        | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3930250 | PA      | $3916515.74   | 0.12%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-3A, Class A2I                                        | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4029000 | PA      | $4019382.78   | 0.13%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                        | Phillips Edison Grocery Center Operating Partnership I, L.P.                         | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73856.03     | 0.00%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-3A, Class A23                                        | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4251188 | PA      | $4198455.35   | 0.13%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    406000 | PA      | $407770.29    | 0.01%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                      | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347357.50    | 0.01%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2024-7, Class A1                                  | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |   2119016 | PA      | $2129916.00   | 0.07%             | 2069-09-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                          | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280600.98    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                          | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $452735.11    | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    284000 | PA      | $286420.59    | 0.01%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    206000 | PA      | $206009.59    | 0.01%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                      | Hewlett Packard Enterprise Co.                                                       | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    143000 | PA      | $140866.67    | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP, LLC                                                                | Kimco Realty OP, LLC                                                                 | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60614.28     | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXII Ltd.                                                              | Symphony CLO XXII Ltd., Series 2020-22A, Class A1AR                                  | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2255796 | PA      | $2256899.36   | 0.07%             | 2033-04-18      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                             | GA Global Funding Trust                                                              | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    696000 | PA      | $698635.78    | 0.02%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                                | Laboratory Corp. of America Holdings                                                 | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    246000 | PA      | $246423.31    | 0.01%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                               | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    213000 | PA      | $212385.43    | 0.01%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                               | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119600.32    | 0.00%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                               | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205179.91    | 0.01%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                               | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    126000 | PA      | $111956.55    | 0.00%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                     | Universal Health Services, Inc.                                                      | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    395000 | PA      | $397456.67    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                     | Universal Health Services, Inc.                                                      | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    421000 | PA      | $413748.70    | 0.01%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership L.P.                                         | Invitation Homes Operating Partnership L.P.                                          | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     97000 | PA      | $94627.71     | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, L.P.                                                          | Simon Property Group, L.P.                                                           | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    348000 | PA      | $345246.11    | 0.01%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp.                                                               | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225731.22    | 0.01%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                     | Fairfax Financial Holdings Ltd.                                                      | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $230800.82    | 0.01%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2024-NQM14, Class A1                                               | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |   2570236 | PA      | $2580459.59   | 0.08%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    190000 | PA      | $176423.22    | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    153000 | PA      | $123028.26    | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    116000 | PA      | $92016.16     | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                        | American National Group Inc.                                                         | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113896.92    | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2024-INV2, Class A1                       | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   2507689 | PA      | $2517872.68   | 0.08%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                                  | Union Electric Co.                                                                   | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     59000 | PA      | $54465.12     | 0.00%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                 | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     48000 | PA      | $43104.41     | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc.                                                           | Ferguson Enterprises Inc.                                                            | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86548.88     | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc.                                                              | Accenture Capital Inc.                                                               | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100044.51    | 0.00%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | Bank5, Series 2024-5YR10, Class A                                                    | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1705000 | PA      | $1749831.10   | 0.06%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                             | AS Mileage Plan IP Ltd.                                                              | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    119000 | PA      | $120388.66    | 0.00%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                             | AS Mileage Plan IP Ltd.                                                              | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    118000 | PA      | $119404.66    | 0.00%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Six, LLC                                                         | Goodman US Finance Six, LLC                                                          | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $28081.79     | 0.00%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc.                                                              | Accenture Capital Inc.                                                               | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98386.48     | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                               | McCormick & Co., Inc.                                                                | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168291.70    | 0.01%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                  | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3016933.59   | 0.10%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings, LLC                                                    | Eastern Energy Gas Holdings, LLC                                                     | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60391.97     | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                                 | Athene Holding Ltd.                                                                  | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150012.03    | 0.00%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-4, Class A3                              | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2160000 | PA      | $2181766.75   | 0.07%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                              | Norinchukin Bank (The)                                                               | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    763000 | PA      | $781043.51    | 0.02%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    756000 | PA      | $772162.15    | 0.02%             | 2030-10-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO Ltd.                                                                 | Shackleton CLO Ltd., Series 2015-7RA, Class ARR                                      | CUSIP: 81883AAS8<br>LEI: 549300NCJRO2LKFZ8G86 | Long             | ABS-CBDO         | CORP              | KY        |    291915 | PA      | $292013.02    | 0.01%             | 2031-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2024-10, Class A1                                   | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |   4279035 | PA      | $4312119.03   | 0.14%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    282000 | PA      | $286126.46    | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    166000 | PA      | $168282.42    | 0.01%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    944000 | PA      | $947607.77    | 0.03%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248063.93    | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                   | Chase Home Lending Mortgage Trust, Series 2024-9, Class A4                           | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2257259 | PA      | $2263687.12   | 0.07%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                   | Chase Home Lending Mortgage Trust, Series 2024-9, Class A6                           | CUSIP: 16160QAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242632 | PA      | $242712.13    | 0.01%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 8 Ltd.                                            | Goldentree Loan Management US Clo 8 Ltd., Series 2020-8A, Class ARR                  | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   3323000 | PA      | $3327359.78   | 0.11%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204196.16    | 0.01%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2024-VLT5, Class A                              | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3530000 | PA      | $3599660.31   | 0.11%             | 2046-11-13      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2024-VLT5, Class B                              | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2495000 | PA      | $2562477.28   | 0.08%             | 2046-11-13      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                  | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1522382.82   | 0.05%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                  | Ryder System, Inc.                                                                   | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    143000 | PA      | $146325.00    | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                       | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    107000 | PA      | $108510.71    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                       | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41882.65     | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC                                             | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64679.76     | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201995.39    | 0.01%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    267000 | PA      | $268729.61    | 0.01%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                             | TTX Co.                                                                              | CUSIP: 87305QCS8<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    895000 | PA      | $914770.41    | 0.03%             | 2034-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                              | Waste Management, Inc.                                                               | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    157000 | PA      | $153048.89    | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    236000 | PA      | $240232.87    | 0.01%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    187000 | PA      | $190571.65    | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XI Clo Ltd.                                                           | Cedar Funding XI Clo Ltd., Series 2019-11A, Class A1R2                               | CUSIP: 15033LAW2<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |   3153258 | PA      | $3158161.00   | 0.10%             | 2032-05-29      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    964000 | PA      | $969632.20    | 0.03%             | 2028-11-19      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EP0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    928000 | PA      | $940551.85    | 0.03%             | 2030-11-19      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    642000 | PA      | $663320.40    | 0.02%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                 | Huntington Ingalls Industries, Inc.                                                  | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74491.95     | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                 | Huntington Ingalls Industries, Inc.                                                  | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    270000 | PA      | $285034.26    | 0.01%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                                 | Rate Mortgage Trust, Series 2024-J4, Class A1                                        | CUSIP: 75408TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3058273 | PA      | $3105700.53   | 0.10%             | 2054-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp., N.A.                                                                | Zions Bancorp., N.A.                                                                 | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318246.05    | 0.01%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                              | Buckhorn Park CLO Ltd., Series 2019-1A, Class ARR                                    | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2251986.75   | 0.07%             | 2034-07-18      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    184000 | PA      | $185750.20    | 0.01%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    163000 | PA      | $167207.52    | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    286000 | PA      | $288362.98    | 0.01%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                  | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1516640.63   | 0.05%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                         | American Homes 4 Rent, L.P.                                                          | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69200.40     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                         | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    294000 | PA      | $297690.94    | 0.01%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2024-NQM3, Class A1                      | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |   1344944 | PA      | $1366483.69   | 0.04%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2024-NQM18, Class A1                                               | CUSIP: 673913AA7<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |   1637784 | PA      | $1653234.29   | 0.05%             | 2064-10-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                      | Tapestry, Inc.                                                                       | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255117.49    | 0.01%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                          | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $512347.91    | 0.02%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                            | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46057.29     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                            | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55261.48     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                            | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64537.93     | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                      | M&T Bank Corp.                                                                       | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223161.48    | 0.01%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Cousins Properties L.P.                                                             | Cousins Properties L.P.                                                              | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89811.81     | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                        | Mid-America Apartments, L.P.                                                         | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201105.98    | 0.01%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross Mortgage Trust, Series 2024-H8, Class A1                                       | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3245124 | PA      | $3280838.67   | 0.10%             | 2069-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM5, Class A1           | CUSIP: 61777QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3822012 | PA      | $3864759.18   | 0.12%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXV                                                                      | Apidos CLO XXV, Series 2016-25A, Class A1R3                                          | CUSIP: 03762YBD8<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |   6073000 | PA      | $6090642.07   | 0.19%             | 2037-01-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 1 Ltd.                                                              | Signal Peak CLO 1 Ltd., Series 2014-1A, Class AR4                                    | CUSIP: 82666TAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7532000 | PA      | $7545196.06   | 0.24%             | 2034-04-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                     | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75912.67     | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                     | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     53000 | PA      | $56311.26     | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                     | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8682.79      | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                     | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    135000 | PA      | $149390.16    | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                                      | Clover CLO LLC, Series 2021-3A, Class AR                                             | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5674000 | PA      | $5680298.14   | 0.18%             | 2035-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2021-6A, Class A1R                              | CUSIP: 05684PAL0<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |   2180000 | PA      | $2183296.16   | 0.07%             | 2034-10-21      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                      | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    681000 | PA      | $690892.96    | 0.02%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                      | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65524.09     | 0.00%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                      | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46649.61     | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                           | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    168000 | PA      | $172916.35    | 0.01%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                           | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    243000 | PA      | $250532.64    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63890.09     | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                               | Electricite de France                                                                | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   3666000 | PA      | $3817070.65   | 0.12%             | 2055-01-13      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    566000 | PA      | $575206.40    | 0.02%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    236000 | PA      | $243331.88    | 0.01%             | 2030-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    362000 | PA      | $375416.32    | 0.01%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                           | BPCE S.A.                                                                            | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    507000 | PA      | $542229.53    | 0.02%             | 2046-01-14      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Deutsche Bank AG                                                                     | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    533000 | PA      | $544407.55    | 0.02%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                      | Hyundai Capital Services, Inc.                                                       | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   2323000 | PA      | $2368609.50   | 0.08%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citadel L.P.                                                                        | Citadel L.P.                                                                         | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     74000 | PA      | $78550.00     | 0.00%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citadel L.P.                                                                        | Citadel L.P.                                                                         | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39672.64     | 0.00%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    850000 | PA      | $866096.89    | 0.03%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    409000 | PA      | $410160.29    | 0.01%             | 2028-01-24      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co., Series W                                                          | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    159000 | PA      | $160367.51    | 0.01%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    868000 | PA      | $872013.18    | 0.03%             | 2029-01-12      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    364000 | PA      | $365257.44    | 0.01%             | 2029-01-24      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     98000 | PA      | $99790.75     | 0.00%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    227000 | PA      | $234263.52    | 0.01%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GMP1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    206000 | PA      | $207366.70    | 0.01%             | 2031-01-24      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                      | PMT Loan Trust, Series 2025-INV1, Class A7                                           | CUSIP: 693967AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2264069 | PA      | $2307612.95   | 0.07%             | 2060-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    112000 | PA      | $115522.21    | 0.00%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    232000 | PA      | $232937.99    | 0.01%             | 2029-01-24      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    231000 | PA      | $233037.82    | 0.01%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                                 | Bank of New Zealand                                                                  | CUSIP: 064064AB4<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    809000 | PA      | $835484.94    | 0.03%             | 2035-01-28      | Variable      | 5.70%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232041.54    | 0.01%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    256000 | PA      | $260585.28    | 0.01%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    437000 | PA      | $450348.84    | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1           | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3608898 | PA      | $3659275.72   | 0.12%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                    | American National Global Funding                                                     | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    117000 | PA      | $120434.05    | 0.00%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                                       | FirstEnergy Transmission, LLC                                                        | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135834.10    | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                                       | FirstEnergy Transmission, LLC                                                        | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68122.34     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Agl Clo 17 Ltd.                                                                     | Agl Clo 17 Ltd., Series 2022-17A, Class AR                                           | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   6576000 | PA      | $6578946.05   | 0.21%             | 2035-01-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US CLO 1 Ltd.                                            | Goldentree Loan Management US CLO 1 Ltd., Series 2017-1A, Class A1R3                 | CUSIP: 38136FBU6<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |   2434000 | PA      | $2434803.22   | 0.08%             | 2034-04-20      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                        | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    296000 | PA      | $303783.76    | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                        | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    226000 | PA      | $227741.91    | 0.01%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99903.22     | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    107000 | PA      | $93742.58     | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $152832.16    | 0.00%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70244.57     | 0.00%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                        | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90412.28     | 0.00%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2019-3A, Class ARR                              | CUSIP: 05683TBA6<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | KY        |   1805000 | PA      | $1806447.61   | 0.06%             | 2034-10-21      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                                    | Oaktree CLO Ltd., Series 2021-2A, Class AR                                           | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3920000 | PA      | $3917205.04   | 0.12%             | 2035-01-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO LLC                                                            | Fort Greene Park CLO LLC, Series 2025-2A, Class AR                                   | CUSIP: 18914KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3920000 | PA      | $3921179.92   | 0.12%             | 2034-04-22      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                  | Altria Group, Inc.                                                                   | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59055.79     | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1540919.71   | 0.05%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1271506.92   | 0.04%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1073746.91   | 0.03%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    545000 | PA      | $580853.90    | 0.02%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1454925.17   | 0.05%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                        | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    193000 | PA      | $197392.91    | 0.01%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                        | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    179000 | PA      | $183482.83    | 0.01%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                 | Citadel Finance LLC                                                                  | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1255463.88   | 0.04%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP, LLC                                                                  | Healthpeak OP, LLC                                                                   | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77375.55     | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    722000 | PA      | $733030.74    | 0.02%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    683000 | PA      | $698844.56    | 0.02%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    391000 | PA      | $400005.95    | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    368000 | PA      | $362909.69    | 0.01%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    770000 | PA      | $789373.20    | 0.03%             | N/A             | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 6                                                                    | Pikes Peak CLO 6, Series 2020-6A, Class ARR                                          | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |   5390000 | PA      | $5392695.00   | 0.17%             | 2034-05-18      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2021-1A, Class AR                               | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |   3604000 | PA      | $3605185.72   | 0.11%             | 2034-04-18      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXI Ltd.                                                               | Symphony CLO XXI Ltd., Series 2019-21A, Class AR2                                    | CUSIP: 87166RGE1<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |   4313129 | PA      | $4315984.75   | 0.14%             | 2032-07-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                             | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                                  | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   1133827 | PA      | $1134385.31   | 0.04%             | 2034-01-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                                                        | Hexcel Corp.                                                                         | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    278000 | PA      | $291902.23    | 0.01%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXV Ltd.                                                | Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class A1R                     | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5519000 | PA      | $5521781.58   | 0.18%             | 2035-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                  | Berry Global, Inc.                                                                   | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104416.32    | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                         | Sysco Corp.                                                                          | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144514.82    | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Tricon Residential Trust                                                            | Tricon Residential Trust, Series 2025-SFR1, Class A                                  | CUSIP: 895974AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3971020 | PA      | $3974631.69   | 0.13%             | 2042-03-17      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 53(B) Ltd.                                               | Golub Capital Partners CLO 53(B) Ltd., Series 2021-53A, Class AR                     | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   9311000 | PA      | $9313951.59   | 0.30%             | 2034-07-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219708.37    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                         | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    430000 | PA      | $444673.17    | 0.01%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                         | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185438.92    | 0.01%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                           | Florida Power & Light Co.                                                            | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    279000 | PA      | $284847.41    | 0.01%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                   | Johnson & Johnson                                                                    | CUSIP: 478160DG6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454133.84    | 0.01%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    118000 | PA      | $120245.16    | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62152.62     | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                 | Expedia Group, Inc.                                                                  | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    204000 | PA      | $208437.35    | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                                 | Rate Mortgage Trust, Series 2025-J1, Class A4                                        | CUSIP: 75410CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2491208 | PA      | $2532385.88   | 0.08%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    666000 | PA      | $687745.34    | 0.02%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VLT6, Class A                                                  | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3865000 | PA      | $3874890.54   | 0.12%             | 2042-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89478.03     | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                                                 | U.S. Treasury Bills                                                                  | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    519000 | PA      | $513822.87    | 0.02%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC                                             | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    218000 | PA      | $223156.67    | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                                 | Entergy Texas, Inc.                                                                  | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163521.04    | 0.01%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    344000 | PA      | $351956.96    | 0.01%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    317000 | PA      | $323158.53    | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                           | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    304000 | PA      | $309481.86    | 0.01%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    329000 | PA      | $326872.14    | 0.01%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                              | 200 Park Funding Trust                                                               | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229000 | PA      | $228108.90    | 0.01%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    788000 | PA      | $807806.83    | 0.03%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                     | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    278000 | PA      | $282921.90    | 0.01%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                     | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    173000 | PA      | $174779.22    | 0.01%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| High Street Funding Trust III                                                       | High Street Funding Trust III                                                        | CUSIP: 42981FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $202536.35    | 0.01%             | 2055-02-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: —       |
| 3M Co.                                                                              | 3M Co.                                                                               | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306979.00    | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101158.20    | 0.00%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    199000 | PA      | $204550.42    | 0.01%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    198000 | PA      | $202356.03    | 0.01%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    351000 | PA      | $359496.80    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302786.38    | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204462.89    | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    137000 | PA      | $137577.12    | 0.00%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    603000 | PA      | $607537.83    | 0.02%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 38 Ltd.                                          | Neuberger Berman Loan Advisers CLO 38 Ltd., Series 2020-38A, Class AR2               | CUSIP: 64133RAU0<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | KY        |   4815000 | PA      | $4818394.58   | 0.15%             | 2036-10-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                          | Prudential Financial, Inc.                                                           | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    419000 | PA      | $427657.16    | 0.01%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $206499.98    | 0.01%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     49000 | PA      | $49613.85     | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    299000 | PA      | $306666.06    | 0.01%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    178000 | PA      | $183274.74    | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $102844.95    | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     46000 | PA      | $46904.87     | 0.00%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $82136.56     | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                     | AES Corp. (The)                                                                      | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    713000 | PA      | $737401.35    | 0.02%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                        | Canadian Pacific Railway Co.                                                         | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    161000 | PA      | $165740.83    | 0.01%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                        | NetApp, Inc.                                                                         | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208264.08    | 0.01%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEST Trust                                                                          | WEST Trust, Series 2025-ROSE, Class A                                                | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14000000 | PA      | $14225657.60  | 0.45%             | 2035-04-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    429000 | PA      | $432535.35    | 0.01%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241238.18    | 0.01%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                          | CNH Industrial Capital LLC                                                           | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    147000 | PA      | $148752.57    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                    | Xcel Energy Inc.                                                                     | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88275.26     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    669000 | PA      | $685958.17    | 0.02%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                                        | Navient Refinance Loan Trust, Series 2025-A, Class A                                 | CUSIP: 63943FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3146084 | PA      | $3187561.64   | 0.10%             | 2055-02-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                   | Alabama Power Co.                                                                    | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76694.00     | 0.00%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                        | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    121000 | PA      | $120407.71    | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                      | Element Fleet Management Corp.                                                       | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    393000 | PA      | $401686.90    | 0.01%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    426000 | PA      | $433752.39    | 0.01%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                   | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    134000 | PA      | $133210.39    | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                          | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    440000 | PA      | $445889.53    | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    295000 | PA      | $303810.59    | 0.01%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership, L.P.                                        | Americold Realty Operating Partnership, L.P.                                         | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    318000 | PA      | $322327.65    | 0.01%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    830000 | PA      | $853842.58    | 0.03%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83889.84     | 0.00%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings, LLC                                                       | Fortitude Group Holdings, LLC                                                        | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    117000 | PA      | $121432.65    | 0.00%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                  | Dell International LLC / EMC Corp.                                                   | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    604000 | PA      | $620258.12    | 0.02%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                                  | Union Electric Co.                                                                   | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    216000 | PA      | $222256.76    | 0.01%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    269000 | PA      | $274495.65    | 0.01%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                  | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73196.54     | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                                                | TierPoint Issuer LLC, Series 2025-1A, Class A2                                       | CUSIP: 88651CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6566000 | PA      | $6667130.19   | 0.21%             | 2055-04-26      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                                                | TierPoint Issuer LLC, Series 2025-2A, Class A2                                       | CUSIP: 88651CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5131000 | PA      | $5170485.10   | 0.16%             | 2055-04-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                         | Keysight Technologies, Inc.                                                          | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    326000 | PA      | $339197.19    | 0.01%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                                                 | Trans-Allegheny Interstate Line Co.                                                  | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $189218.65    | 0.01%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                                                       | Bank of New York Mellon (The)                                                        | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    947000 | PA      | $948359.09    | 0.03%             | 2027-04-20      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                                                       | Bank of New York Mellon (The)                                                        | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    963000 | PA      | $964054.16    | 0.03%             | 2027-04-20      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                                                       | Bank of New York Mellon (The)                                                        | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    804000 | PA      | $817757.08    | 0.03%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    385000 | PA      | $397186.44    | 0.01%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    172000 | PA      | $175180.07    | 0.01%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    507000 | PA      | $522050.18    | 0.02%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    693000 | PA      | $713972.75    | 0.02%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    690000 | PA      | $710669.15    | 0.02%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    389000 | PA      | $392369.20    | 0.01%             | 2028-04-23      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DJ0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    779000 | PA      | $796582.65    | 0.03%             | 2031-04-24      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $617754.11    | 0.02%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    485000 | PA      | $493208.19    | 0.02%             | 2029-04-23      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2025-PJ4, Class A4                       | CUSIP: 36271WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336389 | PA      | $340561.54    | 0.01%             | 2055-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies, LLC                                                  | Molex Electronic Technologies, LLC                                                   | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    347000 | PA      | $351843.05    | 0.01%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies, LLC                                                  | Molex Electronic Technologies, LLC                                                   | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    332000 | PA      | $340945.53    | 0.01%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329931.17    | 0.01%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1011998.99   | 0.03%             | 2029-04-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    716000 | PA      | $735103.24    | 0.02%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                  | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1804218.75   | 0.06%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                                    | Brookfield Asset Management Ltd.                                                     | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    359000 | PA      | $374101.80    | 0.01%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                  | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    295000 | PA      | $305282.70    | 0.01%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                  | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121738.32    | 0.00%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                                      | Rentokil Terminix Funding, LLC                                                       | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    721000 | PA      | $743592.24    | 0.02%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                                      | Rentokil Terminix Funding, LLC                                                       | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $1245089.49   | 0.04%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                     | Fairfax Financial Holdings Ltd.                                                      | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     99000 | PA      | $99863.36     | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2025-HB1, Class A1                                  | CUSIP: 034936AA2<br>LEI: 254900ZFKOWCY24MSQ94 | Long             | ABS-MBS          | CORP              | US        |   1111802 | PA      | $1120300.17   | 0.04%             | 2055-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                             | Micron Technology, Inc.                                                              | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    216000 | PA      | $228075.73    | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                             | Micron Technology, Inc.                                                              | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    391000 | PA      | $420359.74    | 0.01%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                              | General Dynamics Corp.                                                               | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    156000 | PA      | $158759.16    | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                           | Northern States Power Co.                                                            | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    211000 | PA      | $210989.18    | 0.01%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                        | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    159000 | PA      | $148719.72    | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    179000 | PA      | $179926.50    | 0.01%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    273000 | PA      | $274705.02    | 0.01%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    184000 | PA      | $183954.52    | 0.01%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                               | Keurig Dr Pepper Inc.                                                                | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    252000 | PA      | $253153.92    | 0.01%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                           | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    107000 | PA      | $108897.43    | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc.                                                                     | Weir Group Inc.                                                                      | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    737000 | PA      | $756835.91    | 0.02%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                               | Las Vegas Sands Corp.                                                                | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307215.29    | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                          | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1198000 | PA      | $1210815.41   | 0.04%             | 2029-05-09      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                          | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1189000 | PA      | $1214157.74   | 0.04%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group S.A.                                                         | Tyco Electronics Group S.A.                                                          | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   1601000 | PA      | $1616328.01   | 0.05%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                          | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    593000 | PA      | $600066.83    | 0.02%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    891000 | PA      | $896957.20    | 0.03%             | 2028-05-07      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 172967QB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1063829.46   | 0.03%             | 2031-05-07      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer, LLC                                                                    | Zayo Issuer, LLC, Series 2025-2A, Class A2                                           | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6672000 | PA      | $6860226.46   | 0.22%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ERP Operating L.P.                                                                  | ERP Operating L.P.                                                                   | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    216000 | PA      | $221372.24    | 0.01%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                        | MassMutual Global Funding II                                                         | CUSIP: 57629TBX4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    950000 | PA      | $958344.58    | 0.03%             | 2030-05-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                        | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    490000 | PA      | $485779.26    | 0.02%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| American International Group, Inc.                                                  | American International Group, Inc.                                                   | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153713.02    | 0.00%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246662.12    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                    | DTE Electric Co.                                                                     | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89633.23     | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    574000 | PA      | $586562.24    | 0.02%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                        | Cummins Inc.                                                                         | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    974000 | PA      | $994565.68    | 0.03%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                        | Cummins Inc.                                                                         | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    259000 | PA      | $267720.15    | 0.01%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    787000 | PA      | $803900.97    | 0.03%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415544.12    | 0.01%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 85325C2G6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    703000 | PA      | $721539.88    | 0.02%             | 2031-05-13      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    689000 | PA      | $709813.93    | 0.02%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: —       |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2025-NQM2, Class A1                      | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-MBS          | CORP              | US        |  12165439 | PA      | $12345560.06  | 0.39%             | 2065-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    208000 | PA      | $212609.39    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1235000 | PA      | $1263696.41   | 0.04%             | 2031-05-13      | Floating      | 5.38%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $231059.54    | 0.01%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    943000 | PA      | $971000.87    | 0.03%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                             | Commonwealth Edison Co.                                                              | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    181000 | PA      | $187121.81    | 0.01%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                         | Pinnacle West Capital Corp.                                                          | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83530.58     | 0.00%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co., LLC                                                           | AEP Transmission Co., LLC                                                            | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87458.93     | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                                    | Caterpillar Inc.                                                                     | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    309000 | PA      | $319993.34    | 0.01%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                         | Pinnacle West Capital Corp.                                                          | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    201000 | PA      | $207203.87    | 0.01%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana, LLC                                                            | Duke Energy Indiana, LLC                                                             | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101734.35    | 0.00%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                          | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    429000 | PA      | $439489.36    | 0.01%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                          | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222811.21    | 0.01%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                          | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103362.46    | 0.00%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                                      | Baltimore Gas and Electric Co.                                                       | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    182000 | PA      | $188518.73    | 0.01%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Belrose Funding Trust II                                                            | Belrose Funding Trust II                                                             | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    539000 | PA      | $565529.41    | 0.02%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Magna International Inc.                                                            | Magna International Inc.                                                             | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     84000 | PA      | $88639.30     | 0.00%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                                      | BSTN Commercial Mortgage Trust, Series 2025-1C, Class A                              | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7127000 | PA      | $7330160.84   | 0.23%             | 2044-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                    | Capital Power (US Holdings) Inc.                                                     | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    321000 | PA      | $327479.21    | 0.01%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                    | Capital Power (US Holdings) Inc.                                                     | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $361678.20    | 0.01%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp. (An Electric Membership Corp.)                               | Oglethorpe Power Corp. (An Electric Membership Corp.)                                | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70748.34     | 0.00%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                                           | ALA Trust, Series 2025-OANA, Class B                                                 | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6045000 | PA      | $6100027.64   | 0.19%             | 2040-06-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                                 | Athene Holding Ltd.                                                                  | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317256.63    | 0.01%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                      | Var Energi ASA                                                                       | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    786000 | PA      | $818303.04    | 0.03%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALA Trust 2025-OANA                                                                 | ALA Trust 2025-OANA, Series 2025-OANA, Class A                                       | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4950000 | PA      | $4997620.98   | 0.16%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                      | Blackstone Private Credit Fund                                                       | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74513.69     | 0.00%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp.                                                                        | Wabtec Corp.                                                                         | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    848000 | PA      | $880897.61    | 0.03%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp.                                                                        | Wabtec Corp.                                                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    491000 | PA      | $501903.47    | 0.02%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                | Credit Agricole S.A.                                                                 | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    784000 | PA      | $805578.32    | 0.03%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                       | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    987000 | PA      | $1003245.06   | 0.03%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                       | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    594000 | PA      | $611156.26    | 0.02%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                       | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206590.64    | 0.01%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                 | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1220000 | PA      | $1234076.24   | 0.04%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                 | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    763000 | PA      | $777394.04    | 0.02%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                 | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    601000 | PA      | $619446.73    | 0.02%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                 | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    454000 | PA      | $468854.34    | 0.01%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                 | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    480000 | PA      | $502647.23    | 0.02%             | 2065-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                                         | Snam S.p.A.                                                                          | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    769000 | PA      | $784609.81    | 0.02%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                                         | Snam S.p.A.                                                                          | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    472000 | PA      | $493463.26    | 0.02%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                                         | Snam S.p.A.                                                                          | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    476000 | PA      | $513448.36    | 0.02%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                    | Lincoln Financial Global Funding                                                     | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454776.30    | 0.01%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                       | Sutter Health, Series 2025                                                           | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104257.24    | 0.00%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Co.                                                | Smurfit Kappa Treasury Unlimited Co.                                                 | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    655000 | PA      | $676557.69    | 0.02%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                          | GCAT Trust, Series 2025-NQM2, Class A1                                               | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3734992 | PA      | $3787434.29   | 0.12%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Co.                                                | Smurfit Kappa Treasury Unlimited Co.                                                 | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   1116000 | PA      | $1150647.40   | 0.04%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc.                                                                       | HSBC USA Inc.                                                                        | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    971000 | PA      | $986258.50    | 0.03%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                 | Georgia-Pacific LLC                                                                  | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    388000 | PA      | $392215.03    | 0.01%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                 | Georgia-Pacific LLC                                                                  | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    299000 | PA      | $307722.32    | 0.01%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co., LLC                                                   | Florida Gas Transmission Co., LLC                                                    | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    434000 | PA      | $449696.20    | 0.01%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc.                                                                            | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    524000 | PA      | $524822.82    | 0.02%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp.                                                                  | USAA Capital Corp.                                                                   | CUSIP: 90327QDA4<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    968000 | PA      | $979376.44    | 0.03%             | 2028-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                                | Jackson National Life Global Funding                                                 | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1505897.00   | 0.05%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| IP Mortgage Trust                                                                   | IP Mortgage Trust, Series 2025-IP, Class A                                           | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11643000 | PA      | $11862198.10  | 0.38%             | 2042-06-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe, LLC                                                   | Burlington Northern Santa Fe, LLC                                                    | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    647000 | PA      | $664197.69    | 0.02%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                    | Equitable America Global Funding                                                     | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1965050.25   | 0.06%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                    | Equitable America Global Funding                                                     | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    925000 | PA      | $936318.77    | 0.03%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                                                     | GE HealthCare Technologies Inc.                                                      | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    705000 | PA      | $715985.62    | 0.02%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    566000 | PA      | $570360.86    | 0.02%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    984000 | PA      | $987189.34    | 0.03%             | 2028-06-09      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2025-R04, Class 1A1                 | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    378067 | PA      | $378602.15    | 0.01%             | 2045-05-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                                       | Rollins, Inc.                                                                        | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    109000 | PA      | $110652.12    | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                               | Delta Air Lines, Inc.                                                                | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1617702.81   | 0.05%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                               | Delta Air Lines, Inc.                                                                | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    549000 | PA      | $562399.40    | 0.02%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                         | Toll Brothers Finance Corp.                                                          | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $504233.65    | 0.02%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Air Products and Chemicals, Inc.                                                    | Air Products and Chemicals, Inc.                                                     | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1321478.40   | 0.04%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                       | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1398899.47   | 0.04%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                                  | CLI Funding IX LLC, Series 2025-1A, Class A                                          | CUSIP: 12571WAG8<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |   1886051 | PA      | $1915850.44   | 0.06%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                   | Golub Capital Private Credit Fund                                                    | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202945.13    | 0.01%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust, Series 2025-1A, Class A                                | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1755003 | PA      | $1780038.52   | 0.06%             | 2042-05-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                    | Omega Healthcare Investors, Inc.                                                     | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    527000 | PA      | $536041.46    | 0.02%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                                  | Metronet Infrastructure Issuer LLC                                                   | CUSIP: 59170JAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3844832.63   | 0.12%             | 2055-07-20      | Fixed         | 6.01%                 | No            |                  3 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                              | Citadel Securities Global Holdings LLC                                               | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    997000 | PA      | $1024872.72   | 0.03%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                              | Citadel Securities Global Holdings LLC                                               | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    621000 | PA      | $653105.09    | 0.02%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Invesco Core Fixed Income ETF                                                       | Invesco Core Fixed Income ETF                                                        | CUSIP: 46127B601<br>LEI: 254900MLIL9B3UBH2053 | Long             | EC               | RF                | US        |     96500 | NS      | $2449671.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                        | Phillips Edison Grocery Center Operating Partnership I, L.P.                         | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    517000 | PA      | $530151.76    | 0.02%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                                 | RCKT Mortgage Trust, Series 2025-CES6, Class A1A                                     | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   1792661 | PA      | $1814028.03   | 0.06%             | 2055-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP, LLC                                                                | Kimco Realty OP, LLC                                                                 | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    709000 | PA      | $725395.36    | 0.02%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                   | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    604000 | PA      | $622016.67    | 0.02%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                 | EOG Resources, Inc.                                                                  | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    355000 | PA      | $359286.97    | 0.01%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                 | EOG Resources, Inc.                                                                  | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    319000 | PA      | $327628.92    | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                 | EOG Resources, Inc.                                                                  | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179465.29    | 0.01%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp.                                                               | CUSIP: 69371RT89<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1551163.88   | 0.05%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                   | Enterprise Products Operating LLC                                                    | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2109000 | PA      | $2127662.88   | 0.07%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                   | Enterprise Products Operating LLC                                                    | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1564000 | PA      | $1584276.79   | 0.05%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                   | Enterprise Products Operating LLC                                                    | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    966000 | PA      | $983222.53    | 0.03%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1211208.05   | 0.04%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EFMT                                                                                | EFMT, Series 2025-NQM2, Class A1                                                     | CUSIP: 281917AC8<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-MBS          | CORP              | US        |   6822420 | PA      | $6914563.59   | 0.22%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 10 Year Notes Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      1042 | NC      | $-1014064.53  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 10 Year Ultra Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -1674 | NC      | $1665061.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury Long Bond Future                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       953 | NC      | $-1082992.84  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury Ultra Bonds Future                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       207 | NC      | $-151073.74   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rate Mortgage Trust                                                                 | Rate Mortgage Trust, Series 2025-J2, Class A5                                        | CUSIP: 75409YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3433424 | PA      | $3452972.59   | 0.11%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                                 | Athene Holding Ltd.                                                                  | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120274.80    | 0.00%             | 2055-06-28      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                      | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class B                              | CUSIP: 91825CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1435000 | PA      | $1453007.53   | 0.05%             | 2044-07-13      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                        | American National Group Inc.                                                         | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    697000 | PA      | $703015.14    | 0.02%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                         | Imperial Brands Finance PLC                                                          | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1193000 | PA      | $1204349.34   | 0.04%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                      | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class A                              | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13130000 | PA      | $13277667.86  | 0.42%             | 2044-07-13      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                         | Imperial Brands Finance PLC                                                          | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    730000 | PA      | $753467.30    | 0.02%             | 2055-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                               | Westpac Banking Corp.                                                                | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    613000 | PA      | $619349.42    | 0.02%             | 2030-07-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                               | Nomura Holdings, Inc.                                                                | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1012000 | PA      | $1027541.12   | 0.03%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Nomura Holdings, Inc.                                                               | Nomura Holdings, Inc.                                                                | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    568000 | PA      | $584213.63    | 0.02%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                         | TELUS Corp.                                                                          | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   1722000 | PA      | $1761959.01   | 0.06%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                     | CaixaBank, S.A.                                                                      | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    825000 | PA      | $837197.53    | 0.03%             | 2031-07-03      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                               | Honda Motor Co., Ltd.                                                                | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   2747000 | PA      | $2773857.78   | 0.09%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                               | Honda Motor Co., Ltd.                                                                | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    903000 | PA      | $913215.58    | 0.03%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                               | Honda Motor Co., Ltd.                                                                | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1048000 | PA      | $1069872.53   | 0.03%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                     | Palmer Square Loan Funding Ltd., Series 2025-2A, Class A1                            | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9500964 | PA      | $9509961.78   | 0.30%             | 2033-07-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd.                                                                 | Elmwood CLO 15 Ltd., Series 2022-2A, Class A1R                                       | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   6380000 | PA      | $6385946.16   | 0.20%             | 2035-04-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                         | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1177000 | PA      | $1191700.77   | 0.04%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                         | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1367000 | PA      | $1401462.40   | 0.04%             | 2036-07-08      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                         | CUSIP: 60687YDN6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1207000 | PA      | $1225680.97   | 0.04%             | 2031-07-08      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Takeda U.S. Financing, Inc.                                                         | Takeda U.S. Financing, Inc.                                                          | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    945000 | PA      | $957037.81    | 0.03%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Takeda U.S. Financing, Inc.                                                         | Takeda U.S. Financing, Inc.                                                          | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    905000 | PA      | $919403.30    | 0.03%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                          | Niagara Mohawk Power Corp.                                                           | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    837000 | PA      | $843052.44    | 0.03%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 2 Year Notes Future                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      1530 | NC      | $-257266.88   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 5 Year Notes Future                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       189 | NC      | $2056.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefit Street Partners CLO XXIII Ltd.                                              | Benefit Street Partners CLO XXIII Ltd., Series 2021-23A, Class A1R                   | CUSIP: 08186VAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8600000 | PA      | $8612100.20   | 0.27%             | 2034-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| MILE Trust                                                                          | MILE Trust, Series 2025-STNE, Class A                                                | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8095000 | PA      | $8116937.45   | 0.26%             | 2042-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                        | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    593000 | PA      | $606181.38    | 0.02%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                  | Banque Federative du Credit Mutuel                                                   | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1911000 | PA      | $1933189.23   | 0.06%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Gulfstream Natural Gas System, L.L.C.                                               | Gulfstream Natural Gas System, L.L.C.                                                | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    832000 | PA      | $851473.73    | 0.03%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                   | NTT Finance Corp.                                                                    | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    951000 | PA      | $967782.43    | 0.03%             | 2030-07-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                   | NTT Finance Corp.                                                                    | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    794000 | PA      | $809811.72    | 0.03%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                   | NTT Finance Corp.                                                                    | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    497000 | PA      | $513593.13    | 0.02%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VLT7, Class A                                                  | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3108000 | PA      | $3122670.38   | 0.10%             | 2044-07-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                          | Aviation Capital Group LLC                                                           | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1301000 | PA      | $1304724.91   | 0.04%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd. / Aircastle Ireland DAC                                              | Aircastle Ltd. / Aircastle Ireland DAC                                               | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    741000 | PA      | $751153.14    | 0.02%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                                 | RCKT Mortgage Trust, Series 2025-CES7, Class A1A                                     | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |   2045564 | PA      | $2068248.43   | 0.07%             | 2055-07-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding                                                               | Jersey Mike's Funding, Series 2025-1A, Class A2                                      | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6932625 | PA      | $7082470.92   | 0.22%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                                                   | Morgan Stanley Private Bank, N.A.                                                    | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2422704.96   | 0.08%             | 2028-07-06      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                                                   | Morgan Stanley Private Bank, N.A.                                                    | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1233260.18   | 0.04%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                                                   | Morgan Stanley Private Bank, N.A.                                                    | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1296450.21   | 0.04%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    554000 | PA      | $567443.67    | 0.02%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                          | Travelers Cos., Inc. (The)                                                           | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    266000 | PA      | $271039.49    | 0.01%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                        | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    474000 | PA      | $482403.29    | 0.02%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                             | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1192188.12   | 0.04%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                        | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1403222.18   | 0.04%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                          | Travelers Cos., Inc. (The)                                                           | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    167000 | PA      | $169271.27    | 0.01%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Southern Natural Gas Co., L.L.C.                                                    | Southern Natural Gas Co., L.L.C.                                                     | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |    239000 | PA      | $243602.67    | 0.01%             | 2035-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                         | Truist Bank                                                                          | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2362000 | PA      | $2370017.57   | 0.08%             | 2028-07-24      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1664000 | PA      | $1674542.82   | 0.05%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1150109.06   | 0.04%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2479000 | PA      | $2488115.01   | 0.08%             | 2029-07-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2025-NQM3, Class A1                               | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12444572 | PA      | $12592995.02  | 0.40%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    886000 | PA      | $893326.78    | 0.03%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    585000 | PA      | $591195.51    | 0.02%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 Mortgage Loan Trust                                                     | COLT 2025-8 Mortgage Loan Trust, Series 2025-8, Class A1                             | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |   3583294 | PA      | $3627941.18   | 0.12%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                 | Synchrony Financial                                                                  | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    183000 | PA      | $185181.77    | 0.01%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class A1                       | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-MBS          | CORP              | US        |   3380055 | PA      | $3401044.50   | 0.11%             | 2055-10-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 Trust                                                                | GCAT 2025-NQM4 Trust, Series 2025-NQM4, Class A1A                                    | CUSIP: 367923AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5379410 | PA      | $5453583.69   | 0.17%             | 2070-06-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                          | Sherwin-Williams Co. (The)                                                           | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   2391000 | PA      | $2408490.60   | 0.08%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                          | Sherwin-Williams Co. (The)                                                           | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    987000 | PA      | $996264.04    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                          | Sherwin-Williams Co. (The)                                                           | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    263000 | PA      | $267076.24    | 0.01%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                            | Bunge Ltd. Finance Corp.                                                             | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2893226.59   | 0.09%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                            | Bunge Ltd. Finance Corp.                                                             | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    723000 | PA      | $733844.95    | 0.02%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1424000 | PA      | $1439740.90   | 0.05%             | N/A             | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    986000 | PA      | $1002820.17   | 0.03%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 147487600 | PA      | $144284353.69 | 4.58%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                         | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238632.29    | 0.01%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                         | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238384.19    | 0.01%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc.                                                                | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    965000 | PA      | $975796.78    | 0.03%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc.                                                                | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    883000 | PA      | $886442.49    | 0.03%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co.                                                     | Louisville Gas and Electric Co.                                                      | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    182000 | PA      | $184590.13    | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1852000 | PA      | $1863974.66   | 0.06%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    856000 | PA      | $878832.63    | 0.03%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                            | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    161000 | PA      | $162768.54    | 0.01%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                            | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    251000 | PA      | $254915.31    | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                            | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35639.20     | 0.00%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                            | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    154000 | PA      | $155391.49    | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                                 | CNA Financial Corp.                                                                  | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1492608.46   | 0.05%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1405184.24   | 0.04%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    532000 | PA      | $536144.91    | 0.02%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853BJ8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2497896.36   | 0.08%             | 2032-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                           | MSCI Inc.                                                                            | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    669000 | PA      | $671558.74    | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                        | American Water Capital Corp.                                                         | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    351000 | PA      | $349921.46    | 0.01%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                             | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    566000 | PA      | $569495.96    | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                        | PPL Electric Utilities Corp.                                                         | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    257000 | PA      | $254448.86    | 0.01%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                 | BMW US Capital, LLC                                                                  | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1718000 | PA      | $1724569.98   | 0.05%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                 | BMW US Capital, LLC                                                                  | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    304000 | PA      | $305340.84    | 0.01%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132E0T85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2319602 | PA      | $1975936.65   | 0.06%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                             | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    399000 | PA      | $401348.25    | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                             | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    451000 | PA      | $452201.06    | 0.01%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                             | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    680000 | PA      | $679252.92    | 0.02%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                      | Apollo Global Management, Inc.                                                       | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    755000 | PA      | $752167.20    | 0.02%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                            | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1340809.82   | 0.04%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                            | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2123135.10   | 0.07%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                            | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    681000 | PA      | $682863.44    | 0.02%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust, Series 2025-8, Class A4                                      | CUSIP: 81749WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2429247 | PA      | $2448452.27   | 0.08%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp., N.A.                                                                | Zions Bancorp., N.A.                                                                 | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1409717.14   | 0.04%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    192000 | PA      | $195228.90    | 0.01%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    802000 | PA      | $816353.67    | 0.03%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    764000 | PA      | $772127.78    | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    412000 | PA      | $411567.48    | 0.01%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                                  | Evergy Metro, Inc.                                                                   | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    728000 | PA      | $735620.80    | 0.02%             | 2035-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                    | Lincoln Financial Global Funding                                                     | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    437000 | PA      | $439026.40    | 0.01%             | 2030-08-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                         | Zoetis Inc.                                                                          | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1564000 | PA      | $1573382.19   | 0.05%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                    | Domino's Pizza Master Issuer LLC, Series 2025-1A, Class A2I                          | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5170000 | PA      | $5199325.27   | 0.16%             | 2055-07-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                    | Domino's Pizza Master Issuer LLC, Series 2025-1A, Class A2II                         | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4431645.68   | 0.14%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                          | Arizona Public Service Co.                                                           | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    650000 | PA      | $662189.24    | 0.02%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                      | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    996000 | PA      | $993005.89    | 0.03%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                      | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1106606.41   | 0.04%             | 2032-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                      | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1408060.65   | 0.04%             | 2028-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                      | CUSIP: 26867LAP5<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   7358000 | PA      | $7369794.06   | 0.23%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                             | Brookfield Finance Inc.                                                              | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   2472000 | PA      | $2478771.08   | 0.08%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                               | Cardinal Health, Inc.                                                                | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403187.22    | 0.01%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                               | Cardinal Health, Inc.                                                                | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    266000 | PA      | $269642.52    | 0.01%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                             | Centersquare Issuer LLC, Series 2025-3A, Class A2                                    | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4880000 | PA      | $4753033.14   | 0.15%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.  | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    667000 | PA      | $664117.91    | 0.02%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.  | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    457000 | PA      | $441639.28    | 0.01%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Essential Properties, L.P.                                                          | Essential Properties, L.P.                                                           | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    224000 | PA      | $224850.39    | 0.01%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    347000 | PA      | $347682.45    | 0.01%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    279000 | PA      | $279142.66    | 0.01%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                         | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    536000 | PA      | $537958.71    | 0.02%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                     | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1534326.25   | 0.05%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                     | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1507000 | PA      | $1519845.40   | 0.05%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                                  | RGA Global Funding                                                                   | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1974000 | PA      | $1986747.82   | 0.06%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                                  | RGA Global Funding                                                                   | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2203000 | PA      | $2224232.67   | 0.07%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                                                 | Hanover Insurance Group, Inc. (The)                                                  | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    411000 | PA      | $416776.43    | 0.01%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp., Series D                         | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    806000 | PA      | $810118.84    | 0.03%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                      | CUSIP: 65558RAN9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2402000 | PA      | $2403776.23   | 0.08%             | 2030-08-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Wynnton Funding Trust                                                               | Wynnton Funding Trust                                                                | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1460238.78   | 0.05%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust II                                                            | Wynnton Funding Trust II                                                             | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    963000 | PA      | $974406.10    | 0.03%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-VII Ltd.                                                          | CIFC Funding 2021-VII Ltd., Series 2021-7A, Class AR                                 | CUSIP: 12567HAQ5<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |   9950000 | PA      | $9956169.00   | 0.32%             | 2035-01-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2025-HE2, Class A1                                                 | CUSIP: 67121YAA6<br>LEI: 2549004JS8G77DOXE933 | Long             | ABS-MBS          | CORP              | US        |   4641119 | PA      | $4674087.81   | 0.15%             | 2055-08-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2020-2 Ltd.                                                          | Carlyle US CLO 2020-2 Ltd., Series 2020-2A, Class A1R2                               | CUSIP: 14315GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8315000 | PA      | $8323830.53   | 0.26%             | 2035-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIV, Ltd.                                                             | Symphony CLO XXIV, Ltd., Series 2020-24A, Class A1R                                  | CUSIP: 87167QAQ1<br>LEI: 5493007X3UVVYJ005O73 | Long             | ABS-CBDO         | CORP              | KY        |   9611000 | PA      | $9619150.13   | 0.31%             | 2035-10-23      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| RR 17 Ltd.                                                                          | RR 17 Ltd., Series 2021-17A, Class A1AR                                              | CUSIP: 74980QAL5<br>LEI: 549300H1BYT42IUZDL59 | Long             | ABS-CBDO         | CORP              | KY        |  12590000 | PA      | $12599769.84  | 0.40%             | 2034-07-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                   | Alabama Power Co., Series C                                                          | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $1019293.30   | 0.03%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                   | Cigna Group (The)                                                                    | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    720000 | PA      | $725011.28    | 0.02%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    974000 | PA      | $1000816.85   | 0.03%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                      | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    360000 | PA      | $368723.50    | 0.01%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1157000 | PA      | $1161926.67   | 0.04%             | 2031-09-12      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DP6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5481000 | PA      | $5615262.58   | 0.18%             | N/A             | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1626000 | PA      | $1645661.98   | 0.05%             | 2036-09-12      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                     | CUSIP: 86563VCF4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1204000 | PA      | $1207694.14   | 0.04%             | 2030-09-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                                   | Sumitomo Mitsui Trust Group, Inc.                                                    | CUSIP: 86566AAA0<br>LEI: 353800P843RLCDBLNT17 | Long             | DBT              | CORP              | JP        |    681000 | PA      | $684015.99    | 0.02%             | 2036-09-11      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                      | Southern Co. Gas Capital Corp., Series A                                             | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    585000 | PA      | $585670.44    | 0.02%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                      | Southern Co. Gas Capital Corp., Series B                                             | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    279000 | PA      | $280392.61    | 0.01%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                      | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1057000 | PA      | $1086493.47   | 0.03%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                         | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2934000 | PA      | $2911913.76   | 0.09%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership L.P.                                                  | Brixmor Operating Partnership L.P.                                                   | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    434000 | PA      | $433386.30    | 0.01%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                                    | Brookfield Asset Management Ltd.                                                     | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    399000 | PA      | $410785.82    | 0.01%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1721000 | PA      | $1722943.37   | 0.05%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                                       | SK hynix Inc.                                                                        | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   6249000 | PA      | $6275027.40   | 0.20%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                                       | SK hynix Inc.                                                                        | CUSIP: 78392BAK3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   7138000 | PA      | $7155480.75   | 0.23%             | 2030-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-4                                             | Provident Funding Mortgage Trust 2025-4, Series 2025-4, Class A1                     | CUSIP: 74387AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6990193 | PA      | $7108442.33   | 0.23%             | 2055-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                               | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1468361.36   | 0.05%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                               | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    711000 | PA      | $707984.11    | 0.02%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                               | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    471000 | PA      | $465956.06    | 0.01%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                          | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1199350.23   | 0.04%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                          | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    822000 | PA      | $810879.98    | 0.03%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                             | Uber Technologies, Inc.                                                              | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    960000 | PA      | $951979.49    | 0.03%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                     | Virginia Electric and Power Co., Series C                                            | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1109733.92   | 0.04%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                     | Virginia Electric and Power Co., Series D                                            | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1097412.49   | 0.03%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                             | Uber Technologies, Inc.                                                              | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    347000 | PA      | $343486.10    | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                           | EQT Corp.                                                                            | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102154.89    | 0.00%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-3A, Class A                  | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3177000 | PA      | $3175458.52   | 0.10%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-4A, Class A                  | CUSIP: 05377RLA0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   7105000 | PA      | $7060894.29   | 0.22%             | 2032-02-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                       | Raymond James Financial, Inc.                                                        | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $1007466.76   | 0.03%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding, LLC, Series 2025-1A, Class A2II                                   | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1940000 | PA      | $1941766.76   | 0.06%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding, LLC, Series 2025-1A, Class A2I                                    | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3330000 | PA      | $3320858.82   | 0.11%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Komatsu Finance America Inc.                                                        | Komatsu Finance America Inc.                                                         | CUSIP: 50048WAB4<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |   1793000 | PA      | $1783468.66   | 0.06%             | 2030-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 4, Ltd.                                                             | Signal Peak CLO 4, Ltd., Series 2017-4A, Class AR2                                   | CUSIP: 82667EAN1<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |   9790000 | PA      | $9803108.81   | 0.31%             | 2034-10-26      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                 | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    891000 | PA      | $887071.40    | 0.03%             | 2085-11-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                             | GA Global Funding Trust                                                              | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2953000 | PA      | $2915902.64   | 0.09%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RWE Finance US, LLC                                                                 | RWE Finance US, LLC                                                                  | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    695000 | PA      | $683947.39    | 0.02%             | 2055-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                             | FWD Group Holdings Ltd.                                                              | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |    903000 | PA      | $908883.73    | 0.03%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc. (The)                                                            | Carlyle Group Inc. (The)                                                             | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $992512.34    | 0.03%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                                  | Southern Power Co., Series A                                                         | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    856000 | PA      | $854167.54    | 0.03%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                                  | Southern Power Co., Series B                                                         | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    842000 | PA      | $827730.29    | 0.03%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                        | Wisconsin Electric Power Co.                                                         | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    754000 | PA      | $751775.93    | 0.02%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc.                                                           | Ferguson Enterprises Inc.                                                            | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1150152.38   | 0.04%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc.                                                                            | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143341.80    | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    876000 | PA      | $868350.06    | 0.03%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                | Credit Agricole S.A.                                                                 | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2660000 | PA      | $2652595.89   | 0.08%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1269000 | PA      | $1262955.31   | 0.04%             | 2031-09-23      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1033000 | PA      | $1020944.00   | 0.03%             | 2037-03-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer, LLC                                                                    | Zayo Issuer, LLC, Series 2025-3A, Class A2                                           | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3779000 | PA      | $3814747.45   | 0.12%             | 2055-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc.                                                                      | AEP Texas Inc.                                                                       | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196773.01    | 0.01%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                        | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1554000 | PA      | $1534558.00   | 0.05%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Juniper Valley Park CLO, Ltd.                                                       | Juniper Valley Park CLO, Ltd., Series 2023-1A, Class ARR                             | CUSIP: 48206KAY2<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | GB        |   6455000 | PA      | $6471582.90   | 0.21%             | 2036-07-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                                     | National Health Investors, Inc.                                                      | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |    332000 | PA      | $332610.76    | 0.01%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                        | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1203460.84   | 0.04%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2025-NQM4, Class A1                      | CUSIP: 36272UAA6<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |   4116663 | PA      | $4135584.41   | 0.13%             | 2065-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc.                                                              | Gildan Activewear Inc.                                                               | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   1035000 | PA      | $1032198.37   | 0.03%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc.                                                              | Gildan Activewear Inc.                                                               | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    486000 | PA      | $485640.76    | 0.02%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc., Series C                                          | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2666000 | PA      | $2667103.72   | 0.08%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc., Series D                                          | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    226000 | PA      | $224502.66    | 0.01%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties, L.P.                                                       | COPT Defense Properties, L.P.                                                        | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    313000 | PA      | $312510.64    | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                       | Alimentation Couche-Tard Inc.                                                        | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   2690000 | PA      | $2693834.68   | 0.09%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                   | Georgia Power Co.                                                                    | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2169000 | PA      | $2176455.42   | 0.07%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                     | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1757000 | PA      | $1757739.05   | 0.06%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                     | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $1119497.14   | 0.04%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1271398.59   | 0.04%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193702.57    | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1031739.70   | 0.03%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1082532.48   | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                       | Alimentation Couche-Tard Inc.                                                        | CUSIP: 01626PAX4<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   1378000 | PA      | $1381606.18   | 0.04%             | 2035-09-29      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    594000 | PA      | $524263.88    | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 47, Ltd.                                         | Neuberger Berman Loan Advisers CLO 47, Ltd., Series 2022-47A, Class AR               | CUSIP: 64135DAJ4<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |   5335000 | PA      | $5344229.55   | 0.17%             | 2035-04-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                  | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1568000 | PA      | $1553929.74   | 0.05%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                            | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2385000 | PA      | $2450189.21   | 0.08%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fortitude Global Funding                                                            | Fortitude Global Funding                                                             | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   1797000 | PA      | $1801119.30   | 0.06%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AP Grange Holdings, LLC                                                             | AP Grange Holdings, LLC                                                              | CUSIP: 00187RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1215972 | PA      | $1215972.45   | 0.04%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AP Grange Holdings, LLC                                                             | AP Grange Holdings, LLC                                                              | CUSIP: 00187RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  15854000 | PA      | $16844875.00  | 0.53%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                            | CenterPoint Energy, Inc.                                                             | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    689000 | PA      | $694522.34    | 0.02%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                           | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A1R3                | CUSIP: 14311NBC7<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   3364568 | PA      | $3368366.57   | 0.11%             | 2032-07-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd. 2021-II                                                            | Barings CLO Ltd. 2021-II, Series 2021-2A, Class A1R                                  | CUSIP: 06762JAL7<br>LEI: 549300ZI2PPUCDLS2Y70 | Long             | ABS-CBDO         | CORP              | KY        |   6240000 | PA      | $6245378.88   | 0.20%             | 2034-07-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| 180 Medical Inc.                                                                    | 180 Medical Inc.                                                                     | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    680000 | PA      | $675478.41    | 0.02%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1091114.03   | 0.03%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3413000 | PA      | $3414924.93   | 0.11%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Deere Funding Canada Corp.                                                          | Deere Funding Canada Corp.                                                           | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3093000 | PA      | $3089410.33   | 0.10%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                   | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1332825.22   | 0.04%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                   | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1115650.40   | 0.04%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                           | CRH America Finance, Inc.                                                            | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1777000 | PA      | $1776055.42   | 0.06%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                           | CRH America Finance, Inc.                                                            | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1554000 | PA      | $1555441.91   | 0.05%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                           | CRH America Finance, Inc.                                                            | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    395000 | PA      | $388836.20    | 0.01%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                          | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1015000 | PA      | $1012733.17   | 0.03%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2025-4, Class A3                              | CUSIP: 29373NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3290000 | PA      | $3303562.04   | 0.10%             | 2029-12-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SHRN Trust 2025-MF18                                                                | SHRN Trust 2025-MF18, Series 2025-MF18, Class A                                      | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10255000 | PA      | $10280358.56  | 0.33%             | 2040-10-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| SHRN Trust 2025-MF18                                                                | SHRN Trust 2025-MF18, Series 2025-MF18, Class B                                      | CUSIP: 82556AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2020000 | PA      | $2027354.01   | 0.06%             | 2040-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| SHRN Trust 2025-MF18                                                                | SHRN Trust 2025-MF18, Series 2025-MF18, Class C                                      | CUSIP: 82556AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $854084.42    | 0.03%             | 2040-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Barings Equipment Finance LLC 2025-B                                                | Barings Equipment Finance LLC 2025-B, Series 2025-B, Class A3                        | CUSIP: 06764YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2970000 | PA      | $2982623.99   | 0.09%             | 2032-10-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust, Series 2025-10, Class A1                                     | CUSIP: 81750CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6811107 | PA      | $6854261.96   | 0.22%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                               | Switch ABS Issuer LLC, Series 2025-2A, Class A21                                     | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2820000 | PA      | $2815649.87   | 0.09%             | 2055-10-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC, Series 2025-1A, Class A2II                                    | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1801578.42   | 0.06%             | 2055-08-20      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC, Series 2025-1A, Class A2I                                     | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   2330000 | PA      | $2330473.92   | 0.07%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                          | Cooperatieve Rabobank U.A.                                                           | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1731000 | PA      | $1738438.94   | 0.06%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Nextgear Floorplan Master Owner Trust                                               | Nextgear Floorplan Master Owner Trust, Series 2025-2A, Class A2                      | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1950000 | PA      | $1958931.20   | 0.06%             | 2030-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3013000 | PA      | $2996491.98   | 0.10%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                           | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    399000 | PA      | $394378.01    | 0.01%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2047000 | PA      | $2037225.33   | 0.06%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2263342.13   | 0.07%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Constellation Global Funding                                                        | Constellation Global Funding                                                         | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |   1791000 | PA      | $1777175.93   | 0.06%             | 2030-10-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8                            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8, Series 2025-NQM8, Class A1 | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5833434 | PA      | $5861377.00   | 0.19%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    681000 | PA      | $677483.28    | 0.02%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    448000 | PA      | $438515.59    | 0.01%             | 2045-09-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JBE2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1394000 | PA      | $1370562.36   | 0.04%             | 2035-09-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    283000 | PA      | $275061.36    | 0.01%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    835000 | PA      | $822996.57    | 0.03%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley, Series I                                                             | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3131000 | PA      | $3114464.56   | 0.10%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley, Series I                                                             | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2744000 | PA      | $2702385.13   | 0.09%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                                | Beignet Investor LLC                                                                 | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19141000 | PA      | $19943427.85  | 0.63%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                       | Cargill, Inc.                                                                        | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1211175.73   | 0.04%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                       | Cargill, Inc.                                                                        | CUSIP: 141781CG7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1586346 | PA      | $1524251.02   | 0.05%             | 2055-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                   | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    760000 | PA      | $751138.23    | 0.02%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4322000 | PA      | $4238413.00   | 0.13%             | 2036-10-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                           | Carlyle Global Market Strategies CLO Ltd., Series 2015-5A, Class A1R4                | CUSIP: 14312JBN1<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   1479814 | PA      | $1480919.09   | 0.05%             | 2032-01-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings, Ltd.                                                      | Pershing Square Holdings, Ltd.                                                       | CUSIP: 71531QAG6<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |   4936000 | PA      | $4942526.92   | 0.16%             | 2032-10-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2025-DNA4, Class A1                                              | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |    754375 | PA      | $755041.57    | 0.02%             | 2045-10-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2025-NQM4, Class A1                               | CUSIP: 46660HAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1477080 | PA      | $1483527.30   | 0.05%             | 2066-03-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                             | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1588095.36   | 0.05%             | N/A             | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund, L.P.                                         | Prologis Targeted U.S. Logistics Fund, L.P.                                          | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    813000 | PA      | $807046.18    | 0.03%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund, L.P.                                         | Prologis Targeted U.S. Logistics Fund, L.P.                                          | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1110118.19   | 0.04%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                       | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   4159000 | PA      | $4158043.01   | 0.13%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                       | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2159000 | PA      | $2146210.30   | 0.07%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                       | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2249565.45   | 0.07%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343236.45    | 0.01%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1238218.81   | 0.04%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    992000 | PA      | $981673.58    | 0.03%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    749000 | PA      | $731802.35    | 0.02%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2097000 | PA      | $2104986.30   | 0.07%             | 2028-10-27      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Textron Inc.                                                                        | Textron Inc.                                                                         | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1198138.67   | 0.04%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class B         | CUSIP: 61779RCK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2617000 | PA      | $2675769.45   | 0.08%             | 2058-11-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class A1                      | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |   5303158 | PA      | $5328408.18   | 0.17%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| American Airlines 2025-1 Class A Pass Through Trust                                 | American Airlines 2025-1 Class A Pass Through Trust                                  | CUSIP: 02377NAA8<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   2141000 | PA      | $2122244.63   | 0.07%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co. L.L.C.                                                   | Blackstone Reg Finance Co. L.L.C.                                                    | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    809000 | PA      | $806107.38    | 0.03%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co. L.L.C.                                                   | Blackstone Reg Finance Co. L.L.C.                                                    | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    693000 | PA      | $685743.55    | 0.02%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                             | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2524000 | PA      | $2486711.64   | 0.08%             | 2036-11-04      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                             | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1421000 | PA      | $1416890.43   | 0.04%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2391000 | PA      | $2276683.99   | 0.07%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                 | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2800000 | PA      | $2803601.16   | 0.09%             | 2030-11-06      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                   | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                          | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2640000 | PA      | $2631727.30   | 0.08%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3863000 | PA      | $3655568.03   | 0.12%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4429000 | PA      | $4382603.30   | 0.14%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1593000 | PA      | $1591737.50   | 0.05%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                 | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $1997401.46   | 0.06%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Beechwood Park CLO, Ltd.                                                            | Beechwood Park CLO, Ltd., Series 2019-1A, Class A1RR                                 | CUSIP: 07355TBL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2115000 | PA      | $2118658.95   | 0.07%             | 2035-01-17      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                               | Howmet Aerospace Inc.                                                                | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1809200.66   | 0.06%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                              | Lincoln National Corp.                                                               | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   2179000 | PA      | $2187426.76   | 0.07%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                        | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    818000 | PA      | $814623.41    | 0.03%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                        | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1548844.30   | 0.05%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                        | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    709000 | PA      | $692027.24    | 0.02%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613BU1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3093000 | PA      | $3062738.55   | 0.10%             | 2047-05-06      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                        | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    232000 | PA      | $232844.82    | 0.01%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding 2025-3 Ltd.                                              | Palmer Square Loan Funding 2025-3 Ltd., Series 2025-3A, Class A1                     | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5435000 | PA      | $5436815.29   | 0.17%             | 2034-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                       | Entergy Corp.                                                                        | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   2164000 | PA      | $2166885.78   | 0.07%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BlackRock DLF X 2025-C CLO L.P.                                                     | BlackRock DLF X 2025-C CLO L.P., Series 2025-2A, Class A                             | CUSIP: 09264MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5140000 | PA      | $5146440.42   | 0.16%             | 2033-11-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                      | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1686000 | PA      | $1687322.67   | 0.05%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp., Series R                                                     | CUSIP: 69371RU20<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   2411000 | PA      | $2425357.34   | 0.08%             | 2028-11-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                      | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   2919000 | PA      | $2914316.46   | 0.09%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  99736400 | PA      | $97702712.97  | 3.10%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer, LLC                                                    | Vantage Data Centers Issuer, LLC, Series 2025-2A, Class A2                           | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4240000 | PA      | $4215415.63   | 0.13%             | 2055-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                | Caterpillar Financial Services Corp.                                                 | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   3883000 | PA      | $3896586.03   | 0.12%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                    | Mosaic Co. (The)                                                                     | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   1586000 | PA      | $1591347.77   | 0.05%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                    | Mosaic Co. (The)                                                                     | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   2489000 | PA      | $2496807.07   | 0.08%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                          | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    873000 | PA      | $864235.42    | 0.03%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                          | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1822000 | PA      | $1801814.83   | 0.06%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                          | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3064000 | PA      | $3046825.48   | 0.10%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                          | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    621988 | PA      | $614424.87    | 0.02%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co., L.P.                                                   | Atlas Warehouse Lending Co., L.P.                                                    | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   1909000 | PA      | $1917972.68   | 0.06%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                 | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    868000 | PA      | $868664.48    | 0.03%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                 | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1396564.94   | 0.04%             | 2040-11-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The)                                                           | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3708286.78   | 0.12%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The)                                                           | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4060000 | PA      | $4058256.84   | 0.13%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership, L.P.                                                | Piedmont Operating Partnership, L.P.                                                 | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1878560.40   | 0.06%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | UBS AG                                                                               | CUSIP: 90261AAE2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   3580000 | PA      | $3585221.54   | 0.11%             | 2027-05-17      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VOLT, Class A                                                  | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5800000 | PA      | $5837013.28   | 0.19%             | 2044-12-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VOLT, Class B                                                  | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5540000 | PA      | $5579308.52   | 0.18%             | 2044-12-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24662900 | PA      | $23990450.74  | 0.76%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                           | Consolidated Edison Co. of New York, Inc.                                            | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    840000 | PA      | $839913.75    | 0.03%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                                          | Evergy Missouri West, Inc.                                                           | CUSIP: 30037EAC7<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1090018.62   | 0.03%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Voya Global Funding                                                                 | Voya Global Funding                                                                  | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1748175.04   | 0.06%             | 2030-11-24      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                         | Pfizer Inc.                                                                          | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2346000 | PA      | $2352439.14   | 0.07%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                         | Pfizer Inc.                                                                          | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2632000 | PA      | $2641138.38   | 0.08%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                         | Pfizer Inc.                                                                          | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2116000 | PA      | $2087322.44   | 0.07%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                    | Ascension Health, Series 2025                                                        | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1844000 | PA      | $1846214.20   | 0.06%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                    | Ascension Health, Series 2025                                                        | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1139297.10   | 0.04%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                                               | Protective Life Corp.                                                                | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   2162000 | PA      | $2173126.52   | 0.07%             | 2035-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                         | Pfizer Inc.                                                                          | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1951000 | PA      | $1939930.01   | 0.06%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                                               | Protective Life Corp.                                                                | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1465064.10   | 0.05%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                    | Amazon.com, Inc.                                                                     | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97099.66     | 0.00%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VSP Optical Group, Inc.                                                             | VSP Optical Group, Inc.                                                              | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |    601000 | PA      | $603434.21    | 0.02%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida, LLC                                                            | Duke Energy Florida, LLC                                                             | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1080053.28   | 0.03%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp Trust 2025-NQM6                                  | GS Mortgage-Backed Securities Corp Trust 2025-NQM6, Series 2025-NQM6, Class A1       | CUSIP: 362933AA1<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |   4853423 | PA      | $4873809.93   | 0.15%             | 2066-02-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe, LLC                                                   | Burlington Northern Santa Fe, LLC                                                    | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    669000 | PA      | $662280.78    | 0.02%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                                                     | GE HealthCare Technologies Inc.                                                      | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1122665.58   | 0.04%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                                                   | Western Midstream Operating, L.P.                                                    | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2636000 | PA      | $2637858.12   | 0.08%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                    | CUSIP: 58933YBV6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2463000 | PA      | $2471357.13   | 0.08%             | 2029-03-15      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                    | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   7714000 | PA      | $7713017.39   | 0.24%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                    | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   4676000 | PA      | $4660182.49   | 0.15%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                    | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1071950.16   | 0.03%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                    | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2161000 | PA      | $2143345.90   | 0.07%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                    | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1291952.95   | 0.04%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                    | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1105423.25   | 0.04%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   4828000 | PA      | $4840066.81   | 0.15%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                                                   | Western Midstream Operating, L.P.                                                    | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1209210.28   | 0.04%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty, L.P.                                                                 | Ventas Realty, L.P.                                                                  | CUSIP: 92277GBC0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    883000 | PA      | $874851.25    | 0.03%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                           | Florida Power & Light Co.                                                            | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1136057.63   | 0.04%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                           | Florida Power & Light Co.                                                            | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1453000 | PA      | $1428855.48   | 0.05%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank                                                                       | Pinnacle Bank                                                                        | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |   1334000 | PA      | $1344840.99   | 0.04%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                        | Wisconsin Electric Power Co.                                                         | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2358716.07   | 0.07%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                         | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3938000 | PA      | $3917886.07   | 0.12%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5390000 | PA      | $5490383.63   | 0.17%             | N/A             | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Deutsche Bank AG                                                                     | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1601000 | PA      | $1599564.98   | 0.05%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer, LLC                                                 | Metronet Infrastructure Issuer, LLC, Series 2025-4A, Class A2                        | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1960000 | PA      | $1980551.78   | 0.06%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                         | TELUS Corp.                                                                          | CUSIP: 87971MCQ4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   2211000 | PA      | $2234646.65   | 0.07%             | 2056-06-09      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                         | TELUS Corp.                                                                          | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   4812000 | PA      | $4835068.10   | 0.15%             | 2056-06-09      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                    | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2I                          | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2018148.20   | 0.06%             | 2055-12-06      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                    | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2II                         | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1502679.60   | 0.05%             | 2055-12-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  57963544 | PA      | $53620133.93  | 1.70%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 103920270 | PA      | $99261003.66  | 3.15%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 117630205 | PA      | $117625368.05 | 3.73%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12764009 | PA      | $12943557.25  | 0.41%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                                         | Merchants Fleet Funding LLC, Series 2025-1A, Class A                                 | CUSIP: 588926AL9<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2216012.48   | 0.07%             | 2039-01-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  38367535 | PA      | $39293561.55  | 1.25%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H032621<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $274878.36    | 0.01%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.                                         | Deutsche Telekom International Finance B.V.                                          | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $124851.63    | 0.00%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CBL1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  11735000 | PA      | $11790867.52  | 0.37%             | 2028-12-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  28242000 | PA      | $27583431.30  | 0.87%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  94685238 | PA      | $83938423.72  | 2.66%             | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    350000 | PA      | $331027.72    | 0.01%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                           | Willis North America Inc.                                                            | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1653266.38   | 0.05%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                           | Willis North America Inc.                                                            | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1531000 | PA      | $1524864.78   | 0.05%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  42844427 | PA      | $41981156.78  | 1.33%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H020626<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $831935.39    | 0.03%             | 2056-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39029 | PA      | $40092.39     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                               | Amrize Finance US LLC                                                                | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    246000 | PA      | $247813.07    | 0.01%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                               | Amrize Finance US LLC                                                                | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355009.66    | 0.01%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                               | Amrize Finance US LLC                                                                | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    171000 | PA      | $175119.35    | 0.01%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31071600 | PA      | $30799723.50  | 0.98%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88722600 | PA      | $88036385.70  | 2.79%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 201848400 | PA      | $201272817.18 | 6.38%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  94342026 | PA      | $80094986.64  | 2.54%             | 2056-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F020620<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 123805762 | PA      | $100469081.56 | 3.19%             | 2056-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Magnetite XXXI, Ltd.                                                                | Magnetite XXXI, Ltd., Series 2021-31A, Class A1R                                     | CUSIP: 55952FAL2<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |   6935000 | PA      | $6945749.25   | 0.22%             | 2034-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                 | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    590000 | PA      | $576016.55    | 0.02%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                 | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   3986000 | PA      | $3982699.47   | 0.13%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                                      | Wisconsin Public Service Corp.                                                       | CUSIP: 976843BR2<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |   2077000 | PA      | $2075718.30   | 0.07%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4874000 | PA      | $4884966.06   | 0.15%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599CC6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1481452.19   | 0.05%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                                | Israel Government International Bond                                                 | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2426000 | PA      | $2390875.86   | 0.08%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 85325C2M3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  11656000 | PA      | $11680777.39  | 0.37%             | 2030-01-13      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3279000 | PA      | $3287377.75   | 0.10%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Orange                                                                              | Orange                                                                               | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   5478000 | PA      | $5481687.41   | 0.17%             | 2029-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3761000 | PA      | $3761327.85   | 0.12%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    900000 | PA      | $899996.88    | 0.03%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H030625<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    900000 | PA      | $812755.87    | 0.03%             | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22241400 | PA      | $22177977.31  | 0.70%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24905000 | PA      | $25794186.70  | 0.82%             | 2056-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F012429<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $180568.23    | 0.01%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F020422<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $739241.66    | 0.02%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F022428<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $283397.79    | 0.01%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F030421<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $288148.67    | 0.01%             | 2041-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1811000 | PA      | $1809313.78   | 0.06%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1566000 | PA      | $1558310.31   | 0.05%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2336000 | PA      | $2334274.16   | 0.07%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1866695.65   | 0.06%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73026.86     | 0.00%             | 2056-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                           | BPCE S.A.                                                                            | CUSIP: 05571ABG9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2332000 | PA      | $2332605.62   | 0.07%             | 2047-01-13      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F042426<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25485000 | PA      | $25510270.67  | 0.81%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F050429<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25200000 | PA      | $25486832.70  | 0.81%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H022622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  51155000 | PA      | $44317058.97  | 1.41%             | 2056-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                              | Antero Resources Corp.                                                               | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   2273000 | PA      | $2259543.61   | 0.07%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co., L.P.                                                   | Atlas Warehouse Lending Co., L.P.                                                    | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   1921000 | PA      | $1924389.39   | 0.06%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                                          | Jabil Inc.                                                                           | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1493725.00   | 0.05%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                          | Aviation Capital Group LLC                                                           | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    714000 | PA      | $711593.76    | 0.02%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2673000 | PA      | $2666549.44   | 0.08%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3801000 | PA      | $3773551.08   | 0.12%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3667000 | PA      | $3707627.32   | 0.12%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H062628<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150000 | PA      | $155130.41    | 0.00%             | 2056-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6209000 | PA      | $6221604.21   | 0.20%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                                 | RCKT Mortgage Trust, Series 2026-CES1, Class A1A                                     | CUSIP: 74939BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3155000 | PA      | $3158167.62   | 0.10%             | 2056-01-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5055000 | PA      | $4957433.24   | 0.16%             | 2047-01-23      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4889000 | PA      | $4893553.66   | 0.16%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3871000 | PA      | $3815422.62   | 0.12%             | 2047-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $2298994.58   | 0.07%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4931000 | PA      | $4928831.99   | 0.16%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2684000 | PA      | $2652115.45   | 0.08%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4567000 | PA      | $4566284.08   | 0.14%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1359329.50   | 0.04%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3583000 | PA      | $3555122.72   | 0.11%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H060630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $509717.23    | 0.02%             | 2056-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2026-NQM1, Class A1                      | CUSIP: 36276EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1910000 | PA      | $1913721.83   | 0.06%             | 2066-03-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                             | KeyCorp                                                                              | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1367080.96   | 0.04%             | 2037-01-28      | Variable      | 5.30%                 | No            |                  2 | On Loan: —       |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                         | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3428000 | PA      | $3436236.52   | 0.11%             | 2032-01-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2184000 | PA      | $2182804.39   | 0.07%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1951000 | PA      | $1954208.07   | 0.06%             | 2029-01-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475CH6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3221000 | PA      | $3226742.75   | 0.10%             | 2029-01-26      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                      | Citizens Financial Group, Inc.                                                       | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    581000 | PA      | $583889.22    | 0.02%             | 2036-01-29      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                          | Ares Strategic Income Fund                                                           | CUSIP: 04020EAU1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   2187000 | PA      | $2163132.02   | 0.07%             | 2031-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                              | Truist Financial Corp.                                                               | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3072000 | PA      | $3080510.76   | 0.10%             | 2032-01-27      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc.                                                          | Huntington Bancshares Inc.                                                           | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   7169000 | PA      | $7182445.67   | 0.23%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc.                                                          | Huntington Bancshares Inc.                                                           | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3761000 | PA      | $3744230.04   | 0.12%             | 2041-01-28      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                  | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3003000 | PA      | $3000997.21   | 0.10%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                  | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3282000 | PA      | $3260722.60   | 0.10%             | 2037-01-29      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group S.A.                                                         | Tyco Electronics Group S.A.                                                          | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   2810000 | PA      | $2798399.87   | 0.09%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9236000 | PA      | $9153376.87   | 0.29%             | 2041-02-02      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                                 | Macquarie Bank Ltd.                                                                  | CUSIP: 55608PBZ6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   3996000 | PA      | $4004309.92   | 0.13%             | 2028-02-03      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                 | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8894000 | PA      | $8891840.27   | 0.28%             | 2086-05-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                                     | Fedex Freight Holding Co., Inc.                                                      | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   2077000 | PA      | $2079723.80   | 0.07%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                                     | Fedex Freight Holding Co., Inc.                                                      | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   2596000 | PA      | $2573246.76   | 0.08%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                                     | Fedex Freight Holding Co., Inc.                                                      | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1035416.71   | 0.03%             | 2033-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                                 | Macquarie Bank Ltd.                                                                  | CUSIP: 55608PCA0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   3556000 | PA      | $3559073.24   | 0.11%             | 2028-02-03      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 3140Q1MC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7378000 | PA      | $7323724.11   | 0.23%             | 2030-12-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Benchmark 2026-V20 Mortgage Trust                                                   | Benchmark 2026-V20 Mortgage Trust, Series 2026-V20, Class AM                         | CUSIP: 08164KAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2045000 | PA      | $2110424.03   | 0.07%             | 2059-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200LQ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $1932947.22   | 0.06%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                                                   | Morgan Stanley Private Bank, N.A.                                                    | CUSIP: 61776NU35<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   9050000 | PA      | $9054032.86   | 0.29%             | 2030-02-08      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                                                   | Morgan Stanley Private Bank, N.A.                                                    | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   4103000 | PA      | $4105139.06   | 0.13%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp., Series R                                                     | CUSIP: 69371RU38<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   4052000 | PA      | $4056922.49   | 0.13%             | 2029-02-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                          | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3212000 | PA      | $3213665.61   | 0.10%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                          | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4940000 | PA      | $4932866.24   | 0.16%             | 2037-01-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200LR0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   5729000 | PA      | $5725921.87   | 0.18%             | 2031-02-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   9270000 | PA      | $9243329.84   | 0.29%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3456573.36   | 0.11%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8061000 | PA      | $8032868.56   | 0.25%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                     | WFRBS Commercial Mortgage Trust, Series 2013-C14, Class AS                           | CUSIP: 92890PAG9<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |    230559 | PA      | $226655.47    | 0.01%             | 2046-06-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                    | Paramount Global                                                                     | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     73000 | PA      | $58879.51     | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bonds                                                                 | U.S. Treasury Bonds                                                                  | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1049101.56   | 0.03%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                   | Johnson & Johnson                                                                    | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101006.83    | 0.00%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc.                                                                | Rio Tinto Alcan Inc.                                                                 | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $437382.73    | 0.01%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113042.13    | 0.00%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse (USA) LLC                                                             | Credit Suisse (USA) LLC                                                              | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    200000 | PA      | $227989.78    | 0.01%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                         | Continental Resources, Inc.                                                          | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40486.57     | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                         | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127638.39    | 0.00%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United Utilities PLC                                                                | United Utilities PLC                                                                 | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $117216.05    | 0.00%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bonds                                                                 | U.S. Treasury Bonds                                                                  | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7306250.00   | 0.23%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100002.24    | 0.00%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                           | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14468.97     | 0.00%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110796.61    | 0.00%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

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

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer