# EDGAR Filing Document

**Accession Number:** 0001112996
**File Stem:** 0001752724-23-017998
**Filing Date:** 2023-1
**Character Count:** 757679
**Document Hash:** 534d6c81e4b7eb023fb1458b7203b19a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-017998.hdr.sgml**: 20230130

**ACCESSION NUMBER**: 0001752724-23-017998

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230130

**DATE AS OF CHANGE**: 20230130

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM COUNSELOR SERIES TRUST (INVESCO COUNSELOR SERIES TRUST)
- **CENTRAL INDEX KEY:** 0001112996
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09913
- **FILM NUMBER:** 23567183

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 713-626-1919

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM COUNSELOR SERIES TRUST
- **DATE OF NAME CHANGE:** 20040322

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM COUNSELOR SERIES FUNDS
- **DATE OF NAME CHANGE:** 20031126

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM COUNSELOR SERIES FUNDS INC
- **DATE OF NAME CHANGE:** 20031001

## Series and Classes Contracts Data

### INVESCO CORE PLUS BOND FUND (Series ID: S000025657)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000076854 | CLASS A      | ACPSX           |
| C000076856 | CLASS C      | CPCFX           |
| C000076857 | CLASS R      | CPBRX           |
| C000076858 | CLASS Y      | CPBYX           |
| C000076859 | CLASS R5     | CPIIX           |
| C000120777 | Class R6     | CPBFX           |

## Nport-Ex

### Schedule of Investments<sup>(a)</sup>
*November 30, 2022*

(Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **U.S. Dollar Denominated Bonds & Notes–62.03%** | **U.S. Dollar Denominated Bonds & Notes–62.03%** | **U.S. Dollar Denominated Bonds & Notes–62.03%** |
| **Advertising–0.10%** | **Advertising–0.10%** | **Advertising–0.10%** |
| Lamar Media Corp., 3.75%, 02/15/2028<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; $4775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4321184 |
| **Aerospace & Defense–0.57%** | **Aerospace & Defense–0.57%** | **Aerospace & Defense–0.57%** |
| Boeing Co. (The), 2.20%, 02/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2773000 | &nbsp;&nbsp;&nbsp;&nbsp; 2521928 |
| Embraer Netherlands Finance B.V. (Brazil), 6.95%, 01/17/2028<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 220000 | &nbsp;&nbsp;&nbsp;&nbsp; 219012 |
| Lockheed Martin Corp., |  |  |
| &nbsp;&nbsp;&nbsp;5.10%, 11/15/2027<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5832000 | &nbsp;&nbsp;&nbsp;&nbsp; 6001812 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/2033<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6962000 | &nbsp;&nbsp;&nbsp;&nbsp; 7248574 |
| &nbsp;&nbsp;&nbsp;5.70%, 11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 4235000 | &nbsp;&nbsp;&nbsp;&nbsp; 4598873 |
| &nbsp;&nbsp;&nbsp;5.90%, 11/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 4235000 | &nbsp;&nbsp;&nbsp;&nbsp; 4692131 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25282330 |
| **Agricultural & Farm Machinery–0.21%** | **Agricultural & Farm Machinery–0.21%** | **Agricultural & Farm Machinery–0.21%** |
| Cargill, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 04/22/2027<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1398000 | &nbsp;&nbsp;&nbsp;&nbsp; 1349976 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/22/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3916000 | &nbsp;&nbsp;&nbsp;&nbsp; 3647685 |
| &nbsp;&nbsp;&nbsp;5.13%, 10/11/2032<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4008000 | &nbsp;&nbsp;&nbsp;&nbsp; 4062051 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9059712 |
| **Agricultural Products–0.02%** | **Agricultural Products–0.02%** | **Agricultural Products–0.02%** |
| Bunge Ltd. Finance Corp., 2.75%, 05/14/2031<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1250000 | &nbsp;&nbsp;&nbsp;&nbsp; 1038908 |
| **Airlines–0.72%** | **Airlines–0.72%** | **Airlines–0.72%** |
| Allegiant Travel Co., 7.25%, 08/15/2027<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 999000 | &nbsp;&nbsp;&nbsp;&nbsp; 974360 |
| American Airlines Pass-Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-1, Class B, 4.95%, 02/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 360850 | &nbsp;&nbsp;&nbsp;&nbsp; 338319 |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class B, 3.95%, 07/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 6191000 | &nbsp;&nbsp;&nbsp;&nbsp; 5070846 |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class A, 2.88%, 07/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 5177000 | &nbsp;&nbsp;&nbsp;&nbsp; 4179446 |
| British Airways Pass-Through Trust (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1, Class A, 3.35%, 06/15/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1884722 | &nbsp;&nbsp;&nbsp;&nbsp; 1627029 |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class A, 2.90%, 03/15/2035<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2833214 | &nbsp;&nbsp;&nbsp;&nbsp; 2342744 |
| Delta Air Lines, Inc., 7.38%, 01/15/2026<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 629000 | &nbsp;&nbsp;&nbsp;&nbsp; 650653 |
| Delta Air Lines, Inc./SkyMiles IP Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 10/20/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2868179 | &nbsp;&nbsp;&nbsp;&nbsp; 2795435 |
| &nbsp;&nbsp;&nbsp;4.75%, 10/20/2028<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5766339 | &nbsp;&nbsp;&nbsp;&nbsp; 5469878 |
| United Airlines Pass-Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A, 5.88%, 10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3830988 | &nbsp;&nbsp;&nbsp;&nbsp; 3791622 |
| &nbsp;&nbsp;&nbsp;Series 2018-1, Class AA, 3.50%, 03/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1903844 | &nbsp;&nbsp;&nbsp;&nbsp; 1635994 |
| United Airlines, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 04/15/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1250000 | &nbsp;&nbsp;&nbsp;&nbsp; 1165031 |
| &nbsp;&nbsp;&nbsp;4.63%, 04/15/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1959000 | &nbsp;&nbsp;&nbsp;&nbsp; 1745982 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31787339 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Apparel, Accessories & Luxury Goods–0.00%** | **Apparel, Accessories & Luxury Goods–0.00%** | **Apparel, Accessories & Luxury Goods–0.00%** |
| Macy's Retail Holdings LLC, 6.13%, 03/15/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $133355 |
| **Application Software–0.15%** | **Application Software–0.15%** | **Application Software–0.15%** |
| Open Text Corp. (Canada), 6.90%, 12/01/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2573000 | &nbsp;&nbsp;&nbsp;&nbsp; 2579330 |
| Workday, Inc., 3.70%, 04/01/2029<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4474000 | &nbsp;&nbsp;&nbsp;&nbsp; 4123769 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6703099 |
| **Asset Management & Custody Banks–0.80%** | **Asset Management & Custody Banks–0.80%** | **Asset Management & Custody Banks–0.80%** |
| Ameriprise Financial, Inc., 4.50%, 05/13/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2433000 | &nbsp;&nbsp;&nbsp;&nbsp; 2384728 |
| Apollo Management Holdings L.P., 2.65%, 06/05/2030<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 573000 | &nbsp;&nbsp;&nbsp;&nbsp; 470283 |
| Ares Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 06/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 825000 | &nbsp;&nbsp;&nbsp;&nbsp; 678222 |
| &nbsp;&nbsp;&nbsp;3.20%, 11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 900000 | &nbsp;&nbsp;&nbsp;&nbsp; 675031 |
| Bank of New York Mellon Corp. (The), |  |  |
| &nbsp;&nbsp;&nbsp;4.60%, 07/26/2030<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1962000 | &nbsp;&nbsp;&nbsp;&nbsp; 1915359 |
| &nbsp;&nbsp;&nbsp;5.83%, 10/25/2033<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6203000 | &nbsp;&nbsp;&nbsp;&nbsp; 6537304 |
| &nbsp;&nbsp;&nbsp;Series I, 3.75%<sup>(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 925000 | &nbsp;&nbsp;&nbsp;&nbsp; 738270 |
| Blackstone Secured Lending Fund, |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 09/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4418000 | &nbsp;&nbsp;&nbsp;&nbsp; 3920026 |
| &nbsp;&nbsp;&nbsp;2.13%, 02/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4882000 | &nbsp;&nbsp;&nbsp;&nbsp; 4082999 |
| &nbsp;&nbsp;&nbsp;2.85%, 09/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2252000 | &nbsp;&nbsp;&nbsp;&nbsp; 1789632 |
| Northern Trust Corp., 6.13%, 11/02/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7285000 | &nbsp;&nbsp;&nbsp;&nbsp; 7684156 |
| State Street Corp., |  |  |
| &nbsp;&nbsp;&nbsp;5.82%, 11/04/2028<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2535000 | &nbsp;&nbsp;&nbsp;&nbsp; 2623492 |
| &nbsp;&nbsp;&nbsp;4.16%, 08/04/2033<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2135000 | &nbsp;&nbsp;&nbsp;&nbsp; 1989459 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35488961 |
| **Auto Parts & Equipment–0.35%** | **Auto Parts & Equipment–0.35%** | **Auto Parts & Equipment–0.35%** |
| Avis Budget Car Rental LLC/Avis Budget Finance, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 04/01/2028<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 9090000 | &nbsp;&nbsp;&nbsp;&nbsp; 7995200 |
| &nbsp;&nbsp;&nbsp;5.38%, 03/01/2029<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1939332 |
| Metalsa S.A. de C.V. (Mexico), 4.90%, 04/24/2023<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 198000 |
| Nemak S.A.B. de C.V. (Mexico), 3.63%, 06/28/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7165000 | &nbsp;&nbsp;&nbsp;&nbsp; 5453406 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15585938 |
| **Automobile Manufacturers–1.17%** | **Automobile Manufacturers–1.17%** | **Automobile Manufacturers–1.17%** |
| BMW US Capital LLC (Germany), |  |  |
| &nbsp;&nbsp;&nbsp;4.36% (SOFR + 0.84%), 04/01/2025<sup>(c)(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2111000 | &nbsp;&nbsp;&nbsp;&nbsp; 2099379 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2926000 | &nbsp;&nbsp;&nbsp;&nbsp; 2654800 |
| Ford Motor Co., 6.10%, 08/19/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 9578000 | &nbsp;&nbsp;&nbsp;&nbsp; 9202233 |
| Ford Motor Credit Co. LLC, |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 08/10/2026<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4046000 | &nbsp;&nbsp;&nbsp;&nbsp; 3535545 |
| &nbsp;&nbsp;&nbsp;7.35%, 11/04/2027<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7967000 | &nbsp;&nbsp;&nbsp;&nbsp; 8288787 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Automobile Manufacturers–(continued)** | **Automobile Manufacturers–(continued)** | **Automobile Manufacturers–(continued)** |
| General Motors Financial Co., Inc., |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 04/07/2025<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; $4542000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4392234 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/09/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4444000 | &nbsp;&nbsp;&nbsp;&nbsp; 4348604 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/06/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5673000 | &nbsp;&nbsp;&nbsp;&nbsp; 5202675 |
| Hyundai Capital America, 2.00%, 06/15/2028<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3482000 | &nbsp;&nbsp;&nbsp;&nbsp; 2820540 |
| Nissan Motor Acceptance Co. LLC, 1.85%, 09/16/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2999000 | &nbsp;&nbsp;&nbsp;&nbsp; 2503852 |
| Toyota Motor Credit Corp., 4.55%, 09/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6557000 | &nbsp;&nbsp;&nbsp;&nbsp; 6513632 |
| Volkswagen Group of America Finance LLC (Germany), 4.60%, 06/08/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 217000 | &nbsp;&nbsp;&nbsp;&nbsp; 206341 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51768622 |
| **Automotive Retail–0.44%** | **Automotive Retail–0.44%** | **Automotive Retail–0.44%** |
| Asbury Automotive Group, Inc., 5.00%, 02/15/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2811000 | &nbsp;&nbsp;&nbsp;&nbsp; 2378280 |
| AutoZone, Inc., 4.75%, 08/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3731000 | &nbsp;&nbsp;&nbsp;&nbsp; 3663120 |
| Lithia Motors, Inc., 3.88%, 06/01/2029<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7778000 | &nbsp;&nbsp;&nbsp;&nbsp; 6535581 |
| Sonic Automotive, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 11/15/2029<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2767000 | &nbsp;&nbsp;&nbsp;&nbsp; 2286137 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/15/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5949000 | &nbsp;&nbsp;&nbsp;&nbsp; 4764551 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19627669 |
| **Biotechnology–0.04%** | **Biotechnology–0.04%** | **Biotechnology–0.04%** |
| CSL Finance PLC (Australia), 3.85%, 04/27/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1850000 | &nbsp;&nbsp;&nbsp;&nbsp; 1782609 |
| **Brewers–0.00%** | **Brewers–0.00%** | **Brewers–0.00%** |
| Cia Cervecerias Unidas S.A. (Chile), 3.35%, 01/19/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 210334 |
| **Building Products–0.04%** | **Building Products–0.04%** | **Building Products–0.04%** |
| Advanced Drainage Systems, Inc., 6.38%, 06/15/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1516000 | &nbsp;&nbsp;&nbsp;&nbsp; 1460795 |
| North Queensland Export Terminal Pty. Ltd. (Australia), 4.45%, 12/15/2022<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 296271 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757066 |
| **Cable & Satellite–0.76%** | **Cable & Satellite–0.76%** | **Cable & Satellite–0.76%** |
| CCO Holdings LLC/CCO Holdings Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp;6.38%, 09/01/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8833000 | &nbsp;&nbsp;&nbsp;&nbsp; 8425534 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/2033<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3596000 | &nbsp;&nbsp;&nbsp;&nbsp; 2857939 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 372000 | &nbsp;&nbsp;&nbsp;&nbsp; 251912 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 3661000 | &nbsp;&nbsp;&nbsp;&nbsp; 2485358 |
| Comcast Corp., |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 11/15/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 11350000 | &nbsp;&nbsp;&nbsp;&nbsp; 11907349 |
| &nbsp;&nbsp;&nbsp;2.80%, 01/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 71000 | &nbsp;&nbsp;&nbsp;&nbsp; 46493 |
| DISH DBS Corp., 5.88%, 11/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp; 290000 | &nbsp;&nbsp;&nbsp;&nbsp; 275964 |
| Sirius XM Radio, Inc., 3.88%, 09/01/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8701000 | &nbsp;&nbsp;&nbsp;&nbsp; 7122073 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Cable & Satellite–(continued)** | **Cable & Satellite–(continued)** | **Cable & Satellite–(continued)** |
| VTR Comunicaciones S.p.A. (Chile), 4.38%, 04/15/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $105936 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33478558 |
| **Casinos & Gaming–0.11%** | **Casinos & Gaming–0.11%** | **Casinos & Gaming–0.11%** |
| CDI Escrow Issuer, Inc., 5.75%, 04/01/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4990000 | &nbsp;&nbsp;&nbsp;&nbsp; 4635136 |
| Wynn Macau, Ltd. (Macau), 5.13%, 12/15/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 319734 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4954870 |
| **Commodity Chemicals–0.01%** | **Commodity Chemicals–0.01%** | **Commodity Chemicals–0.01%** |
| Alpek S.A.B. de C.V. (Mexico), 3.25%, 02/25/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 164383 |
| Unigel Luxembourg S.A. (Brazil), 8.75%, 10/01/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 395417 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559800 |
| **Computer & Electronics Retail–0.02%** | **Computer & Electronics Retail–0.02%** | **Computer & Electronics Retail–0.02%** |
| Leidos, Inc., 2.30%, 02/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 900000 | &nbsp;&nbsp;&nbsp;&nbsp; 697621 |
| **Construction & Engineering–0.01%** | **Construction & Engineering–0.01%** | **Construction & Engineering–0.01%** |
| Bioceanico Sovereign Certificate Ltd. (Paraguay), 0.00%, 06/05/2034<sup>(c)(g)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 140418 | &nbsp;&nbsp;&nbsp;&nbsp; 92734 |
| Mexico City Airport Trust (Mexico), 3.88%, 04/30/2028<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 178684 |
| Rutas 2 and 7 Finance Ltd. (Paraguay), 0.00%, 09/30/2036<sup>(c)(g)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 224000 | &nbsp;&nbsp;&nbsp;&nbsp; 139244 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410662 |
| **Construction Machinery & Heavy Trucks–0.06%** | **Construction Machinery & Heavy Trucks–0.06%** | **Construction Machinery & Heavy Trucks–0.06%** |
| Daimler Trucks Finance North America LLC (Germany), 3.65%, 04/07/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2621000 | &nbsp;&nbsp;&nbsp;&nbsp; 2438625 |
| **Consumer Finance–0.49%** | **Consumer Finance–0.49%** | **Consumer Finance–0.49%** |
| Ally Financial, Inc., 2.20%, 11/02/2028<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 542000 | &nbsp;&nbsp;&nbsp;&nbsp; 433195 |
| American Express Co., |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 03/04/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3604000 | &nbsp;&nbsp;&nbsp;&nbsp; 3276523 |
| &nbsp;&nbsp;&nbsp;4.99%, 05/26/2033<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4022000 | &nbsp;&nbsp;&nbsp;&nbsp; 3882666 |
| &nbsp;&nbsp;&nbsp;4.42%, 08/03/2033<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8544000 | &nbsp;&nbsp;&nbsp;&nbsp; 8109234 |
| Capital One Financial Corp., 5.27%, 05/10/2033<sup>(b)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1100000 | &nbsp;&nbsp;&nbsp;&nbsp; 1037625 |
| OneMain Finance Corp., 3.88%, 09/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5594000 | &nbsp;&nbsp;&nbsp;&nbsp; 4447230 |
| Synchrony Financial, 4.50%, 07/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 670000 | &nbsp;&nbsp;&nbsp;&nbsp; 641954 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21828427 |
| **Copper–0.28%** | **Copper–0.28%** | **Copper–0.28%** |
| Freeport-McMoRan, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2565000 | &nbsp;&nbsp;&nbsp;&nbsp; 2487639 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/14/2034<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 385000 | &nbsp;&nbsp;&nbsp;&nbsp; 359885 |
| PT Freeport Indonesia (Indonesia), |  |  |
| &nbsp;&nbsp;&nbsp;4.76%, 04/14/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2850000 | &nbsp;&nbsp;&nbsp;&nbsp; 2753100 |
| &nbsp;&nbsp;&nbsp;5.32%, 04/14/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3845000 | &nbsp;&nbsp;&nbsp;&nbsp; 3575850 |
| &nbsp;&nbsp;&nbsp;6.20%, 04/14/2052<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3649000 | &nbsp;&nbsp;&nbsp;&nbsp; 3183752 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12360226 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Data Processing & Outsourced Services–0.31%** | **Data Processing & Outsourced Services–0.31%** | **Data Processing & Outsourced Services–0.31%** |
| Block, Inc., 3.50%, 06/01/2031<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; $5665000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4604002 |
| Clarivate Science Holdings Corp., 3.88%, 07/01/2028<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5787000 | &nbsp;&nbsp;&nbsp;&nbsp; 5207808 |
| PayPal Holdings, Inc., 5.05%, 06/01/2052<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3980000 | &nbsp;&nbsp;&nbsp;&nbsp; 3696825 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13508635 |
| **Department Stores–0.00%** | **Department Stores–0.00%** | **Department Stores–0.00%** |
| Falabella S.A. (Chile), 3.75%, 10/30/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 180965 |
| **Distributors–0.06%** | **Distributors–0.06%** | **Distributors–0.06%** |
| Genuine Parts Co., 2.75%, 02/01/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3247000 | &nbsp;&nbsp;&nbsp;&nbsp; 2627441 |
| **Diversified Banks–10.42%** | **Diversified Banks–10.42%** | **Diversified Banks–10.42%** |
| Africa Finance Corp. (Supranational), 4.38%, 04/17/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 20285000 | &nbsp;&nbsp;&nbsp;&nbsp; 18592623 |
| African Export-Import Bank (The) (Supranational), |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 05/17/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3237000 | &nbsp;&nbsp;&nbsp;&nbsp; 2825364 |
| &nbsp;&nbsp;&nbsp;3.80%, 05/17/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4227000 | &nbsp;&nbsp;&nbsp;&nbsp; 3380488 |
| Australia and New Zealand Banking Group Ltd. (Australia), |  |  |
| &nbsp;&nbsp;&nbsp;6.74%, 12/08/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 13843000 | &nbsp;&nbsp;&nbsp;&nbsp; 14022830 |
| &nbsp;&nbsp;&nbsp;6.75%<sup>(c)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7274000 | &nbsp;&nbsp;&nbsp;&nbsp; 7209982 |
| Banco de Bogota S.A. (Colombia), 4.38%, 08/03/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 357850 |
| Banco de Credito e Inversiones S.A. (Chile), 2.88%, 10/14/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 220000 | &nbsp;&nbsp;&nbsp;&nbsp; 178618 |
| Banco do Brasil S.A. (Brazil), 3.25%, 09/30/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6671000 | &nbsp;&nbsp;&nbsp;&nbsp; 6047736 |
| Banco GNB Sudameris S.A. (Colombia), 7.50%, 04/16/2031<sup>(c)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 142500 |
| Banco Nacional de Panama (Panama), 2.50%, 08/11/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 215000 | &nbsp;&nbsp;&nbsp;&nbsp; 166518 |
| Bank of America Corp., |  |  |
| &nbsp;&nbsp;&nbsp;4.87% (SOFR + 1.05%), 02/04/2028<sup>(b)(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6276000 | &nbsp;&nbsp;&nbsp;&nbsp; 6038844 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/27/2028<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7268000 | &nbsp;&nbsp;&nbsp;&nbsp; 6983091 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/22/2028<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5711000 | &nbsp;&nbsp;&nbsp;&nbsp; 5602072 |
| &nbsp;&nbsp;&nbsp;2.69%, 04/22/2032<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3419000 | &nbsp;&nbsp;&nbsp;&nbsp; 2773585 |
| &nbsp;&nbsp;&nbsp;2.57%, 10/20/2032<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2504000 | &nbsp;&nbsp;&nbsp;&nbsp; 1995783 |
| &nbsp;&nbsp;&nbsp;2.97%, 02/04/2033<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3184000 | &nbsp;&nbsp;&nbsp;&nbsp; 2605281 |
| &nbsp;&nbsp;&nbsp;4.57%, 04/27/2033<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6051000 | &nbsp;&nbsp;&nbsp;&nbsp; 5644126 |
| &nbsp;&nbsp;&nbsp;5.02%, 07/22/2033<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8299000 | &nbsp;&nbsp;&nbsp;&nbsp; 8017943 |
| &nbsp;&nbsp;&nbsp;2.48%, 09/21/2036<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3594000 | &nbsp;&nbsp;&nbsp;&nbsp; 2724059 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/08/2037<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2056000 | &nbsp;&nbsp;&nbsp;&nbsp; 1743065 |
| &nbsp;&nbsp;&nbsp;Series RR, 4.38%<sup>(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8200000 | &nbsp;&nbsp;&nbsp;&nbsp; 7031500 |
| &nbsp;&nbsp;&nbsp;Series TT, 6.13%<sup>(b)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 12082000 | &nbsp;&nbsp;&nbsp;&nbsp; 11719540 |
| Bank of Nova Scotia (The) (Canada), |  |  |
| &nbsp;&nbsp;&nbsp;4.59%, 05/04/2037<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8818000 | &nbsp;&nbsp;&nbsp;&nbsp; 7616296 |
| &nbsp;&nbsp;&nbsp;8.63%, 10/27/2082<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 11064000 | &nbsp;&nbsp;&nbsp;&nbsp; 11386840 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | **Value** |
| **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** |
| Barclays PLC (United Kingdom), | Barclays PLC (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp;4.84%, 05/09/2028 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $550527 |
| &nbsp;&nbsp;&nbsp;7.44%, 11/02/2033<sup>(d)</sup> |  | &nbsp;&nbsp; 12030000 | &nbsp;&nbsp;&nbsp;&nbsp; 12757252 |
| &nbsp;&nbsp;&nbsp;8.00%<sup>(d)(e)</sup> |  | &nbsp;&nbsp; 8981000 | &nbsp;&nbsp;&nbsp;&nbsp; 8487045 |
| BNP Paribas S.A. (France), 4.38%, 03/01/2033<sup>(c)(d)</sup> |  | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 527708 |
| BPCE S.A. (France), 2.28%, 01/20/2032<sup>(c)(d)</sup> |  | &nbsp;&nbsp; 447000 | &nbsp;&nbsp;&nbsp;&nbsp; 333880 |
| Citigroup, Inc., | Citigroup, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;4.41% (SOFR + 0.69%), 01/25/2026<sup>(b)(f)</sup> |  | &nbsp;&nbsp; 2674000 | &nbsp;&nbsp;&nbsp;&nbsp; 2604317 |
| &nbsp;&nbsp;&nbsp;4.66%, 05/24/2028<sup>(b)(d)</sup> |  | &nbsp;&nbsp; 3650000 | &nbsp;&nbsp;&nbsp;&nbsp; 3555495 |
| &nbsp;&nbsp;&nbsp;2.57%, 06/03/2031<sup>(d)</sup> |  | &nbsp;&nbsp; 651000 | &nbsp;&nbsp;&nbsp;&nbsp; 534257 |
| &nbsp;&nbsp;&nbsp;3.79%, 03/17/2033<sup>(d)</sup> |  | &nbsp;&nbsp; 6576000 | &nbsp;&nbsp;&nbsp;&nbsp; 5746773 |
| &nbsp;&nbsp;&nbsp;4.91%, 05/24/2033<sup>(b)(d)</sup> |  | &nbsp;&nbsp; 4151000 | &nbsp;&nbsp;&nbsp;&nbsp; 3955457 |
| &nbsp;&nbsp;&nbsp;3.88%<sup>(d)(e)</sup> |  | &nbsp;&nbsp; 12654000 | &nbsp;&nbsp;&nbsp;&nbsp; 10589816 |
| &nbsp;&nbsp;&nbsp;Series A, 5.95%<sup>(d)(e)</sup> |  | &nbsp;&nbsp; 2199000 | &nbsp;&nbsp;&nbsp;&nbsp; 2182508 |
| Commonwealth Bank of Australia (Australia), 2.69%, 03/11/2031<sup>(c)</sup> |  | &nbsp;&nbsp; 525000 | &nbsp;&nbsp;&nbsp;&nbsp; 400772 |
| Cooperatieve Rabobank U.A. (Netherlands), | Cooperatieve Rabobank U.A. (Netherlands), |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 04/06/2028<sup>(b)(c)(d)</sup> |  | &nbsp;&nbsp; 4505000 | &nbsp;&nbsp;&nbsp;&nbsp; 4156689 |
| &nbsp;&nbsp;&nbsp;4.66%, 08/22/2028<sup>(b)(c)(d)</sup> |  | &nbsp;&nbsp; 6780000 | &nbsp;&nbsp;&nbsp;&nbsp; 6548384 |
| &nbsp;&nbsp;&nbsp;3.76%, 04/06/2033<sup>(c)(d)</sup> |  | &nbsp;&nbsp; 4167000 | &nbsp;&nbsp;&nbsp;&nbsp; 3575211 |
| Development Bank of Kazakhstan JSC (Kazakhstan), 5.75%, 05/12/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 9538000 | &nbsp;&nbsp;&nbsp;&nbsp; 9566614 |
| Export-Import Bank of India (India), 3.38%, 08/05/2026<sup>(c)</sup> |  | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 186456 |
| Federation des caisses Desjardins du Quebec (Canada), 4.55%, 08/23/2027<sup>(c)</sup> |  | &nbsp;&nbsp; 11350000 | &nbsp;&nbsp;&nbsp;&nbsp; 10881098 |
| HSBC Holdings PLC (United Kingdom), | HSBC Holdings PLC (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp;4.57% (SOFR + 1.43%), 03/10/2026<sup>(f)</sup> |  | &nbsp;&nbsp; 8399000 | &nbsp;&nbsp;&nbsp;&nbsp; 8246230 |
| &nbsp;&nbsp;&nbsp;5.21%, 08/11/2028<sup>(d)</sup> |  | &nbsp;&nbsp; 6316000 | &nbsp;&nbsp;&nbsp;&nbsp; 6099470 |
| &nbsp;&nbsp;&nbsp;2.36%, 08/18/2031<sup>(d)</sup> |  | &nbsp;&nbsp; 288000 | &nbsp;&nbsp;&nbsp;&nbsp; 220127 |
| &nbsp;&nbsp;&nbsp;2.87%, 11/22/2032<sup>(d)</sup> |  | &nbsp;&nbsp; 790000 | &nbsp;&nbsp;&nbsp;&nbsp; 602832 |
| &nbsp;&nbsp;&nbsp;5.40%, 08/11/2033<sup>(d)</sup> |  | &nbsp;&nbsp; 9750000 | &nbsp;&nbsp;&nbsp;&nbsp; 9141042 |
| &nbsp;&nbsp;&nbsp;8.11%, 11/03/2033<sup>(d)</sup> |  | &nbsp;&nbsp; 12180000 | &nbsp;&nbsp;&nbsp;&nbsp; 12872528 |
| ING Groep N.V. (Netherlands), 3.88%<sup>(d)(e)</sup> |  | &nbsp;&nbsp; 508000 | &nbsp;&nbsp;&nbsp;&nbsp; 363055 |
| Intesa Sanpaolo S.p.A. (Italy), | Intesa Sanpaolo S.p.A. (Italy), |  |  |
| &nbsp;&nbsp;&nbsp;7.00%, 11/21/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 1596000 | &nbsp;&nbsp;&nbsp;&nbsp; 1623960 |
| &nbsp;&nbsp;&nbsp;8.25%, 11/21/2033<sup>(c)(d)</sup> |  | &nbsp;&nbsp; 3733000 | &nbsp;&nbsp;&nbsp;&nbsp; 3832770 |
| JPMorgan Chase & Co., | JPMorgan Chase & Co., |  |  |
| &nbsp;&nbsp;&nbsp;5.21% (3 mo. USD LIBOR + 0.89%), 07/23/2024<sup>(b)(f)</sup> |  | &nbsp;&nbsp; 5327000 | &nbsp;&nbsp;&nbsp;&nbsp; 5319915 |
| &nbsp;&nbsp;&nbsp;4.32%, 04/26/2028<sup>(d)</sup> |  | &nbsp;&nbsp; 7152000 | &nbsp;&nbsp;&nbsp;&nbsp; 6859727 |
| &nbsp;&nbsp;&nbsp;4.85%, 07/25/2028<sup>(b)(d)</sup> |  | &nbsp;&nbsp; 6069000 | &nbsp;&nbsp;&nbsp;&nbsp; 5946367 |
| &nbsp;&nbsp;&nbsp;2.96%, 05/13/2031<sup>(d)</sup> |  | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 250511 |
| &nbsp;&nbsp;&nbsp;4.59%, 04/26/2033<sup>(d)</sup> |  | &nbsp;&nbsp; 4322000 | &nbsp;&nbsp;&nbsp;&nbsp; 4063244 |
| &nbsp;&nbsp;&nbsp;4.91%, 07/25/2033<sup>(d)</sup> |  | &nbsp;&nbsp; 9312000 | &nbsp;&nbsp;&nbsp;&nbsp; 8986248 |
| &nbsp;&nbsp;&nbsp;5.72%, 09/14/2033<sup>(b)(d)</sup> |  | &nbsp;&nbsp; 14247000 | &nbsp;&nbsp;&nbsp;&nbsp; 14105635 |
| &nbsp;&nbsp;&nbsp;Series W, 5.61% (3 mo. USD LIBOR + 1.00%), 05/15/2047<sup>(f)</sup> |  | &nbsp;&nbsp; 3040000 | &nbsp;&nbsp;&nbsp;&nbsp; 2326149 |
| KeyBank N.A., 4.90%, 08/08/2032 |  | &nbsp;&nbsp; 8623000 | &nbsp;&nbsp;&nbsp;&nbsp; 8030136 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** |
| Lloyds Banking Group PLC (United Kingdom), 4.98%, 08/11/2033<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $357000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $329015 |
| Mitsubishi UFJ Financial Group, Inc. (Japan), |  |  |
| &nbsp;&nbsp;&nbsp;5.02%, 07/20/2028<sup>(b)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5053000 | &nbsp;&nbsp;&nbsp;&nbsp; 4958246 |
| &nbsp;&nbsp;&nbsp;1.80%, 07/20/2033<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6914000 | &nbsp;&nbsp;&nbsp;&nbsp; 6733703 |
| Mizuho Financial Group, Inc. (Japan), 5.67%, 09/13/2033<sup>(b)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 9980000 | &nbsp;&nbsp;&nbsp;&nbsp; 10023276 |
| National Australia Bank Ltd. (Australia), 2.33%, 08/21/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 632000 | &nbsp;&nbsp;&nbsp;&nbsp; 480967 |
| National Bank of Oman SAOG (Oman), 5.63%, 09/25/2023<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 397834 |
| Nordea Bank Abp (Finland), |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 09/22/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8377000 | &nbsp;&nbsp;&nbsp;&nbsp; 8344563 |
| &nbsp;&nbsp;&nbsp;5.38%, 09/22/2027<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4596000 | &nbsp;&nbsp;&nbsp;&nbsp; 4615989 |
| &nbsp;&nbsp;&nbsp;6.63%<sup>(c)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2961000 | &nbsp;&nbsp;&nbsp;&nbsp; 2925366 |
| Royal Bank of Canada (Canada), 4.41% (SOFR + 0.71%), 01/21/2027<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8628000 | &nbsp;&nbsp;&nbsp;&nbsp; 8294206 |
| Shinhan Financial Group Co. Ltd. (South Korea), 3.34%, 02/05/2030<sup>(c)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 183096 |
| Societe Generale S.A. (France), 9.38%<sup>(c)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5104000 | &nbsp;&nbsp;&nbsp;&nbsp; 5250740 |
| Standard Chartered PLC (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp;2.68%, 06/29/2032<sup>(c)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3192000 | &nbsp;&nbsp;&nbsp;&nbsp; 2361189 |
| &nbsp;&nbsp;&nbsp;4.30%<sup>(c)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 9045000 | &nbsp;&nbsp;&nbsp;&nbsp; 6456848 |
| &nbsp;&nbsp;&nbsp;7.75%<sup>(c)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8153000 | &nbsp;&nbsp;&nbsp;&nbsp; 8097518 |
| &nbsp;&nbsp;&nbsp;7.75%<sup>(c)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 11053000 | &nbsp;&nbsp;&nbsp;&nbsp; 10546655 |
| Sumitomo Mitsui Financial Group, Inc. (Japan), 2.14%, 09/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3091000 | &nbsp;&nbsp;&nbsp;&nbsp; 2388951 |
| Swedbank AB (Sweden), 5.34%, 09/20/2027<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5402000 | &nbsp;&nbsp;&nbsp;&nbsp; 5356945 |
| Toronto-Dominion Bank (The) (Canada), 8.13%, 10/31/2082<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 9105000 | &nbsp;&nbsp;&nbsp;&nbsp; 9355388 |
| U.S. Bancorp, |  |  |
| &nbsp;&nbsp;&nbsp;4.55%, 07/22/2028<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6057000 | &nbsp;&nbsp;&nbsp;&nbsp; 5924561 |
| &nbsp;&nbsp;&nbsp;4.97%, 07/22/2033<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4627000 | &nbsp;&nbsp;&nbsp;&nbsp; 4434409 |
| &nbsp;&nbsp;&nbsp;5.85%, 10/21/2033<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 9857000 | &nbsp;&nbsp;&nbsp;&nbsp; 10284295 |
| &nbsp;&nbsp;&nbsp;2.49%, 11/03/2036<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 9016000 | &nbsp;&nbsp;&nbsp;&nbsp; 6989745 |
| Wells Fargo & Co., |  |  |
| &nbsp;&nbsp;&nbsp;3.53%, 03/24/2028<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3377000 | &nbsp;&nbsp;&nbsp;&nbsp; 3139524 |
| &nbsp;&nbsp;&nbsp;4.81%, 07/25/2028<sup>(b)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3501000 | &nbsp;&nbsp;&nbsp;&nbsp; 3421863 |
| &nbsp;&nbsp;&nbsp;4.90%, 07/25/2033<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3436000 | &nbsp;&nbsp;&nbsp;&nbsp; 3313534 |
| &nbsp;&nbsp;&nbsp;4.61%, 04/25/2053<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5339000 | &nbsp;&nbsp;&nbsp;&nbsp; 4751998 |
| Westpac Banking Corp. (Australia), |  |  |
| &nbsp;&nbsp;&nbsp;5.41%, 08/10/2033<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 481000 | &nbsp;&nbsp;&nbsp;&nbsp; 444974 |
| &nbsp;&nbsp;&nbsp;2.67%, 11/15/2035<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 225000 | &nbsp;&nbsp;&nbsp;&nbsp; 165902 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460808039 |
| **Diversified Capital Markets–1.60%** | **Diversified Capital Markets–1.60%** | **Diversified Capital Markets–1.60%** |
| Credit Suisse AG (Switzerland), 5.00%, 07/09/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10260000 | &nbsp;&nbsp;&nbsp;&nbsp; 9141489 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Diversified Capital Markets–(continued)** | **Diversified Capital Markets–(continued)** | **Diversified Capital Markets–(continued)** |
| Credit Suisse Group AG (Switzerland), |  |  |
| &nbsp;&nbsp;&nbsp;6.44%, 08/11/2028<sup>(c)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; $9508000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $8633824 |
| &nbsp;&nbsp;&nbsp;6.54%, 08/12/2033<sup>(c)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 13727000 | &nbsp;&nbsp;&nbsp;&nbsp; 12041619 |
| &nbsp;&nbsp;&nbsp;9.02%, 11/15/2033<sup>(c)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8741000 | &nbsp;&nbsp;&nbsp;&nbsp; 8882465 |
| &nbsp;&nbsp;&nbsp;4.50%<sup>(b)(c)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8865000 | &nbsp;&nbsp;&nbsp;&nbsp; 4331882 |
| &nbsp;&nbsp;&nbsp;5.10%<sup>(c)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3926000 | &nbsp;&nbsp;&nbsp;&nbsp; 1953185 |
| &nbsp;&nbsp;&nbsp;5.25%<sup>(c)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7968000 | &nbsp;&nbsp;&nbsp;&nbsp; 4682794 |
| &nbsp;&nbsp;&nbsp;7.50%<sup>(c)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6182000 | &nbsp;&nbsp;&nbsp;&nbsp; 4805269 |
| &nbsp;&nbsp;&nbsp;7.50%<sup>(c)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 305000 | &nbsp;&nbsp;&nbsp;&nbsp; 253607 |
| &nbsp;&nbsp;&nbsp;9.75%<sup>(b)(c)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 9145000 | &nbsp;&nbsp;&nbsp;&nbsp; 7819889 |
| OWL Rock Core Income Corp., 4.70%, 02/08/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2682000 | &nbsp;&nbsp;&nbsp;&nbsp; 2428290 |
| UBS Group AG (Switzerland), 4.75%, 05/12/2028<sup>(c)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5867000 | &nbsp;&nbsp;&nbsp;&nbsp; 5640155 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70614468 |
| **Diversified Chemicals–0.80%** | **Diversified Chemicals–0.80%** | **Diversified Chemicals–0.80%** |
| Braskem Netherlands Finance B.V. (Brazil), |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 01/31/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 170792 |
| &nbsp;&nbsp;&nbsp;5.88%, 01/31/2050<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 156791 |
| Celanese US Holdings LLC, |  |  |
| &nbsp;&nbsp;&nbsp;5.90%, 07/05/2024 | &nbsp;&nbsp;&nbsp;&nbsp; 7981000 | &nbsp;&nbsp;&nbsp;&nbsp; 7934998 |
| &nbsp;&nbsp;&nbsp;6.05%, 03/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 8537000 | &nbsp;&nbsp;&nbsp;&nbsp; 8498764 |
| &nbsp;&nbsp;&nbsp;6.17%, 07/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8936000 | &nbsp;&nbsp;&nbsp;&nbsp; 8752534 |
| &nbsp;&nbsp;&nbsp;6.38%, 07/15/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6404000 | &nbsp;&nbsp;&nbsp;&nbsp; 6107965 |
| Equate Petrochemical B.V. (Kuwait), 2.63%, 04/28/2028<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 171775 |
| OCP S.A. (Morocco), |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 06/23/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 164445 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/23/2051<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3990000 | &nbsp;&nbsp;&nbsp;&nbsp; 2898707 |
| SABIC Capital II B.V. (Saudi Arabia), |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 10/10/2023<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 198196 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/10/2028<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 195696 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35250663 |
| **Diversified Metals & Mining–0.19%** | **Diversified Metals & Mining–0.19%** | **Diversified Metals & Mining–0.19%** |
| FMG Resources August 2006 Pty. Ltd. (Australia), 4.38%, 04/01/2031<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5505000 | &nbsp;&nbsp;&nbsp;&nbsp; 4644293 |
| Minera Mexico S.A. de C.V. (Mexico), 4.50%, 01/26/2050<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 155233 |
| South32 Treasury Ltd. (Australia), 4.35%, 04/14/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3991000 | &nbsp;&nbsp;&nbsp;&nbsp; 3467764 |
| Volcan Cia Minera S.A.A. (Peru), 4.38%, 02/11/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 53000 | &nbsp;&nbsp;&nbsp;&nbsp; 45494 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8312784 |
| **Diversified REITs–0.67%** | **Diversified REITs–0.67%** | **Diversified REITs–0.67%** |
| CubeSmart L.P., 2.50%, 02/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 476000 | &nbsp;&nbsp;&nbsp;&nbsp; 366614 |
| Trust Fibra Uno (Mexico), |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 12/15/2024<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 325000 | &nbsp;&nbsp;&nbsp;&nbsp; 318985 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/30/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8353000 | &nbsp;&nbsp;&nbsp;&nbsp; 7784286 |
| &nbsp;&nbsp;&nbsp;4.87%, 01/15/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8347000 | &nbsp;&nbsp;&nbsp;&nbsp; 6941668 |
| &nbsp;&nbsp;&nbsp;6.39%, 01/15/2050<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5965000 | &nbsp;&nbsp;&nbsp;&nbsp; 4511558 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Diversified REITs–(continued)** | **Diversified REITs–(continued)** | **Diversified REITs–(continued)** |
| VICI Properties L.P., |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 02/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; $4862000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4588634 |
| &nbsp;&nbsp;&nbsp;4.95%, 02/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4862000 | &nbsp;&nbsp;&nbsp;&nbsp; 4602651 |
| &nbsp;&nbsp;&nbsp;5.13%, 05/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 469633 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29584029 |
| **Education Services–0.27%** | **Education Services–0.27%** | **Education Services–0.27%** |
| Grand Canyon University, 3.25%, 10/01/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 7113500 | &nbsp;&nbsp;&nbsp;&nbsp; 7024581 |
| Johns Hopkins University (The), Series A, 4.71%, 07/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4927000 | &nbsp;&nbsp;&nbsp;&nbsp; 4968922 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11993503 |
| **Electric Utilities–2.62%** | **Electric Utilities–2.62%** | **Electric Utilities–2.62%** |
| AEP Texas, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;4.70%, 05/15/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1996000 | &nbsp;&nbsp;&nbsp;&nbsp; 1912166 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2908000 | &nbsp;&nbsp;&nbsp;&nbsp; 2791213 |
| Alfa Desarrollo S.p.A. (Chile), 4.55%, 09/27/2051<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6887800 | &nbsp;&nbsp;&nbsp;&nbsp; 5062602 |
| American Electric Power Co., Inc., |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 11/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5802000 | &nbsp;&nbsp;&nbsp;&nbsp; 5960335 |
| &nbsp;&nbsp;&nbsp;5.95%, 11/01/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4211000 | &nbsp;&nbsp;&nbsp;&nbsp; 4456517 |
| &nbsp;&nbsp;&nbsp;3.88%, 02/15/2062<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 10704000 | &nbsp;&nbsp;&nbsp;&nbsp; 8292561 |
| Centrais Eletricas Brasileiras S.A. (Brazil), 3.63%, 02/04/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 189460 |
| CLP Power Hong Kong Financing Ltd. (Hong Kong), 3.13%, 05/06/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 191070 |
| Consolidated Edison Co. of New York, Inc., 6.15%, 11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2633000 | &nbsp;&nbsp;&nbsp;&nbsp; 2901073 |
| Drax Finco PLC (United Kingdom), 6.63%, 11/01/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6116000 | &nbsp;&nbsp;&nbsp;&nbsp; 5808182 |
| Duke Energy Corp., |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4490000 | &nbsp;&nbsp;&nbsp;&nbsp; 4330134 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/2052<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7074000 | &nbsp;&nbsp;&nbsp;&nbsp; 6443180 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/2082<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2113000 | &nbsp;&nbsp;&nbsp;&nbsp; 1498530 |
| EDP Finance B.V. (Portugal), 6.30%, 10/11/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2639000 | &nbsp;&nbsp;&nbsp;&nbsp; 2689885 |
| Electricite de France S.A. (France), 4.88%, 09/21/2038<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp;&nbsp; 461806 |
| Empresa de Transmision Electrica S.A. (Panama), 5.13%, 05/02/2049<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 155065 |
| Enel Finance America LLC, 7.10%, 10/14/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2892000 | &nbsp;&nbsp;&nbsp;&nbsp; 3007869 |
| Enel Finance International N.V. (Italy), 6.80%, 10/14/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5683000 | &nbsp;&nbsp;&nbsp;&nbsp; 5889161 |
| Eskom Holdings SOC Ltd. (South Africa), 6.35%, 08/10/2028<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 222000 | &nbsp;&nbsp;&nbsp;&nbsp; 208957 |
| Eversource Energy, Series R, 1.65%, 08/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 213000 | &nbsp;&nbsp;&nbsp;&nbsp; 167088 |
| Greenko Power II Ltd. (India), 4.30%, 12/13/2028<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 195500 | &nbsp;&nbsp;&nbsp;&nbsp; 169049 |
| Interconexion Electrica S.A. ESP (Colombia), 3.83%, 11/26/2033<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2534000 | &nbsp;&nbsp;&nbsp;&nbsp; 2006586 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** |
| Israel Electric Corp. Ltd. (The) (Israel), 4.25%, 08/14/2028<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $188323 |
| Kallpa Generacion S.A. (Peru), 4.13%, 08/16/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 183335 |
| Mercury Chile Holdco LLC (Chile), 6.50%, 01/24/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8936000 | &nbsp;&nbsp;&nbsp;&nbsp; 7919530 |
| NextEra Energy Capital Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 07/15/2027<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7384000 | &nbsp;&nbsp;&nbsp;&nbsp; 7330212 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2478000 | &nbsp;&nbsp;&nbsp;&nbsp; 2478814 |
| PacifiCorp, 5.35%, 12/01/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 18409000 | &nbsp;&nbsp;&nbsp;&nbsp; 18560055 |
| PT Perusahaan Perseroan (Persero) Perusahaan Listrik Negara (Indonesia), |  |  |
| &nbsp;&nbsp;&nbsp;5.45%, 05/21/2028<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 197521 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/05/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 169707 |
| Southern Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp;5.70%, 10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4231000 | &nbsp;&nbsp;&nbsp;&nbsp; 4356209 |
| &nbsp;&nbsp;&nbsp;Series B, 6.92% (3 mo. USD LIBOR + 3.63%), 03/15/2057<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 335000 | &nbsp;&nbsp;&nbsp;&nbsp; 333325 |
| State Grid Overseas Investment BVI Ltd. (China), 3.50%, 05/04/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 192466 |
| Tampa Electric Co., 5.00%, 07/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2487000 | &nbsp;&nbsp;&nbsp;&nbsp; 2341001 |
| Trinidad Generation Unlimited (Trinidad and Tobago), 5.25%, 11/04/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 382646 |
| Virginia Electric & Power Co., |  |  |
| &nbsp;&nbsp;&nbsp;Series B, 3.75%, 05/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3140000 | &nbsp;&nbsp;&nbsp;&nbsp; 3010851 |
| &nbsp;&nbsp;&nbsp;Series C, 4.63%, 05/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 3644000 | &nbsp;&nbsp;&nbsp;&nbsp; 3252074 |
| Vistra Operations Co. LLC, 4.38%, 05/01/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 172000 | &nbsp;&nbsp;&nbsp;&nbsp; 154077 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115642635 |
| **Electrical Components & Equipment–0.50%** | **Electrical Components & Equipment–0.50%** | **Electrical Components & Equipment–0.50%** |
| CenterPoint Energy Houston Electric LLC, |  |  |
| &nbsp;&nbsp;&nbsp;Series AI, 4.45%, 10/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 10455000 | &nbsp;&nbsp;&nbsp;&nbsp; 10228658 |
| &nbsp;&nbsp;&nbsp;Series AJ, 4.85%, 10/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 10559000 | &nbsp;&nbsp;&nbsp;&nbsp; 10077575 |
| Sensata Technologies B.V., 5.88%, 09/01/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2099000 | &nbsp;&nbsp;&nbsp;&nbsp; 1995781 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22302014 |
| **Electronic Components–0.07%** | **Electronic Components–0.07%** | **Electronic Components–0.07%** |
| Corning, Inc., 5.45%, 11/15/2079 | &nbsp;&nbsp;&nbsp;&nbsp; 3686000 | &nbsp;&nbsp;&nbsp;&nbsp; 3288665 |
| **Electronic Equipment & Instruments–0.09%** | **Electronic Equipment & Instruments–0.09%** | **Electronic Equipment & Instruments–0.09%** |
| Vontier Corp., |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 04/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2725000 | &nbsp;&nbsp;&nbsp;&nbsp; 2139356 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2538000 | &nbsp;&nbsp;&nbsp;&nbsp; 1835228 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3974584 |
| **Environmental & Facilities Services–0.22%** | **Environmental & Facilities Services–0.22%** | **Environmental & Facilities Services–0.22%** |
| Covanta Holding Corp., 4.88%, 12/01/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6570000 | &nbsp;&nbsp;&nbsp;&nbsp; 5560290 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Environmental & Facilities Services–(continued)** | **Environmental & Facilities Services–(continued)** | **Environmental & Facilities Services–(continued)** |
| GFL Environmental, Inc. (Canada), 3.50%, 09/01/2028<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; $4531000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4035195 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9595485 |
| **Fertilizers & Agricultural Chemicals–0.01%** | **Fertilizers & Agricultural Chemicals–0.01%** | **Fertilizers & Agricultural Chemicals–0.01%** |
| Nutrien Ltd. (Canada), 2.95%, 05/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 292000 | &nbsp;&nbsp;&nbsp;&nbsp; 251133 |
| **Financial Exchanges & Data–0.98%** | **Financial Exchanges & Data–0.98%** | **Financial Exchanges & Data–0.98%** |
| B3 S.A. - Brasil, Bolsa, Balcao (Brazil), 4.13%, 09/20/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 12555000 | &nbsp;&nbsp;&nbsp;&nbsp; 10310794 |
| Cboe Global Markets, Inc., 3.00%, 03/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 8089000 | &nbsp;&nbsp;&nbsp;&nbsp; 6803662 |
| Coinbase Global, Inc., 3.38%, 10/01/2028<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 97000 | &nbsp;&nbsp;&nbsp;&nbsp; 56874 |
| FactSet Research Systems, Inc., 3.45%, 03/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 453000 | &nbsp;&nbsp;&nbsp;&nbsp; 382217 |
| Intercontinental Exchange, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5221000 | &nbsp;&nbsp;&nbsp;&nbsp; 5112082 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4022000 | &nbsp;&nbsp;&nbsp;&nbsp; 3956230 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 3506000 | &nbsp;&nbsp;&nbsp;&nbsp; 3408165 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/15/2052<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4811000 | &nbsp;&nbsp;&nbsp;&nbsp; 4629012 |
| &nbsp;&nbsp;&nbsp;5.20%, 06/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 3645000 | &nbsp;&nbsp;&nbsp;&nbsp; 3552960 |
| Moody's Corp., 4.25%, 08/08/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2414000 | &nbsp;&nbsp;&nbsp;&nbsp; 2275684 |
| MSCI, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 02/15/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1750000 | &nbsp;&nbsp;&nbsp;&nbsp; 1522780 |
| &nbsp;&nbsp;&nbsp;3.63%, 11/01/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1763000 | &nbsp;&nbsp;&nbsp;&nbsp; 1486888 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43497348 |
| **Food Distributors–0.11%** | **Food Distributors–0.11%** | **Food Distributors–0.11%** |
| American Builders & Contractors Supply Co., Inc., 3.88%, 11/15/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6086000 | &nbsp;&nbsp;&nbsp;&nbsp; 5030079 |
| **Forest Products–0.01%** | **Forest Products–0.01%** | **Forest Products–0.01%** |
| Celulosa Arauco y Constitucion S.A. (Chile), |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/2024 | &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 491865 |
| &nbsp;&nbsp;&nbsp;5.15%, 01/29/2050<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 159947 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651812 |
| **Gas Utilities–0.01%** | **Gas Utilities–0.01%** | **Gas Utilities–0.01%** |
| Infraestructura Energetica Nova, S.A.P.I. de C.V. (Mexico), 4.88%, 01/14/2048<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 289692 |
| **General Merchandise Stores–0.25%** | **General Merchandise Stores–0.25%** | **General Merchandise Stores–0.25%** |
| Dollar General Corp., |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 11/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3042000 | &nbsp;&nbsp;&nbsp;&nbsp; 3018876 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2683000 | &nbsp;&nbsp;&nbsp;&nbsp; 2674720 |
| &nbsp;&nbsp;&nbsp;5.50%, 11/01/2052<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5356000 | &nbsp;&nbsp;&nbsp;&nbsp; 5441886 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11135482 |
| **Gold–0.00%** | **Gold–0.00%** | **Gold–0.00%** |
| Endeavour Mining PLC (Burkina Faso), 5.00%, 10/14/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 167760 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Health Care Equipment–0.20%** | **Health Care Equipment–0.20%** | **Health Care Equipment–0.20%** |
| Alcon Finance Corp. (Switzerland), |  |  |
| &nbsp;&nbsp;&nbsp;5.38%, 12/06/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; $4658000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4697205 |
| &nbsp;&nbsp;&nbsp;5.75%, 12/06/2052<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3724000 | &nbsp;&nbsp;&nbsp;&nbsp; 3775316 |
| Teleflex, Inc., 4.63%, 11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 385000 | &nbsp;&nbsp;&nbsp;&nbsp; 364360 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8836881 |
| **Health Care Facilities–0.08%** | **Health Care Facilities–0.08%** | **Health Care Facilities–0.08%** |
| Tenet Healthcare Corp., 6.13%, 06/15/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3790000 | &nbsp;&nbsp;&nbsp;&nbsp; 3595914 |
| **Health Care REITs–0.03%** | **Health Care REITs–0.03%** | **Health Care REITs–0.03%** |
| Omega Healthcare Investors, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 02/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 514000 | &nbsp;&nbsp;&nbsp;&nbsp; 402161 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 512000 | &nbsp;&nbsp;&nbsp;&nbsp; 375874 |
| Welltower, Inc., 3.10%, 01/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 510685 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288720 |
| **Health Care Services–0.30%** | **Health Care Services–0.30%** | **Health Care Services–0.30%** |
| Piedmont Healthcare, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;Series 2032, 2.04%, 01/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3347000 | &nbsp;&nbsp;&nbsp;&nbsp; 2618829 |
| &nbsp;&nbsp;&nbsp;Series 2042, 2.72%, 01/01/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 3229000 | &nbsp;&nbsp;&nbsp;&nbsp; 2266603 |
| &nbsp;&nbsp;&nbsp;2.86%, 01/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 3690000 | &nbsp;&nbsp;&nbsp;&nbsp; 2309725 |
| Providence St. Joseph Health Obligated Group, Series 21-A, 2.70%, 10/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 9831000 | &nbsp;&nbsp;&nbsp;&nbsp; 5939051 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13134208 |
| **Health Care Supplies–0.01%** | **Health Care Supplies–0.01%** | **Health Care Supplies–0.01%** |
| Medline Borrower L.P., 3.88%, 04/01/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 624000 | &nbsp;&nbsp;&nbsp;&nbsp; 537192 |
| **Highways & Railtracks–0.02%** | **Highways & Railtracks–0.02%** | **Highways & Railtracks–0.02%** |
| TransJamaican Highway Ltd. (Jamaica), 5.75%, 10/10/2036<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1283838 | &nbsp;&nbsp;&nbsp;&nbsp; 1012948 |
| **Home Improvement Retail–1.02%** | **Home Improvement Retail–1.02%** | **Home Improvement Retail–1.02%** |
| Home Depot, Inc. (The), |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7688000 | &nbsp;&nbsp;&nbsp;&nbsp; 7640589 |
| &nbsp;&nbsp;&nbsp;4.95%, 09/15/2052<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3880000 | &nbsp;&nbsp;&nbsp;&nbsp; 3845807 |
| Lowe's Cos., Inc., |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 04/15/2033<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 14286000 | &nbsp;&nbsp;&nbsp;&nbsp; 14224572 |
| &nbsp;&nbsp;&nbsp;5.63%, 04/15/2053<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 10672000 | &nbsp;&nbsp;&nbsp;&nbsp; 10702957 |
| &nbsp;&nbsp;&nbsp;5.80%, 09/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 8894000 | &nbsp;&nbsp;&nbsp;&nbsp; 8845675 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45259600 |
| **Homebuilding–0.11%** | **Homebuilding–0.11%** | **Homebuilding–0.11%** |
| M.D.C. Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 01/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2699000 | &nbsp;&nbsp;&nbsp;&nbsp; 2180516 |
| &nbsp;&nbsp;&nbsp;3.97%, 08/06/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 5044000 | &nbsp;&nbsp;&nbsp;&nbsp; 2791328 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4971844 |
| **Hotel & Resort REITs–0.02%** | **Hotel & Resort REITs–0.02%** | **Hotel & Resort REITs–0.02%** |
| Host Hotels & Resorts L.P., Series F, 4.50%, 02/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 620000 | &nbsp;&nbsp;&nbsp;&nbsp; 591711 |
| Service Properties Trust, 4.95%, 02/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 565000 | &nbsp;&nbsp;&nbsp;&nbsp; 466016 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057727 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Hotels, Resorts & Cruise Lines–0.05%** | **Hotels, Resorts & Cruise Lines–0.05%** | **Hotels, Resorts & Cruise Lines–0.05%** |
| Carnival Corp., 5.75%, 03/01/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $655000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $487975 |
| Hilton Domestic Operating Co., Inc., 3.63%, 02/15/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1874000 | &nbsp;&nbsp;&nbsp;&nbsp; 1544860 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2032835 |
| **Household Products–0.09%** | **Household Products–0.09%** | **Household Products–0.09%** |
| Colgate-Palmolive Co., 3.10%, 08/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4190000 | &nbsp;&nbsp;&nbsp;&nbsp; 4015949 |
| **Housewares & Specialties–0.01%** | **Housewares & Specialties–0.01%** | **Housewares & Specialties–0.01%** |
| Newell Brands, Inc., 6.38%, 09/15/2027<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 347375 |
| **Hypermarkets & Super Centers–0.29%** | **Hypermarkets & Super Centers–0.29%** | **Hypermarkets & Super Centers–0.29%** |
| Walmart, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 09/09/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7360000 | &nbsp;&nbsp;&nbsp;&nbsp; 7285048 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/09/2052<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5751000 | &nbsp;&nbsp;&nbsp;&nbsp; 5615954 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12901002 |
| **Independent Power Producers & Energy Traders–0.49%** | **Independent Power Producers & Energy Traders–0.49%** | **Independent Power Producers & Energy Traders–0.49%** |
| AES Panama Generation Holdings S.R.L. (Panama), 4.38%, 05/31/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 167645 |
| Calpine Corp., 3.75%, 03/01/2031<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7322000 | &nbsp;&nbsp;&nbsp;&nbsp; 6041813 |
| Colbun S.A. (Chile), 3.95%, 10/11/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 184400 |
| Emirates SembCorp Water & Power Co. PJSC (United Arab Emirates), 4.45%, 08/01/2035<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 186052 |
| EnfraGen Energia Sur S.A./EnfraGen Spain S.A./Prime Energia S.p.A. (Colombia), |  |  |
| &nbsp;&nbsp;&nbsp;5.38%, 12/30/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 650000 | &nbsp;&nbsp;&nbsp;&nbsp; 432090 |
| &nbsp;&nbsp;&nbsp;5.38%, 12/30/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 13469000 | &nbsp;&nbsp;&nbsp;&nbsp; 8953566 |
| TransAlta Corp. (Canada), 7.75%, 11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1827000 | &nbsp;&nbsp;&nbsp;&nbsp; 1879289 |
| Vistra Corp., 7.00%<sup>(c)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4491000 | &nbsp;&nbsp;&nbsp;&nbsp; 4022852 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21867707 |
| **Industrial Conglomerates–0.55%** | **Industrial Conglomerates–0.55%** | **Industrial Conglomerates–0.55%** |
| Alfa S.A.B. de C.V. (Mexico), 5.25%, 03/25/2024<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 302000 | &nbsp;&nbsp;&nbsp;&nbsp; 301179 |
| Bidvest Group UK PLC (The) (South Africa), 3.63%, 09/23/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6195000 | &nbsp;&nbsp;&nbsp;&nbsp; 5546383 |
| Honeywell International, Inc., 5.00%, 02/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 17741000 | &nbsp;&nbsp;&nbsp;&nbsp; 18277281 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24124843 |
| **Industrial Machinery–0.02%** | **Industrial Machinery–0.02%** | **Industrial Machinery–0.02%** |
| Flowserve Corp., 2.80%, 01/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 782000 | &nbsp;&nbsp;&nbsp;&nbsp; 585937 |
| HTA Group Ltd. (United Republic of Tanzania), 7.00%, 12/18/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 183404 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769341 |
| **Industrial REITs–0.23%** | **Industrial REITs–0.23%** | **Industrial REITs–0.23%** |
| Cibanco S.A. Ibm/PLA Administradora Industrial S de RL de C.V. (Mexico), 4.96%, 07/18/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 177335 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Industrial REITs–(continued)** | **Industrial REITs–(continued)** | **Industrial REITs–(continued)** |
| Prologis L.P., 4.63%, 01/15/2033<sup>(b)</sup> | &nbsp;&nbsp; $10392000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $10174855 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10352190 |
| **Insurance Brokers–0.15%** | **Insurance Brokers–0.15%** | **Insurance Brokers–0.15%** |
| Marsh & McLennan Cos., Inc., 6.25%, 11/01/2052<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2919000 | &nbsp;&nbsp;&nbsp;&nbsp; 3268185 |
| Willis North America, Inc., 4.65%, 06/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3593000 | &nbsp;&nbsp;&nbsp;&nbsp; 3492998 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6761183 |
| **Integrated Oil & Gas–1.15%** | **Integrated Oil & Gas–1.15%** | **Integrated Oil & Gas–1.15%** |
| BP Capital Markets America, Inc., 3.06%, 06/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 3185000 | &nbsp;&nbsp;&nbsp;&nbsp; 2436017 |
| BP Capital Markets PLC (United Kingdom), 4.38%<sup>(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2245000 | &nbsp;&nbsp;&nbsp;&nbsp; 2141169 |
| Ecopetrol S.A. (Colombia), 4.63%, 11/02/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 136000 | &nbsp;&nbsp;&nbsp;&nbsp; 102522 |
| Gray Oak Pipeline LLC, 2.60%, 10/15/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1501000 | &nbsp;&nbsp;&nbsp;&nbsp; 1363370 |
| Petroleos Mexicanos (Mexico), |  |  |
| &nbsp;&nbsp;&nbsp;8.75%, 06/02/2029<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 11641000 | &nbsp;&nbsp;&nbsp;&nbsp; 10816468 |
| &nbsp;&nbsp;&nbsp;5.95%, 01/28/2031<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 300325 |
| &nbsp;&nbsp;&nbsp;6.70%, 02/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 7361000 | &nbsp;&nbsp;&nbsp;&nbsp; 5704751 |
| Petronas Capital Ltd. (Malaysia), |  |  |
| &nbsp;&nbsp;&nbsp;2.48%, 01/28/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5518000 | &nbsp;&nbsp;&nbsp;&nbsp; 4594562 |
| &nbsp;&nbsp;&nbsp;3.40%, 04/28/2061<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 14301000 | &nbsp;&nbsp;&nbsp;&nbsp; 10186350 |
| Qatar Energy (Qatar), |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 07/12/2041<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 152128 |
| &nbsp;&nbsp;&nbsp;3.30%, 07/12/2051<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8160000 | &nbsp;&nbsp;&nbsp;&nbsp; 5956881 |
| SA Global Sukuk Ltd. (Saudi Arabia), |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 06/17/2024<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 188119 |
| &nbsp;&nbsp;&nbsp;1.60%, 06/17/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4059000 | &nbsp;&nbsp;&nbsp;&nbsp; 3639973 |
| Saudi Arabian Oil Co. (Saudi Arabia), 3.50%, 04/16/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 185477 |
| Shell International Finance B.V. (Netherlands), 3.00%, 11/26/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 4405000 | &nbsp;&nbsp;&nbsp;&nbsp; 3112252 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50880364 |
| **Integrated Telecommunication Services–0.34%** | **Integrated Telecommunication Services–0.34%** | **Integrated Telecommunication Services–0.34%** |
| British Telecommunications PLC (United Kingdom), 4.25%, 11/23/2081<sup>(c)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 10020000 | &nbsp;&nbsp;&nbsp;&nbsp; 8472026 |
| IHS Holding Ltd. (Nigeria), |  |  |
| &nbsp;&nbsp;&nbsp;5.63%, 11/29/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4630000 | &nbsp;&nbsp;&nbsp;&nbsp; 3679461 |
| &nbsp;&nbsp;&nbsp;6.25%, 11/29/2028<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3440000 | &nbsp;&nbsp;&nbsp;&nbsp; 2675804 |
| Telecom Argentina S.A. (Argentina), 8.00%, 07/18/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 89988 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14917279 |
| **Interactive Home Entertainment–0.25%** | **Interactive Home Entertainment–0.25%** | **Interactive Home Entertainment–0.25%** |
| ROBLOX Corp., 3.88%, 05/01/2030<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 9375000 | &nbsp;&nbsp;&nbsp;&nbsp; 7682859 |
| Take-Two Interactive Software, Inc., 4.00%, 04/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3593000 | &nbsp;&nbsp;&nbsp;&nbsp; 3203333 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10886192 |
| **Interactive Media & Services–0.70%** | **Interactive Media & Services–0.70%** | **Interactive Media & Services–0.70%** |
| Baidu, Inc. (China), 4.13%, 06/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 191865 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Interactive Media & Services–(continued)** | **Interactive Media & Services–(continued)** | **Interactive Media & Services–(continued)** |
| Globo Comunicacao e Participacoes S.A. (Brazil), 5.50%, 01/14/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $246825 |
| Match Group Holdings II LLC, |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 06/01/2028<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2290000 | &nbsp;&nbsp;&nbsp;&nbsp; 2051861 |
| &nbsp;&nbsp;&nbsp;5.63%, 02/15/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5956000 | &nbsp;&nbsp;&nbsp;&nbsp; 5485106 |
| &nbsp;&nbsp;&nbsp;3.63%, 10/01/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 120000 | &nbsp;&nbsp;&nbsp;&nbsp; 91834 |
| Meta Platforms, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 08/15/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7301000 | &nbsp;&nbsp;&nbsp;&nbsp; 6538514 |
| &nbsp;&nbsp;&nbsp;4.45%, 08/15/2052<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 11394000 | &nbsp;&nbsp;&nbsp;&nbsp; 9379484 |
| &nbsp;&nbsp;&nbsp;4.65%, 08/15/2062<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7909000 | &nbsp;&nbsp;&nbsp;&nbsp; 6488540 |
| Telecomunicaciones Digitales S.A. (Panama), 4.50%, 01/30/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 168120 |
| Weibo Corp. (China), 3.38%, 07/08/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 147180 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30789329 |
| **Internet & Direct Marketing Retail–0.78%** | **Internet & Direct Marketing Retail–0.78%** | **Internet & Direct Marketing Retail–0.78%** |
| Alibaba Group Holding Ltd. (China), 4.00%, 12/06/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 320791 |
| Amazon.com, Inc., 4.70%, 12/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 22525000 | &nbsp;&nbsp;&nbsp;&nbsp; 22742071 |
| Meituan (China), 2.13%, 10/28/2025<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7837000 | &nbsp;&nbsp;&nbsp;&nbsp; 7028239 |
| Prosus N.V. (China), |  |  |
| &nbsp;&nbsp;&nbsp;3.26%, 01/19/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4761000 | &nbsp;&nbsp;&nbsp;&nbsp; 4188956 |
| &nbsp;&nbsp;&nbsp;3.06%, 07/13/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 149470 |
| &nbsp;&nbsp;&nbsp;4.19%, 01/19/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 157651 |
| QVC, Inc., 5.45%, 08/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 180000 | &nbsp;&nbsp;&nbsp;&nbsp; 102925 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34690103 |
| **Internet Services & Infrastructure–0.36%** | **Internet Services & Infrastructure–0.36%** | **Internet Services & Infrastructure–0.36%** |
| Twilio, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 03/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5303000 | &nbsp;&nbsp;&nbsp;&nbsp; 4432672 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/15/2031<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5642000 | &nbsp;&nbsp;&nbsp;&nbsp; 4576565 |
| VeriSign, Inc., 2.70%, 06/15/2031<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 369000 | &nbsp;&nbsp;&nbsp;&nbsp; 302765 |
| ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.88%, 02/01/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7986000 | &nbsp;&nbsp;&nbsp;&nbsp; 6754559 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16066561 |
| **Investment Banking & Brokerage–1.89%** | **Investment Banking & Brokerage–1.89%** | **Investment Banking & Brokerage–1.89%** |
| Brookfield Finance I (UK) PLC (Canada), 2.34%, 01/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 454000 | &nbsp;&nbsp;&nbsp;&nbsp; 353298 |
| Brookfield Finance, Inc. (Canada), 2.72%, 04/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 507000 | &nbsp;&nbsp;&nbsp;&nbsp; 413208 |
| Charles Schwab Corp. (The), |  |  |
| &nbsp;&nbsp;&nbsp;4.88% (SOFR + 1.05%), 03/03/2027<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7296000 | &nbsp;&nbsp;&nbsp;&nbsp; 7091204 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/03/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3344000 | &nbsp;&nbsp;&nbsp;&nbsp; 2872456 |
| &nbsp;&nbsp;&nbsp;5.00%<sup>(b)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3642000 | &nbsp;&nbsp;&nbsp;&nbsp; 3279358 |
| &nbsp;&nbsp;&nbsp;Series G, 5.38%<sup>(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 578000 | &nbsp;&nbsp;&nbsp;&nbsp; 571006 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Investment Banking & Brokerage–(continued)** | **Investment Banking & Brokerage–(continued)** | **Investment Banking & Brokerage–(continued)** |
| Goldman Sachs Group, Inc. (The), |  |  |
| &nbsp;&nbsp;&nbsp;3.77% (SOFR + 0.58%), 03/08/2024<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; $5791000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $5726089 |
| &nbsp;&nbsp;&nbsp;4.40% (SOFR + 0.70%), 01/24/2025<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4991000 | &nbsp;&nbsp;&nbsp;&nbsp; 4902476 |
| &nbsp;&nbsp;&nbsp;3.99% (SOFR + 0.79%), 12/09/2026<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6036000 | &nbsp;&nbsp;&nbsp;&nbsp; 5792527 |
| &nbsp;&nbsp;&nbsp;4.01% (SOFR + 0.81%), 03/09/2027<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8330000 | &nbsp;&nbsp;&nbsp;&nbsp; 7940480 |
| &nbsp;&nbsp;&nbsp;4.62% (SOFR + 0.92%), 10/21/2027<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2264000 | &nbsp;&nbsp;&nbsp;&nbsp; 2144254 |
| &nbsp;&nbsp;&nbsp;4.95% (SOFR + 1.12%), 02/24/2028<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2647000 | &nbsp;&nbsp;&nbsp;&nbsp; 2529455 |
| &nbsp;&nbsp;&nbsp;3.62%, 03/15/2028<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7218000 | &nbsp;&nbsp;&nbsp;&nbsp; 6717473 |
| &nbsp;&nbsp;&nbsp;4.48%, 08/23/2028<sup>(b)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5148000 | &nbsp;&nbsp;&nbsp;&nbsp; 4945938 |
| &nbsp;&nbsp;&nbsp;2.62%, 04/22/2032<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 566000 | &nbsp;&nbsp;&nbsp;&nbsp; 457848 |
| &nbsp;&nbsp;&nbsp;2.65%, 10/21/2032<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2994000 | &nbsp;&nbsp;&nbsp;&nbsp; 2406968 |
| &nbsp;&nbsp;&nbsp;Series T, 3.80%<sup>(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 378000 | &nbsp;&nbsp;&nbsp;&nbsp; 299484 |
| &nbsp;&nbsp;&nbsp;Series V, 4.13%<sup>(b)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4136000 | &nbsp;&nbsp;&nbsp;&nbsp; 3376010 |
| JAB Holdings B.V. (Austria), 4.50%, 04/08/2052<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 12622000 | &nbsp;&nbsp;&nbsp;&nbsp; 8517121 |
| Jefferies Financial Group, Inc., 4.15%, 01/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 335000 | &nbsp;&nbsp;&nbsp;&nbsp; 298394 |
| Morgan Stanley, 4.36% (SOFR + 0.63%), 01/24/2025<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3514000 | &nbsp;&nbsp;&nbsp;&nbsp; 3458845 |
| National Securities Clearing Corp., 5.10%, 11/21/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 9271000 | &nbsp;&nbsp;&nbsp;&nbsp; 9394404 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83488296 |
| **IT Consulting & Other Services–0.06%** | **IT Consulting & Other Services–0.06%** | **IT Consulting & Other Services–0.06%** |
| DXC Technology Co., 2.38%, 09/15/2028<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3194000 | &nbsp;&nbsp;&nbsp;&nbsp; 2739774 |
| **Leisure Products–0.18%** | **Leisure Products–0.18%** | **Leisure Products–0.18%** |
| Brunswick Corp., |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 09/15/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1828000 | &nbsp;&nbsp;&nbsp;&nbsp; 1537090 |
| &nbsp;&nbsp;&nbsp;5.10%, 04/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 8777000 | &nbsp;&nbsp;&nbsp;&nbsp; 6312297 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7849387 |
| **Life & Health Insurance–2.37%** | **Life & Health Insurance–2.37%** | **Life & Health Insurance–2.37%** |
| American Equity Investment Life Holding Co., 5.00%, 06/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2379000 | &nbsp;&nbsp;&nbsp;&nbsp; 2274137 |
| Athene Global Funding, 1.45%, 01/08/2026<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1558000 | &nbsp;&nbsp;&nbsp;&nbsp; 1374021 |
| Athene Holding Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 01/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 850000 | &nbsp;&nbsp;&nbsp;&nbsp; 777934 |
| &nbsp;&nbsp;&nbsp;6.15%, 04/03/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1198000 | &nbsp;&nbsp;&nbsp;&nbsp; 1211032 |
| Delaware Life Global Funding, |  |  |
| &nbsp;&nbsp;&nbsp;Series 22-1, 3.31%, 03/10/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 11863000 | &nbsp;&nbsp;&nbsp;&nbsp; 11125121 |
| &nbsp;&nbsp;&nbsp;Series 21-1, 2.66%, 06/29/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 31380000 | &nbsp;&nbsp;&nbsp;&nbsp; 28180495 |
| GA Global Funding Trust, |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 01/06/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2765000 | &nbsp;&nbsp;&nbsp;&nbsp; 2442445 |
| &nbsp;&nbsp;&nbsp;2.90%, 01/06/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5935000 | &nbsp;&nbsp;&nbsp;&nbsp; 4717795 |
| Lincoln National Corp., Series C, 9.25%<sup>(b)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5583000 | &nbsp;&nbsp;&nbsp;&nbsp; 5876108 |
| MAG Mutual Holding Co., 4.75%, 04/30/2041<sup>(h)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 27101000 | &nbsp;&nbsp;&nbsp;&nbsp; 21960753 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Life & Health Insurance–(continued)** | **Life & Health Insurance–(continued)** | **Life & Health Insurance–(continued)** |
| MetLife, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; $2271000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2201017 |
| &nbsp;&nbsp;&nbsp;Series D, 5.88%<sup>(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 185755 |
| Pacific Life Global Funding II, |  |  |
| &nbsp;&nbsp;&nbsp;4.31% (SOFR + 0.80%), 03/30/2025<sup>(b)(c)(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 10441000 | &nbsp;&nbsp;&nbsp;&nbsp; 10235289 |
| &nbsp;&nbsp;&nbsp;4.45% (SOFR + 0.62%), 06/04/2026<sup>(c)(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4405000 | &nbsp;&nbsp;&nbsp;&nbsp; 4196643 |
| Prudential Financial, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;5.63%, 06/15/2043<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 595995 |
| &nbsp;&nbsp;&nbsp;6.00%, 09/01/2052<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6699000 | &nbsp;&nbsp;&nbsp;&nbsp; 6188175 |
| Sammons Financial Group, Inc., 4.75%, 04/08/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1267754 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104810469 |
| **Life Sciences Tools & Services–0.08%** | **Life Sciences Tools & Services–0.08%** | **Life Sciences Tools & Services–0.08%** |
| Auna S.A.A. (Peru), 6.50%, 11/20/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 159026 |
| Thermo Fisher Scientific, Inc., 4.95%, 11/21/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3210000 | &nbsp;&nbsp;&nbsp;&nbsp; 3291649 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450675 |
| **Managed Health Care–1.78%** | **Managed Health Care–1.78%** | **Managed Health Care–1.78%** |
| Centene Corp., 2.50%, 03/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 10892000 | &nbsp;&nbsp;&nbsp;&nbsp; 8622107 |
| Elevance Health, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3582000 | &nbsp;&nbsp;&nbsp;&nbsp; 3701060 |
| &nbsp;&nbsp;&nbsp;6.10%, 10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2557000 | &nbsp;&nbsp;&nbsp;&nbsp; 2787226 |
| Kaiser Foundation Hospitals, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021,<br> 2.81%, 06/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 7405000 | &nbsp;&nbsp;&nbsp;&nbsp; 5466408 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 7725000 | &nbsp;&nbsp;&nbsp;&nbsp; 5372129 |
| UnitedHealth Group, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 05/15/2027<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4038000 | &nbsp;&nbsp;&nbsp;&nbsp; 3917731 |
| &nbsp;&nbsp;&nbsp;5.25%, 02/15/2028<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8295000 | &nbsp;&nbsp;&nbsp;&nbsp; 8537720 |
| &nbsp;&nbsp;&nbsp;5.30%, 02/15/2030<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 14106000 | &nbsp;&nbsp;&nbsp;&nbsp; 14578368 |
| &nbsp;&nbsp;&nbsp;5.35%, 02/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 12125000 | &nbsp;&nbsp;&nbsp;&nbsp; 12634119 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/15/2053<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6057000 | &nbsp;&nbsp;&nbsp;&nbsp; 6712220 |
| &nbsp;&nbsp;&nbsp;6.05%, 02/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 5568000 | &nbsp;&nbsp;&nbsp;&nbsp; 6256923 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78586011 |
| **Marine Ports & Services–0.00%** | **Marine Ports & Services–0.00%** | **Marine Ports & Services–0.00%** |
| DP World Ltd. (United Arab Emirates), 6.85%, 07/02/2037<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 207744 |
| **Metal & Glass Containers–0.01%** | **Metal & Glass Containers–0.01%** | **Metal & Glass Containers–0.01%** |
| Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 6.00%, 06/15/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 520000 | &nbsp;&nbsp;&nbsp;&nbsp; 508196 |
| **Movies & Entertainment–0.54%** | **Movies & Entertainment–0.54%** | **Movies & Entertainment–0.54%** |
| Walt Disney Co. (The), 6.55%, 03/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 103000 | &nbsp;&nbsp;&nbsp;&nbsp; 115024 |
| Warnermedia Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;4.28%, 03/15/2032<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 590000 | &nbsp;&nbsp;&nbsp;&nbsp; 501524 |
| &nbsp;&nbsp;&nbsp;5.05%, 03/15/2042<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8385000 | &nbsp;&nbsp;&nbsp;&nbsp; 6722303 |
| &nbsp;&nbsp;&nbsp;5.14%, 03/15/2052<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6287000 | &nbsp;&nbsp;&nbsp;&nbsp; 4878744 |
| &nbsp;&nbsp;&nbsp;5.39%, 03/15/2062<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 9192000 | &nbsp;&nbsp;&nbsp;&nbsp; 7125037 |
| WMG Acquisition Corp., 3.00%, 02/15/2031<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5421000 | &nbsp;&nbsp;&nbsp;&nbsp; 4501111 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23843743 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Multi-line Insurance–0.11%** | **Multi-line Insurance–0.11%** | **Multi-line Insurance–0.11%** |
| Allianz SE (Germany), 3.20%<sup>(c)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; $2719000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2016139 |
| Massachusetts Mutual Life Insurance Co., 5.67%, 12/01/2052<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2907000 | &nbsp;&nbsp;&nbsp;&nbsp; 2919596 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4935735 |
| **Multi-Sector Holdings–0.01%** | **Multi-Sector Holdings–0.01%** | **Multi-Sector Holdings–0.01%** |
| SURA Asset Management S.A. (Colombia), 4.88%, 04/17/2024<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 295938 |
| **Multi-Utilities–0.83%** | **Multi-Utilities–0.83%** | **Multi-Utilities–0.83%** |
| Abu Dhabi National Energy Co. PJSC (United Arab Emirates), 4.88%, 04/23/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 204543 |
| Algonquin Power & Utilities Corp. (Canada), 4.75%, 01/18/2082<sup>(b)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 17848000 | &nbsp;&nbsp;&nbsp;&nbsp; 14668914 |
| Ameren Illinois Co., 5.90%, 12/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2901000 | &nbsp;&nbsp;&nbsp;&nbsp; 3170962 |
| Dominion Energy, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;Series C, 2.25%, 08/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 787000 | &nbsp;&nbsp;&nbsp;&nbsp; 630768 |
| &nbsp;&nbsp;&nbsp;5.38%, 11/15/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 12466000 | &nbsp;&nbsp;&nbsp;&nbsp; 12477201 |
| WEC Energy Group, Inc., 5.15%, 10/01/2027<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5402000 | &nbsp;&nbsp;&nbsp;&nbsp; 5481302 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36633690 |
| **Office REITs–0.12%** | **Office REITs–0.12%** | **Office REITs–0.12%** |
| Alexandria Real Estate Equities, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 02/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 667000 | &nbsp;&nbsp;&nbsp;&nbsp; 496706 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 206000 | &nbsp;&nbsp;&nbsp;&nbsp; 167388 |
| Highwoods Realty L.P., 2.60%, 02/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 206000 | &nbsp;&nbsp;&nbsp;&nbsp; 157620 |
| Hudson Pacific Properties L.P., 3.95%, 11/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 335000 | &nbsp;&nbsp;&nbsp;&nbsp; 284163 |
| Office Properties Income Trust, |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/2025<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2409000 | &nbsp;&nbsp;&nbsp;&nbsp; 2135378 |
| &nbsp;&nbsp;&nbsp;2.40%, 02/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2771000 | &nbsp;&nbsp;&nbsp;&nbsp; 2003692 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5244947 |
| **Oil & Gas Equipment & Services–0.17%** | **Oil & Gas Equipment & Services–0.17%** | **Oil & Gas Equipment & Services–0.17%** |
| Enerflex Ltd. (Canada), 9.00%, 10/15/2027<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3963000 | &nbsp;&nbsp;&nbsp;&nbsp; 3919902 |
| Petrofac Ltd. (United Kingdom), 9.75%, 11/15/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5848000 | &nbsp;&nbsp;&nbsp;&nbsp; 3497397 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7417299 |
| **Oil & Gas Exploration & Production–1.47%** | **Oil & Gas Exploration & Production–1.47%** | **Oil & Gas Exploration & Production–1.47%** |
| Apache Corp., 7.75%, 12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3786000 | &nbsp;&nbsp;&nbsp;&nbsp; 3910680 |
| CNX Resources Corp., 7.38%, 01/15/2031<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2710000 | &nbsp;&nbsp;&nbsp;&nbsp; 2714715 |
| Diamondback Energy, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;6.25%, 03/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 271000 | &nbsp;&nbsp;&nbsp;&nbsp; 280685 |
| &nbsp;&nbsp;&nbsp;6.25%, 03/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 14804000 | &nbsp;&nbsp;&nbsp;&nbsp; 14911154 |
| EQT Corp., 5.70%, 04/01/2028<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3020000 | &nbsp;&nbsp;&nbsp;&nbsp; 3020725 |
| Galaxy Pipeline Assets Bidco Ltd. (United Arab Emirates), |  |  |
| &nbsp;&nbsp;&nbsp;2.16%, 03/31/2034<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7135601 | &nbsp;&nbsp;&nbsp;&nbsp; 6045049 |
| &nbsp;&nbsp;&nbsp;2.94%, 09/30/2040<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 11705645 | &nbsp;&nbsp;&nbsp;&nbsp; 9381620 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Oil & Gas Exploration & Production–(continued)** | **Oil & Gas Exploration & Production–(continued)** | **Oil & Gas Exploration & Production–(continued)** |
| Gazprom PJSC Via Gaz Finance PLC (Russia), 2.95%, 01/27/2029<sup>(c)</sup> | &nbsp;&nbsp; $13174000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $9155930 |
| Gran Tierra Energy, Inc. (Colombia), 7.75%, 05/23/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 322652 |
| Hilcorp Energy I L.P./Hilcorp Finance Co., |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 04/15/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2250000 | &nbsp;&nbsp;&nbsp;&nbsp; 2071679 |
| &nbsp;&nbsp;&nbsp;6.25%, 04/15/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2268000 | &nbsp;&nbsp;&nbsp;&nbsp; 2083578 |
| Murphy Oil Corp., 6.38%, 07/15/2028<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4384000 | &nbsp;&nbsp;&nbsp;&nbsp; 4331260 |
| PT Pertamina (Persero) (Indonesia), |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 05/20/2023<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 199000 |
| &nbsp;&nbsp;&nbsp;3.10%, 08/27/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 173672 |
| Sinopec Group Overseas Development (2018) Ltd. (China), 2.95%, 08/08/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 180541 |
| Tengizchevroil Finance Co. International Ltd. (Kazakhstan), 4.00%, 08/15/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 171000 |
| Uzbekneftegaz JSC (Uzbekistan), 4.75%, 11/16/2028<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7487000 | &nbsp;&nbsp;&nbsp;&nbsp; 5900692 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64854632 |
| **Oil & Gas Refining & Marketing–0.04%** | **Oil & Gas Refining & Marketing–0.04%** | **Oil & Gas Refining & Marketing–0.04%** |
| Parkland Corp. (Canada), 4.50%, 10/01/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1801000 | &nbsp;&nbsp;&nbsp;&nbsp; 1519801 |
| Puma International Financing S.A. (Singapore), 5.00%, 01/24/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 176362 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1696163 |
| **Oil & Gas Storage & Transportation–1.89%** | **Oil & Gas Storage & Transportation–1.89%** | **Oil & Gas Storage & Transportation–1.89%** |
| Abu Dhabi Crude Oil Pipeline LLC (United Arab Emirates), 3.65%, 11/02/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 186317 |
| Boardwalk Pipelines L.P., 3.60%, 09/01/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3337000 | &nbsp;&nbsp;&nbsp;&nbsp; 2801780 |
| El Paso Natural Gas Co. LLC, 8.38%, 06/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1899000 | &nbsp;&nbsp;&nbsp;&nbsp; 2187373 |
| Enbridge, Inc. (Canada), |  |  |
| &nbsp;&nbsp;&nbsp;4.46% (SOFR + 0.63%), 02/16/2024<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1643000 | &nbsp;&nbsp;&nbsp;&nbsp; 1627237 |
| &nbsp;&nbsp;&nbsp;7.38%, 01/15/2083<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 9338000 | &nbsp;&nbsp;&nbsp;&nbsp; 9067036 |
| &nbsp;&nbsp;&nbsp;7.63%, 01/15/2083<sup>(b)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7076000 | &nbsp;&nbsp;&nbsp;&nbsp; 6929006 |
| EQM Midstream Partners L.P., 7.50%, 06/01/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1516000 | &nbsp;&nbsp;&nbsp;&nbsp; 1531160 |
| Kinder Morgan, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;7.75%, 01/15/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 680000 | &nbsp;&nbsp;&nbsp;&nbsp; 779544 |
| &nbsp;&nbsp;&nbsp;4.80%, 02/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 6033000 | &nbsp;&nbsp;&nbsp;&nbsp; 5677608 |
| &nbsp;&nbsp;&nbsp;5.45%, 08/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 10325000 | &nbsp;&nbsp;&nbsp;&nbsp; 9462620 |
| Kinetik Holdings L.P., 5.88%, 06/15/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4822000 | &nbsp;&nbsp;&nbsp;&nbsp; 4538008 |
| MPLX L.P., |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 560000 | &nbsp;&nbsp;&nbsp;&nbsp; 524573 |
| &nbsp;&nbsp;&nbsp;4.95%, 03/14/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 5767000 | &nbsp;&nbsp;&nbsp;&nbsp; 4807733 |
| NGPL PipeCo LLC, 7.77%, 12/15/2037<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2255000 | &nbsp;&nbsp;&nbsp;&nbsp; 2365454 |
| ONEOK, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;6.35%, 01/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 495000 | &nbsp;&nbsp;&nbsp;&nbsp; 510047 |
| &nbsp;&nbsp;&nbsp;6.10%, 11/15/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3857000 | &nbsp;&nbsp;&nbsp;&nbsp; 3930675 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Oil & Gas Storage & Transportation–(continued)** | **Oil & Gas Storage & Transportation–(continued)** | **Oil & Gas Storage & Transportation–(continued)** |
| Sabine Pass Liquefaction LLC, 5.90%, 09/15/2037<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; $6262000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $6344879 |
| Targa Resources Corp., |  |  |
| &nbsp;&nbsp;&nbsp;5.20%, 07/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4948000 | &nbsp;&nbsp;&nbsp;&nbsp; 4886522 |
| &nbsp;&nbsp;&nbsp;6.25%, 07/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 4940000 | &nbsp;&nbsp;&nbsp;&nbsp; 4782746 |
| Venture Global Calcasieu Pass LLC, 3.88%, 11/01/2033<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6037000 | &nbsp;&nbsp;&nbsp;&nbsp; 4920155 |
| Williams Cos., Inc. (The), |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 442967 |
| &nbsp;&nbsp;&nbsp;2.60%, 03/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5514000 | &nbsp;&nbsp;&nbsp;&nbsp; 4541959 |
| &nbsp;&nbsp;&nbsp;4.65%, 08/15/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 527000 | &nbsp;&nbsp;&nbsp;&nbsp; 499746 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83345145 |
| **Other Diversified Financial Services–1.14%** | **Other Diversified Financial Services–1.14%** | **Other Diversified Financial Services–1.14%** |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland), 3.00%, 10/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 223000 | &nbsp;&nbsp;&nbsp;&nbsp; 188572 |
| Arab Petroleum Investments Corp. (Supranational), 4.13%, 09/18/2023<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 198301 |
| Avolon Holdings Funding Ltd. (Ireland), 2.75%, 02/21/2028<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 725000 | &nbsp;&nbsp;&nbsp;&nbsp; 584121 |
| Blackstone Holdings Finance Co. LLC, |  |  |
| &nbsp;&nbsp;&nbsp;1.60%, 03/30/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 189000 | &nbsp;&nbsp;&nbsp;&nbsp; 139927 |
| &nbsp;&nbsp;&nbsp;6.20%, 04/22/2033<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 15756000 | &nbsp;&nbsp;&nbsp;&nbsp; 16302771 |
| Corebridge Financial, Inc., 6.88%, 12/15/2052<sup>(b)(c)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8393000 | &nbsp;&nbsp;&nbsp;&nbsp; 7726554 |
| Finance Department Government of Sharjah (United Arab Emirates), 4.38%, 03/10/2051<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 129971 |
| Georgia Capital JSC (Georgia), 6.13%, 03/09/2024<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 226000 | &nbsp;&nbsp;&nbsp;&nbsp; 214700 |
| Jackson Financial, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;5.17%, 06/08/2027<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3186000 | &nbsp;&nbsp;&nbsp;&nbsp; 3124132 |
| &nbsp;&nbsp;&nbsp;5.67%, 06/08/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4205000 | &nbsp;&nbsp;&nbsp;&nbsp; 3999415 |
| Pershing Square Holdings Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 11/15/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 11300000 | &nbsp;&nbsp;&nbsp;&nbsp; 8821966 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/01/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 11800000 | &nbsp;&nbsp;&nbsp;&nbsp; 8870827 |
| Peru Enhanced Pass-Through Finance Ltd. (Peru), Class A-2, 0.00%, 06/02/2025<sup>(c)(g)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 89658 | &nbsp;&nbsp;&nbsp;&nbsp; 84929 |
| SPARC EM SPC Panama Metro Line 2 S.P. (Panama), 0.00%, 12/05/2022<sup>(c)(g)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 74414 | &nbsp;&nbsp;&nbsp;&nbsp; 73586 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50459772 |
| **Packaged Foods & Meats–0.49%** | **Packaged Foods & Meats–0.49%** | **Packaged Foods & Meats–0.49%** |
| JBS USA LUX S.A./JBS USA Food Co./JBS USA Finance, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 12/01/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 49000 | &nbsp;&nbsp;&nbsp;&nbsp; 40674 |
| &nbsp;&nbsp;&nbsp;3.63%, 01/15/2032<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3710000 | &nbsp;&nbsp;&nbsp;&nbsp; 3065239 |
| Minerva Luxembourg S.A. (Brazil), 4.38%, 03/18/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 22437000 | &nbsp;&nbsp;&nbsp;&nbsp; 18444749 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21550662 |
| **Paper Packaging–0.06%** | **Paper Packaging–0.06%** | **Paper Packaging–0.06%** |
| Berry Global, Inc., 1.65%, 01/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3276000 | &nbsp;&nbsp;&nbsp;&nbsp; 2766670 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Paper Products–0.01%** | **Paper Products–0.01%** | **Paper Products–0.01%** |
| Suzano Austria GmbH (Brazil), |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $48000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $40075 |
| &nbsp;&nbsp;&nbsp;7.00%, 03/16/2047<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 205000 | &nbsp;&nbsp;&nbsp;&nbsp; 203312 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243387 |
| **Pharmaceuticals–0.16%** | **Pharmaceuticals–0.16%** | **Pharmaceuticals–0.16%** |
| Mayo Clinic, Series 2021, 3.20%, 11/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 5128000 | &nbsp;&nbsp;&nbsp;&nbsp; 3438540 |
| Royalty Pharma PLC, 2.20%, 09/02/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 196000 | &nbsp;&nbsp;&nbsp;&nbsp; 155474 |
| Zoetis, Inc., 5.40%, 11/14/2025<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3200000 | &nbsp;&nbsp;&nbsp;&nbsp; 3249218 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6843232 |
| **Precious Metals & Minerals–0.00%** | **Precious Metals & Minerals–0.00%** | **Precious Metals & Minerals–0.00%** |
| ALROSA Finance S.A. (Russia), 4.65%, 04/09/2024<sup>(c)(h)(i)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| **Property & Casualty Insurance–0.40%** | **Property & Casualty Insurance–0.40%** | **Property & Casualty Insurance–0.40%** |
| Fairfax Financial Holdings Ltd. (Canada), |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 04/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 637392 |
| &nbsp;&nbsp;&nbsp;5.63%, 08/16/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8354000 | &nbsp;&nbsp;&nbsp;&nbsp; 7862791 |
| Liberty Mutual Group, Inc., 5.50%, 06/15/2052<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4714000 | &nbsp;&nbsp;&nbsp;&nbsp; 4252776 |
| Progressive Corp. (The), 2.50%, 03/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2061000 | &nbsp;&nbsp;&nbsp;&nbsp; 1896844 |
| Stewart Information Services Corp., 3.60%, 11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3813000 | &nbsp;&nbsp;&nbsp;&nbsp; 2958774 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17608577 |
| **Railroads–1.15%** | **Railroads–1.15%** | **Railroads–1.15%** |
| Autoridad del Canal de Panama (Panama), 4.95%, 07/29/2035<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 274345 |
| CSX Corp., 4.50%, 11/15/2052<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8385000 | &nbsp;&nbsp;&nbsp;&nbsp; 7517448 |
| Empresa de los Ferrocarriles del Estado (Chile), 3.83%, 09/14/2061<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6681000 | &nbsp;&nbsp;&nbsp;&nbsp; 4421123 |
| Norfolk Southern Corp., 4.55%, 06/01/2053<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2876000 | &nbsp;&nbsp;&nbsp;&nbsp; 2562938 |
| TTX Co., 5.65%, 12/01/2052<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4507000 | &nbsp;&nbsp;&nbsp;&nbsp; 4667401 |
| Union Pacific Corp., |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 01/20/2033<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 10605000 | &nbsp;&nbsp;&nbsp;&nbsp; 10452597 |
| &nbsp;&nbsp;&nbsp;4.95%, 09/09/2052<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 10469000 | &nbsp;&nbsp;&nbsp;&nbsp; 10295835 |
| &nbsp;&nbsp;&nbsp;5.15%, 01/20/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 10715000 | &nbsp;&nbsp;&nbsp;&nbsp; 10526850 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50718537 |
| **Real Estate Development–0.23%** | **Real Estate Development–0.23%** | **Real Estate Development–0.23%** |
| Agile Group Holdings Ltd. (China), |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 01/02/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 390000 | &nbsp;&nbsp;&nbsp;&nbsp; 166985 |
| &nbsp;&nbsp;&nbsp;5.50%, 04/21/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4142000 | &nbsp;&nbsp;&nbsp;&nbsp; 1621145 |
| &nbsp;&nbsp;&nbsp;6.05%, 10/13/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3169000 | &nbsp;&nbsp;&nbsp;&nbsp; 1230332 |
| &nbsp;&nbsp;&nbsp;5.50%, 05/17/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 786000 | &nbsp;&nbsp;&nbsp;&nbsp; 300301 |
| Arabian Centres Sukuk II Ltd. (Saudi Arabia), 5.63%, 10/07/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 178822 |
| Country Garden Holdings Co. Ltd. (China), 5.40%, 05/27/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 935000 | &nbsp;&nbsp;&nbsp;&nbsp; 453067 |
| Essential Properties L.P., 2.95%, 07/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3062000 | &nbsp;&nbsp;&nbsp;&nbsp; 2228762 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Real Estate Development–(continued)** | **Real Estate Development–(continued)** | **Real Estate Development–(continued)** |
| Greentown China Holdings Ltd. (China), 4.70%, 04/29/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; $1856000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1607296 |
| Logan Group Co. Ltd. (China), |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 07/12/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2055000 | &nbsp;&nbsp;&nbsp;&nbsp; 254061 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/13/2028<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1750000 | &nbsp;&nbsp;&nbsp;&nbsp; 220723 |
| Sino-Ocean Land Treasure Finance I Ltd. (China), 6.00%, 07/30/2024<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2770000 | &nbsp;&nbsp;&nbsp;&nbsp; 1202840 |
| Sino-Ocean Land Treasure IV Ltd. (China), 3.25%, 05/05/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2025000 | &nbsp;&nbsp;&nbsp;&nbsp; 768145 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10232479 |
| **Regional Banks–2.42%** | **Regional Banks–2.42%** | **Regional Banks–2.42%** |
| Banco Internacional del Peru S.A.A. Interbank (Peru), |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 01/18/2023<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 149580 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/04/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 364794 |
| Citizens Financial Group, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;5.64%, 05/21/2037<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5534000 | &nbsp;&nbsp;&nbsp;&nbsp; 5184271 |
| &nbsp;&nbsp;&nbsp;Series G, 4.00%<sup>(b)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6015000 | &nbsp;&nbsp;&nbsp;&nbsp; 4866135 |
| Fifth Third Bancorp, |  |  |
| &nbsp;&nbsp;&nbsp;6.36%, 10/27/2028<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6708000 | &nbsp;&nbsp;&nbsp;&nbsp; 6950334 |
| &nbsp;&nbsp;&nbsp;4.77%, 07/28/2030<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7207000 | &nbsp;&nbsp;&nbsp;&nbsp; 6844504 |
| &nbsp;&nbsp;&nbsp;4.34%, 04/25/2033<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4106000 | &nbsp;&nbsp;&nbsp;&nbsp; 3739704 |
| Huntington Bancshares, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;4.44%, 08/04/2028<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3852000 | &nbsp;&nbsp;&nbsp;&nbsp; 3661793 |
| &nbsp;&nbsp;&nbsp;2.49%, 08/15/2036<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2078000 | &nbsp;&nbsp;&nbsp;&nbsp; 1508778 |
| KeyCorp, 4.79%, 06/01/2033<sup>(b)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2532000 | &nbsp;&nbsp;&nbsp;&nbsp; 2403460 |
| PNC Financial Services Group, Inc. (The), |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 06/06/2033<sup>(b)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8885000 | &nbsp;&nbsp;&nbsp;&nbsp; 8256586 |
| &nbsp;&nbsp;&nbsp;6.04%, 10/28/2033<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8033000 | &nbsp;&nbsp;&nbsp;&nbsp; 8445332 |
| &nbsp;&nbsp;&nbsp;Series U, 6.00%<sup>(b)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7280000 | &nbsp;&nbsp;&nbsp;&nbsp; 6861400 |
| &nbsp;&nbsp;&nbsp;Series V, 6.20%<sup>(b)(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 9079000 | &nbsp;&nbsp;&nbsp;&nbsp; 8783933 |
| SVB Financial Group, |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 02/02/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 838000 | &nbsp;&nbsp;&nbsp;&nbsp; 604356 |
| &nbsp;&nbsp;&nbsp;Series D, 4.25%<sup>(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 11954000 | &nbsp;&nbsp;&nbsp;&nbsp; 7889341 |
| &nbsp;&nbsp;&nbsp;Series E, 4.70%<sup>(d)(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7466000 | &nbsp;&nbsp;&nbsp;&nbsp; 4886497 |
| Truist Financial Corp., |  |  |
| &nbsp;&nbsp;&nbsp;4.12%, 06/06/2028<sup>(b)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4933000 | &nbsp;&nbsp;&nbsp;&nbsp; 4713472 |
| &nbsp;&nbsp;&nbsp;4.92%, 07/28/2033<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 13138000 | &nbsp;&nbsp;&nbsp;&nbsp; 12375316 |
| &nbsp;&nbsp;&nbsp;6.12%, 10/28/2033<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7916000 | &nbsp;&nbsp;&nbsp;&nbsp; 8348284 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106837870 |
| **Reinsurance–0.30%** | **Reinsurance–0.30%** | **Reinsurance–0.30%** |
| Global Atlantic Fin Co., |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 10/15/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5222000 | &nbsp;&nbsp;&nbsp;&nbsp; 4396553 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/15/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 308000 | &nbsp;&nbsp;&nbsp;&nbsp; 227091 |
| &nbsp;&nbsp;&nbsp;4.70%, 10/15/2051<sup>(c)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 11381000 | &nbsp;&nbsp;&nbsp;&nbsp; 8433248 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13056892 |
| **Renewable Electricity–0.22%** | **Renewable Electricity–0.22%** | **Renewable Electricity–0.22%** |
| Adani Green Energy Ltd. (India), 4.38%, 09/08/2024<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6907000 | &nbsp;&nbsp;&nbsp;&nbsp; 6268103 |
| Consorcio Transmantaro S.A. (Peru), 4.70%, 04/16/2034<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 449897 |
| Empresa Electrica Cochrane S.p.A. (Chile), 5.50%, 05/14/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 132720 | &nbsp;&nbsp;&nbsp;&nbsp; 117232 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Renewable Electricity–(continued)** | **Renewable Electricity–(continued)** | **Renewable Electricity–(continued)** |
| ENN Clean Energy International Investment Ltd. (China), 3.38%, 05/12/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $170655 |
| NSTAR Electric Co., 4.55%, 06/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2902000 | &nbsp;&nbsp;&nbsp;&nbsp; 2662200 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9668087 |
| **Residential REITs–0.21%** | **Residential REITs–0.21%** | **Residential REITs–0.21%** |
| American Homes 4 Rent L.P., 3.63%, 04/15/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4429000 | &nbsp;&nbsp;&nbsp;&nbsp; 3756923 |
| AvalonBay Communities, Inc., 5.00%, 02/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2658000 | &nbsp;&nbsp;&nbsp;&nbsp; 2661099 |
| Invitation Homes Operating Partnership L.P., |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 236000 | &nbsp;&nbsp;&nbsp;&nbsp; 195369 |
| &nbsp;&nbsp;&nbsp;2.70%, 01/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2914000 | &nbsp;&nbsp;&nbsp;&nbsp; 2150274 |
| Spirit Realty L.P., 2.70%, 02/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 787000 | &nbsp;&nbsp;&nbsp;&nbsp; 589038 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9352703 |
| **Restaurants–0.55%** | **Restaurants–0.55%** | **Restaurants–0.55%** |
| 1011778 BC ULC/New Red Finance, Inc. (Canada), 4.00%, 10/15/2030<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7582000 | &nbsp;&nbsp;&nbsp;&nbsp; 6395986 |
| Arcos Dorados B.V. (Brazil), 6.13%, 05/27/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8702000 | &nbsp;&nbsp;&nbsp;&nbsp; 8335733 |
| McDonald's Corp., 5.15%, 09/09/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 9458000 | &nbsp;&nbsp;&nbsp;&nbsp; 9367330 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24099049 |
| **Retail REITs–0.23%** | **Retail REITs–0.23%** | **Retail REITs–0.23%** |
| Agree L.P., |  |  |
| &nbsp;&nbsp;&nbsp;4.80%, 10/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3706000 | &nbsp;&nbsp;&nbsp;&nbsp; 3415669 |
| &nbsp;&nbsp;&nbsp;2.60%, 06/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 921000 | &nbsp;&nbsp;&nbsp;&nbsp; 702439 |
| Kimco Realty Corp., 2.25%, 12/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 265000 | &nbsp;&nbsp;&nbsp;&nbsp; 204938 |
| Kite Realty Group Trust, 4.75%, 09/15/2030<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 432000 | &nbsp;&nbsp;&nbsp;&nbsp; 384126 |
| Realty Income Corp., 5.63%, 10/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 5349000 | &nbsp;&nbsp;&nbsp;&nbsp; 5531067 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10238239 |
| **Semiconductor Equipment–0.20%** | **Semiconductor Equipment–0.20%** | **Semiconductor Equipment–0.20%** |
| Entegris Escrow Corp., 5.95%, 06/15/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5071000 | &nbsp;&nbsp;&nbsp;&nbsp; 4743155 |
| KLA Corp., 4.95%, 07/15/2052<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3828000 | &nbsp;&nbsp;&nbsp;&nbsp; 3700081 |
| NXP B.V./NXP Funding LLC/NXP USA, Inc. (China), 3.40%, 05/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 601000 | &nbsp;&nbsp;&nbsp;&nbsp; 523141 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8966377 |
| **Semiconductors–0.09%** | **Semiconductors–0.09%** | **Semiconductors–0.09%** |
| Broadcom, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 02/15/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1158000 | &nbsp;&nbsp;&nbsp;&nbsp; 914858 |
| &nbsp;&nbsp;&nbsp;3.19%, 11/15/2036<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 407000 | &nbsp;&nbsp;&nbsp;&nbsp; 296854 |
| Marvell Technology, Inc., 2.95%, 04/15/2031<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 487000 | &nbsp;&nbsp;&nbsp;&nbsp; 398371 |
| Micron Technology, Inc., 4.19%, 02/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2012000 | &nbsp;&nbsp;&nbsp;&nbsp; 1924904 |
| Skyworks Solutions, Inc., 3.00%, 06/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 279000 | &nbsp;&nbsp;&nbsp;&nbsp; 218666 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3753653 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Soft Drinks–0.41%** | **Soft Drinks–0.41%** | **Soft Drinks–0.41%** |
| Coca-Cola Icecek A.S. (Turkey), 4.50%, 01/20/2029<sup>(c)</sup> | &nbsp;&nbsp; $16047000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $13601822 |
| PepsiCo, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 02/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2551000 | &nbsp;&nbsp;&nbsp;&nbsp; 2472469 |
| &nbsp;&nbsp;&nbsp;3.90%, 07/18/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2113000 | &nbsp;&nbsp;&nbsp;&nbsp; 2030328 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18104619 |
| **Sovereign Debt–3.02%** | **Sovereign Debt–3.02%** | **Sovereign Debt–3.02%** |
| Airport Authority (Hong Kong), 3.25%, 01/12/2052<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 10776000 | &nbsp;&nbsp;&nbsp;&nbsp; 7721713 |
| Bahamas Government International Bond (Bahamas), |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 11/21/2028<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 427000 | &nbsp;&nbsp;&nbsp;&nbsp; 320270 |
| &nbsp;&nbsp;&nbsp;9.00%, 06/16/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 15917000 | &nbsp;&nbsp;&nbsp;&nbsp; 13143557 |
| Bermuda Government International Bond (Bermuda), 5.00%, 07/15/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6253000 | &nbsp;&nbsp;&nbsp;&nbsp; 6034513 |
| China Government International Bond (China), 2.50%, 10/26/2051<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 11462000 | &nbsp;&nbsp;&nbsp;&nbsp; 7958875 |
| Colombia Government International Bond (Colombia), |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 02/26/2024 | &nbsp;&nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 583471 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 143087 |
| &nbsp;&nbsp;&nbsp;8.00%, 04/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 5622000 | &nbsp;&nbsp;&nbsp;&nbsp; 5564513 |
| Dominican Republic International Bond (Dominican Republic), |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 01/30/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 170331 |
| &nbsp;&nbsp;&nbsp;5.30%, 01/21/2041<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5470000 | &nbsp;&nbsp;&nbsp;&nbsp; 4188160 |
| Dubai DOF Sukuk Ltd. (United Arab Emirates), 3.88%, 01/30/2023<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 199830 |
| Ecuador Social Bond S.a.r.l. (Ecuador), 0.00%, 01/30/2035<sup>(c)(g)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 118147 | &nbsp;&nbsp;&nbsp;&nbsp; 95995 |
| Egypt Government International Bond (Egypt), |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 10/06/2025<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 12181000 | &nbsp;&nbsp;&nbsp;&nbsp; 10900850 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/16/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6444000 | &nbsp;&nbsp;&nbsp;&nbsp; 4581194 |
| &nbsp;&nbsp;&nbsp;7.50%, 02/16/2061<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7382000 | &nbsp;&nbsp;&nbsp;&nbsp; 4724967 |
| Ghana Government International Bond (Ghana), 7.75%, 04/07/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4937000 | &nbsp;&nbsp;&nbsp;&nbsp; 1861397 |
| Guatemala Government Bond (Guatemala), 3.70%, 10/07/2033<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6736000 | &nbsp;&nbsp;&nbsp;&nbsp; 5540360 |
| Hungary Government International Bond (Hungary), 5.38%, 03/25/2024 | &nbsp;&nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 450724 |
| Indonesia Government International Bond (Indonesia), |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 02/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 200000 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/23/2061<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8441000 | &nbsp;&nbsp;&nbsp;&nbsp; 5905797 |
| KSA Sukuk Ltd. (Saudi Arabia), 3.63%, 04/20/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 193339 |
| Mexico Government International Bond (Mexico), |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 04/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 194453 |
| &nbsp;&nbsp;&nbsp;4.88%, 05/19/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 188248 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 9294000 | &nbsp;&nbsp;&nbsp;&nbsp; 7724869 |
| &nbsp;&nbsp;&nbsp;4.40%, 02/12/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 12447000 | &nbsp;&nbsp;&nbsp;&nbsp; 9605072 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Sovereign Debt–(continued)** | **Sovereign Debt–(continued)** | **Sovereign Debt–(continued)** |
| Morocco Government International Bond (Morocco), 4.00%, 12/15/2050<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; $3800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2606534 |
| Oman Government International Bond (Oman), |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 08/01/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 198288 |
| &nbsp;&nbsp;&nbsp;6.25%, 01/25/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3290000 | &nbsp;&nbsp;&nbsp;&nbsp; 3287398 |
| Panama Government International Bond (Panama), 6.40%, 02/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 5409000 | &nbsp;&nbsp;&nbsp;&nbsp; 5641673 |
| Perusahaan Penerbit SBSN Indonesia III (Indonesia), 3.55%, 06/09/2051<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7104000 | &nbsp;&nbsp;&nbsp;&nbsp; 5413666 |
| Qatar Government International Bond (Qatar), |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 04/23/2028<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 201406 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/14/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 329000 | &nbsp;&nbsp;&nbsp;&nbsp; 323173 |
| Republic of Poland Government International Bond (Poland), 5.75%, 11/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 310000 | &nbsp;&nbsp;&nbsp;&nbsp; 327589 |
| Republic of South Africa Government International Bond (South Africa), |  |  |
| &nbsp;&nbsp;&nbsp;4.85%, 09/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 272828 |
| &nbsp;&nbsp;&nbsp;5.75%, 09/30/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 152876 |
| Romanian Government International Bond (Romania), |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 11/25/2027<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 292490 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/27/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 243594 |
| Saudi Government International Bond (Saudi Arabia), |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 04/16/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 415000 | &nbsp;&nbsp;&nbsp;&nbsp; 410097 |
| &nbsp;&nbsp;&nbsp;5.50%, 10/25/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 632809 |
| Trinidad & Tobago Government International Bond (Trinidad and Tobago), 4.50%, 06/26/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 188492 |
| UAE International Government Bond (United Arab Emirates), |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 10/19/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4598000 | &nbsp;&nbsp;&nbsp;&nbsp; 3851184 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/19/2041<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6736000 | &nbsp;&nbsp;&nbsp;&nbsp; 5124729 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/19/2061<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8477000 | &nbsp;&nbsp;&nbsp;&nbsp; 6213514 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133577925 |
| **Specialized Finance–0.74%** | **Specialized Finance–0.74%** | **Specialized Finance–0.74%** |
| Blackstone Private Credit Fund, |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 09/15/2024<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 384000 | &nbsp;&nbsp;&nbsp;&nbsp; 356546 |
| &nbsp;&nbsp;&nbsp;7.05%, 09/29/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4855000 | &nbsp;&nbsp;&nbsp;&nbsp; 4867957 |
| &nbsp;&nbsp;&nbsp;2.63%, 12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 449000 | &nbsp;&nbsp;&nbsp;&nbsp; 381746 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 793000 | &nbsp;&nbsp;&nbsp;&nbsp; 683789 |
| India Airport Infra (India), 6.25%, 10/25/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 379588 |
| IP Lending VII Ltd. (Bermuda), Series 2022-7A, Class SNR, 8.00%, 10/11/2027<sup>(c)(h)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 15459000 | &nbsp;&nbsp;&nbsp;&nbsp; 15459000 |
| Mitsubishi HC Capital, Inc. (Japan), 3.64%, 04/13/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3509000 | &nbsp;&nbsp;&nbsp;&nbsp; 3361708 |
| National Rural Utilities Cooperative Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 04/15/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3332000 | &nbsp;&nbsp;&nbsp;&nbsp; 2782817 |
| &nbsp;&nbsp;&nbsp;5.80%, 01/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 4120000 | &nbsp;&nbsp;&nbsp;&nbsp; 4344419 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32617570 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Specialized REITs–0.38%** | **Specialized REITs–0.38%** | **Specialized REITs–0.38%** |
| American Tower Corp., |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/2031<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; $3481000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2876821 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/15/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2277000 | &nbsp;&nbsp;&nbsp;&nbsp; 2072610 |
| EPR Properties, |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1571000 | &nbsp;&nbsp;&nbsp;&nbsp; 1402376 |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3280000 | &nbsp;&nbsp;&nbsp;&nbsp; 2407342 |
| Equinix, Inc., 3.20%, 11/18/2029<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 850000 | &nbsp;&nbsp;&nbsp;&nbsp; 746106 |
| Extra Space Storage L.P., |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 99000 | &nbsp;&nbsp;&nbsp;&nbsp; 89263 |
| &nbsp;&nbsp;&nbsp;2.55%, 06/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 382000 | &nbsp;&nbsp;&nbsp;&nbsp; 301454 |
| &nbsp;&nbsp;&nbsp;2.35%, 03/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 296000 | &nbsp;&nbsp;&nbsp;&nbsp; 225407 |
| Life Storage L.P., 2.40%, 10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 482000 | &nbsp;&nbsp;&nbsp;&nbsp; 372427 |
| SBA Communications Corp., 3.13%, 02/01/2029<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7516000 | &nbsp;&nbsp;&nbsp;&nbsp; 6282901 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16776707 |
| **Specialty Chemicals–0.76%** | **Specialty Chemicals–0.76%** | **Specialty Chemicals–0.76%** |
| Braskem Idesa S.A.P.I. (Mexico), |  |  |
| &nbsp;&nbsp;&nbsp;7.45%, 11/15/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7775000 | &nbsp;&nbsp;&nbsp;&nbsp; 6153067 |
| &nbsp;&nbsp;&nbsp;7.45%, 11/15/2029<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 316557 |
| &nbsp;&nbsp;&nbsp;6.99%, 02/20/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8453000 | &nbsp;&nbsp;&nbsp;&nbsp; 6001714 |
| Sasol Financing USA LLC (South Africa), |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 09/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9881000 | &nbsp;&nbsp;&nbsp;&nbsp; 8978074 |
| &nbsp;&nbsp;&nbsp;6.50%, 09/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 279075 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/18/2031<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 14272000 | &nbsp;&nbsp;&nbsp;&nbsp; 11862451 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33590938 |
| **Specialty Stores–0.01%** | **Specialty Stores–0.01%** | **Specialty Stores–0.01%** |
| B2W Digital Lux S.a.r.l. (Brazil), 4.38%, 12/20/2030<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 374952 |
| **Steel–0.57%** | **Steel–0.57%** | **Steel–0.57%** |
| ArcelorMittal S.A. (Luxembourg), |  |  |
| &nbsp;&nbsp;&nbsp;6.55%, 11/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 17270000 | &nbsp;&nbsp;&nbsp;&nbsp; 17428845 |
| &nbsp;&nbsp;&nbsp;6.80%, 11/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 7387000 | &nbsp;&nbsp;&nbsp;&nbsp; 7471848 |
| POSCO (South Korea), 4.00%, 08/01/2023<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 228000 | &nbsp;&nbsp;&nbsp;&nbsp; 226106 |
| Steel Dynamics, Inc., 3.25%, 01/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 104000 | &nbsp;&nbsp;&nbsp;&nbsp; 88992 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25215791 |
| **Systems Software–0.95%** | **Systems Software–0.95%** | **Systems Software–0.95%** |
| Crowdstrike Holdings, Inc., 3.00%, 02/15/2029<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 3911000 | &nbsp;&nbsp;&nbsp;&nbsp; 3260562 |
| Oracle Corp., |  |  |
| &nbsp;&nbsp;&nbsp;6.25%, 11/09/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 25499000 | &nbsp;&nbsp;&nbsp;&nbsp; 26931411 |
| &nbsp;&nbsp;&nbsp;6.90%, 11/09/2052<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 10537000 | &nbsp;&nbsp;&nbsp;&nbsp; 11690854 |
| VMware, Inc., 2.20%, 08/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 297000 | &nbsp;&nbsp;&nbsp;&nbsp; 226922 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42109749 |
| **Technology Hardware, Storage & Peripherals–0.18%** | **Technology Hardware, Storage & Peripherals–0.18%** | **Technology Hardware, Storage & Peripherals–0.18%** |
| Apple, Inc., 3.35%, 08/08/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8331000 | &nbsp;&nbsp;&nbsp;&nbsp; 7698898 |
| Lenovo Group Ltd. (China), 6.54%, 07/27/2032<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 389327 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8088225 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Thrifts & Mortgage Finance–0.01%** | **Thrifts & Mortgage Finance–0.01%** | **Thrifts & Mortgage Finance–0.01%** |
| Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., 2.88%, 10/15/2026<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $531000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $453429 |
| **Tobacco–0.63%** | **Tobacco–0.63%** | **Tobacco–0.63%** |
| BAT Capital Corp. (United Kingdom), 2.73%, 03/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 357000 | &nbsp;&nbsp;&nbsp;&nbsp; 281448 |
| Philip Morris International, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/17/2025<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4590000 | &nbsp;&nbsp;&nbsp;&nbsp; 4588195 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 13641000 | &nbsp;&nbsp;&nbsp;&nbsp; 13676772 |
| &nbsp;&nbsp;&nbsp;5.63%, 11/17/2029<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1964000 | &nbsp;&nbsp;&nbsp;&nbsp; 1998729 |
| &nbsp;&nbsp;&nbsp;5.75%, 11/17/2032<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7145000 | &nbsp;&nbsp;&nbsp;&nbsp; 7363233 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27908377 |
| **Trading Companies & Distributors–0.48%** | **Trading Companies & Distributors–0.48%** | **Trading Companies & Distributors–0.48%** |
| AerCap Global Aviation Trust (Ireland), 6.50%, 06/15/2045<sup>(c)(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8778000 | &nbsp;&nbsp;&nbsp;&nbsp; 8124382 |
| Air Lease Corp., |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 12/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 340000 | &nbsp;&nbsp;&nbsp;&nbsp; 304771 |
| &nbsp;&nbsp;&nbsp;5.85%, 12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7344000 | &nbsp;&nbsp;&nbsp;&nbsp; 7297956 |
| GATX Corp., 4.90%, 03/15/2033<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5784000 | &nbsp;&nbsp;&nbsp;&nbsp; 5456976 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21184085 |
| **Trucking–0.49%** | **Trucking–0.49%** | **Trucking–0.49%** |
| Ryder System, Inc., 4.30%, 06/15/2027<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 2626000 | &nbsp;&nbsp;&nbsp;&nbsp; 2474546 |
| Triton Container International Ltd. (Bermuda), |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 04/15/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5299000 | &nbsp;&nbsp;&nbsp;&nbsp; 4609558 |
| &nbsp;&nbsp;&nbsp;3.15%, 06/15/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6768000 | &nbsp;&nbsp;&nbsp;&nbsp; 5343492 |
| Uber Technologies, Inc., 4.50%, 08/15/2029<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 10494000 | &nbsp;&nbsp;&nbsp;&nbsp; 9154965 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21582561 |
| **Wireless Telecommunication Services–1.20%** | **Wireless Telecommunication Services–1.20%** | **Wireless Telecommunication Services–1.20%** |
| America Movil S.A.B. de C.V. (Mexico), 5.38%, 04/04/2032<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 10318000 | &nbsp;&nbsp;&nbsp;&nbsp; 9531252 |
| Axiata SPV2 Bhd. (Malaysia), 4.36%, 03/24/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 195927 |
| Bharti Airtel Ltd. (India), |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 06/10/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 194358 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/03/2031<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 173813 |
| Liquid Telecommunications Financing PLC (South Africa), 5.50%, 09/04/2026<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 142500 |
| Oztel Holdings SPC Ltd. (Oman), 5.63%, 10/24/2023<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 199351 |
| Rogers Communications, Inc. (Canada), 4.55%, 03/15/2052<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5730000 | &nbsp;&nbsp;&nbsp;&nbsp; 4672946 |
| SixSigma Networks Mexico S.A. de C.V. (Mexico), 7.50%, 05/02/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 325000 | &nbsp;&nbsp;&nbsp;&nbsp; 288191 |
| Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC, |  |  |
| &nbsp;&nbsp;&nbsp;4.74%, 03/20/2025<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5191247 | &nbsp;&nbsp;&nbsp;&nbsp; 5126733 |
| &nbsp;&nbsp;&nbsp;5.15%, 03/20/2028<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 8703000 | &nbsp;&nbsp;&nbsp;&nbsp; 8572340 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | **Principal<br> Amount** | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Wireless Telecommunication Services–(continued)** | **Wireless Telecommunication Services–(continued)** | **Wireless Telecommunication Services–(continued)** | **Wireless Telecommunication Services–(continued)** |
| T-Mobile USA, Inc., |  |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 02/15/2026 |  | &nbsp;&nbsp;&nbsp;&nbsp; $4105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3763536 |
| &nbsp;&nbsp;&nbsp;2.63%, 04/15/2026 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4779000 | &nbsp;&nbsp;&nbsp;&nbsp; 4388190 |
| &nbsp;&nbsp;&nbsp;2.70%, 03/15/2032 |  | &nbsp;&nbsp;&nbsp;&nbsp; 518000 | &nbsp;&nbsp;&nbsp;&nbsp; 425592 |
| &nbsp;&nbsp;&nbsp;5.65%, 01/15/2053 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2114000 | &nbsp;&nbsp;&nbsp;&nbsp; 2123542 |
| VEON Holdings B.V. (Netherlands), 3.38%, 11/25/2027<sup>(c)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 4049000 | &nbsp;&nbsp;&nbsp;&nbsp; 2976015 |
| Vodafone Group PLC (United Kingdom), |  |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/04/2081<sup>(d)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 2293000 | &nbsp;&nbsp;&nbsp;&nbsp; 1913050 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/04/2081<sup>(d)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 5448000 | &nbsp;&nbsp;&nbsp;&nbsp; 4109917 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/04/2081<sup>(d)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 6245000 | &nbsp;&nbsp;&nbsp;&nbsp; 4466674 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53263927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total U.S. Dollar Denominated Bonds & Notes (Cost $3,043,756,912) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total U.S. Dollar Denominated Bonds & Notes (Cost $3,043,756,912) |  | &nbsp;&nbsp;&nbsp;&nbsp;2742233303 |
| **Asset-Backed Securities–29.14%** | **Asset-Backed Securities–29.14%** | **Asset-Backed Securities–29.14%** | **Asset-Backed Securities–29.14%** |
| Adjustable Rate Mortgage Trust, |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2004-2, Class 6A1, 0.71%, 02/25/2035<sup>(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 371102 | &nbsp;&nbsp;&nbsp;&nbsp; 361846 |
| &nbsp;&nbsp;&nbsp;Series 2005-1, Class 4A1, 3.39%, 05/25/2035<sup>(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 495291 | &nbsp;&nbsp;&nbsp;&nbsp; 458223 |
| AMSR Trust, Series 2021-SFR3, Class B, 1.73%, 10/17/2038<sup>(c)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 13340000 | &nbsp;&nbsp;&nbsp;&nbsp; 11429128 |
| Angel Oak Mortgage Trust, |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A1, 2.16%, 12/25/2059<sup>(c)(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 1170002 | &nbsp;&nbsp;&nbsp;&nbsp; 1096892 |
| &nbsp;&nbsp;&nbsp;Series 2020-3, Class A1, 1.69%, 04/25/2065<sup>(c)(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 4271615 | &nbsp;&nbsp;&nbsp;&nbsp; 3900974 |
| &nbsp;&nbsp;&nbsp;Series 2020-5, Class A1, 1.37%, 05/25/2065<sup>(c)(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 2703006 | &nbsp;&nbsp;&nbsp;&nbsp; 2401763 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class A1, 1.07%, 05/25/2066<sup>(c)(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 3282397 | &nbsp;&nbsp;&nbsp;&nbsp; 2570999 |
| &nbsp;&nbsp;&nbsp;Series 2021-7, Class A1, 1.98%, 10/25/2066<sup>(c)(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 7917805 | &nbsp;&nbsp;&nbsp;&nbsp; 6353726 |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class A1, 2.88%, 12/25/2066<sup>(c)(k)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 13968373 | &nbsp;&nbsp;&nbsp;&nbsp; 12240190 |
| Angel Oak Mortgage Trust I LLC, Series 2018-3, Class A1, 3.65%, 09/25/2048<sup>(c)(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 70399 | &nbsp;&nbsp;&nbsp;&nbsp; 70079 |
| Avis Budget Rental Car Funding (AESOP) LLC, |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-1A, Class A, 3.83%, 08/21/2028<sup>(c)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 20133000 | &nbsp;&nbsp;&nbsp;&nbsp; 19272528 |
| &nbsp;&nbsp;&nbsp;Series 2022-1A, Class C, 4.84%, 08/21/2028<sup>(c)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 5417000 | &nbsp;&nbsp;&nbsp;&nbsp; 5083257 |
| Bain Capital Credit CLO Ltd., Series 2017-2A, Class AR2, 5.54% (3 mo. USD LIBOR + 1.18%), 07/25/2034<sup>(c)(f)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 21505000 | &nbsp;&nbsp;&nbsp;&nbsp; 20902451 |
| Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class AS, 3.99%, 09/15/2048<sup>(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 4394000 | &nbsp;&nbsp;&nbsp;&nbsp; 4121510 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | **Value** |
| Bayview MSR Opportunity Master Fund Trust, | Bayview MSR Opportunity Master Fund Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-4, Class A3, 3.00%, 10/25/2051<sup>(c)(j)</sup> |  | &nbsp;&nbsp; $11295309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $9481568 |
| &nbsp;&nbsp;&nbsp;Series 2021-4, Class A4, 2.50%, 10/25/2051<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 11294437 | &nbsp;&nbsp;&nbsp;&nbsp; 9145301 |
| &nbsp;&nbsp;&nbsp;Series 2021-4, Class A8, 2.50%, 10/25/2051<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 10741250 | &nbsp;&nbsp;&nbsp;&nbsp; 9162602 |
| &nbsp;&nbsp;&nbsp;Series 2021-5, Class A1, 3.00%, 11/25/2051<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 11961576 | &nbsp;&nbsp;&nbsp;&nbsp; 10100425 |
| &nbsp;&nbsp;&nbsp;Series 2021-5, Class A2, 2.50%, 11/25/2051<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 14595406 | &nbsp;&nbsp;&nbsp;&nbsp; 11875623 |
| Bear Stearns Adjustable Rate Mortgage Trust, | Bear Stearns Adjustable Rate Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2003-6, Class 1A3, 3.86%, 08/25/2033<sup>(j)</sup> |  | &nbsp;&nbsp; 38424 | &nbsp;&nbsp;&nbsp;&nbsp; 36077 |
| &nbsp;&nbsp;&nbsp;Series 2004-10, Class 21A1, 3.97%, 01/25/2035<sup>(j)</sup> |  | &nbsp;&nbsp; 266586 | &nbsp;&nbsp;&nbsp;&nbsp; 240092 |
| &nbsp;&nbsp;&nbsp;Series 2006-1, Class A1, 0.65% (1 yr. U.S. Treasury Yield Curve Rate + 2.25%), 02/25/2036<sup>(f)</sup> |  | &nbsp;&nbsp; 152076 | &nbsp;&nbsp;&nbsp;&nbsp; 143693 |
| Bear Stearns ALT-A Trust, Series 2004-11, Class 2A3, 3.88%, 11/25/2034<sup>(j)</sup> |  | &nbsp;&nbsp; 246267 | &nbsp;&nbsp;&nbsp;&nbsp; 242341 |
| Benchmark Mortgage Trust, | Benchmark Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-B3, Class C, 4.69%, 04/10/2051<sup>(j)</sup> |  | &nbsp;&nbsp; 6921000 | &nbsp;&nbsp;&nbsp;&nbsp; 6036845 |
| &nbsp;&nbsp;&nbsp;Series 2019-B14, Class A5, 3.05%, 12/15/2062 |  | &nbsp;&nbsp; 16455000 | &nbsp;&nbsp;&nbsp;&nbsp; 14482732 |
| &nbsp;&nbsp;&nbsp;Series 2019-B14, Class C, 3.90%, 12/15/2062<sup>(j)</sup> |  | &nbsp;&nbsp; 14875350 | &nbsp;&nbsp;&nbsp;&nbsp; 11679125 |
| &nbsp;&nbsp;&nbsp;Series 2019-B15, Class B, 3.56%, 12/15/2072 |  | &nbsp;&nbsp; 12220000 | &nbsp;&nbsp;&nbsp;&nbsp; 10280173 |
| BRAVO Residential Funding Trust, Series 2021-NQM2, Class A1, 0.97%, 03/25/2060<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 3303841 | &nbsp;&nbsp;&nbsp;&nbsp; 3105641 |
| BX Commercial Mortgage Trust, | BX Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-ACNT, Class A, 4.73% (1 mo. USD LIBOR + 0.85%), 11/15/2038<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 6655000 | &nbsp;&nbsp;&nbsp;&nbsp; 6392841 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class C, 4.98% (1 mo. USD LIBOR + 1.10%), 09/15/2036<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 5345000 | &nbsp;&nbsp;&nbsp;&nbsp; 4966469 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class D, 5.53% (1 mo. USD LIBOR + 1.65%), 09/15/2036<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 12367000 | &nbsp;&nbsp;&nbsp;&nbsp; 11564286 |
| &nbsp;&nbsp;&nbsp;Series 2021-XL2, Class B, 4.87% (1 mo. USD LIBOR + 1.00%), 10/15/2038<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 4355561 | &nbsp;&nbsp;&nbsp;&nbsp; 4113758 |
| BX Trust, | BX Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-CLS, Class A, 5.76%, 10/13/2027<sup>(c)</sup> |  | &nbsp;&nbsp; 4640000 | &nbsp;&nbsp;&nbsp;&nbsp; 4601169 |
| &nbsp;&nbsp;&nbsp;Series 2022-LBA6, Class A, 4.79% (1 mo. Term SOFR + 1.00%), 01/15/2039<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 10965000 | &nbsp;&nbsp;&nbsp;&nbsp; 10517922 |
| &nbsp;&nbsp;&nbsp;Series 2022-LBA6, Class B, 5.09% (1 mo. Term SOFR + 1.30%), 01/15/2039<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 6790000 | &nbsp;&nbsp;&nbsp;&nbsp; 6450969 |
| &nbsp;&nbsp;&nbsp;Series 2022-LBA6, Class C, 5.39% (1 mo. Term SOFR + 1.60%), 01/15/2039<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 3630000 | &nbsp;&nbsp;&nbsp;&nbsp; 3397533 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | **Value** |
| Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A3, 3.50%, 07/25/2049<sup>(c)(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; $4514726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4049853 |
| Chase Mortgage Finance Corp., | Chase Mortgage Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-SH1, Class M3, 3.75%, 04/25/2045<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 1183092 | &nbsp;&nbsp;&nbsp;&nbsp; 994410 |
| &nbsp;&nbsp;&nbsp;Series 2016-SH2, Class M2, 3.75%, 12/25/2045<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 4532815 | &nbsp;&nbsp;&nbsp;&nbsp; 3977414 |
| &nbsp;&nbsp;&nbsp;Series 2016-SH2, Class M3, 3.75%, 12/25/2045<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 2248282 | &nbsp;&nbsp;&nbsp;&nbsp; 1955615 |
| CIFC Funding Ltd. (Cayman Islands), | CIFC Funding Ltd. (Cayman Islands), |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-5A, Class A1R2, 5.28% (3 mo. USD LIBOR + 1.20%), 10/17/2031<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 4417000 | &nbsp;&nbsp;&nbsp;&nbsp; 4353806 |
| &nbsp;&nbsp;&nbsp;Series 2016-1A, Class ARR, 5.36% (3 mo. USD LIBOR + 1.08%), 10/21/2031<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 4761000 | &nbsp;&nbsp;&nbsp;&nbsp; 4648255 |
| Citigroup Commercial Mortgage Trust, | Citigroup Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2012-GC8, Class B, 4.29%, 09/10/2045<sup>(c)</sup> |  | &nbsp;&nbsp; 179144 | &nbsp;&nbsp;&nbsp;&nbsp; 175898 |
| &nbsp;&nbsp;&nbsp;Series 2013-GC11, Class D, 4.55%, 04/10/2023<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 752554 | &nbsp;&nbsp;&nbsp;&nbsp; 722545 |
| &nbsp;&nbsp;&nbsp;Series 2014-GC23, Class B, 4.18%, 07/10/2047<sup>(j)</sup> |  | &nbsp;&nbsp; 2816000 | &nbsp;&nbsp;&nbsp;&nbsp; 2677327 |
| &nbsp;&nbsp;&nbsp;Series 2015-GC27, Class A5, 3.14%, 02/10/2048 |  | &nbsp;&nbsp; 1233335 | &nbsp;&nbsp;&nbsp;&nbsp; 1171050 |
| Citigroup Mortgage Loan Trust, Series 2021-INV3, Class A3, 2.50%, 05/25/2051<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 11409281 | &nbsp;&nbsp;&nbsp;&nbsp; 9269578 |
| Citigroup Mortgage Loan Trust, Inc., Series 2004-UST1, Class A4, 3.85%, 08/25/2034<sup>(j)</sup> |  | &nbsp;&nbsp; 142191 | &nbsp;&nbsp;&nbsp;&nbsp; 129453 |
| COLT Mortgage Loan Trust, | COLT Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-2, Class A1, 1.85%, 03/25/2065<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 380824 | &nbsp;&nbsp;&nbsp;&nbsp; 372717 |
| &nbsp;&nbsp;&nbsp;Series 2021-5, Class A1, 1.73%, 11/26/2066<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 5992533 | &nbsp;&nbsp;&nbsp;&nbsp; 4920855 |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class A1, 2.28%, 12/27/2066<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 8579706 | &nbsp;&nbsp;&nbsp;&nbsp; 7270576 |
| &nbsp;&nbsp;&nbsp;Series 2022-2, Class A1, 2.99%, 02/25/2067<sup>(c)(k)</sup> |  | &nbsp;&nbsp; 8361300 | &nbsp;&nbsp;&nbsp;&nbsp; 7404944 |
| &nbsp;&nbsp;&nbsp;Series 2022-3, Class A1, 3.90%, 02/25/2067<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 11525078 | &nbsp;&nbsp;&nbsp;&nbsp; 10669538 |
| Commercial Mortgage Trust, | Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-SFS, Class A1, 1.87%, 04/12/2035<sup>(c)</sup> |  | &nbsp;&nbsp; 41053 | &nbsp;&nbsp;&nbsp;&nbsp; 40612 |
| &nbsp;&nbsp;&nbsp;Series 2015-CR25, Class B, 4.67%, 08/10/2048<sup>(j)</sup> |  | &nbsp;&nbsp; 5267000 | &nbsp;&nbsp;&nbsp;&nbsp; 4903926 |
| Countrywide Home Loans Mortgage Pass-Through Trust, Series 2007-13, Class A10, 6.00%, 08/25/2037 |  | &nbsp;&nbsp; 189967 | &nbsp;&nbsp;&nbsp;&nbsp; 102006 |
| Credit Suisse Mortgage Capital Ctfs., Series 2020-SPT1, Class A1, 1.62%, 04/25/2065<sup>(c)(k)</sup> |  | &nbsp;&nbsp; 1300148 | &nbsp;&nbsp;&nbsp;&nbsp; 1255167 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | **Value** |
| Credit Suisse Mortgage Capital Trust, | Credit Suisse Mortgage Capital Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1, 0.81%, 05/25/2065<sup>(c)(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; $2062775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1839668 |
| &nbsp;&nbsp;&nbsp;Series 2021-NQM2, Class A1, 1.18%, 02/25/2066<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 2707420 | &nbsp;&nbsp;&nbsp;&nbsp; 2279819 |
| &nbsp;&nbsp;&nbsp;Series 2022-ATH1, Class A1A, 2.87%, 01/25/2067<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 11204145 | &nbsp;&nbsp;&nbsp;&nbsp; 10343671 |
| &nbsp;&nbsp;&nbsp;Series 2022-ATH1, Class A1B, 3.35%, 01/25/2067<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 5772399 | &nbsp;&nbsp;&nbsp;&nbsp; 4761435 |
| &nbsp;&nbsp;&nbsp;Series 2022-ATH2, Class A1, 4.55%, 05/25/2067<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 11801822 | &nbsp;&nbsp;&nbsp;&nbsp; 11306644 |
| CSAIL Commercial Mortgage Trust, Series 2020-C19, Class A3, 2.56%, 03/15/2053 |  | &nbsp;&nbsp; 22374000 | &nbsp;&nbsp;&nbsp;&nbsp; 18627586 |
| CSFB Mortgage-Backed Pass-Through Ctfs., Series 2004-AR5, Class 3A1, 3.17%, 06/25/2034<sup>(j)</sup> |  | &nbsp;&nbsp; 612564 | &nbsp;&nbsp;&nbsp;&nbsp; 565531 |
| DB Master Finance LLC, | DB Master Finance LLC, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A23, 4.35%, 05/20/2049<sup>(c)</sup> |  | &nbsp;&nbsp; 9878175 | &nbsp;&nbsp;&nbsp;&nbsp; 8936739 |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2II, 4.02%, 05/20/2049<sup>(c)</sup> |  | &nbsp;&nbsp; 10434487 | &nbsp;&nbsp;&nbsp;&nbsp; 9680349 |
| Deutsche Mortgage Securities, Inc. Re-REMIC Trust Ctfs., Series 2007-WM1, Class A1, 3.46%, 06/27/2037<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 3446523 | &nbsp;&nbsp;&nbsp;&nbsp; 3176102 |
| Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2, 3.67%, 10/25/2049<sup>(c)</sup> |  | &nbsp;&nbsp; 18829545 | &nbsp;&nbsp;&nbsp;&nbsp; 15981495 |
| Dryden 93 CLO Ltd., Series 2021-93A, Class A1A, 5.16% (3 mo. USD LIBOR + 1.08%), 01/15/2034<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 3239313 | &nbsp;&nbsp;&nbsp;&nbsp; 3160287 |
| DT Auto Owner Trust, Series 2019-3A, Class D, 2.96%, 04/15/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 8687668 | &nbsp;&nbsp;&nbsp;&nbsp; 8552474 |
| Ellington Financial Mortgage Trust, | Ellington Financial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-2, Class A1, 2.74%, 11/25/2059<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 2896313 | &nbsp;&nbsp;&nbsp;&nbsp; 2726795 |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A1, 2.01%, 05/25/2065<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 573843 | &nbsp;&nbsp;&nbsp;&nbsp; 554844 |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class A1, 0.80%, 02/25/2066<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 1061512 | &nbsp;&nbsp;&nbsp;&nbsp; 840659 |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class A1, 2.21%, 01/25/2067<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 7936999 | &nbsp;&nbsp;&nbsp;&nbsp; 6597263 |
| &nbsp;&nbsp;&nbsp;Series 2022-3, Class A1, 5.00%, 08/25/2067<sup>(c)(k)</sup> |  | &nbsp;&nbsp; 10758303 | &nbsp;&nbsp;&nbsp;&nbsp; 10311062 |
| Extended Stay America Trust, Series 2021-ESH, Class B, 5.26% (1 mo. USD LIBOR + 1.38%), 07/15/2038<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 5022509 | &nbsp;&nbsp;&nbsp;&nbsp; 4781673 |
| Flagstar Mortgage Trust, | Flagstar Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-11IN, Class A6, 3.70%, 11/25/2051<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 18251310 | &nbsp;&nbsp;&nbsp;&nbsp; 15696926 |
| &nbsp;&nbsp;&nbsp;Series 2021-8INV, Class A6, 2.50%, 09/25/2051<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 3924861 | &nbsp;&nbsp;&nbsp;&nbsp; 3376530 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | **Value** |
| GCAT Trust, | GCAT Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-NQM3, Class A1, 2.69%, 11/25/2059<sup>(c)(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; $1637690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1523521 |
| &nbsp;&nbsp;&nbsp;Series 2020-NQM2, Class A1, 1.56%, 04/25/2065<sup>(c)(k)</sup> |  | &nbsp;&nbsp; 1301462 | &nbsp;&nbsp;&nbsp;&nbsp; 1166183 |
| GMACM Mortgage Loan Trust, Series 2006-AR1, Class 1A1, 2.98%, 04/19/2036<sup>(j)</sup> |  | &nbsp;&nbsp; 388540 | &nbsp;&nbsp;&nbsp;&nbsp; 291184 |
| GoldenTree Loan Management US CLO 1 Ltd., Series 2021-9A, Class A, 5.31% (3 mo. USD LIBOR + 1.07%), 01/20/2033<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 5015000 | &nbsp;&nbsp;&nbsp;&nbsp; 4899474 |
| GoldenTree Loan Management US CLO 2 Ltd., Series 2017-2A, Class AR, 5.15% (3 mo. USD LIBOR + 0.91%), 11/20/2030<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 14276000 | &nbsp;&nbsp;&nbsp;&nbsp; 14081090 |
| GoldenTree Loan Management US CLO 5 Ltd., Series 2019-5A, Class AR, 5.31% (3 mo. USD LIBOR + 1.07%), 10/20/2032<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 6576000 | &nbsp;&nbsp;&nbsp;&nbsp; 6422174 |
| Golub Capital Partners CLO 35(B) Ltd., Series 2017-35A, Class AR, 5.43% (3 mo. USD LIBOR + 1.19%), 07/20/2029<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 18438468 | &nbsp;&nbsp;&nbsp;&nbsp; 18154810 |
| Golub Capital Partners CLO 40(A) Ltd., Series 2019-40A, Class AR, 5.45% (3 mo. USD LIBOR + 1.09%), 01/25/2032<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 15988000 | &nbsp;&nbsp;&nbsp;&nbsp; 15618821 |
| GS Mortgage Securities Corp. Trust, Series 2022-SHIP, Class A, 4.53% (1 mo. Term SOFR + 0.73%), 08/15/2036<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 4830000 | &nbsp;&nbsp;&nbsp;&nbsp; 4736513 |
| GS Mortgage Securities Trust, | GS Mortgage Securities Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-GC14, Class B, 4.88%, 08/10/2046<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 4973000 | &nbsp;&nbsp;&nbsp;&nbsp; 4824731 |
| &nbsp;&nbsp;&nbsp;Series 2020-GC45, Class A5, 2.91%, 02/13/2053 |  | &nbsp;&nbsp; 8325000 | &nbsp;&nbsp;&nbsp;&nbsp; 7152139 |
| &nbsp;&nbsp;&nbsp;Series 2020-GC47, Class A5, 2.38%, 05/12/2053 |  | &nbsp;&nbsp; 8750000 | &nbsp;&nbsp;&nbsp;&nbsp; 7240778 |
| GS Mortgage-Backed Securities Trust, Series 2021-INV1, Class A6, 2.50%, 12/25/2051<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 9668146 | &nbsp;&nbsp;&nbsp;&nbsp; 8257963 |
| GSR Mortgage Loan Trust, Series 2005-AR6, Class 3A2, 3.01%, 09/25/2035<sup>(j)</sup> |  | &nbsp;&nbsp; 106115 | &nbsp;&nbsp;&nbsp;&nbsp; 94760 |
| HarborView Mortgage Loan Trust, Series 2005-9, Class 2A1C, 4.84% (1 mo. USD LIBOR + 0.90%), 06/20/2035<sup>(f)</sup> |  | &nbsp;&nbsp; 14061 | &nbsp;&nbsp;&nbsp;&nbsp; 12469 |
| Hertz Vehicle Financing III L.P., | Hertz Vehicle Financing III L.P., |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-2A, Class A, 1.68%, 12/27/2027<sup>(c)</sup> |  | &nbsp;&nbsp; 3927000 | &nbsp;&nbsp;&nbsp;&nbsp; 3363952 |
| &nbsp;&nbsp;&nbsp;Series 2021-2A, Class B, 2.12%, 12/27/2027<sup>(c)</sup> |  | &nbsp;&nbsp; 2100000 | &nbsp;&nbsp;&nbsp;&nbsp; 1759570 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | **Value** |
| Hertz Vehicle Financing LLC, | Hertz Vehicle Financing LLC, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A, 1.21%, 12/26/2025<sup>(c)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; $2917000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2676753 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class B, 1.56%, 12/26/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 1289000 | &nbsp;&nbsp;&nbsp;&nbsp; 1174715 |
| ICG US CLO Ltd., Series 2016-1A, Class A1RR, 5.66% (3 mo. USD LIBOR + 1.25%), 04/29/2034<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 11399000 | &nbsp;&nbsp;&nbsp;&nbsp; 11073422 |
| Invitation Homes Trust, Series 2018-SFR1, Class A, 4.60% (1 mo. USD LIBOR + 0.70%), 03/17/2037<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 26589758 | &nbsp;&nbsp;&nbsp;&nbsp; 26144844 |
| IP Lending III Ltd., Series 2022-3A, Class SNR, 3.38%, 11/02/2026<sup>(c)(h)</sup> |  | &nbsp;&nbsp; 7847000 | &nbsp;&nbsp;&nbsp;&nbsp; 6990892 |
| IP Lending IV Ltd., Series 2022-4A, Class SNR, 6.05%, 04/28/2027<sup>(c)(h)</sup> |  | &nbsp;&nbsp; 12002000 | &nbsp;&nbsp;&nbsp;&nbsp; 11282720 |
| Jimmy Johns Funding LLC, Series 2017-1A, Class A2II, 4.85%, 07/30/2047<sup>(c)</sup> |  | &nbsp;&nbsp; 5649750 | &nbsp;&nbsp;&nbsp;&nbsp; 5192918 |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2012-LC9, Class B, 3.81%, 12/15/2047<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4945820 |
| JP Morgan Mortgage Trust, | JP Morgan Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2005-A3, Class 1A1, 2.97%, 06/25/2035<sup>(j)</sup> |  | &nbsp;&nbsp; 91871 | &nbsp;&nbsp;&nbsp;&nbsp; 85101 |
| &nbsp;&nbsp;&nbsp;Series 2005-A3, Class 6A5, 3.05%, 06/25/2035<sup>(j)</sup> |  | &nbsp;&nbsp; 194825 | &nbsp;&nbsp;&nbsp;&nbsp; 189461 |
| &nbsp;&nbsp;&nbsp;Series 2005-A5, Class 1A2, 3.34%, 08/25/2035<sup>(j)</sup> |  | &nbsp;&nbsp; 86676 | &nbsp;&nbsp;&nbsp;&nbsp; 86127 |
| &nbsp;&nbsp;&nbsp;Series 2007-A4, Class 3A1, 3.17%, 06/25/2037<sup>(j)</sup> |  | &nbsp;&nbsp; 377363 | &nbsp;&nbsp;&nbsp;&nbsp; 281857 |
| &nbsp;&nbsp;&nbsp;Series 20153, Class B2, 3.61%, 05/25/2045<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 4517277 | &nbsp;&nbsp;&nbsp;&nbsp; 4029213 |
| &nbsp;&nbsp;&nbsp;Series 2021-LTV2, Class A1, 2.52%, 05/25/2052<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 13513766 | &nbsp;&nbsp;&nbsp;&nbsp; 10675583 |
| JPMBB Commercial Mortgage Securities Trust, | JPMBB Commercial Mortgage Securities Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-C17, Class C, 5.05%, 01/15/2047<sup>(j)</sup> |  | &nbsp;&nbsp; 12750000 | &nbsp;&nbsp;&nbsp;&nbsp; 12178855 |
| &nbsp;&nbsp;&nbsp;Series 2015-C31, Class A3, 3.80%, 08/15/2048 |  | &nbsp;&nbsp; 924076 | &nbsp;&nbsp;&nbsp;&nbsp; 879109 |
| &nbsp;&nbsp;&nbsp;Series 2016-C1, Class B, 4.89%, 03/17/2049<sup>(j)</sup> |  | &nbsp;&nbsp; 5083000 | &nbsp;&nbsp;&nbsp;&nbsp; 4755216 |
| JPMDB Commercial Mortgage Securities Trust, Series 2020-COR7, Class A5, 2.18%, 05/13/2053 |  | &nbsp;&nbsp; 6200000 | &nbsp;&nbsp;&nbsp;&nbsp; 4966542 |
| KKR CLO 30 Ltd., Series 30A, Class A1R, 5.10% (3 mo. USD LIBOR + 1.02%), 10/17/2031<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 11305000 | &nbsp;&nbsp;&nbsp;&nbsp; 11083987 |
| Lehman Mortgage Trust, Series 2006-1, Class 3A5, 5.50%, 02/25/2036 |  | &nbsp;&nbsp; 98554 | &nbsp;&nbsp;&nbsp;&nbsp; 72399 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | **Value** |
| Life Mortgage Trust, | Life Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-BMR, Class A, 4.58% (1 mo. USD LIBOR + 0.70%), 03/15/2038<sup>(c)(f)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; $6679282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $6429154 |
| &nbsp;&nbsp;&nbsp;Series 2021-BMR, Class B, 4.76% (1 mo. USD LIBOR + 0.88%), 03/15/2038<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 10837246 | &nbsp;&nbsp;&nbsp;&nbsp; 10286278 |
| &nbsp;&nbsp;&nbsp;Series 2021-BMR, Class C, 4.98% (1 mo. USD LIBOR + 1.10%), 03/15/2038<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 4546237 | &nbsp;&nbsp;&nbsp;&nbsp; 4293396 |
| MAD Mortgage Trust, Series 2017-330M, Class A, 3.29%, 08/15/2034<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 11633000 | &nbsp;&nbsp;&nbsp;&nbsp; 10840985 |
| Med Trust, | Med Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-MDLN, Class A, 4.83% (1 mo. USD LIBOR + 0.95%), 11/15/2038<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 7975000 | &nbsp;&nbsp;&nbsp;&nbsp; 7630061 |
| &nbsp;&nbsp;&nbsp;Series 2021-MDLN, Class B, 5.33% (1 mo. USD LIBOR + 1.45%), 11/15/2038<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 12879000 | &nbsp;&nbsp;&nbsp;&nbsp; 12200259 |
| Mello Mortgage Capital Acceptance Trust, | Mello Mortgage Capital Acceptance Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-INV2, Class A4, 2.50%, 08/25/2051<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 7382430 | &nbsp;&nbsp;&nbsp;&nbsp; 6351198 |
| &nbsp;&nbsp;&nbsp;Series 2021-INV3, Class A4, 2.50%, 10/25/2051<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 7262424 | &nbsp;&nbsp;&nbsp;&nbsp; 6244555 |
| Merrill Lynch Mortgage Investors Trust, | Merrill Lynch Mortgage Investors Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2005-3, Class 3A, 2.39%, 11/25/2035<sup>(j)</sup> |  | &nbsp;&nbsp; 400355 | &nbsp;&nbsp;&nbsp;&nbsp; 361730 |
| &nbsp;&nbsp;&nbsp;Series 2005-A5, Class A9, 3.48%, 06/25/2035<sup>(j)</sup> |  | &nbsp;&nbsp; 482583 | &nbsp;&nbsp;&nbsp;&nbsp; 443154 |
| MFA Trust, | MFA Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-AEI1, Class A3, 2.50%, 08/25/2051<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 8109677 | &nbsp;&nbsp;&nbsp;&nbsp; 6588784 |
| &nbsp;&nbsp;&nbsp;Series 2021-AEI1, Class A4, 2.50%, 08/25/2051<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 9815271 | &nbsp;&nbsp;&nbsp;&nbsp; 8373480 |
| &nbsp;&nbsp;&nbsp;Series 2021-INV2, Class A1, 1.91%, 11/25/2056<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 9827876 | &nbsp;&nbsp;&nbsp;&nbsp; 8035502 |
| MHP Commercial Mortgage Trust, | MHP Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-STOR, Class A, 4.58% (1 mo. USD LIBOR + 0.70%), 07/15/2038<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 5810000 | &nbsp;&nbsp;&nbsp;&nbsp; 5564307 |
| &nbsp;&nbsp;&nbsp;Series 2021-STOR, Class B, 4.78% (1 mo. USD LIBOR + 0.90%), 07/15/2038<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 4355000 | &nbsp;&nbsp;&nbsp;&nbsp; 4144723 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class B, 4.68%, 10/15/2048<sup>(j)</sup> |  | &nbsp;&nbsp; 15769000 | &nbsp;&nbsp;&nbsp;&nbsp; 14815182 |
| Morgan Stanley Capital I Trust, | Morgan Stanley Capital I Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-150E, Class C, 4.44%, 09/09/2032<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 3350000 | &nbsp;&nbsp;&nbsp;&nbsp; 2897233 |
| &nbsp;&nbsp;&nbsp;Series 2019-L2, Class A4, 4.07%, 03/15/2052 |  | &nbsp;&nbsp; 17430000 | &nbsp;&nbsp;&nbsp;&nbsp; 16228562 |
| &nbsp;&nbsp;&nbsp;Series 2019-L3, Class AS, 3.49%, 11/15/2052 |  | &nbsp;&nbsp; 10950000 | &nbsp;&nbsp;&nbsp;&nbsp; 9501932 |
| MVW LLC, Series 2019-2A, Class A, 2.22%, 10/20/2038<sup>(c)</sup> |  | &nbsp;&nbsp; 4118314 | &nbsp;&nbsp;&nbsp;&nbsp; 3888096 |
| MVW Owner Trust, Series 2019-1A, Class A, 2.89%, 11/20/2036<sup>(c)</sup> |  | &nbsp;&nbsp; 3150572 | &nbsp;&nbsp;&nbsp;&nbsp; 2978345 |
| Natixis Commercial Mortgage Securities Trust, Series 2018-285M, Class E, 3.92%, 11/15/2032<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 6250000 | &nbsp;&nbsp;&nbsp;&nbsp; 5084946 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | **Value** |
| Neuberger Berman Loan Advisers CLO 24 Ltd., Series 2017-24A, Class AR, 5.25% (3 mo. USD LIBOR + 1.02%), 04/19/2030<sup>(c)(f)</sup> |  | &nbsp;&nbsp; $10341885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $10197760 |
| New Residential Mortgage Loan Trust, | New Residential Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-NQM4, Class A1, 2.49%, 09/25/2059<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 1889572 | &nbsp;&nbsp;&nbsp;&nbsp; 1718311 |
| &nbsp;&nbsp;&nbsp;Series 2020-NQM1, Class A1, 2.46%, 01/26/2060<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 3216836 | &nbsp;&nbsp;&nbsp;&nbsp; 2900519 |
| &nbsp;&nbsp;&nbsp;Series 2022-NQM2, Class A1, 3.08%, 03/27/2062<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 7864702 | &nbsp;&nbsp;&nbsp;&nbsp; 6940890 |
| OBX Trust, | OBX Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-EXP1, Class 1A3, 4.00%, 01/25/2059<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 467981 | &nbsp;&nbsp;&nbsp;&nbsp; 440895 |
| &nbsp;&nbsp;&nbsp;Series 2022-NQM1, Class A1, 2.31%, 11/25/2061<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 9836777 | &nbsp;&nbsp;&nbsp;&nbsp; 8290314 |
| &nbsp;&nbsp;&nbsp;Series 2022-NQM2, Class A1, 2.94%, 01/25/2062<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 11892087 | &nbsp;&nbsp;&nbsp;&nbsp; 10345603 |
| &nbsp;&nbsp;&nbsp;Series 2022-NQM2, Class A1A, 2.78%, 01/25/2062<sup>(c)(k)</sup> |  | &nbsp;&nbsp; 7715901 | &nbsp;&nbsp;&nbsp;&nbsp; 6910934 |
| &nbsp;&nbsp;&nbsp;Series 2022-NQM2, Class A1B, 3.38%, 01/25/2062<sup>(c)(k)</sup> |  | &nbsp;&nbsp; 7063333 | &nbsp;&nbsp;&nbsp;&nbsp; 5695094 |
| Oceanview Mortgage Trust, Series 2021-3, Class A5, 2.50%, 07/25/2051<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 8511501 | &nbsp;&nbsp;&nbsp;&nbsp; 7272702 |
| OCP CLO Ltd. (Cayman Islands), | OCP CLO Ltd. (Cayman Islands), |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-7A, Class A1RR, 5.36% (3 mo. USD LIBOR + 1.12%), 07/20/2029<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 16528447 | &nbsp;&nbsp;&nbsp;&nbsp; 16291710 |
| &nbsp;&nbsp;&nbsp;Series 2017-13A, Class A1AR, 5.04% (3 mo. USD LIBOR + 0.96%), 07/15/2030<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 9611000 | &nbsp;&nbsp;&nbsp;&nbsp; 9434369 |
| &nbsp;&nbsp;&nbsp;Series 2020-8RA, Class A1, 5.30% (3 mo. USD LIBOR + 1.22%), 01/17/2032<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 17937000 | &nbsp;&nbsp;&nbsp;&nbsp; 17611210 |
| Octagon Investment Partners 31 LLC, Series 2017-1A, Class AR, 5.29% (3 mo. USD LIBOR + 1.05%), 07/20/2030<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 16000000 | &nbsp;&nbsp;&nbsp;&nbsp; 15772032 |
| Octagon Investment Partners 49 Ltd., Series 2020-5A, Class A1, 5.30% (3 mo. USD LIBOR + 1.22%), 01/15/2033<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 16476000 | &nbsp;&nbsp;&nbsp;&nbsp; 16199286 |
| OHA Loan Funding Ltd., Series 2016-1A, Class AR, 5.50% (3 mo. USD LIBOR + 1.26%), 01/20/2033<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 10543683 | &nbsp;&nbsp;&nbsp;&nbsp; 10333252 |
| One Bryant Park Trust, Series 2019-OBP, Class A, 2.52%, 09/15/2054<sup>(c)</sup> |  | &nbsp;&nbsp; 21801000 | &nbsp;&nbsp;&nbsp;&nbsp; 17965092 |
| Onslow Bay Mortgage Loan Trust, Series 2021-NQM4, Class A1, 1.96%, 10/25/2061<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 11586337 | &nbsp;&nbsp;&nbsp;&nbsp; 9295475 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | **Value** |
| PPM CLO 3 Ltd., Series 2019-3A, Class AR, 5.17% (3 mo. USD LIBOR + 1.09%), 04/17/2034<sup>(c)(f)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; $9626000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $9249720 |
| Progress Residential Trust, | Progress Residential Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-SFR1, Class A, 1.73%, 04/17/2037<sup>(c)</sup> |  | &nbsp;&nbsp; 14101324 | &nbsp;&nbsp;&nbsp;&nbsp; 12864618 |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR10, Class A, 2.39%, 12/17/2040<sup>(c)</sup> |  | &nbsp;&nbsp; 7245000 | &nbsp;&nbsp;&nbsp;&nbsp; 5909644 |
| &nbsp;&nbsp;&nbsp;Series 2022-SFR5, Class A, 4.45%, 06/17/2039<sup>(c)</sup> |  | &nbsp;&nbsp; 9704254 | &nbsp;&nbsp;&nbsp;&nbsp; 9185246 |
| Provident Home Equity Loan Trust, Series 2000-2, Class A1, 4.58% (1 mo. USD LIBOR + 0.54%), 08/25/2031<sup>(f)</sup> |  | &nbsp;&nbsp; 109964 | &nbsp;&nbsp;&nbsp;&nbsp; 96178 |
| Race Point VIII CLO Ltd., Series 2013-8A, Class AR2, 5.72% (3 mo. USD LIBOR + 1.04%), 02/20/2030<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 11212511 | &nbsp;&nbsp;&nbsp;&nbsp; 11072253 |
| Residential Mortgage Loan Trust, | Residential Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-3, Class A1, 2.63%, 09/25/2059<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 603491 | &nbsp;&nbsp;&nbsp;&nbsp; 584140 |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A1, 2.38%, 01/26/2060<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 1114372 | &nbsp;&nbsp;&nbsp;&nbsp; 1042037 |
| RUN Trust, Series 2022-NQM1, Class A1, 4.00%, 03/25/2067<sup>(c)</sup> |  | &nbsp;&nbsp; 6619738 | &nbsp;&nbsp;&nbsp;&nbsp; 6024782 |
| Sequoia Mortgage Trust, | Sequoia Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-3, Class A1, 2.00%, 03/25/2043<sup>(j)</sup> |  | &nbsp;&nbsp; 379482 | &nbsp;&nbsp;&nbsp;&nbsp; 318715 |
| &nbsp;&nbsp;&nbsp;Series 2013-7, Class A2, 3.00%, 06/25/2043<sup>(j)</sup> |  | &nbsp;&nbsp; 311017 | &nbsp;&nbsp;&nbsp;&nbsp; 273642 |
| SG Residential Mortgage Trust, | SG Residential Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class A1, 3.17%, 03/27/2062<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 13648584 | &nbsp;&nbsp;&nbsp;&nbsp; 12210987 |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class A2, 3.58%, 03/27/2062<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 5732785 | &nbsp;&nbsp;&nbsp;&nbsp; 5143086 |
| Shellpoint Asset Funding Trust, Series 2013-1, Class A3, 3.75%, 07/25/2043<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 383305 | &nbsp;&nbsp;&nbsp;&nbsp; 346199 |
| Sonic Capital LLC, | Sonic Capital LLC, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2I, 3.85%, 01/20/2050<sup>(c)</sup> |  | &nbsp;&nbsp; 9217825 | &nbsp;&nbsp;&nbsp;&nbsp; 8199289 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I, 2.19%, 08/20/2051<sup>(c)</sup> |  | &nbsp;&nbsp; 5505017 | &nbsp;&nbsp;&nbsp;&nbsp; 4404686 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2II, 2.64%, 08/20/2051<sup>(c)</sup> |  | &nbsp;&nbsp; 5406183 | &nbsp;&nbsp;&nbsp;&nbsp; 3936775 |
| STAR Trust, | STAR Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class A1, 1.22%, 05/25/2065<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 5983887 | &nbsp;&nbsp;&nbsp;&nbsp; 5528102 |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class B, 4.65% (1 mo. USD LIBOR + 0.75%), 04/17/2038<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 3520000 | &nbsp;&nbsp;&nbsp;&nbsp; 3318351 |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class C, 4.95% (1 mo. USD LIBOR + 1.05%), 04/17/2038<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 4925000 | &nbsp;&nbsp;&nbsp;&nbsp; 4673538 |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class D, 5.20% (1 mo. USD LIBOR + 1.30%), 04/17/2038<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 6670000 | &nbsp;&nbsp;&nbsp;&nbsp; 6293793 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | **Value** |
| Starwood Mortgage Residential Trust, | Starwood Mortgage Residential Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A1, 2.28%, 02/25/2050<sup>(c)(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $296534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $284904 |
| &nbsp;&nbsp;&nbsp;Series 2020-INV1, Class A1, 1.03%, 11/25/2055<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 2757521 | &nbsp;&nbsp;&nbsp;&nbsp; 2549183 |
| &nbsp;&nbsp;&nbsp;Series 2021-6, Class A1, 1.92%, 11/25/2066<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 14437876 | &nbsp;&nbsp;&nbsp;&nbsp; 11673156 |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class A1, 2.45%, 12/25/2066<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 10452446 | &nbsp;&nbsp;&nbsp;&nbsp; 8762881 |
| Structured Adjustable Rate Mortgage Loan Trust, | Structured Adjustable Rate Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2004-12, Class 3A2, 3.88%, 09/25/2034<sup>(j)</sup> |  | &nbsp;&nbsp; 247955 | &nbsp;&nbsp;&nbsp;&nbsp; 237324 |
| &nbsp;&nbsp;&nbsp;Series 2004-8, Class 3A, 3.75%, 07/25/2034<sup>(j)</sup> |  | &nbsp;&nbsp; 682931 | &nbsp;&nbsp;&nbsp;&nbsp; 642847 |
| Suntrust Alternative Loan Trust, Series 2005-1F, Class 2A8, 6.00%, 12/25/2035 |  | &nbsp;&nbsp; 94668 | &nbsp;&nbsp;&nbsp;&nbsp; 83601 |
| Synchrony Card Funding LLC, Series 2022-A2, Class A, 3.86%, 07/15/2028 |  | &nbsp;&nbsp; 16117000 | &nbsp;&nbsp;&nbsp;&nbsp; 15749682 |
| Textainer Marine Containers VII Ltd., Series 2021-2A, Class A, 2.23%, 04/20/2046<sup>(c)</sup> |  | &nbsp;&nbsp; 13300867 | &nbsp;&nbsp;&nbsp;&nbsp; 11313701 |
| Thornburg Mortgage Securities Trust, | Thornburg Mortgage Securities Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2003-6, Class A2, 5.04% (1 mo. USD LIBOR + 1.00%), 12/25/2033<sup>(f)</sup> |  | &nbsp;&nbsp; 231613 | &nbsp;&nbsp;&nbsp;&nbsp; 215978 |
| &nbsp;&nbsp;&nbsp;Series 2005-1, Class A3, 4.66%, 04/25/2045<sup>(j)</sup> |  | &nbsp;&nbsp; 431225 | &nbsp;&nbsp;&nbsp;&nbsp; 400048 |
| TICP CLO XV Ltd., Series 2020-15A, Class A, 5.52% (3 mo. USD LIBOR + 1.28%), 04/20/2033<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 9701000 | &nbsp;&nbsp;&nbsp;&nbsp; 9515449 |
| Towd Point Mortgage Trust, Series 2017-2, Class A1, 2.75%, 04/25/2057<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 540258 | &nbsp;&nbsp;&nbsp;&nbsp; 532821 |
| Tricon American Homes Trust, Series 2020-SFR2, Class A, 1.48%, 11/17/2039<sup>(c)</sup> |  | &nbsp;&nbsp; 12985644 | &nbsp;&nbsp;&nbsp;&nbsp; 10793650 |
| UBS Commercial Mortgage Trust, Series 2019-C16, Class A4, 3.60%, 04/15/2052 |  | &nbsp;&nbsp; 16770000 | &nbsp;&nbsp;&nbsp;&nbsp; 15122420 |
| Verus Securitization Trust, | Verus Securitization Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A1, 2.42%, 01/25/2060<sup>(c)(k)</sup> |  | &nbsp;&nbsp; 1774070 | &nbsp;&nbsp;&nbsp;&nbsp; 1674087 |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A2, 2.64%, 01/25/2060<sup>(c)(k)</sup> |  | &nbsp;&nbsp; 2234133 | &nbsp;&nbsp;&nbsp;&nbsp; 2109170 |
| &nbsp;&nbsp;&nbsp;Series 2020-INV1, Class A1, 0.33%, 03/25/2060<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 540666 | &nbsp;&nbsp;&nbsp;&nbsp; 517994 |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class A1B, 1.32%, 01/25/2066<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 2779802 | &nbsp;&nbsp;&nbsp;&nbsp; 2233765 |
| &nbsp;&nbsp;&nbsp;Series 2021-7, Class A1, 1.83%, 10/25/2066<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 11359468 | &nbsp;&nbsp;&nbsp;&nbsp; 9561807 |
| &nbsp;&nbsp;&nbsp;Series 2021-R1, Class A1, 0.82%, 10/25/2063<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 3989839 | &nbsp;&nbsp;&nbsp;&nbsp; 3486951 |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class A1, 2.72%, 01/25/2067<sup>(c)(k)</sup> |  | &nbsp;&nbsp; 7893143 | &nbsp;&nbsp;&nbsp;&nbsp; 6874038 |
| &nbsp;&nbsp;&nbsp;Series 2022-3, Class A1, 4.13%, 02/25/2067<sup>(c)(k)</sup> |  | &nbsp;&nbsp; 12491495 | &nbsp;&nbsp;&nbsp;&nbsp; 11459026 |
| &nbsp;&nbsp;&nbsp;Series 2022-7, Class A1, 5.15%, 07/25/2067<sup>(c)(k)</sup> |  | &nbsp;&nbsp; 3928432 | &nbsp;&nbsp;&nbsp;&nbsp; 3814470 |
| &nbsp;&nbsp;&nbsp;Series 2022-INV2, Class A1, 6.79%, 10/25/2067<sup>(c)(k)</sup> |  | &nbsp;&nbsp; 5625300 | &nbsp;&nbsp;&nbsp;&nbsp; 5622755 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | **Principal<br> Amount** | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Visio Trust, Series 2020-1R, Class A1, 1.31%, 11/25/2055<sup>(c)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; $2754885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2473221 |
| WaMu Mortgage Pass-Through Ctfs. Trust, Series 2007-HY2, Class 2A2, 3.70%, 11/25/2036<sup>(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 201374 | &nbsp;&nbsp;&nbsp;&nbsp; 178587 |
| Wells Fargo Mortgage Backed Securities Trust, Series 2005-AR14, Class A1, 4.08%, 08/25/2035<sup>(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 98316 | &nbsp;&nbsp;&nbsp;&nbsp; 92422 |
| Wendy's Funding LLC, |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class A2II, 3.88%, 03/15/2048<sup>(c)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 10715625 | &nbsp;&nbsp;&nbsp;&nbsp; 9541022 |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2II, 4.08%, 06/15/2049<sup>(c)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 5018750 | &nbsp;&nbsp;&nbsp;&nbsp; 4453809 |
| WFRBS Commercial Mortgage Trust, |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2012-C9, Class D, 4.93%, 11/15/2045<sup>(c)(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 332138 | &nbsp;&nbsp;&nbsp;&nbsp; 324872 |
| &nbsp;&nbsp;&nbsp;Series 2013-C14, Class A5, 3.34%, 06/15/2046 |  | &nbsp;&nbsp;&nbsp;&nbsp; 1485143 | &nbsp;&nbsp;&nbsp;&nbsp; 1463577 |
| &nbsp;&nbsp;&nbsp;Series 2013-C16, Class B, 5.15%, 09/15/2046<sup>(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 3127000 | &nbsp;&nbsp;&nbsp;&nbsp; 2974043 |
| &nbsp;&nbsp;&nbsp;Series 2014-C23, Class B, 4.54%, 10/15/2057<sup>(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 4693000 | &nbsp;&nbsp;&nbsp;&nbsp; 4462069 |
| Zaxby's Funding LLC, Series 2021-1A, Class A2, 3.24%, 07/30/2051<sup>(c)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 21693894 | &nbsp;&nbsp;&nbsp;&nbsp; 17694234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Asset-Backed Securities (Cost $1,438,158,983) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Asset-Backed Securities (Cost $1,438,158,983) |  | &nbsp;&nbsp;&nbsp;&nbsp;1288172169 |
| **U.S. Government Sponsored Agency Mortgage-Backed Securities–25.51%** | **U.S. Government Sponsored Agency Mortgage-Backed Securities–25.51%** | **U.S. Government Sponsored Agency Mortgage-Backed Securities–25.51%** | **U.S. Government Sponsored Agency Mortgage-Backed Securities–25.51%** |
| **Collateralized Mortgage Obligations–5.75%** | **Collateralized Mortgage Obligations–5.75%** | **Collateralized Mortgage Obligations–5.75%** | **Collateralized Mortgage Obligations–5.75%** |
| Fannie Mae REMICs, |  |  |  |
| &nbsp;&nbsp;&nbsp;IO,<br> 7.00%, 05/25/2033<sup>(l)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 3888 | &nbsp;&nbsp;&nbsp;&nbsp; 744 |
| &nbsp;&nbsp;&nbsp;6.00%, 07/25/2033<sup>(l)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 2922 | &nbsp;&nbsp;&nbsp;&nbsp; 543 |
| Freddie Mac Multifamily Structured Pass-Through Ctfs., |  |  |  |
| &nbsp;&nbsp;&nbsp;Series K038, Class X1, IO,<br> 1.23%, 03/25/2024<sup>(m)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 22247581 | &nbsp;&nbsp;&nbsp;&nbsp; 228865 |
| &nbsp;&nbsp;&nbsp;Series K083, Class AM,<br> 4.03%, 10/25/2028<sup>(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 4736000 | &nbsp;&nbsp;&nbsp;&nbsp; 4613132 |
| &nbsp;&nbsp;&nbsp;Series K085, Class AM,<br> 4.06%, 10/25/2028<sup>(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 4736000 | &nbsp;&nbsp;&nbsp;&nbsp; 4633877 |
| &nbsp;&nbsp;&nbsp;Series K089, Class AM,<br> 3.63%, 01/25/2029<sup>(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 8018000 | &nbsp;&nbsp;&nbsp;&nbsp; 7664849 |
| &nbsp;&nbsp;&nbsp;Series K088, Class AM,<br> 3.76%, 01/25/2029<sup>(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 18944000 | &nbsp;&nbsp;&nbsp;&nbsp; 18258490 |
| Uniform Mortgage-Backed Securities, TBA,<br> 5.00%, 12/01/2052<sup>(n)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;220000000 | &nbsp;&nbsp;&nbsp;&nbsp; 218968750 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254369250 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Federal Home Loan Mortgage Corp. (FHLMC)–0.35%** | **Federal Home Loan Mortgage Corp. (FHLMC)–0.35%** | **Federal Home Loan Mortgage Corp. (FHLMC)–0.35%** |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $157949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $154693 |
| &nbsp;&nbsp;&nbsp;7.00%, 05/01/2028 to 06/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 351449 | &nbsp;&nbsp;&nbsp;&nbsp; 363308 |
| &nbsp;&nbsp;&nbsp;6.00%, 03/01/2029 to 02/01/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 118755 | &nbsp;&nbsp;&nbsp;&nbsp; 121906 |
| &nbsp;&nbsp;&nbsp;7.50%, 05/01/2030 to 05/01/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 300226 | &nbsp;&nbsp;&nbsp;&nbsp; 309096 |
| &nbsp;&nbsp;&nbsp;8.50%, 08/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 18752 | &nbsp;&nbsp;&nbsp;&nbsp; 19949 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1222076 | &nbsp;&nbsp;&nbsp;&nbsp; 1171473 |
| &nbsp;&nbsp;&nbsp;6.50%, 08/01/2032 to 09/01/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 70036 | &nbsp;&nbsp;&nbsp;&nbsp; 73350 |
| &nbsp;&nbsp;&nbsp;8.00%, 08/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 13656 | &nbsp;&nbsp;&nbsp;&nbsp; 14334 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/01/2034 to 07/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 818065 | &nbsp;&nbsp;&nbsp;&nbsp; 853943 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/2034 to 06/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1017510 | &nbsp;&nbsp;&nbsp;&nbsp; 1042723 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/2040 to 10/01/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 11141406 | &nbsp;&nbsp;&nbsp;&nbsp; 11161009 |
| &nbsp;&nbsp;&nbsp;ARM,<br> 2.31% (1 yr. USD LIBOR + 2.06%), 12/01/2036<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 30691 | &nbsp;&nbsp;&nbsp;&nbsp; 31053 |
| &nbsp;&nbsp;&nbsp;2.66% (1 yr. USD LIBOR + 2.20%), 02/01/2037<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5649 | &nbsp;&nbsp;&nbsp;&nbsp; 5649 |
| &nbsp;&nbsp;&nbsp;3.49% (1 yr. USD LIBOR + 1.88%), 05/01/2037<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 42961 | &nbsp;&nbsp;&nbsp;&nbsp; 43071 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15365557 |
| **Federal National Mortgage Association (FNMA)–18.82%** | **Federal National Mortgage Association (FNMA)–18.82%** | **Federal National Mortgage Association (FNMA)–18.82%** |
| &nbsp;&nbsp;&nbsp;6.50%, 07/01/2028 to 01/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 49545 | &nbsp;&nbsp;&nbsp;&nbsp; 51245 |
| &nbsp;&nbsp;&nbsp;7.50%, 02/01/2030 to 08/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 398132 | &nbsp;&nbsp;&nbsp;&nbsp; 417771 |
| &nbsp;&nbsp;&nbsp;9.50%, 04/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1497 | &nbsp;&nbsp;&nbsp;&nbsp; 1532 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/2030 to 05/01/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 26983333 | &nbsp;&nbsp;&nbsp;&nbsp; 25379930 |
| &nbsp;&nbsp;&nbsp;7.00%, 03/01/2032 to 02/01/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 172845 | &nbsp;&nbsp;&nbsp;&nbsp; 173630 |
| &nbsp;&nbsp;&nbsp;8.50%, 10/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 27956 | &nbsp;&nbsp;&nbsp;&nbsp; 30518 |
| &nbsp;&nbsp;&nbsp;5.50%, 04/01/2033 to 06/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 332892 | &nbsp;&nbsp;&nbsp;&nbsp; 340157 |
| &nbsp;&nbsp;&nbsp;8.00%, 04/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 25726 | &nbsp;&nbsp;&nbsp;&nbsp; 27840 |
| &nbsp;&nbsp;&nbsp;6.00%, 04/01/2037 to 10/01/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 7826 | &nbsp;&nbsp;&nbsp;&nbsp; 8142 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 309622 | &nbsp;&nbsp;&nbsp;&nbsp; 316922 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 2086837 | &nbsp;&nbsp;&nbsp;&nbsp; 1917092 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 17724689 | &nbsp;&nbsp;&nbsp;&nbsp; 17127095 |
| &nbsp;&nbsp;&nbsp;ARM,<br> 3.38% (1 yr. U.S. Treasury Yield Curve Rate + 2.19%), 05/01/2035<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 60677 | &nbsp;&nbsp;&nbsp;&nbsp; 61590 |
| &nbsp;&nbsp;&nbsp;1.99% (1 yr. USD LIBOR + 1.63%), 01/01/2037<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 28285 | &nbsp;&nbsp;&nbsp;&nbsp; 28413 |
| &nbsp;&nbsp;&nbsp;2.74% (1 yr. USD LIBOR + 1.70%), 03/01/2038<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 17403 | &nbsp;&nbsp;&nbsp;&nbsp; 17541 |
| &nbsp;&nbsp;&nbsp;TBA,<br> 2.50%, 12/01/2052<sup>(n)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;253500000 | &nbsp;&nbsp;&nbsp;&nbsp; 216960353 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/2052<sup>(n)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 21000000 | &nbsp;&nbsp;&nbsp;&nbsp; 18593791 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/2052<sup>(n)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 49704000 | &nbsp;&nbsp;&nbsp;&nbsp; 47014936 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/2052<sup>(n)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 49705000 | &nbsp;&nbsp;&nbsp;&nbsp; 48392477 |
| &nbsp;&nbsp;&nbsp;5.50%, 12/01/2052<sup>(n)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;235700000 | &nbsp;&nbsp;&nbsp;&nbsp; 238449363 |
| &nbsp;&nbsp;&nbsp;6.00%, 12/01/2052<sup>(n)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;212000000 | &nbsp;&nbsp;&nbsp;&nbsp; 216818465 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832128803 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | **Principal<br> Amount** | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Government National Mortgage Association (GNMA)–0.59%** | **Government National Mortgage Association (GNMA)–0.59%** | **Government National Mortgage Association (GNMA)–0.59%** | **Government National Mortgage Association (GNMA)–0.59%** |
| &nbsp;&nbsp;&nbsp;9.00%, 09/15/2024 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $130 |
| &nbsp;&nbsp;&nbsp;8.00%, 08/15/2025 to 09/15/2026 |  | &nbsp;&nbsp;&nbsp;&nbsp; 9422 | &nbsp;&nbsp;&nbsp;&nbsp; 9426 |
| &nbsp;&nbsp;&nbsp;6.56%, 01/15/2027 |  | &nbsp;&nbsp;&nbsp;&nbsp; 54707 | &nbsp;&nbsp;&nbsp;&nbsp; 56556 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/15/2028 to 09/15/2032 |  | &nbsp;&nbsp;&nbsp;&nbsp; 73663 | &nbsp;&nbsp;&nbsp;&nbsp; 73874 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/15/2028 to 02/15/2033 |  | &nbsp;&nbsp;&nbsp;&nbsp; 36254 | &nbsp;&nbsp;&nbsp;&nbsp; 37761 |
| &nbsp;&nbsp;&nbsp;6.50%, 01/15/2029 to 09/15/2034 |  | &nbsp;&nbsp;&nbsp;&nbsp; 54208 | &nbsp;&nbsp;&nbsp;&nbsp; 56408 |
| &nbsp;&nbsp;&nbsp;7.50%, 05/15/2031 to 05/15/2032 |  | &nbsp;&nbsp;&nbsp;&nbsp; 3926 | &nbsp;&nbsp;&nbsp;&nbsp; 3957 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/15/2035 |  | &nbsp;&nbsp;&nbsp;&nbsp; 27167 | &nbsp;&nbsp;&nbsp;&nbsp; 29063 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/2035 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2464 | &nbsp;&nbsp;&nbsp;&nbsp; 2509 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/20/2048 |  | &nbsp;&nbsp;&nbsp;&nbsp; 3011692 | &nbsp;&nbsp;&nbsp;&nbsp; 2903495 |
| &nbsp;&nbsp;&nbsp;ARM,<br> 2.63% (1 yr. U.S. Treasury Yield Curve Rate + 1.50%), 01/20/2025<sup>(f)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 5103 | &nbsp;&nbsp;&nbsp;&nbsp; 5047 |
| &nbsp;&nbsp;&nbsp;3.00% (1 yr. U.S. Treasury Yield Curve Rate + 1.50%), 05/20/2025<sup>(f)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 1921 | &nbsp;&nbsp;&nbsp;&nbsp; 1906 |
| &nbsp;&nbsp;&nbsp;3.50% (1 yr. U.S. Treasury Yield Curve Rate + 1.50%), 06/20/2025<sup>(f)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 2262 | &nbsp;&nbsp;&nbsp;&nbsp; 2227 |
| &nbsp;&nbsp;&nbsp;TBA,<br> 5.00%, 12/01/2052<sup>(n)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 23000000 | &nbsp;&nbsp;&nbsp;&nbsp; 22985625 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26167984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total U.S. Government Sponsored Agency Mortgage-Backed Securities (Cost $1,105,346,323) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total U.S. Government Sponsored Agency Mortgage-Backed Securities (Cost $1,105,346,323) |  | &nbsp;&nbsp;&nbsp;&nbsp;1128031594 |
| **U.S. Treasury Securities–2.00%** | **U.S. Treasury Securities–2.00%** | **U.S. Treasury Securities–2.00%** | **U.S. Treasury Securities–2.00%** |
| **U.S. Treasury Bills–0.31%** | **U.S. Treasury Bills–0.31%** | **U.S. Treasury Bills–0.31%** | **U.S. Treasury Bills–0.31%** |
| &nbsp;&nbsp;&nbsp;3.75% - 3.76%, 03/09/2023<sup>(o)(p)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 3855000 | &nbsp;&nbsp;&nbsp;&nbsp; 3810549 |
| &nbsp;&nbsp;&nbsp;4.54% - 4.63%, 05/11/2023<sup>(o)(p)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 9964000 | &nbsp;&nbsp;&nbsp;&nbsp; 9764577 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13575126 |
| **U.S. Treasury Bonds–0.71%** | **U.S. Treasury Bonds–0.71%** | **U.S. Treasury Bonds–0.71%** | **U.S. Treasury Bonds–0.71%** |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/2042 |  | &nbsp;&nbsp;&nbsp;&nbsp; 24787400 | &nbsp;&nbsp;&nbsp;&nbsp; 24911337 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/15/2052 |  | &nbsp;&nbsp;&nbsp;&nbsp; 7537800 | &nbsp;&nbsp;&nbsp;&nbsp; 6456597 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31367934 |
| **U.S. Treasury Notes–0.98%** | **U.S. Treasury Notes–0.98%** | **U.S. Treasury Notes–0.98%** | **U.S. Treasury Notes–0.98%** |
| &nbsp;&nbsp;&nbsp;4.50%, 11/30/2024 |  | &nbsp;&nbsp;&nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp;&nbsp; 260792 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/2025 |  | &nbsp;&nbsp;&nbsp;&nbsp; 8616600 | &nbsp;&nbsp;&nbsp;&nbsp; 8714210 |
| &nbsp;&nbsp;&nbsp;3.88%, 11/30/2027 |  | &nbsp;&nbsp;&nbsp;&nbsp; 20242100 | &nbsp;&nbsp;&nbsp;&nbsp; 20319589 |
| &nbsp;&nbsp;&nbsp;3.88%, 11/30/2029 |  | &nbsp;&nbsp;&nbsp;&nbsp; 3164200 | &nbsp;&nbsp;&nbsp;&nbsp; 3192134 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/2032 |  | &nbsp;&nbsp;&nbsp;&nbsp; 10535800 | &nbsp;&nbsp;&nbsp;&nbsp; 10949001 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43435726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total U.S. Treasury Securities (Cost $87,924,120) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total U.S. Treasury Securities (Cost $87,924,120) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88378786 |
|  | **Shares** | **Shares** |  |
| **Preferred Stocks–1.86%** | **Preferred Stocks–1.86%** | **Preferred Stocks–1.86%** | **Preferred Stocks–1.86%** |
| **Asset Management & Custody Banks–0.00%** | **Asset Management & Custody Banks–0.00%** | **Asset Management & Custody Banks–0.00%** | **Asset Management & Custody Banks–0.00%** |
| Bank of New York Mellon Corp. (The), 4.70%, Series G, Pfd.<sup>(d)</sup> |  | &nbsp;&nbsp; 302000 | &nbsp;&nbsp;&nbsp;&nbsp; 290373 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Shares** | **Value** |
| **Diversified Banks–1.24%** | **Diversified Banks–1.24%** | **Diversified Banks–1.24%** | **Diversified Banks–1.24%** |
| Bank of America Corp., 7.25%, Series L, Conv. Pfd. | Bank of America Corp., 7.25%, Series L, Conv. Pfd. | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1340317 |
| Citigroup, Inc., 6.25%, Series T, Pfd.<sup>(d)</sup> | Citigroup, Inc., 6.25%, Series T, Pfd.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 5247000 | &nbsp;&nbsp; 5090639 |
| Citigroup, Inc., 5.00%, Series U, Pfd.<sup>(d)</sup> | Citigroup, Inc., 5.00%, Series U, Pfd.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 13825000 | &nbsp;&nbsp; 12477063 |
| Citigroup, Inc., 4.00%, Series W, Pfd.<sup>(d)</sup> | Citigroup, Inc., 4.00%, Series W, Pfd.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 7226000 | &nbsp;&nbsp; 6279079 |
| Wells Fargo & Co., 7.50%, Class A, Series L, Conv. Pfd. | Wells Fargo & Co., 7.50%, Class A, Series L, Conv. Pfd. | &nbsp;&nbsp;&nbsp;&nbsp; 24803 | &nbsp;&nbsp; 29519042 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54706140 |
| **Integrated Telecommunication Services–0.21%** | **Integrated Telecommunication Services–0.21%** | **Integrated Telecommunication Services–0.21%** | **Integrated Telecommunication Services–0.21%** |
| AT&T, Inc., 2.88%, Series B, Pfd.<sup>(d)</sup> | AT&T, Inc., 2.88%, Series B, Pfd.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 9700000 | &nbsp;&nbsp; 9189162 |
| **Investment Banking & Brokerage–0.28%** | **Investment Banking & Brokerage–0.28%** | **Investment Banking & Brokerage–0.28%** | **Investment Banking & Brokerage–0.28%** |
| Goldman Sachs Group, Inc. (The), 7.47% (3 mo. USD LIBOR + 2.87%), Series P, Pfd.<sup>(b)(f)</sup> | Goldman Sachs Group, Inc. (The), 7.47% (3 mo. USD LIBOR + 2.87%), Series P, Pfd.<sup>(b)(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 6141000 | &nbsp;&nbsp; 5972122 |
| Morgan Stanley, 6.88%, Series F, Pfd.<sup>(d)</sup> | Morgan Stanley, 6.88%, Series F, Pfd.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 249737 | &nbsp;&nbsp; 6335828 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12307950 |
| **Multi-Utilities–0.10%** | **Multi-Utilities–0.10%** | **Multi-Utilities–0.10%** | **Multi-Utilities–0.10%** |
| CenterPoint Energy, Inc., 6.13%, Series A, Pfd.<sup>(d)</sup> | CenterPoint Energy, Inc., 6.13%, Series A, Pfd.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4568000 | &nbsp;&nbsp; 4320723 |
| **Other Diversified Financial Services–0.03%** | **Other Diversified Financial Services–0.03%** | **Other Diversified Financial Services–0.03%** | **Other Diversified Financial Services–0.03%** |
| Equitable Holdings, Inc., 4.95%, Series B, Pfd.<sup>(d)</sup> | Equitable Holdings, Inc., 4.95%, Series B, Pfd.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 1682000 | &nbsp;&nbsp; 1593527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Preferred Stocks (Cost $87,906,098) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Preferred Stocks (Cost $87,906,098) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Preferred Stocks (Cost $87,906,098) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82407875 |
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** |  |
| **Agency Credit Risk Transfer Notes–1.02%** | **Agency Credit Risk Transfer Notes–1.02%** | **Agency Credit Risk Transfer Notes–1.02%** | **Agency Credit Risk Transfer Notes–1.02%** |
| Fannie Mae Connecticut Avenue Securities, | Fannie Mae Connecticut Avenue Securities, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-C04, Class 2M2, 6.87% (1 mo. USD LIBOR + 2.85%), 11/25/2029<sup>(f)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; $7206985 | &nbsp;&nbsp;&nbsp;&nbsp; 7322669 |
| &nbsp;&nbsp;&nbsp;Series 2019-R03, Class 1M2, 6.17% (1 mo. USD LIBOR + 2.15%), 09/25/2031<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 460892 | &nbsp;&nbsp;&nbsp;&nbsp; 459241 |
| &nbsp;&nbsp;&nbsp;Series 2019-R06, Class 2M2, 6.14% (1 mo. USD LIBOR + 2.10%), 09/25/2039<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 133385 | &nbsp;&nbsp;&nbsp;&nbsp; 133145 |
| &nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1M1, 5.62% (30 Day Average SOFR + 2.10%), 03/25/2042<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 12093801 | &nbsp;&nbsp;&nbsp;&nbsp; 11956663 |
| &nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1M1, 5.52% (30 Day Average SOFR + 2.00%), 03/25/2042<sup>(c)(f)</sup> |  | &nbsp;&nbsp; 6313705 | &nbsp;&nbsp;&nbsp;&nbsp; 6238155 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | **Principal<br> Amount** | **Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Freddie Mac, |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-DNA3, Class M1A, STACR<sup>®</sup>, 5.52% (30 Day Average SOFR + 2.00%), 04/25/2042<sup>(c)(f)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; $9052598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $8940113 |
| &nbsp;&nbsp;&nbsp;Series 2022-HQA3, Class M1, STACR<sup>®</sup>, 5.82% (30 Day Average SOFR + 2.30%), 08/25/2042<sup>(c)(f)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 5162132 | &nbsp;&nbsp;&nbsp;&nbsp; 5108572 |
| &nbsp;&nbsp;&nbsp;Series 2020-DNA5, Class M2, STACR<sup>®</sup>, 6.32% (30 Day Average SOFR + 2.80%), 10/25/2050<sup>(c)(f)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; 4946175 | &nbsp;&nbsp;&nbsp;&nbsp; 4957399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Agency Credit Risk Transfer Notes (Cost $45,526,299) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Agency Credit Risk Transfer Notes (Cost $45,526,299) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45115957 |
| **Non-U.S. Dollar Denominated Bonds & Notes–0.36%<sup>(q)</sup>** | **Non-U.S. Dollar Denominated Bonds & Notes–0.36%<sup>(q)</sup>** | **Non-U.S. Dollar Denominated Bonds & Notes–0.36%<sup>(q)</sup>** | **Non-U.S. Dollar Denominated Bonds & Notes–0.36%<sup>(q)</sup>** |
| **Brewers–0.03%** | **Brewers–0.03%** | **Brewers–0.03%** | **Brewers–0.03%** |
| Molson Coors International L.P., Series MPLE, 3.44%, 07/15/2026 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; 1799000 | &nbsp;&nbsp;&nbsp;&nbsp; 1265136 |
| **Diversified Banks–0.06%** | **Diversified Banks–0.06%** | **Diversified Banks–0.06%** | **Diversified Banks–0.06%** |
| HSBC Holdings PLC (United Kingdom), Series MPLE, 3.20%, 12/05/2023<sup>(c)</sup> | CAD | &nbsp;&nbsp;&nbsp;&nbsp; 3598000 | &nbsp;&nbsp;&nbsp;&nbsp; 2612394 |
| **Integrated Telecommunication Services–0.07%** | **Integrated Telecommunication Services–0.07%** | **Integrated Telecommunication Services–0.07%** | **Integrated Telecommunication Services–0.07%** |
| AT&T, Inc., Series MPLE, 5.10%, 11/25/2048 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; 4497000 | &nbsp;&nbsp;&nbsp;&nbsp; 3120380 |
| **Movies & Entertainment–0.12%** | **Movies & Entertainment–0.12%** | **Movies & Entertainment–0.12%** | **Movies & Entertainment–0.12%** |
| Netflix, Inc., 3.88%, 11/15/2029<sup>(c)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 5311000 | &nbsp;&nbsp;&nbsp;&nbsp; 5303020 |
| **Sovereign Debt–0.02%** | **Sovereign Debt–0.02%** | **Sovereign Debt–0.02%** | **Sovereign Debt–0.02%** |
| Ukraine Government International Bond (Ukraine), 4.38%, 01/27/2032<sup>(c)(i)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1210809 |
| **Technology Hardware, Storage & Peripherals–0.06%** | **Technology Hardware, Storage & Peripherals–0.06%** | **Technology Hardware, Storage & Peripherals–0.06%** | **Technology Hardware, Storage & Peripherals–0.06%** |
| Apple, Inc., Series MPLE, 2.51%, 08/19/2024 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; 3598000 | &nbsp;&nbsp;&nbsp;&nbsp; 2585673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Non-U.S. Dollar Denominated Bonds & Notes (Cost $22,672,174) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Non-U.S. Dollar Denominated Bonds & Notes (Cost $22,672,174) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16097412 |
| **Municipal Obligations–0.35%** | **Municipal Obligations–0.35%** | **Municipal Obligations–0.35%** | **Municipal Obligations–0.35%** |
| California (State of) Health Facilities Financing Authority (Social Bonds), |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022, RB, 4.19%, 06/01/2037 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 3498373 |
| &nbsp;&nbsp;&nbsp;Series 2022, RB, 4.35%, 06/01/2041 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2980000 | &nbsp;&nbsp;&nbsp;&nbsp; 2542141 |
| California State University, |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021 B, Ref. RB, 2.72%, 11/01/2052 |  | &nbsp;&nbsp;&nbsp;&nbsp; 5145000 | &nbsp;&nbsp;&nbsp;&nbsp; 3472309 |
| &nbsp;&nbsp;&nbsp;Series 2021 B, Ref. RB, 2.94%, 11/01/2052 |  | &nbsp;&nbsp;&nbsp;&nbsp; 7705000 | &nbsp;&nbsp;&nbsp;&nbsp; 5236809 |
| Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4), Series 2010 A, RB, 6.66%, 04/01/2057 |  | &nbsp;&nbsp;&nbsp;&nbsp; 527000 | &nbsp;&nbsp;&nbsp;&nbsp; 562658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Municipal Obligations (Cost $20,357,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Municipal Obligations (Cost $20,357,000) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15312290 |

---

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

Invesco Core Plus Bond Fund

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| **Exchange-Traded Funds–0.11%** | **Exchange-Traded Funds–0.11%** | **Exchange-Traded Funds–0.11%** |
| Invesco Total Return Bond ETF<br> (Cost $5,786,000)<sup>(r)</sup> | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4673000 |
|  | **Principal<br> Amount** |  |
| **Variable Rate Senior Loan Interests–0.07%<sup>(s)(t)</sup>** | **Variable Rate Senior Loan Interests–0.07%<sup>(s)(t)</sup>** | **Variable Rate Senior Loan Interests–0.07%<sup>(s)(t)</sup>** |
| **Diversified REITs–0.07%** | **Diversified REITs–0.07%** | **Diversified REITs–0.07%** |
| Asterix, Inc. (Canada), Term Loan, 3.90%, 03/31/2023<br> (Cost $3,190,877)<sup>(h)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; $4266521 | &nbsp;&nbsp;&nbsp;&nbsp; 3189543 |
|  | **Shares** |  |
| **Common Stocks & Other Equity Interests–0.00%** | **Common Stocks & Other Equity Interests–0.00%** | **Common Stocks & Other Equity Interests–0.00%** |
| **Oil & Gas Drilling–0.00%** | **Oil & Gas Drilling–0.00%** | **Oil & Gas Drilling–0.00%** |
| Vantage Drilling International<sup>(u)</sup> | &nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp; 1520 |
| **Paper Packaging–0.00%** | **Paper Packaging–0.00%** | **Paper Packaging–0.00%** |
| WestRock Co. | &nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp; 2465 |
| **Specialty Chemicals–0.00%** | **Specialty Chemicals–0.00%** | **Specialty Chemicals–0.00%** |
| Ingevity Corp.<sup>(u)</sup> | &nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp; 782 |
| **Technology Hardware, Storage & Peripherals–0.00%** | **Technology Hardware, Storage & Peripherals–0.00%** | **Technology Hardware, Storage & Peripherals–0.00%** |
| Locus Solutions LLC<sup>(h)</sup> | &nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Common Stocks & Other Equity Interests (Cost $5,671) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4767 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Shares** | **Value** |
| **Options Purchased–0.02%** | **Options Purchased–0.02%** | **Options Purchased–0.02%** | **Options Purchased–0.02%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $2,513,954)<sup>(v)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $2,513,954)<sup>(v)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $2,513,954)<sup>(v)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$901480 |
| TOTAL INVESTMENTS IN SECURITIES (excluding investments purchased with cash collateral from securities on loan)-122.47% (Cost $5,863,144,411) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5414518176 |
| **Investments Purchased with Cash Collateral from Securities on Loan** | **Investments Purchased with Cash Collateral from Securities on Loan** | **Investments Purchased with Cash Collateral from Securities on Loan** | **Investments Purchased with Cash Collateral from Securities on Loan** |
| **Money Market Funds–8.93%** | **Money Market Funds–8.93%** | **Money Market Funds–8.93%** | **Money Market Funds–8.93%** |
| Invesco Private Government Fund, 3.83%<sup>(r)(w)(x)</sup> | Invesco Private Government Fund, 3.83%<sup>(r)(w)(x)</sup> | &nbsp;&nbsp;110606449 | &nbsp;&nbsp; 110606449 |
| Invesco Private Prime Fund, 4.15%<sup>(r)(w)(x)</sup> | Invesco Private Prime Fund, 4.15%<sup>(r)(w)(x)</sup> | &nbsp;&nbsp;284350408 | &nbsp;&nbsp; 284350408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Investments Purchased with Cash Collateral from Securities on Loan (Cost $394,909,456) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Investments Purchased with Cash Collateral from Securities on Loan (Cost $394,909,456) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Investments Purchased with Cash Collateral from Securities on Loan (Cost $394,909,456) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394956857 |
| TOTAL INVESTMENTS IN SECURITIES–131.40% (Cost $6,258,053,867) | TOTAL INVESTMENTS IN SECURITIES–131.40% (Cost $6,258,053,867) | TOTAL INVESTMENTS IN SECURITIES–131.40% (Cost $6,258,053,867) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5809475033 |
| OTHER ASSETS LESS LIABILITIES—(31.40)% | OTHER ASSETS LESS LIABILITIES—(31.40)% | OTHER ASSETS LESS LIABILITIES—(31.40)% | &nbsp;&nbsp;&nbsp;&nbsp;(1388316173) |
| NET ASSETS–100.00% | NET ASSETS–100.00% | NET ASSETS–100.00% | &nbsp;&nbsp;$4421158860 |

---

Investment Abbreviations:

---

| | |
|:---|:---|
| ARM | – Adjustable Rate Mortgage |
| CAD | – Canadian Dollar |
| Conv. | – Convertible |
| Ctfs. | – Certificates |
| ETF | – Exchange-Traded Fund |
| EUR | – Euro |
| IO | – Interest Only |
| LIBOR | – London Interbank Offered Rate |
| Pfd. | – Preferred |
| RB | – Revenue Bonds |
| Ref. | – Refunding |
| REIT | – Real Estate Investment Trust |
| REMICs | – Real Estate Mortgage Investment Conduits |
| SOFR | – Secured Overnight Financing Rate |
| STACR<sup>®</sup> | – Structured Agency Credit Risk |
| TBA | – To Be Announced |
| USD | – U.S. Dollar |

---

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

Invesco Core Plus Bond Fund

------

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> All or a portion of this security was out on loan at November 30, 2022.

<sup>(c)</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 November 30, 2022 was $2,220,614,569, which represented 50.23% of the Fund's Net Assets.

<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> Perpetual bond with no specified maturity date.

<sup>(f)</sup> Interest or dividend rate is redetermined periodically. Rate shown is the rate in effect on November 30, 2022.

<sup>(g)</sup> Zero coupon bond issued at a discount. The interest rate shown represents the yield to maturity at issue.

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

<sup>(i)</sup> Defaulted security. Currently, the issuer is in default with respect to principal and/or interest payments. The aggregate value of these securities at November 30, 2022 was $1,210,809, which represented less than 1% of the Fund's Net Assets.

<sup>(j)</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 November 30, 2022.

<sup>(k)</sup> Step coupon bond. The interest rate represents the coupon rate at which the bond will accrue at a specified future date.

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

<sup>(m)</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 November 30, 2022.

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

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

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

<sup>(q)</sup> Foreign denominated security. Principal amount is denominated in the currency indicated.

<sup>(r)</sup> Affiliated issuer. The issuer and/or the Fund is a wholly-owned subsidiary of Invesco Ltd., or is affiliated by having an investment adviser that is under common control of Invesco Ltd. The table below shows the Fund's transactions in, and earnings from, its investments in affiliates for the three months ended November 30, 2022.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Value<br> August 31, 2022** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Purchases<br> at Cost** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Proceeds<br> from Sales** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Change in<br> Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Realized<br> Gain<br> (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value<br> November 30, 2022** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Dividend Income** |
| Invesco Total Return Bond ETF | &nbsp;&nbsp;&nbsp;$4826000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$- | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$- | &nbsp;&nbsp;&nbsp;&nbsp;$(153000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$- | &nbsp;&nbsp;&nbsp;&nbsp;$4673000 | &nbsp;&nbsp;&nbsp;&nbsp;$44967 |
| **Investments in Affiliated Money Market Funds:** |  |  |  |  |  |  |  |
| Invesco Government & Agency Portfolio, Institutional Class | &nbsp;&nbsp;&nbsp;&nbsp;28528503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76811037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(105339540) | &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;80538 |
| Invesco Liquid Assets Portfolio, Institutional Class | &nbsp;&nbsp;&nbsp;&nbsp;20483790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54865027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(75346285) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3640) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108 | &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;58469 |
| Invesco Treasury Portfolio, Institutional Class | &nbsp;&nbsp;&nbsp;&nbsp;32604004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87784043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(120388047) | &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;91524 |
| **Investments Purchased with Cash Collateral from Securities on Loan:** |  |  |  |  |  |  |  |
| Invesco Private Government Fund | &nbsp;&nbsp;&nbsp;&nbsp;60813993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163840668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(114048212) | &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;110606449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701,320\* |
| Invesco Private Prime Fund | &nbsp;&nbsp;&nbsp;157313815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366138364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(239137404) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2111) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284350408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1,906,798\* |
| Total | $304570105 | &nbsp;&nbsp;&nbsp;&nbsp;$749439139 | &nbsp;&nbsp;&nbsp;&nbsp;$(654259488) | &nbsp;&nbsp;&nbsp;&nbsp;$(118896) | &nbsp;&nbsp;&nbsp;&nbsp;$(1003) | &nbsp;&nbsp;&nbsp;&nbsp;$399629857 | &nbsp;&nbsp;&nbsp;&nbsp;$2883616 |

---

\* 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.

<sup>(s)</sup> Variable rate senior loan interests often require prepayments from excess cash flow or permit the borrower to repay at its election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with any accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, it is anticipated that the variable rate senior loan interests will have an expected average life of three to five years.

<sup>(t)</sup> Variable rate senior loan interests are, at present, not readily marketable, not registered under the 1933 Act and may be subject to contractual and legal restrictions on sale. Variable rate senior loan interests in the Fund's portfolio generally have variable rates which adjust to a base, such as the London Interbank Offered Rate ("LIBOR"), on set dates, typically every 30 days, but not greater than one year, and/or have interest rates that float at margin above a widely recognized base lending rate such as the Prime Rate of a designated U.S. bank.

<sup>(u)</sup> Non-income producing security.

<sup>(v)</sup> The table below details options purchased.

<sup>(w)</sup> The rate shown is the 7-day SEC standardized yield as of November 30, 2022.

<sup>(x)</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.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Exchange-Traded Equity Options Purchased** | **Open Exchange-Traded Equity Options Purchased** | **Open Exchange-Traded Equity Options Purchased** | **Open Exchange-Traded Equity Options Purchased** | **Open Exchange-Traded Equity Options Purchased** | **Open Exchange-Traded Equity Options Purchased** | **Open Exchange-Traded Equity Options Purchased** | **Open Exchange-Traded Equity Options Purchased** |
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;&nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Value<sup>(a)</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Value<sup>(a)</sup>** | **Value** |
| **Equity Risk** | **Equity Risk** | **Equity Risk** | **Equity Risk** | **Equity Risk** | **Equity Risk** | **Equity Risk** | **Equity Risk** |
| iShares China Large-Cap ETF &nbsp;&nbsp;&nbsp;Call | &nbsp;&nbsp;&nbsp;01/20/2023 | &nbsp;&nbsp;&nbsp;6132 | &nbsp;&nbsp;&nbsp;USD | 41.00 | &nbsp;&nbsp;&nbsp;USD | 25141200 | &nbsp;&nbsp;&nbsp;$15330 |

---

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

Invesco Core Plus Bond Fund

------

<sup>(a)</sup> Notional Value is calculated by multiplying the Number of Contracts by the Exercise Price by the multiplier.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** |
| **Description** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Notional<br> Value<sup>(a)</sup>** | &nbsp;&nbsp;**Notional<br> Value<sup>(a)</sup>** | &nbsp;&nbsp;**Value** |
| **Equity Risk** | **Equity Risk** | **Equity Risk** |  |  |  |  |  |
| S&P 500 Index &nbsp;&nbsp;Call | &nbsp;&nbsp;04/21/2023 | &nbsp;&nbsp;37 | &nbsp;&nbsp;USD | 4090.00 | &nbsp;&nbsp;USD | &nbsp;&nbsp;15133000 | $886150 |

---

<sup>(a)</sup> Notional Value is calculated by multiplying the Number of Contracts by the Exercise Price by the multiplier.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** |
| **Long Futures Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Month** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Value** | &nbsp;&nbsp;&nbsp;&nbsp;**Value** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **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;1348 | &nbsp;&nbsp;&nbsp;March-2023 | &nbsp;&nbsp;&nbsp;$276824439 | &nbsp;&nbsp;&nbsp;&nbsp;$737175 | &nbsp;&nbsp;&nbsp;&nbsp;$737175 |
| U.S. Treasury Long Bonds | &nbsp;&nbsp;&nbsp;1978 | &nbsp;&nbsp;&nbsp;March-2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251206000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328922 |
| U.S. Treasury Ultra Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;March-2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8858281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118828 |
| &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;&nbsp;&nbsp;&nbsp;2184925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2184925 |
| **Short Futures Contracts** |  |  |  |  |  |
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| U.S. Treasury 5 Year Notes | &nbsp;&nbsp;&nbsp;1364 | &nbsp;&nbsp;&nbsp;March-2023 | &nbsp;&nbsp;&nbsp;&nbsp;(148089907) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(790412) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(790412) |
| U.S. Treasury 10 Year Notes | &nbsp;&nbsp;&nbsp;1462 | &nbsp;&nbsp;&nbsp;March-2023 | &nbsp;&nbsp;&nbsp;&nbsp;(165937000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(817203) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(817203) |
| U.S. Treasury 10 Year Ultra Notes | &nbsp;&nbsp;&nbsp;3751 | &nbsp;&nbsp;&nbsp;March-2023 | &nbsp;&nbsp;&nbsp;&nbsp;(448830594) | &nbsp;&nbsp;&nbsp;&nbsp;(2578813) | &nbsp;&nbsp;&nbsp;&nbsp;(2578813) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Subtotal—Short Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Subtotal—Short Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Subtotal—Short Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Subtotal—Short Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(4186428) | &nbsp;&nbsp;&nbsp;&nbsp;(4186428) |
| &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;$(2001503) | &nbsp;&nbsp;&nbsp;$(2001503) |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** |
| **Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Contract to** | &nbsp;&nbsp;&nbsp;&nbsp;**Contract to** | &nbsp;&nbsp;&nbsp;&nbsp;**Contract to** | &nbsp;&nbsp;&nbsp;&nbsp;**Contract to** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| **Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Deliver** | &nbsp;&nbsp;&nbsp;&nbsp;**Deliver** | &nbsp;&nbsp;&nbsp;&nbsp;**Receive** | &nbsp;&nbsp;&nbsp;&nbsp;**Receive** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| **Currency Risk** |  |  |  |  |  |  |
| 02/17/2023 | &nbsp;&nbsp;&nbsp;Morgan Stanley and Co. International PLC | &nbsp;&nbsp;&nbsp;CAD | 15678000 | &nbsp;&nbsp;&nbsp;USD | 11805163 | &nbsp;&nbsp;&nbsp;$136039 |
| **Currency Risk** |  |  |  |  |  |  |
| 02/17/2023 | &nbsp;&nbsp;&nbsp;State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;EUR | 10529000 | &nbsp;&nbsp;&nbsp;USD | 10936630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(85488) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;$50551 |

---

---

| | |
|:---|:---|
| Abbreviations: | Abbreviations: |
| CAD | —Canadian Dollar |
| ETF | —Exchange-Traded Fund |
| EUR | —Euro |
| USD | —U.S. Dollar |

---

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 Plus Bond Fund

------

### Notes to Quarterly Schedule of Portfolio Holdings
*November 30, 2022*

(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.

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 November 30, 2022. 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.

---

| | | | | |
|:---|:---|:---|:---|:---|
| <br>**Investments in Securities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total**  |
| U.S. Dollar Denominated Bonds & Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$2704813550 | &nbsp;&nbsp;&nbsp;&nbsp;$37419753 | &nbsp;&nbsp;&nbsp;&nbsp;$2742233303 |
| Asset-Backed Securities | &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;1269898557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18273612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288172169 |
| U.S. Government Sponsored Agency Mortgage-Backed Securities | &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;1128031594 | &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;1128031594 |
| U.S. Treasury Securities | &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;88378786 | &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;88378786 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37195187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45212688 | &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;82407875 |
| Agency Credit Risk Transfer Notes | &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;45115957 | &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;45115957 |
| Non-U.S. Dollar Denominated Bonds & Notes | &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;16097412 | &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;16097412 |
| Municipal Obligations | &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;15312290 | &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;15312290 |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4673000 | &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;4673000 |
| Variable Rate Senior Loan Interests | &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;3189543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3189543 |
| Common Stocks & Other Equity Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4767 | &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;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4767 |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901480 | &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;901480 |
| Money Market Funds | &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;394956857 | &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;394956857 |
| **Total Investments in Securities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42774434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5707817691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58882908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5809475033 |
| **Other Investments - Assets\*** |  |  |  |  |
| Investments Matured | &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;563141 | &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;563141 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2184925 | &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;2184925 |
| Forward Foreign Currency Contracts | &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;136039 | &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;136039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2184925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699180 | &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;2884105 |
| **Other Investments - Liabilities\*** |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4186428) | &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;(4186428) |
| Forward Foreign Currency Contracts | &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;(85488) | &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;(85488) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4186428) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(85488) | &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;(4271916) |
| **Total Other Investments** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2001503) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613692 | &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;(1387811) |
| &nbsp;&nbsp;&nbsp;**Total Investments** | &nbsp;&nbsp;&nbsp;&nbsp;$40772931 | &nbsp;&nbsp;&nbsp;&nbsp;$5708431383 | &nbsp;&nbsp;&nbsp;&nbsp;$58882908 | &nbsp;&nbsp;&nbsp;&nbsp;$5808087222 |

---

\* Forward foreign currency contracts and futures contracts are valued at unrealized appreciation (depreciation). Investments matured is shown at value.

Invesco Core Plus 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 Counselor Series Trust (Invesco Counselor Series Trust)

- **b. Investment Company Act file number:** 811-09913

- **c. CIK number of Registrant:** 0001112996

- **d. LEI of Registrant:** LZYC3CZ7P12IRF1LLV60

- **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 Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000025657

- **c. LEI of Series:** NCXB2DT3OPGBTXZ48T67

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5973537458.38

**Total Liabilities:** $1554826920.60

**Net Assets:** $4418710537.78

**Delayed Delivery Securities:** $1051931529.16

**Cash Not Reported:** $38822031.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -13325.50522093 | **1-Year:** -252961.05599121 | **5-Year:** -862837.29137692 | **10-Year:** -1317477.31338499 | **30-Year:** -677689.33390237

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

- **3-Month:** -2497.36976249 | **1-Year:** -22237.96095609 | **5-Year:** -122632.93209478 | **10-Year:** -104660.02453006 | **30-Year:** -19385.79684209

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000076854 | -4.90%               | -1.48%               | 4.46%                |
| Class ID C000076859 | -4.98%               | -1.46%               | 4.49%                |
| Class ID C000076858 | -4.87%               | -1.57%               | 4.49%                |
| Class ID C000120777 | -4.98%               | -1.46%               | 4.49%                |
| Class ID C000076857 | -4.92%               | -1.62%               | 4.45%                |
| Class ID C000076856 | -4.96%               | -1.66%               | 4.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-53970985.13            | $-199217329.21                             |
| Month 2  | $-68841744.42            | $-8742832.79                               |
| Month 3  | $-49431768.10            | $231255967.00                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14247000 | PA      | $14105634.71  | 0.32%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: —       |
| United States Treasury Note/Bond                                                    | United States Treasury Note/Bond                                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4992800 | PA      | $4276645.25   | 0.10%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-VOLT, Class C                                       | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5345000 | PA      | $4966468.70   | 0.11%             | 2036-09-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust, Series 2017-2, Class A1                                            | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540258 | PA      | $532820.96    | 0.01%             | 2057-04-25      | Variable      | 2.75%                 | 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        |  13648584 | PA      | $12210987.27  | 0.28%             | 2062-03-27      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                           | Liberty Mutual Group Inc.                                                                     | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   4714000 | PA      | $4252775.64   | 0.10%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp.                                                        | Chase Mortgage Finance Corp., Series 2016-SH2, Class M2                                       | CUSIP: 16164AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4532815 | PA      | $3977413.82   | 0.09%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                    | Omega Healthcare Investors, Inc.                                                              | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    514000 | PA      | $402161.23    | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                                 | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $914858.42    | 0.02%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                              | Sonic Automotive, Inc.                                                                        | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   2767000 | PA      | $2286136.91   | 0.05%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36207NKG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54707 | PA      | $56556.35     | 0.00%             | 2027-01-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                                      | DISH DBS Corp.                                                                                | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $275964.00    | 0.01%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc.                                                                      | AEP Texas Inc.                                                                                | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   2908000 | PA      | $2791212.74   | 0.06%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                                    | IHS Holding Ltd.                                                                              | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |   3440000 | PA      | $2675804.00   | 0.06%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                                             | Kite Realty Group Trust                                                                       | CUSIP: 76131VAB9<br>LEI: 549300OVTYLM7DH6CM14 | Long             | DBT              | CORP              | US        |    432000 | PA      | $384125.61    | 0.01%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128QJWQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5649 | PA      | $5649.32      | 0.00%             | 2037-02-01      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                                           | Sensata Technologies B.V.                                                                     | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   2099000 | PA      | $1995780.88   | 0.05%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX S.A. / JBS USA Food Co. / JBS USA Finance Inc.                          | JBS USA LUX S.A. / JBS USA Food Co. / JBS USA Finance Inc.                                    | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     49000 | PA      | $40673.91     | 0.00%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                                   | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3857000 | PA      | $3930675.30   | 0.09%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Delta Air Lines, Inc.                                                               | Delta Air Lines, Inc.                                                                         | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    629000 | PA      | $650653.33    | 0.01%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36209LMP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       103 | PA      | $106.60       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings S.R.L.                                               | AES Panama Generation Holdings S.R.L.                                                         | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    200000 | PA      | $167644.63    | 0.00%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36195CBY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3011692 | PA      | $2903495.23   | 0.07%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                      | Pacific Life Global Funding II                                                                | CUSIP: 6944PL2M0<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  10441000 | PA      | $10235288.91  | 0.23%             | 2025-03-30      | Floating      | 4.31%                 | No            |                  2 | On Loan: —       |
| KSA Sukuk Ltd.                                                                      | KSA Sukuk Ltd.                                                                                | CUSIP: 48266XAB1<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $193339.00    | 0.00%             | 2027-04-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Co.                                                           | Global Atlantic (Fin) Co.                                                                     | CUSIP: 37959GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5222000 | PA      | $4396552.66   | 0.10%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Vontier Corp.                                                                       | Vontier Corp.                                                                                 | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   2538000 | PA      | $1835227.80   | 0.04%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8330000 | PA      | $7940479.95   | 0.18%             | 2027-03-09      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust, Series 2005-A5, Class A9                              | CUSIP: 59020UYU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    482583 | PA      | $443154.39    | 0.01%             | 2035-06-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                                 | SVB Financial Group                                                                           | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    838000 | PA      | $604355.92    | 0.01%             | 2031-02-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SPARC EM SPC Panama Metro Line 2 SP                                                 | SPARC EM SPC Panama Metro Line 2 SP                                                           | CUSIP: 846502AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     74414 | PA      | $73586.34     | 0.00%             | 2022-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 10 Year Ultra Future                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -3751 | NC      | $-2578812.50  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Qatar Government International Bond                                                 | Qatar Government International Bond                                                           | CUSIP: 74727PAX9<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $201406.00    | 0.00%             | 2028-04-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, ARM                                                    | CUSIP: 31418MKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17403 | PA      | $17541.22     | 0.00%             | 2038-03-01      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CD0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   9045000 | PA      | $6456848.23   | 0.15%             | N/A             | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Asterix Inc.                                                                        | Asterix Inc., Term Loan                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   4266521 | PA      | $3189542.94   | 0.07%             | 2023-03-31      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, TBA                                                    | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  49705000 | PA      | $48392477.34  | 1.10%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213DG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        69 | PA      | $72.11        | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                 | SUZANO AUSTRIA GMBH                                                                           | CUSIP: 86964WAB8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    205000 | PA      | $203312.16    | 0.00%             | 2047-03-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31292GVA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       238 | PA      | $245.60       | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                                      | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    296000 | PA      | $225407.37    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                              | PT Pertamina (Persero)                                                                        | CUSIP: EJ6770261<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $199000.00    | 0.00%             | 2023-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                                | SA Global Sukuk Ltd.                                                                          | CUSIP: BP9911358<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $188118.80    | 0.00%             | 2024-06-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2264000 | PA      | $2144254.23   | 0.05%             | 2027-10-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| California State University                                                         | California State University, Series 2021 B, Ref. RB                                           | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5145000 | PA      | $3472308.54   | 0.08%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                        | National Australia Bank Ltd.                                                                  | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    632000 | PA      | $480967.06    | 0.01%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1964000 | PA      | $1998729.14   | 0.05%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Octagon Investment Partners 49 Ltd.                                                 | Octagon Investment Partners 49 Ltd., Series 2020-5A, Class A1                                 | CUSIP: 67578FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16476000 | PA      | $16199285.58  | 0.37%             | 2033-01-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                        | Walmart Inc.                                                                                  | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   5751000 | PA      | $5615953.87   | 0.13%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5339000 | PA      | $4751998.31   | 0.11%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31401BNK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323072 | PA      | $329950.35    | 0.01%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                      | AutoZone, Inc.                                                                                | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   3731000 | PA      | $3663119.75   | 0.08%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31412CAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19860 | PA      | $19861.60     | 0.00%             | 2030-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                              | Hilcorp Energy I, L.P.                                                                        | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   2268000 | PA      | $2083577.58   | 0.05%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                                     | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   8818000 | PA      | $7616295.83   | 0.17%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                            | Celanese US Holdings LLC                                                                      | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   8936000 | PA      | $8752534.00   | 0.20%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                      | EPR Properties                                                                                | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1402375.87   | 0.03%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The), Series I                                                 | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    925000 | PA      | $738270.25    | 0.02%             | N/A             | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312941NX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    619019 | PA      | $647971.33    | 0.01%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                           | Mexico City Airport Trust                                                                     | CUSIP: AP1359938<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $178684.40    | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust, Series 2013-7, Class A2                                               | CUSIP: 81745CAB9<br>LEI: 549300DFASAA48I36408 | Long             | ABS-MBS          | CORP              | US        |    311017 | PA      | $273641.94    | 0.01%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                    | African Export-Import Bank (The)                                                              | CUSIP: 00831TAB7<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | CORP              | XX        |   3237000 | PA      | $2825363.66   | 0.06%             | 2026-05-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                                               | OHA Loan Funding Ltd., Series 2016-1A, Class AR                                               | CUSIP: 67110UAL3<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |  10543683 | PA      | $10333252.17  | 0.23%             | 2033-01-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership L.P.                                         | Invitation Homes Operating Partnership L.P.                                                   | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   2914000 | PA      | $2150274.43   | 0.05%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                                    | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |  18409000 | PA      | $18560055.42  | 0.42%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co. International Ltd.                                       | Tengizchevroil Finance Co. International Ltd.                                                 | CUSIP: LW9712917<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $171000.00    | 0.00%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| B3 S.A. - Brasil, Bolsa, Balcao                                                     | B3 S.A. - Brasil, Bolsa, Balcao                                                               | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | CORP              | BR        |  12555000 | PA      | $10310793.88  | 0.23%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Icecek A.S.                                                               | Coca-Cola Icecek A.S.                                                                         | CUSIP: 1912ERAA8<br>LEI: 789000WT80VVLUWJDK41 | Long             | DBT              | CORP              | TR        |  16047000 | PA      | $13601822.33  | 0.31%             | 2029-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8F2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   7909000 | PA      | $6488539.80   | 0.15%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JSC Uzbekneftegaz                                                                   | JSC Uzbekneftegaz                                                                             | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |   7487000 | PA      | $5900691.88   | 0.13%             | 2028-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23000000 | PA      | $22985625.00  | 0.52%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Life Mortgage Trust                                                                 | Life Mortgage Trust, Series 2021-BMR, Class B                                                 | CUSIP: 53218CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10837246 | PA      | $10286278.15  | 0.23%             | 2038-03-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                                                 | Thornburg Mortgage Securities Trust, Series 2005-1, Class A3                                  | CUSIP: 885220HB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    431225 | PA      | $400048.17    | 0.01%             | 2045-04-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31411EUN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        27 | PA      | $27.80        | 0.00%             | 2037-01-01      | Fixed         | 6.50%                 | 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        |    152076 | PA      | $143693.34    | 0.00%             | 2036-02-25      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                        | Leidos, Inc.                                                                                  | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    900000 | PA      | $697621.19    | 0.02%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Liquid Telecommunications Financing PLC                                             | Liquid Telecommunications Financing PLC                                                       | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $142500.00    | 0.00%             | 2026-09-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essential Properties, L.P.                                                          | Essential Properties, L.P.                                                                    | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |   3062000 | PA      | $2228762.44   | 0.05%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC         | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                   | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    520000 | PA      | $508196.00    | 0.01%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust, Series 2019-L2, Class A4                                      | CUSIP: 61768HAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17430000 | PA      | $16228562.30  | 0.37%             | 2052-03-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                         | Prosus N.V.                                                                                   | CUSIP: BQ4156015<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $149469.48    | 0.00%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury Long Bond Future                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      1701 | NC      | $1233702.67   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                                                  | Venture Global Calcasieu Pass, LLC                                                            | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   6037000 | PA      | $4920155.00   | 0.11%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Ltd.                                                           | Agile Group Holdings Ltd.                                                                     | CUSIP: BQ5553418<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |   4142000 | PA      | $1621144.63   | 0.04%             | 2025-04-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                              | Intesa Sanpaolo S.p.A.                                                                        | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1596000 | PA      | $1623959.97   | 0.04%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                                 | Alcon Finance Corp.                                                                           | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   4658000 | PA      | $4697204.85   | 0.11%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                  | General Motors Financial Co., Inc.                                                            | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5673000 | PA      | $5202675.23   | 0.12%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                 | Petroleos Mexicanos                                                                           | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   7361000 | PA      | $5704751.44   | 0.13%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust, Series 2005-A3, Class 6A5                                           | CUSIP: 466247QM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194825 | PA      | $189460.74    | 0.00%             | 2035-06-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    518000 | PA      | $425592.35    | 0.01%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FFTV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1487151 | PA      | $1398343.98   | 0.03%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128NHZZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42961 | PA      | $43071.37     | 0.00%             | 2037-05-01      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31298DXB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    279334 | PA      | $287174.73    | 0.01%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                | Mitsubishi UFJ Financial Group, Inc.                                                          | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   6914000 | PA      | $6733703.14   | 0.15%             | 2033-07-20      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Dubai DOF Sukuk Ltd.                                                                | Dubai DOF Sukuk Ltd.                                                                          | CUSIP: EJ5264340<br>LEI: 549300FL2U4Z16IJI576 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199830.00    | 0.00%             | 2023-01-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Greentown China Holdings Ltd.                                                       | Greentown China Holdings Ltd.                                                                 | CUSIP: BM0544734<br>LEI: 529900BLBC6YDNWS8530 | Long             | DBT              | CORP              | KY        |   1856000 | PA      | $1607296.00   | 0.04%             | 2025-04-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd.                                                                  | Bharti Airtel Ltd.                                                                            | CUSIP: EK9570855<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $194357.94    | 0.00%             | 2025-06-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  12125000 | PA      | $12634118.69  | 0.29%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   7384000 | PA      | $7330212.14   | 0.17%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| BP Capital Markets PLC                                                              | BP Capital Markets PLC                                                                        | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2245000 | PA      | $2141168.75   | 0.05%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust, Series 2005-A3, Class 1A1                                           | CUSIP: 466247PV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91871 | PA      | $85101.20     | 0.00%             | 2035-06-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Logan Group Co. Ltd.                                                                | Logan Group Co. Ltd.                                                                          | CUSIP: BN3594171<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |   1750000 | PA      | $220723.41    | 0.00%             | 2028-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31335AXK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3901455 | PA      | $3916210.52   | 0.09%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312943TR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26781 | PA      | $27606.09     | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Axiata SPV2 Bhd.                                                                    | Axiata SPV2 Bhd.                                                                              | CUSIP: JK4656050<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $195927.00    | 0.00%             | 2026-03-24      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2017-C04, Class 2M2                          | CUSIP: 30711XLT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7206985 | PA      | $7322669.38   | 0.17%             | 2029-11-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   2433000 | PA      | $2384727.89   | 0.05%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Lamar Media Corp.                                                                   | Lamar Media Corp.                                                                             | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4775000 | PA      | $4321184.00   | 0.10%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                          | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8628000 | PA      | $8294205.46   | 0.19%             | 2027-01-21      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31307TDS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1222076 | PA      | $1171472.80   | 0.03%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                   | Airport Authority                                                                             | CUSIP: 00946AAE4<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |  10776000 | PA      | $7721712.74   | 0.17%             | 2052-01-12      | Fixed         | 3.25%                 | 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        |   9704254 | PA      | $9185246.47   | 0.21%             | 2039-06-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                               | Elevance Health, Inc.                                                                         | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2557000 | PA      | $2787226.45   | 0.06%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc.                                                              | Jackson Financial Inc.                                                                        | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   3186000 | PA      | $3124132.44   | 0.07%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: —       |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2019-2, Class A1                                   | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2896313 | PA      | $2726794.70   | 0.06%             | 2059-11-25      | Variable      | 2.74%                 | 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        |   9217825 | PA      | $8199289.44   | 0.19%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Equate Petrochemical B.V.                                                           | Equate Petrochemical B.V.                                                                     | CUSIP: BP2041641<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $171775.40    | 0.00%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                          | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   7285000 | PA      | $7684155.86   | 0.17%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31298GCK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    347851 | PA      | $359581.95    | 0.01%             | 2030-05-01      | Fixed         | 7.00%                 | 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        |   1061512 | PA      | $840658.61    | 0.02%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Parkland Corp.                                                                      | Parkland Corp.                                                                                | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |   1801000 | PA      | $1519800.87   | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200RAD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       507 | PA      | $524.39       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213F7K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1068 | PA      | $1104.99      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                      | Citizens Financial Group, Inc.                                                                | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   5534000 | PA      | $5184270.96   | 0.12%             | 2037-05-21      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                   | Eversource Energy, Series R                                                                   | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    213000 | PA      | $167087.55    | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| National Bank of Oman SAOG                                                          | National Bank of Oman SAOG                                                                    | CUSIP: AU4576586<br>LEI: 549300D3B4GI1CT73Z02 | Long             | DBT              | CORP              | OM        |    400000 | PA      | $397833.60    | 0.01%             | 2023-09-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                           | CSX Corp.                                                                                     | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   8385000 | PA      | $7517448.32   | 0.17%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| American Tower Corp.                                                                | American Tower Corp.                                                                          | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3481000 | PA      | $2876821.31   | 0.07%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Banco de Bogota S.A.                                                                | Banco de Bogota S.A.                                                                          | CUSIP: 059514AE9<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $357850.00    | 0.01%             | 2027-08-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371JBE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        74 | PA      | $78.11        | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                   | Genuine Parts Co.                                                                             | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   3247000 | PA      | $2627441.07   | 0.06%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| SVB Financial Group                                                                 | SVB Financial Group, Series D                                                                 | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |  11954000 | PA      | $7889341.15   | 0.18%             | N/A             | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                               | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   5221000 | PA      | $5112082.11   | 0.12%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                                                           | Piedmont Healthcare, Inc., Series 2032                                                        | CUSIP: 72014TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3347000 | PA      | $2618828.49   | 0.06%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                               | WMG Acquisition Corp.                                                                         | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   5421000 | PA      | $4501110.51   | 0.10%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| WFRBS Commercial Mortgage Trust                                                     | WFRBS Commercial Mortgage Trust, Series 2013-C16, Class B                                     | CUSIP: 92938EBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3127000 | PA      | $2974042.80   | 0.07%             | 2046-09-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312935M89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    361766 | PA      | $369709.10    | 0.01%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                                                | Endeavour Mining PLC                                                                          | CUSIP: 29261HAA3<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $167760.00    | 0.00%             | 2026-10-14      | Fixed         | 5.00%                 | 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        |  11295309 | PA      | $9481567.75   | 0.21%             | 2051-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                          | Rogers Communications Inc.                                                                    | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   5730000 | PA      | $4672946.33   | 0.11%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                | American Tower Corp.                                                                          | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2277000 | PA      | $2072609.60   | 0.05%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| KLA Corp.                                                                           | KLA Corp.                                                                                     | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   3828000 | PA      | $3700080.37   | 0.08%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5568000 | PA      | $6256923.46   | 0.14%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                               | OneMain Finance Corp.                                                                         | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   5594000 | PA      | $4447230.00   | 0.10%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8E5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  11394000 | PA      | $9379484.06   | 0.21%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust, Series 2020-GC45, Class A5                                      | CUSIP: 36258YBG2<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   8325000 | PA      | $7152139.04   | 0.16%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                 | SUZANO AUSTRIA GMBH                                                                           | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     48000 | PA      | $40075.20     | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | 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        |  11961576 | PA      | $10100424.52  | 0.23%             | 2051-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    566000 | PA      | $457847.65    | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 40A Ltd.                                                 | Golub Capital Partners CLO 40A Ltd., Series 2019-40A, Class AR                                | CUSIP: 38176EAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15988000 | PA      | $15618821.09  | 0.35%             | 2032-01-25      | Floating      | 5.45%                 | 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        |  10452446 | PA      | $8762881.07   | 0.20%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                    | Magallanes, Inc.                                                                              | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   6287000 | PA      | $4878744.00   | 0.11%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391BB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3000 | PA      | $3090.87      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Apollo Management Holdings, L.P.                                                    | Apollo Management Holdings, L.P.                                                              | CUSIP: 03765HAF8<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    573000 | PA      | $470283.00    | 0.01%             | 2030-06-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Colgate-Palmolive Co.                                                               | Colgate-Palmolive Co.                                                                         | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   4190000 | PA      | $4015949.33   | 0.09%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series P                                                     | CUSIP: 38148BAD0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6141000 | PA      | $5972122.50   | 0.14%             | N/A             | Variable      | 7.47%                 | No            |                  2 | On Loan: —       |
| Empresa Electrica Cochrane S.p.A.                                                   | Empresa Electrica Cochrane S.p.A.                                                             | CUSIP: 29246XAB6<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |    132720 | PA      | $117231.58    | 0.00%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart, L.P.                                                                     | CubeSmart, L.P.                                                                               | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    476000 | PA      | $366613.92    | 0.01%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones S.A.                                                 | Banco de Credito e Inversiones S.A.                                                           | CUSIP: 05890MAB9<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    220000 | PA      | $178618.00    | 0.00%             | 2031-10-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                                 | Lithia Motors, Inc.                                                                           | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   7778000 | PA      | $6535581.17   | 0.15%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| California (State of) Health Facilities Financing Authority (Social Bonds)          | California (State of) Health Facilities Financing Authority (Social Bonds), Series 2022, RB   | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   2980000 | PA      | $2542141.15   | 0.06%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                                    | Clarivate Science Holdings Corp.                                                              | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5787000 | PA      | $5207808.11   | 0.12%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Centrais Eletricas Brasileiras S.A.                                                 | Centrais Eletricas Brasileiras S.A.                                                           | CUSIP: 15236FAA8<br>LEI: 254900I8KYDELP4B4Z08 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $189460.00    | 0.00%             | 2025-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                           | BPCE S.A.                                                                                     | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    447000 | PA      | $333879.96    | 0.01%             | 2032-01-20      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance                                                   | Mello Mortgage Capital Acceptance, Series 2021-INV2, Class A4                                 | CUSIP: 58549XAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7382430 | PA      | $6351198.27   | 0.14%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6576000 | PA      | $5746773.30   | 0.13%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| MAG Mutual Holding Co.                                                              | MAG Mutual Holding Co.                                                                        | CUSIP: 55261HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27101000 | PA      | $21960753.33  | 0.50%             | 2041-04-30      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31416WHB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9820 | PA      | $10207.49     | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   9458000 | PA      | $9367330.13   | 0.21%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                     | Brunswick Corp.                                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   8777000 | PA      | $6312297.19   | 0.14%             | 2052-04-01      | Fixed         | 5.10%                 | 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        |   6790000 | PA      | $6450969.19   | 0.15%             | 2039-01-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust                                | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2012-LC9, Class B                | CUSIP: 46639EAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4945819.50   | 0.11%             | 2047-12-15      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2017-2A, Class AR2                                       | CUSIP: 05683HAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  21505000 | PA      | $20902451.41  | 0.47%             | 2034-07-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2020-DNA5, Class M2                                                       | CUSIP: 35566AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4946175 | PA      | $4957399.06   | 0.11%             | 2050-10-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II, LLC                                                        | Match Group Holdings II, LLC                                                                  | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    120000 | PA      | $91833.82     | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                    | United States Treasury Note/Bond                                                              | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3022800 | PA      | $3141350.44   | 0.07%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sino-Ocean Land Treasure IV Ltd.                                                    | Sino-Ocean Land Treasure IV Ltd.                                                              | CUSIP: BP1992257<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | VG        |   2025000 | PA      | $768145.32    | 0.02%             | 2026-05-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                          | Allianz SE                                                                                    | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   2719000 | PA      | $2016138.50   | 0.05%             | N/A             | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, ARM                                                    | CUSIP: 31410KWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60677 | PA      | $61590.43     | 0.00%             | 2035-05-01      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy Inc.                                                             | Gran Tierra Energy Inc.                                                                       | CUSIP: 38502JAA9<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    400000 | PA      | $322652.00    | 0.01%             | 2027-05-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                   | Galaxy Pipeline Assets Bidco Ltd.                                                             | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   7135601 | PA      | $6045049.02   | 0.14%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4038000 | PA      | $3917731.40   | 0.09%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Indonesia Government International Bond                                             | Indonesia Government International Bond                                                       | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   8441000 | PA      | $5905797.14   | 0.13%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Saudi Government International Bond                                                 | Saudi Government International Bond                                                           | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    600000 | PA      | $632808.60    | 0.01%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd.                                                                     | ICG US CLO Ltd., Series 2016-1A, Class A1RR                                                   | CUSIP: 44931NAT8<br>LEI: 635400A7LQADQPBLJB50 | Long             | ABS-CBDO         | CORP              | KY        |  11399000 | PA      | $11073421.76  | 0.25%             | 2034-04-29      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31390HA70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       362 | PA      | $362.72       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| North Queensland Exportt Terminal Pty Ltd.                                          | North Queensland Exportt Terminal Pty Ltd.                                                    | CUSIP: 00653GAB0<br>LEI: 213800QDQZHS7LJ9UA09 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $296270.73    | 0.01%             | 2022-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K085, Class AM                  | CUSIP: 3137FKJD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |   4736000 | PA      | $4633876.68   | 0.10%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp.                                                                     | Flowserve Corp.                                                                               | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    782000 | PA      | $585937.27    | 0.01%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128KLAK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         4 | PA      | $3.70         | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust, Series 2015-3, Class B2                                             | CUSIP: 46644MAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4517277 | PA      | $4029213.02   | 0.09%             | 2045-05-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Agree L.P.                                                                          | Agree L.P.                                                                                    | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   3706000 | PA      | $3415669.40   | 0.08%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31296T3B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109325 | PA      | $112062.80    | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31407NJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4355 | PA      | $4617.43      | 0.00%             | 2035-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                             | Sasol Financing USA LLC                                                                       | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   9881000 | PA      | $8978074.22   | 0.20%             | 2026-09-18      | Fixed         | 4.38%                 | 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        |   6655000 | PA      | $6392840.92   | 0.14%             | 2038-11-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201MZ21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1192 | PA      | $1232.46      | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Co.                                                           | Global Atlantic (Fin) Co.                                                                     | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    308000 | PA      | $227090.93    | 0.01%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Jimmy John's Funding, LLC                                                           | Jimmy John's Funding, LLC, Series 2017-1A, Class A2II                                         | CUSIP: 47760QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5649750 | PA      | $5192917.99   | 0.12%             | 2047-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Banco Internacional del Peru SAA Interbank                                          | Banco Internacional del Peru SAA Interbank                                                    | CUSIP: AQ7343165<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    150000 | PA      | $149580.00    | 0.00%             | 2023-01-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128KM5K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110930 | PA      | $113340.61    | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                                  | BMW US Capital LLC                                                                            | CUSIP: 05565ECB9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2926000 | PA      | $2654800.03   | 0.06%             | 2032-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Provident Home Equity Loan Trust                                                    | Provident Home Equity Loan Trust, Series 2000-2, Class A1                                     | CUSIP: 743844DA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109964 | PA      | $96177.80     | 0.00%             | 2031-08-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                              | Credit Suisse Group AG                                                                        | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   9145000 | PA      | $7819889.50   | 0.18%             | N/A             | Variable      | 9.75%                 | No            |                  2 | On Loan: —       |
| NSTAR Electric Co.                                                                  | NSTAR Electric Co.                                                                            | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   2902000 | PA      | $2662199.76   | 0.06%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Consorcio Transmantaro S.A.                                                         | Consorcio Transmantaro S.A.                                                                   | CUSIP: ZS1571356<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |    500000 | PA      | $449897.37    | 0.01%             | 2034-04-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                  | Vodafone Group PLC                                                                            | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   2293000 | PA      | $1913049.90   | 0.04%             | 2081-06-04      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| India Airport Infra                                                                 | India Airport Infra                                                                           | CUSIP: 18684LAA6<br>LEI: 254900N1JEUJFV1S3E87 | Long             | DBT              | CORP              | MU        |    400000 | PA      | $379588.27    | 0.01%             | 2025-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust, Series 2021-LTV2, Class A1                                          | CUSIP: 46654VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13513766 | PA      | $10675582.94  | 0.24%             | 2052-05-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9750000 | PA      | $9141041.91   | 0.21%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp., Series L, Conv. Pfd.                                                   | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      1100 | NS      | $1340317.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                          | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    531000 | PA      | $453428.87    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| JPMDB Commercial Mortgage Securities Trust                                          | JPMDB Commercial Mortgage Securities Trust, Series 2020-COR7, Class A5                        | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6200000 | PA      | $4966541.62   | 0.11%             | 2053-05-13      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391ANZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18564 | PA      | $18728.59     | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                         | Host Hotels & Resorts, L.P., Series F                                                         | CUSIP: 44107TAW6<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    620000 | PA      | $591710.94    | 0.01%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                             | TTX Co.                                                                                       | CUSIP: 87305QCP4<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |   4507000 | PA      | $4667401.29   | 0.11%             | 2052-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                               | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2961000 | PA      | $2925365.49   | 0.07%             | N/A             | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                                  | Tampa Electric Co.                                                                            | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   2487000 | PA      | $2341000.57   | 0.05%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213E2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       140 | PA      | $146.27       | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust, Series 2007-A4, Class 3A1                                           | CUSIP: 46631JAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    377363 | PA      | $281856.50    | 0.01%             | 2037-06-25      | Variable      | 3.17%                 | 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              | XX        |   5766339 | PA      | $5469877.67   | 0.12%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312940ZC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19931 | PA      | $20423.00     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                              | Credit Suisse Group AG                                                                        | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   7968000 | PA      | $4682793.60   | 0.11%             | N/A             | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                               | Walt Disney Co. (The)                                                                         | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    103000 | PA      | $115024.15    | 0.00%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                                                            | Enel Finance America LLC                                                                      | CUSIP: 29280HAA0<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |   2892000 | PA      | $3007869.31   | 0.07%             | 2027-10-14      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| JSC Georgia Capital                                                                 | JSC Georgia Capital                                                                           | CUSIP: 373143AA4<br>LEI: 635400VNH3KVFQNWDH25 | Long             | DBT              | CORP              | GE        |    226000 | PA      | $214700.17    | 0.00%             | 2024-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YEJ0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3514000 | PA      | $3458844.99   | 0.08%             | 2025-01-24      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Banco GNB Sudameris S.A.                                                            | Banco GNB Sudameris S.A.                                                                      | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $142500.00    | 0.00%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Interconexion Electrica S.A. E.S.P.                                                 | Interconexion Electrica S.A. E.S.P.                                                           | CUSIP: 45853NAA0<br>LEI: 5493007GMWK7ZHVQ5362 | Long             | DBT              | CORP              | CO        |   2534000 | PA      | $2006585.81   | 0.05%             | 2033-11-26      | Fixed         | 3.83%                 | 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        |   6619738 | PA      | $6024781.79   | 0.14%             | 2067-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust, Series 2006-1, Class 3A5                                               | CUSIP: 52520MFL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98554 | PA      | $72399.30     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                              | Credit Suisse Group AG                                                                        | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  13727000 | PA      | $12041618.57  | 0.27%             | 2033-08-12      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                       | Netflix, Inc.                                                                                 | CUSIP: ZS2929843<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   5311000 | PA      | $5303019.55   | 0.12%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MVW LLC                                                                             | MVW LLC, Series 2019-2A, Class A                                                              | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4118314 | PA      | $3888095.64   | 0.09%             | 2038-10-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                     | WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B                                     | CUSIP: 92939HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4693000 | PA      | $4462069.20   | 0.10%             | 2057-10-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                            | Celanese US Holdings LLC                                                                      | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   7981000 | PA      | $7934997.76   | 0.18%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                        | Nutrien Ltd.                                                                                  | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    292000 | PA      | $251133.04    | 0.01%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 17327CAP8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2674000 | PA      | $2604316.63   | 0.06%             | 2026-01-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: —       |
| Dominican Republic International Bond                                               | Dominican Republic International Bond                                                         | CUSIP: ZP6620006<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $170330.85    | 0.00%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   8033000 | PA      | $8445331.56   | 0.19%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Banco Internacional del Peru SAA Interbank                                          | Banco Internacional del Peru SAA Interbank                                                    | CUSIP: ZR8206420<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    400000 | PA      | $364794.00    | 0.01%             | 2026-10-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                               | Targa Resources Corp.                                                                         | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   4948000 | PA      | $4886521.55   | 0.11%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                    | Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2                                    | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18829545 | PA      | $15981495.35  | 0.36%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                       | Equinix, Inc.                                                                                 | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    850000 | PA      | $746106.00    | 0.02%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Sasol Financing USA LLC                                                             | Sasol Financing USA LLC                                                                       | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |  14272000 | PA      | $11862450.68  | 0.27%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, TBA                                                    | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 235700000 | PA      | $238449362.72 | 5.40%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                  | Ryder System, Inc.                                                                            | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2626000 | PA      | $2474545.63   | 0.06%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| CenterPoint Energy, Inc.                                                            | CenterPoint Energy, Inc., Series A                                                            | CUSIP: 15189TAS6<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   4568000 | PA      | $4320723.11   | 0.10%             | N/A             | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                                | Panama Government International Bond                                                          | CUSIP: 698299BD5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    300000 | PA      | $295242.32    | 0.01%             | 2024-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K089, Class AM                  | CUSIP: 3137FL6Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |   8018000 | PA      | $7664848.79   | 0.17%             | 2029-01-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                  | Ares Capital Corp.                                                                            | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    900000 | PA      | $675031.36    | 0.02%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31287LES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        99 | PA      | $99.58        | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2019-R06, Class 2M2                          | CUSIP: 20754JAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    133385 | PA      | $133145.16    | 0.00%             | 2039-09-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust, Series 2022-SHIP, Class A                                       | CUSIP: 36269CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4830000 | PA      | $4736512.94   | 0.11%             | 2036-08-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Sino-Ocean Land Treasure Finance I Ltd.                                             | Sino-Ocean Land Treasure Finance I Ltd.                                                       | CUSIP: EK4034410<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |   2770000 | PA      | $1202839.90   | 0.03%             | 2024-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp.                                                  | Stewart Information Services Corp.                                                            | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   3813000 | PA      | $2958774.22   | 0.07%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                      | Ecopetrol S.A.                                                                                | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    136000 | PA      | $102522.24    | 0.00%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment (BVI) Ltd.                                           | State Grid Overseas Investment (BVI) Ltd.                                                     | CUSIP: 857006AG5<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $192466.03    | 0.00%             | 2027-05-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                      | Ford Motor Co.                                                                                | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   9578000 | PA      | $9202233.03   | 0.21%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |  17741000 | PA      | $18277281.33  | 0.41%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corp.                                                               | Entegris Escrow Corp.                                                                         | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5071000 | PA      | $4743155.13   | 0.11%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                                 | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2551000 | PA      | $2472469.28   | 0.06%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc.                                                                       | Teleflex Inc.                                                                                 | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    385000 | PA      | $364360.15    | 0.01%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VEON Holdings B.V.                                                                  | VEON Holdings B.V.                                                                            | CUSIP: 91823N2A0<br>LEI: 5493000XDKGUH5NQGE22 | Long             | DBT              | CORP              | NL        |   4049000 | PA      | $2976015.00   | 0.07%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GKH1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6276000 | PA      | $6038843.96   | 0.14%             | 2028-02-04      | Floating      | 4.87%                 | No            |                  2 | On Loan: —       |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                           | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   5349000 | PA      | $5531066.91   | 0.13%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                                   | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2919000 | PA      | $3268184.53   | 0.07%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| CIFC Funding Ltd.                                                                   | CIFC Funding Ltd., Series 2014-5A, Class A1R2                                                 | CUSIP: 12550AAT3<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | KY        |   4417000 | PA      | $4353805.98   | 0.10%             | 2031-10-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Empresa de Transmision Electrica, S.A.                                              | Empresa de Transmision Electrica, S.A.                                                        | CUSIP: 29247QAA2<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $155065.00    | 0.00%             | 2049-05-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion S.A.                                                 | Celulosa Arauco y Constitucion S.A.                                                           | CUSIP: 151191AZ6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    500000 | PA      | $491864.92    | 0.01%             | 2024-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31400DK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8752 | PA      | $8734.91      | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | 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        |  31380000 | PA      | $28180495.20  | 0.64%             | 2026-06-29      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust, Series 2014-150E, Class C                                     | CUSIP: 61764BAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3350000 | PA      | $2897233.10   | 0.07%             | 2032-09-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corp.                                                               | Covanta Holding Corp.                                                                         | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   6570000 | PA      | $5560289.55   | 0.13%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                               | Freeport-McMoRan Inc.                                                                         | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2487638.60   | 0.06%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, L.P.                                                              | Medline Borrower, L.P.                                                                        | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    624000 | PA      | $537192.24    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SABIC Capital II B.V.                                                               | SABIC Capital II B.V.                                                                         | CUSIP: 78520LAB6<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $195696.20    | 0.00%             | 2028-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                    | Braskem Netherlands Finance B.V.                                                              | CUSIP: ZQ3579419<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $156791.00    | 0.00%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust, Series 2013-C17, Class C                          | CUSIP: 46640UAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12750000 | PA      | $12178854.83  | 0.28%             | 2047-01-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                     | Blackstone Secured Lending Fund                                                               | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2252000 | PA      | $1789631.77   | 0.04%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance I (UK) PLC                                                       | Brookfield Finance I (UK) PLC                                                                 | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |    454000 | PA      | $353298.28    | 0.01%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc.                                             | NXP BV / NXP Funding LLC / NXP USA Inc.                                                       | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    601000 | PA      | $523141.32    | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FKJZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1866774 | PA      | $1746585.65   | 0.04%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                              | Republic of South Africa Government International Bond                                        | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    300000 | PA      | $272828.10    | 0.01%             | 2029-09-30      | Fixed         | 4.85%                 | 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       |     -1782 | NC      | $-992203.12   | -0.02%            |  |  |  | No            |                  1 | 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        |  10758303 | PA      | $10311062.07  | 0.23%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| TICP CLO XV Ltd.                                                                    | TICP CLO XV Ltd., Series 2020-15A, Class A                                                    | CUSIP: 87250RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9701000 | PA      | $9515448.97   | 0.22%             | 2033-04-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp.                                                                     | TransAlta Corp.                                                                               | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |   1827000 | PA      | $1879288.74   | 0.04%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC/ZoomInfo Finance Corp.                                    | ZoomInfo Technologies LLC/ZoomInfo Finance Corp.                                              | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7986000 | PA      | $6754558.80   | 0.15%             | 2029-02-01      | Fixed         | 3.88%                 | 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        |   3282397 | PA      | $2570998.66   | 0.06%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  11053000 | PA      | $10546655.22  | 0.24%             | N/A             | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                                 | Athene Holding Ltd.                                                                           | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    850000 | PA      | $777934.08    | 0.02%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                                  | National Securities Clearing Corp.                                                            | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   9271000 | PA      | $9394403.69   | 0.21%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                                                      | Office Properties Income Trust                                                                | CUSIP: 67623CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2771000 | PA      | $2003691.78   | 0.05%             | 2027-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371KF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1483 | PA      | $1561.35      | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                     | WFRBS Commercial Mortgage Trust, Series 2013-C14, Class A5                                    | CUSIP: 92890PAE4<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |   1485143 | PA      | $1463576.94   | 0.03%             | 2046-06-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31374TC98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6666 | PA      | $6870.75      | 0.00%             | 2028-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                               | Alexandria Real Estate Equities, Inc.                                                         | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    667000 | PA      | $496705.96    | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                                  | United Airlines Pass-Through Trust, Series AA                                                 | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1903844 | PA      | $1635994.54   | 0.04%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                                 | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2113000 | PA      | $2030327.73   | 0.05%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| American Builders & Contractors Supply Co., Inc.                                    | American Builders & Contractors Supply Co., Inc.                                              | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   6086000 | PA      | $5030079.00   | 0.11%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   7207000 | PA      | $6844504.04   | 0.15%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp.                                                        | Chase Mortgage Finance Corp., Series 2016-SH2, Class M3                                       | CUSIP: 16164AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2248282 | PA      | $1955614.62   | 0.04%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Greenko Power II Ltd.                                                               | Greenko Power II Ltd.                                                                         | CUSIP: 39530MAA6<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |    195500 | PA      | $169048.85    | 0.00%             | 2028-12-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12654000 | PA      | $10589816.25  | 0.24%             | N/A             | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                         | Swedbank AB                                                                                   | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   5402000 | PA      | $5356944.78   | 0.12%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: —       |
| Service Properties Trust                                                            | Service Properties Trust                                                                      | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    565000 | PA      | $466016.24    | 0.01%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc.                                                      | Jefferies Financial Group Inc.                                                                | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    335000 | PA      | $298394.25    | 0.01%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                           | Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class AS                         | CUSIP: 06054ABB4<br>LEI: 5493005NJP8BSE187672 | Long             | ABS-MBS          | CORP              | US        |   4394000 | PA      | $4121509.61   | 0.09%             | 2048-09-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Med Trust                                                                           | Med Trust, Series 2021-MDLN, Class A                                                          | CUSIP: 58403YAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7975000 | PA      | $7630060.52   | 0.17%             | 2038-11-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Grand Canyon University                                                             | Grand Canyon University                                                                       | CUSIP: 38528UAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7113500 | PA      | $7024581.25   | 0.16%             | 2023-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC, Series 2019-1A, Class A23                                              | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   9878175 | PA      | $8936738.50   | 0.20%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                                  | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   9857000 | PA      | $10284295.33  | 0.23%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                                | SA Global Sukuk Ltd.                                                                          | CUSIP: 78397PAB7<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   4059000 | PA      | $3639973.19   | 0.08%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| STAR Trust                                                                          | STAR Trust, Series 2021-SFR1, Class D                                                         | CUSIP: 85521DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6670000 | PA      | $6293793.32   | 0.14%             | 2038-04-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   7145000 | PA      | $7363233.24   | 0.17%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31414SHT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3274 | PA      | $3351.42      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GZL1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2647000 | PA      | $2529455.15   | 0.06%             | 2028-02-24      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   8885000 | PA      | $8256586.34   | 0.19%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2020-5, Class A1                                             | CUSIP: 03464WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2703006 | PA      | $2401763.36   | 0.05%             | 2065-05-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31283HLD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        79 | PA      | $82.66        | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                    | Amazon.com, Inc.                                                                              | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  22525000 | PA      | $22742070.72  | 0.51%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bahamas Government International Bond                                               | Bahamas Government International Bond                                                         | CUSIP: 056732AJ9<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    427000 | PA      | $320270.13    | 0.01%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                                      | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    382000 | PA      | $301453.76    | 0.01%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa S.A.P.I.                                                              | Braskem Idesa S.A.P.I.                                                                        | CUSIP: ZQ7727766<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $316556.53    | 0.01%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings L.P.                                                               | Kinetik Holdings L.P.                                                                         | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   4822000 | PA      | $4538008.31   | 0.10%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3138W9GM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2086837 | PA      | $1917092.34   | 0.04%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline, LLC                                                              | Gray Oak Pipeline, LLC                                                                        | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1501000 | PA      | $1363370.11   | 0.03%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series T                                                                      | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5247000 | PA      | $5090639.40   | 0.12%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2019-R03, Class 1M2                          | CUSIP: 20753MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    460892 | PA      | $459241.32    | 0.01%             | 2031-09-25      | Floating      | 6.17%                 | 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        |   2779802 | PA      | $2233765.47   | 0.05%             | 2066-01-25      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                                                 | Triton Container International Ltd.                                                           | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   5299000 | PA      | $4609557.66   | 0.10%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental, LLC                                                         | Avis Budget Car Rental, LLC                                                                   | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9090000 | PA      | $7995200.40   | 0.18%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CrowdStrike Holdings, Inc.                                                          | CrowdStrike Holdings, Inc.                                                                    | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   3911000 | PA      | $3260561.59   | 0.07%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| IP Lending IV Ltd.                                                                  | IP Lending IV Ltd., Series 2022-4A, Class SNR                                                 | CUSIP: 44989DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |  12002000 | PA      | $11282720.14  | 0.26%             | 2027-04-28      | Fixed         | 6.05%                 | No            |                  3 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                                  | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   9016000 | PA      | $6989745.42   | 0.16%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                       | Thermo Fisher Scientific Inc.                                                                 | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   3210000 | PA      | $3291648.82   | 0.07%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| SG Residential Mortgage Trust                                                       | SG Residential Mortgage Trust, Series 2022-1, Class A2                                        | CUSIP: 78433QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5732785 | PA      | $5143086.21   | 0.12%             | 2062-03-27      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Trinidad & Tobago Government International Bond                                     | Trinidad & Tobago Government International Bond                                               | CUSIP: 896292AK5<br>LEI: HYBZ5SXKW67ICKUUWH81 | Long             | DBT              | NUSS              | TT        |    200000 | PA      | $188491.90    | 0.00%             | 2030-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                           | Consolidated Edison Co. of New York, Inc.                                                     | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   2633000 | PA      | $2901072.94   | 0.07%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados B.V.                                                                  | Arcos Dorados B.V.                                                                            | CUSIP: 03965TAB9<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |   8702000 | PA      | $8335732.82   | 0.19%             | 2029-05-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Transjamaican Highway Ltd.                                                          | Transjamaican Highway Ltd.                                                                    | CUSIP: 893727AA5<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |   1283838 | PA      | $1012948.34   | 0.02%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                               | United Airlines, Inc.                                                                         | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1959000 | PA      | $1745982.34   | 0.04%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 31 LLC                                                  | Octagon Investment Partners 31 LLC, Series 2017-1A, Class AR                                  | CUSIP: 67575XAN1<br>LEI: 5493003JSU68UU09PZ63 | Long             | ABS-CBDO         | CORP              | KY        |  16000000 | PA      | $15772032.00  | 0.36%             | 2030-07-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets, Inc.                                                           | Cboe Global Markets, Inc.                                                                     | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |   8089000 | PA      | $6803661.78   | 0.15%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                     | Trust Fibra Uno                                                                               | CUSIP: 898324AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   8353000 | PA      | $7784286.00   | 0.18%             | 2026-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                        | Sinopec Group Overseas Development 2018 Ltd.                                                  | CUSIP: 82939GAH1<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $180541.09    | 0.00%             | 2029-08-08      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                    | Republic of Poland Government International Bond                                              | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    310000 | PA      | $327588.78    | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STAR Trust                                                                          | STAR Trust, Series 2021-SFR1, Class B                                                         | CUSIP: 85521DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3520000 | PA      | $3318351.17   | 0.08%             | 2038-04-17      | Floating      | 4.65%                 | 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        |    296534 | PA      | $284903.50    | 0.01%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                    | Magallanes, Inc.                                                                              | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   8385000 | PA      | $6722303.05   | 0.15%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                                                           | Piedmont Healthcare, Inc.                                                                     | CUSIP: 72014TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3690000 | PA      | $2309724.50   | 0.05%             | 2052-01-01      | Fixed         | 2.86%                 | 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        |  12491495 | PA      | $11459026.44  | 0.26%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| AerCap Global Aviation Trust                                                        | AerCap Global Aviation Trust                                                                  | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |   8778000 | PA      | $8124382.57   | 0.18%             | 2045-06-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   4235000 | PA      | $4692130.85   | 0.11%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                             | Minerva Luxembourg S.A.                                                                       | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |  22437000 | PA      | $18444748.69  | 0.42%             | 2031-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2020-INV1, Class A1                               | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2757521 | PA      | $2549183.42   | 0.06%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class A5                               | CUSIP: 17323CAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1233335 | PA      | $1171050.10   | 0.03%             | 2048-02-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200QSM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1060 | PA      | $1063.55      | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | 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        |   3303841 | PA      | $3105641.40   | 0.07%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                          | GCAT Trust, Series 2019-NQM3, Class A1                                                        | CUSIP: 36167VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1637690 | PA      | $1523521.16   | 0.03%             | 2059-11-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                    | United States Treasury Note/Bond                                                              | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24787400 | PA      | $24911337.00  | 0.56%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2020-1, Class A1                                   | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573843 | PA      | $554843.97    | 0.01%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                  | Vodafone Group PLC                                                                            | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   6245000 | PA      | $4466673.80   | 0.10%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                                              | Blackstone Holdings Finance Co. L.L.C.                                                        | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |  15756000 | PA      | $16302770.54  | 0.37%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Benchmark Mortgage Trust                                                            | Benchmark Mortgage Trust, Series 2019-B14, Class C                                            | CUSIP: 08162YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14875350 | PA      | $11679125.20  | 0.26%             | 2062-12-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201S6V6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22517 | PA      | $23450.64     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                                 | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     71000 | PA      | $46493.12     | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings, Ltd.                                                      | Pershing Square Holdings, Ltd.                                                                | CUSIP: 71531QAD3<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |  11300000 | PA      | $8821966.50   | 0.20%             | 2030-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                                     | Advanced Drainage Systems, Inc.                                                               | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1460794.86   | 0.03%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FKKW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2242383 | PA      | $2100340.91   | 0.05%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ecuador Social Bond S.a.r.l.                                                        | Ecuador Social Bond S.a.r.l.                                                                  | CUSIP: ZP5500142<br>LEI: 5493006P8FVL2JCVBP02 | Long             | DBT              | CORP              | LU        |    118147 | PA      | $95994.58     | 0.00%             | 2035-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                  | Vodafone Group PLC                                                                            | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   5448000 | PA      | $4109916.72   | 0.09%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10537000 | PA      | $11690854.50  | 0.26%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| PayPal Holdings, Inc.                                                               | PayPal Holdings, Inc.                                                                         | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   3980000 | PA      | $3696824.59   | 0.08%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8D7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   7301000 | PA      | $6538513.93   | 0.15%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc., Series MPLE                                                                        | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4497000 | PA      | $3120379.42   | 0.07%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                     | Air Lease Corp.                                                                               | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    340000 | PA      | $304771.10    | 0.01%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4779000 | PA      | $4388190.11   | 0.10%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                    | Magallanes, Inc.                                                                              | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   9192000 | PA      | $7125036.78   | 0.16%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding, LLC                                                                | Wendy's Funding, LLC, Series 2018-1A, Class A2II                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |  10715625 | PA      | $9541022.12   | 0.22%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines, L.P.                                                           | Boardwalk Pipelines, L.P.                                                                     | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   3337000 | PA      | $2801780.34   | 0.06%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Export-Import Bank of India                                                         | Export-Import Bank of India                                                                   | CUSIP: 30216KAA0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $186455.50    | 0.00%             | 2026-08-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GZJ6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4991000 | PA      | $4902475.73   | 0.11%             | 2025-01-24      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36209YRN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       390 | PA      | $391.29       | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254BH2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   8153000 | PA      | $8097518.43   | 0.18%             | N/A             | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                        | United States Treasury Bills                                                                  | CUSIP: 912796ZE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9964000 | PA      | $9764577.41   | 0.22%             | 2023-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                       | Sabine Pass Liquefaction, LLC                                                                 | CUSIP: 785592AY2<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   6262000 | PA      | $6344879.07   | 0.14%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                             | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $4330134.40   | 0.10%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc., Series B                                                                           | CUSIP: ZP9910362<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9189161.84   | 0.21%             | N/A             | Variable      | 2.88%                 | 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        |   4120000 | PA      | $4344418.91   | 0.10%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                         | AvalonBay Communities, Inc.                                                                   | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   2658000 | PA      | $2661098.70   | 0.06%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                                  | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $550526.83    | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                                 | Athene Holding Ltd.                                                                           | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   1198000 | PA      | $1211031.51   | 0.03%             | 2030-04-03      | Fixed         | 6.15%                 | 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        |  11801822 | PA      | $11306643.90  | 0.26%             | 2067-05-25      | Variable      | 4.55%                 | 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        |   6191000 | PA      | $5070845.65   | 0.11%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31384WAH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1497 | PA      | $1532.21      | 0.00%             | 2030-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Mercury Chile Holdco LLC                                                            | Mercury Chile Holdco LLC                                                                      | CUSIP: 58937CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8936000 | PA      | $7919530.00   | 0.18%             | 2027-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36291LXL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35907 | PA      | $37476.07     | 0.00%             | 2034-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 1 Ltd.                                            | GoldenTree Loan Management US CLO 1 Ltd., Series 2021-9A, Class A                             | CUSIP: 38138JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5015000 | PA      | $4899474.46   | 0.11%             | 2033-01-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series U                                                                      | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  13825000 | PA      | $12477062.50  | 0.28%             | N/A             | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Auna S.A.                                                                           | Auna S.A.                                                                                     | CUSIP: BM6069926<br>LEI: 549300C3XBVL3X4TME11 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $159025.97    | 0.00%             | 2025-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                            | Equitable Holdings, Inc., Series B                                                            | CUSIP: 29452EAA9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   1682000 | PA      | $1593526.80   | 0.04%             | N/A             | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust, Series 2021-ESH, Class B                                         | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5022509 | PA      | $4781673.16   | 0.11%             | 2038-07-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                  | General Motors Financial Co., Inc.                                                            | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4444000 | PA      | $4348603.59   | 0.10%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Compania Cervecerias Unidas S.A.                                                    | Compania Cervecerias Unidas S.A.                                                              | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |    250000 | PA      | $210333.75    | 0.00%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36210AUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       629 | PA      | $649.47       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128PWBJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157948 | PA      | $154693.19    | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                                   | Algonquin Power & Utilities Corp.                                                             | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |  18605000 | PA      | $15291077.40  | 0.35%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: —       |
| Adjustable Rate Mortgage Trust                                                      | Adjustable Rate Mortgage Trust, Series 2005-1, Class 4A1                                      | CUSIP: 007036FT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495291 | PA      | $458222.64    | 0.01%             | 2035-05-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Invesco Total Return Bond ETF                                                       | Invesco Total Return Bond ETF                                                                 | CUSIP: 46090A804<br>LEI: 549300G68D7JXKISYN27 | Long             | EC               | RF                | US        |    100000 | NS      | $4673000.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   6708000 | PA      | $6950333.68   | 0.16%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                      | Commonwealth Bank of Australia                                                                | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    525000 | PA      | $400771.84    | 0.01%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Gazprom PJSC via Gaz Finance PLC                                                    | Gazprom PJSC via Gaz Finance PLC                                                              | CUSIP: BN6473167<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |  13174000 | PA      | $9155930.00   | 0.21%             | 2029-01-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4322000 | PA      | $4063243.63   | 0.09%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust, Series 2019-C16, Class A4                                      | CUSIP: 90276YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16770000 | PA      | $15122419.61  | 0.34%             | 2052-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The), Series G                                                          | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    578000 | PA      | $571006.20    | 0.01%             | N/A             | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                     | Brunswick Corp.                                                                               | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   1828000 | PA      | $1537089.59   | 0.03%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing LLC, Series 2021-1A, Class A                                          | CUSIP: 42806MAA7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   2917000 | PA      | $2676752.67   | 0.06%             | 2025-12-26      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Spirit Realty, L.P.                                                                 | Spirit Realty, L.P.                                                                           | CUSIP: 84861TAJ7<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |    787000 | PA      | $589037.45    | 0.01%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                        | Vistra Corp.                                                                                  | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   4491000 | PA      | $4022852.23   | 0.09%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| INVESCO PRIVATE GOVERNMENT FUND                                                     | INVESCO PRIVATE GOVERNMENT FUND                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        | 110606448 | NS      | $110606448.33 | 2.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2020-1, Class A2                                           | CUSIP: 92536PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2234133 | PA      | $2109169.73   | 0.05%             | 2060-01-25      | Variable      | 2.64%                 | 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        |   3989840 | PA      | $3486950.56   | 0.08%             | 2063-10-25      | Variable      | 0.82%                 | 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        |   1114372 | PA      | $1042037.36   | 0.02%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                    | Braskem Netherlands Finance B.V.                                                              | CUSIP: ZQ3579112<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $170791.53    | 0.00%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213CPZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       863 | PA      | $870.03       | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                               | Coinbase Global, Inc.                                                                         | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     97000 | PA      | $56873.53     | 0.00%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bond                                                 | Qatar Government International Bond                                                           | CUSIP: 74727PBA8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    329000 | PA      | $323173.41    | 0.01%             | 2029-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                               | PT Freeport Indonesia                                                                         | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   2850000 | PA      | $2753100.00   | 0.06%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                                   | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $527708.10    | 0.01%             | 2033-03-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  13641000 | PA      | $13676772.16  | 0.31%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                           | MSCI Inc.                                                                                     | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1522780.00   | 0.03%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                                | American Airlines Pass-Through Trust, Series B                                                | CUSIP: 02378WAA7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    360850 | PA      | $338318.78    | 0.01%             | 2025-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                                  | ArcelorMittal S.A.                                                                            | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   7387000 | PA      | $7471847.67   | 0.17%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ENN Clean Energy International Investment Ltd.                                      | ENN Clean Energy International Investment Ltd.                                                | CUSIP: BP4202506<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $170655.40    | 0.00%             | 2026-05-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc.                                                       | FactSet Research Systems Inc.                                                                 | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    453000 | PA      | $382217.23    | 0.01%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                              | Colombia Government International Bond                                                        | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $143086.80    | 0.00%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M7S49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13656 | PA      | $14334.53     | 0.00%             | 2032-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                | VICI Properties L.P.                                                                          | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469632.50    | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                   | CIFC Funding Ltd., Series 2016-1A, Class ARR                                                  | CUSIP: 17180TBA9<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |   4761000 | PA      | $4648254.76   | 0.11%             | 2031-10-21      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                     | Virginia Electric and Power Co., Series B                                                     | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3140000 | PA      | $3010851.36   | 0.07%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                      | Blackstone Private Credit Fund                                                                | CUSIP: 09261HAB3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    384000 | PA      | $356545.87    | 0.01%             | 2024-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31292HQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       162 | PA      | $173.15       | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series V                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4136000 | PA      | $3376010.00   | 0.08%             | N/A             | Variable      | 4.12%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31287XG26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       716 | PA      | $738.47       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36212SUR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3000 | PA      | $3018.02      | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class B                  | CUSIP: 61765TAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15769000 | PA      | $14815182.07  | 0.34%             | 2048-10-15      | Variable      | 4.68%                 | 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        |   7864702 | PA      | $6940890.01   | 0.16%             | 2062-03-27      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                       | Cargill, Inc.                                                                                 | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   4008000 | PA      | $4062051.01   | 0.09%             | 2032-10-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                 | U.S. Treasury 2 Year Notes Future                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      1348 | NC      | $737175.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                                              | Truist Financial Corp.                                                                        | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  13138000 | PA      | $12375316.24  | 0.28%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2019-NQM4, Class A1                               | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1889572 | PA      | $1718311.48   | 0.04%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                         | Baidu, Inc.                                                                                   | CUSIP: 056752AG3<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $191865.00    | 0.00%             | 2025-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Finance Department Government of Sharjah                                            | Finance Department Government of Sharjah                                                      | CUSIP: N/A<br>LEI: 254900ZNL8O3F1CLJO24       | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $129970.80    | 0.00%             | 2051-03-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Puma International Financing S.A.                                                   | Puma International Financing S.A.                                                             | CUSIP: AQ6899878<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $176362.00    | 0.00%             | 2026-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinidad Generation Unlimited                                                       | Trinidad Generation Unlimited                                                                 | CUSIP: AL0289713<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    400000 | PA      | $382646.00    | 0.01%             | 2027-11-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Weibo Corp.                                                                         | Weibo Corp.                                                                                   | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $147180.01    | 0.00%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| M.D.C. Holdings, Inc.                                                               | M.D.C. Holdings, Inc.                                                                         | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |   2699000 | PA      | $2180515.51   | 0.05%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                            | Benchmark Mortgage Trust, Series 2019-B15, Class B                                            | CUSIP: 08160KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12220000 | PA      | $10280172.76  | 0.23%             | 2072-12-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                        | Walmart Inc.                                                                                  | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   7360000 | PA      | $7285048.48   | 0.16%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Arab Petroleum Investments Corp.                                                    | Arab Petroleum Investments Corp.                                                              | CUSIP: 03845EAA0<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | CORP              | XX        |    200000 | PA      | $198300.74    | 0.00%             | 2023-09-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                | Mitsubishi UFJ Financial Group, Inc.                                                          | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5053000 | PA      | $4958245.64   | 0.11%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31385JK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       746 | PA      | $782.65       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                               | WEC Energy Group Inc.                                                                         | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   5402000 | PA      | $5481302.17   | 0.12%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Enel Finance International N.V.                                                     | Enel Finance International N.V.                                                               | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   5683000 | PA      | $5889161.34   | 0.13%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc.                                                                         | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  12466000 | PA      | $12477200.45  | 0.28%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Adani Green Energy Ltd.                                                             | Adani Green Energy Ltd.                                                                       | CUSIP: 00653XAA5<br>LEI: 335800ZBBU81OH211H17 | Long             | DBT              | CORP              | IN        |   6907000 | PA      | $6268102.50   | 0.14%             | 2024-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                               | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   4596000 | PA      | $4615988.79   | 0.10%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| FMG Resources (August 2006) Pty Ltd.                                                | FMG Resources (August 2006) Pty Ltd.                                                          | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   5505000 | PA      | $4644293.25   | 0.11%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| STAR Trust                                                                          | STAR Trust, Series 2021-SFR1, Class C                                                         | CUSIP: 85521DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4925000 | PA      | $4673537.87   | 0.11%             | 2038-04-17      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Co.                                                           | Global Atlantic (Fin) Co.                                                                     | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11381000 | PA      | $8433248.62   | 0.19%             | 2051-10-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M7S56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18752 | PA      | $19948.76     | 0.00%             | 2031-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM2, Class A1A                                                        | CUSIP: 67448DAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7715901 | PA      | $6910934.29   | 0.16%             | 2062-01-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                                                              | Invitation Homes Trust, Series 2018-SFR1, Class A                                             | CUSIP: 46185JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26589758 | PA      | $26144844.47  | 0.59%             | 2037-03-17      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings, LLC                                                         | Macy's Retail Holdings, LLC                                                                   | CUSIP: 55617LAR3<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133354.50    | 0.00%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                                 | Take-Two Interactive Software, Inc.                                                           | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   3593000 | PA      | $3203332.57   | 0.07%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                     | Trust Fibra Uno                                                                               | CUSIP: 898339AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   5965000 | PA      | $4511558.50   | 0.10%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| MAD Mortgage Trust                                                                  | MAD Mortgage Trust, Series 2017-330M, Class A                                                 | CUSIP: 55282MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11633000 | PA      | $10840984.64  | 0.25%             | 2034-08-15      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                                     | NGPL PipeCo LLC                                                                               | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2365453.78   | 0.05%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                              | Colombia Government International Bond                                                        | CUSIP: 195325BQ7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    600000 | PA      | $583470.86    | 0.01%             | 2024-02-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2056000 | PA      | $1743064.61   | 0.04%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                               | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   3506000 | PA      | $3408165.07   | 0.08%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                              | Intesa Sanpaolo S.p.A.                                                                        | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3733000 | PA      | $3832769.95   | 0.09%             | 2033-11-21      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                                                      | Office Properties Income Trust                                                                | CUSIP: 81618TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2409000 | PA      | $2135378.38   | 0.05%             | 2025-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36202KQ99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5103 | PA      | $5046.58      | 0.00%             | 2025-01-20      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                                                  | Hilton Domestic Operating Co. Inc.                                                            | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1874000 | PA      | $1544860.01   | 0.03%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, TBA                                                    | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  49704000 | PA      | $47014935.56  | 1.06%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                            | Benchmark Mortgage Trust, Series 2019-B14, Class A5                                           | CUSIP: 08162YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16455000 | PA      | $14482731.67  | 0.33%             | 2062-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                             | Sasol Financing USA LLC                                                                       | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279074.61    | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | 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        |   5406183 | PA      | $3936775.13   | 0.09%             | 2051-08-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley, Series F, Pfd.                                                                | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    249737 | NS      | $6335827.69   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Federation des caisses Desjardins du Quebec                                         | Federation des caisses Desjardins du Quebec                                                   | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  11350000 | PA      | $10881097.90  | 0.25%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                    | United States Treasury Note/Bond                                                              | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20242100 | PA      | $20319589.19  | 0.46%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                      | British Telecommunications PLC                                                                | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |  10020000 | PA      | $8472025.83   | 0.19%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                      | Blackstone Private Credit Fund                                                                | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    449000 | PA      | $381745.58    | 0.01%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                                   | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   9105000 | PA      | $9355387.50   | 0.21%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36202KTB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2262 | PA      | $2226.68      | 0.00%             | 2025-06-20      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                     | Nissan Motor Acceptance Co. LLC                                                               | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   2999000 | PA      | $2503852.17   | 0.06%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| WestRock Co.                                                                        | WestRock Co.                                                                                  | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |        65 | NS      | $2464.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus N.V.                                                                         | Prosus N.V.                                                                                   | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $157651.32    | 0.00%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| MHP Commercial Mortgage Trust                                                       | MHP Commercial Mortgage Trust, Series 2021-STOR, Class A                                      | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5810000 | PA      | $5564307.30   | 0.13%             | 2038-07-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                            | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   3332000 | PA      | $2782817.19   | 0.06%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5711000 | PA      | $5602071.81   | 0.13%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II, LLC                                                        | Match Group Holdings II, LLC                                                                  | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   5956000 | PA      | $5485105.95   | 0.12%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                             | GA Global Funding Trust                                                                       | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2442445.44   | 0.06%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36202SBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10599 | PA      | $11042.30     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                      | HarborView Mortgage Loan Trust, Series 2005-9, Class 2A1C                                     | CUSIP: 41161PSM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14061 | PA      | $12468.69     | 0.00%             | 2035-06-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc.                                                             | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   5802000 | PA      | $5960334.55   | 0.13%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                               | PT Freeport Indonesia                                                                         | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   3649000 | PA      | $3183752.50   | 0.07%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The), Series U                                            | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   7280000 | PA      | $6861400.00   | 0.16%             | N/A             | Variable      | 6.00%                 | No            |                  2 | On Loan: —       |
| Zoetis Inc.                                                                         | Zoetis Inc.                                                                                   | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3249218.11   | 0.07%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| El Paso Natural Gas Co., L.L.C.                                                     | El Paso Natural Gas Co., L.L.C.                                                               | CUSIP: 283695BK9<br>LEI: 72Y8LZSMBPXBNCHM7925 | Long             | DBT              | CORP              | US        |   1899000 | PA      | $2187373.54   | 0.05%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust, Series 2013-GC14, Class B                                       | CUSIP: 36198FAP7<br>LEI: 549300ITVQSU1IHX4H03 | Long             | ABS-MBS          | CORP              | US        |   4973000 | PA      | $4824731.00   | 0.11%             | 2046-08-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    300000 | PA      | $292490.40    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vontier Corp.                                                                       | Vontier Corp.                                                                                 | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2139356.63   | 0.05%             | 2028-04-01      | Fixed         | 2.40%                 | 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        |   5983887 | PA      | $5528101.75   | 0.13%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                              | PT Pertamina (Persero)                                                                        | CUSIP: 69370PAH4<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $173672.23    | 0.00%             | 2030-08-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Co.                                                                | Allegiant Travel Co.                                                                          | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    999000 | PA      | $974359.67    | 0.02%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-VOLT, Class D                                       | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12367000 | PA      | $11564286.47  | 0.26%             | 2036-09-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                                    | IHS Holding Ltd.                                                                              | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |   4630000 | PA      | $3679461.00   | 0.08%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                                     | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  11064000 | PA      | $11386840.44  | 0.26%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                      | Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Class 3A                       | CUSIP: 86359BWG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    682931 | PA      | $642846.78    | 0.01%             | 2034-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Vantage Drilling International                                                      | Vantage Drilling International                                                                | CUSIP: G9325C105<br>LEI: 549300T9QN1134QR7185 | Long             | EC               | CORP              | KY        |        95 | NS      | $1520.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128MJY46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1543028 | PA      | $1537337.94   | 0.03%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36225AG95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       182 | PA      | $184.67       | 0.00%             | 2025-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                    | United States Treasury Note/Bond                                                              | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8616600 | PA      | $8714209.88   | 0.20%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                              | Credit Suisse Group AG                                                                        | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   8741000 | PA      | $8882464.96   | 0.20%             | 2033-11-15      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc.                                                          | Mitsubishi HC Capital Inc.                                                                    | CUSIP: 60682LAF9<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | DBT              | CORP              | JP        |   3509000 | PA      | $3361708.46   | 0.08%             | 2025-04-13      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                               | Alexandria Real Estate Equities, Inc.                                                         | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    206000 | PA      | $167388.30    | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd.                                                             | Eskom Holdings SOC Ltd.                                                                       | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    222000 | PA      | $208957.50    | 0.00%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                                            | Bear Stearns ALT-A Trust, Series 2004-11, Class 2A3                                           | CUSIP: 07386HMX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246267 | PA      | $242341.14    | 0.01%             | 2034-11-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                         | Mayo Clinic, Series 2021                                                                      | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |   5128000 | PA      | $3438539.58   | 0.08%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| QVC, Inc.                                                                           | QVC, Inc.                                                                                     | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    180000 | PA      | $102924.90    | 0.00%             | 2034-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Forward Foreign Currency Contract                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-85488.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2020-1, Class A1                                           | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1774070 | PA      | $1674086.81   | 0.04%             | 2060-01-25      | Variable      | 2.42%                 | 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        |   3630000 | PA      | $3397532.62   | 0.08%             | 2039-01-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.           | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    372000 | PA      | $251912.50    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31389DTA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2924 | PA      | $3024.56      | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                     | Trust Fibra Uno                                                                               | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   8347000 | PA      | $6941667.95   | 0.16%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Welltower Inc.                                                                      | Welltower Inc.                                                                                | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    600000 | PA      | $510684.67    | 0.01%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $3763536.00   | 0.09%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Life Storage L.P.                                                                   | Life Storage L.P.                                                                             | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |    482000 | PA      | $372426.42    | 0.01%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                                              | Uber Technologies Inc.                                                                        | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  10494000 | PA      | $9154965.60   | 0.21%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                                  | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4627000 | PA      | $4434409.41   | 0.10%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   4106000 | PA      | $3739704.44   | 0.08%             | 2033-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust                                        | Natixis Commercial Mortgage Securities Trust, Series 2018-285M, Class E                       | CUSIP: 63874FAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6250000 | PA      | $5084945.63   | 0.12%             | 2032-11-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6316000 | PA      | $6099469.84   | 0.14%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust, Series 2019-L3, Class AS                                      | CUSIP: 61691UBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10950000 | PA      | $9501931.49   | 0.22%             | 2052-11-15      | Fixed         | 3.49%                 | 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        |  13968373 | PA      | $12240190.33  | 0.28%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4151000 | PA      | $3955457.06   | 0.09%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31287VRT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       636 | PA      | $655.63       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31287QRX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1239 | PA      | $1239.40      | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                                  | BMW US Capital LLC                                                                            | CUSIP: 05565EBY0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2111000 | PA      | $2099379.07   | 0.05%             | 2025-04-01      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                   | Lowe's Cos., Inc.                                                                             | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   8894000 | PA      | $8845674.63   | 0.20%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Ltd.                                                           | Agile Group Holdings Ltd.                                                                     | CUSIP: BP4631803<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    786000 | PA      | $300300.75    | 0.01%             | 2026-05-17      | Fixed         | 5.50%                 | 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        |   2707420 | PA      | $2279818.66   | 0.05%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Alfa, S.A.B. de C.V.                                                                | Alfa, S.A.B. de C.V.                                                                          | CUSIP: EK1410266<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | DBT              | CORP              | MX        |    302000 | PA      | $301178.56    | 0.01%             | 2024-03-25      | Fixed         | 5.25%                 | 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        |   3924861 | PA      | $3376529.48   | 0.08%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213FF57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       832 | PA      | $866.50       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                               | Bermuda Government International Bond                                                         | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |   6253000 | PA      | $6034512.68   | 0.14%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                                 | Alcon Finance Corp.                                                                           | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   3724000 | PA      | $3775315.94   | 0.09%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Forward Foreign Currency Contract                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $136038.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M.D.C. Holdings, Inc.                                                               | M.D.C. Holdings, Inc.                                                                         | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |   5044000 | PA      | $2791328.11   | 0.06%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM2, Class A1                                                         | CUSIP: 67448DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11892087 | PA      | $10345603.32  | 0.23%             | 2062-01-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp.                                                        | Chase Mortgage Finance Corp., Series 2016-SH1, Class M3                                       | CUSIP: 16163YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1183092 | PA      | $994410.47    | 0.02%             | 2045-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The), Series V                                            | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   9079000 | PA      | $8783932.50   | 0.20%             | N/A             | Variable      | 6.20%                 | No            |                  2 | On Loan: —       |
| DXC Technology Co.                                                                  | DXC Technology Co.                                                                            | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   3194000 | PA      | $2739774.39   | 0.06%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Calpine Corp.                                                                       | Calpine Corp.                                                                                 | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   7322000 | PA      | $6041813.47   | 0.14%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280DB2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8399000 | PA      | $8246230.17   | 0.19%             | 2026-03-10      | Floating      | 4.57%                 | 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        |   1170002 | PA      | $1096892.48   | 0.02%             | 2059-12-25      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391BT31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4835 | PA      | $4984.43      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                        | OCP CLO Ltd., Series 2020-8RA, Class A1                                                       | CUSIP: 670898AC9<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |  17937000 | PA      | $17611210.27  | 0.40%             | 2032-01-17      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                               | Sumitomo Mitsui Financial Group, Inc.                                                         | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3091000 | PA      | $2388951.03   | 0.05%             | 2030-09-23      | Fixed         | 2.14%                 | 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        |  11409281 | PA      | $9269578.40   | 0.21%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                               | Targa Resources Corp.                                                                         | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   4940000 | PA      | $4782745.67   | 0.11%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                                | Sirius XM Radio Inc.                                                                          | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   8701000 | PA      | $7122073.04   | 0.16%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 24 Ltd.                                          | Neuberger Berman Loan Advisers CLO 24 Ltd., Series 2017-24A, Class AR                         | CUSIP: 64130HAL5<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |  10341885 | PA      | $10197760.38  | 0.23%             | 2030-04-19      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                   | UAE International Government Bond                                                             | CUSIP: 31424EAB8<br>LEI: 98450060C643D82DF808 | Long             | DBT              | NUSS              | AE        |   8477000 | PA      | $6213513.85   | 0.14%             | 2061-10-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara                         | Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara                                   | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $197521.00    | 0.00%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Globo Comunicacao e Participacoes S.A.                                              | Globo Comunicacao e Participacoes S.A.                                                        | CUSIP: 37959DAC8<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |    300000 | PA      | $246825.15    | 0.01%             | 2032-01-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Mortgage Loan Trust                                                      | Onslow Bay Mortgage Loan Trust, Series 2021-NQM4, Class A1                                    | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11586337 | PA      | $9295475.17   | 0.21%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Bidvest Group (UK) PLC (The)                                                        | Bidvest Group (UK) PLC (The)                                                                  | CUSIP: 88332EAA1<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |   6195000 | PA      | $5546383.50   | 0.13%             | 2026-09-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K083, Class AM                  | CUSIP: 3137FJXW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |   4736000 | PA      | $4613131.58   | 0.10%             | 2028-10-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31405UV22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129062 | PA      | $132377.10    | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                     | Residential Mortgage Loan Trust, Series 2019-3, Class A1                                      | CUSIP: 76119NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603491 | PA      | $584139.89    | 0.01%             | 2059-09-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Drax Finco PLC                                                                      | Drax Finco PLC                                                                                | CUSIP: 26151AAA7<br>LEI: 5493000MW6H7G7JFNQ88 | Long             | DBT              | CORP              | GB        |   6116000 | PA      | $5808181.72   | 0.13%             | 2025-11-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   6962000 | PA      | $7248573.88   | 0.16%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2504000 | PA      | $1995783.30   | 0.05%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                                        | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3880000 | PA      | $3845807.38   | 0.09%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| GFL Environmental Inc.                                                              | GFL Environmental Inc.                                                                        | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   4531000 | PA      | $4035195.33   | 0.09%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Life Mortgage Trust                                                                 | Life Mortgage Trust, Series 2021-BMR, Class C                                                 | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4546237 | PA      | $4293396.15   | 0.10%             | 2038-03-15      | Floating      | 4.97%                 | 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        |   7917805 | PA      | $6353725.56   | 0.14%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                               | Freeport-McMoRan Inc.                                                                         | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    385000 | PA      | $359884.53    | 0.01%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Co., Inc.                                                  | General Motors Financial Co., Inc.                                                            | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4542000 | PA      | $4392234.14   | 0.10%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Lincoln National Corp.                                                              | Lincoln National Corp., Series C                                                              | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   5583000 | PA      | $5876107.50   | 0.13%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: —       |
| Micron Technology, Inc.                                                             | Micron Technology, Inc.                                                                       | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2012000 | PA      | $1924903.76   | 0.04%             | 2027-02-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Peru Enhanced Pass-Through Finance Ltd.                                             | Peru Enhanced Pass-Through Finance Ltd.                                                       | CUSIP: EG0367185<br>LEI: 549300O4IWRO77V4HJ21 | Long             | DBT              | CORP              | KY        |     89658 | PA      | $84928.71     | 0.00%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd.                                              | Delta Air Lines Inc / SkyMiles IP Ltd.                                                        | CUSIP: 830867AA5<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | XX        |   2868179 | PA      | $2795434.92   | 0.06%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Emirates Semb Corp Water and Power Co. PJSC                                         | Emirates Semb Corp Water and Power Co. PJSC                                                   | CUSIP: 29135EAA4<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $186052.00    | 0.00%             | 2035-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                        | Wells Fargo Mortgage Backed Securities Trust, Series 2005-AR14, Class A1                      | CUSIP: 94982DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98316 | PA      | $92422.31     | 0.00%             | 2035-08-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| PPM CLO 3 Ltd.                                                                      | PPM CLO 3 Ltd., Series 2019-3A, Class AR                                                      | CUSIP: 69355EAL9<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-CBDO         | CORP              | KY        |   9626000 | PA      | $9249719.66   | 0.21%             | 2034-04-17      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                        | United States Treasury Bills                                                                  | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3855000 | PA      | $3810548.46   | 0.09%             | 2023-03-09      | None          | 0.00%                 | 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        |   9831000 | PA      | $5939051.42   | 0.13%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Agree L.P.                                                                          | Agree L.P.                                                                                    | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    921000 | PA      | $702438.49    | 0.02%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                      | ING Groep N.V.                                                                                | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    508000 | PA      | $363055.39    | 0.01%             | N/A             | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                           | MFA Trust, Series 2021-AEI1, Class A3                                                         | CUSIP: 55284FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8109677 | PA      | $6588784.31   | 0.15%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   8295000 | PA      | $8537719.50   | 0.19%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4022000 | PA      | $3882665.97   | 0.09%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust, Series 2012-GC8, Class B                                 | CUSIP: 17318UAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179144 | PA      | $175897.63    | 0.00%             | 2045-09-10      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GXW9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5791000 | PA      | $5726088.80   | 0.13%             | 2024-03-08      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                                     | Open Text Corp.                                                                               | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   2573000 | PA      | $2579329.58   | 0.06%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371KNJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       398 | PA      | $409.29       | 0.00%             | 2032-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5148000 | PA      | $4945938.12   | 0.11%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: —       |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   9294000 | PA      | $7724868.70   | 0.17%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2022-R03, Class 1M1                          | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12093801 | PA      | $11956662.40  | 0.27%             | 2042-03-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3184000 | PA      | $2605281.10   | 0.06%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31390RXU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3415 | PA      | $3517.17      | 0.00%             | 2032-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6051000 | PA      | $5644126.16   | 0.13%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                              | Truist Financial Corp.                                                                        | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4933000 | PA      | $4713471.93   | 0.11%             | 2028-06-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   6057000 | PA      | $6712219.55   | 0.15%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36292AYN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27167 | PA      | $29063.24     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                            | Celanese US Holdings LLC                                                                      | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   6404000 | PA      | $6107965.43   | 0.14%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Falabella S.A.                                                                      | Falabella S.A.                                                                                | CUSIP: 78386FAD8<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $180965.00    | 0.00%             | 2027-10-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2004-UST1, Class A4                                     | CUSIP: 17307GLB2<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    142191 | PA      | $129453.42    | 0.00%             | 2034-08-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                              | Credit Suisse Group AG                                                                        | CUSIP: 225401AN8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   3926000 | PA      | $1953185.00   | 0.04%             | N/A             | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| ALROSA Finance S.A.                                                                 | ALROSA Finance S.A.                                                                           | CUSIP: 02109TAD4<br>LEI: 254900MMZQESKBV0DI36 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $0.00         | 0.00%             | 2024-04-09      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   5514000 | PA      | $4541958.72   | 0.10%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion S.A.                                                              | Kallpa Generacion S.A.                                                                        | CUSIP: N/A<br>LEI: 549300NG1PWEI5BZG095       | Long             | DBT              | CORP              | PE        |    200000 | PA      | $183334.96    | 0.00%             | 2027-08-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391BWJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5590 | PA      | $5757.31      | 0.00%             | 2032-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                                                 | Thornburg Mortgage Securities Trust, Series 2003-6, Class A2                                  | CUSIP: 885220EQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231613 | PA      | $215977.78    | 0.00%             | 2033-12-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                               | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   4811000 | PA      | $4629011.90   | 0.10%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2020-3, Class A1                                             | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4271615 | PA      | $3900973.75   | 0.09%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Qatar Energy                                                                        | Qatar Energy                                                                                  | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   8160000 | PA      | $5956881.60   | 0.13%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                            | Daimler Trucks Finance North America LLC                                                      | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2621000 | PA      | $2438625.32   | 0.06%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31385HZE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2782 | PA      | $2870.93      | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline L.L.C.                                                 | Abu Dhabi Crude Oil Pipeline L.L.C.                                                           | CUSIP: 00401MAA4<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $186316.60    | 0.00%             | 2029-11-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                                 | Egypt Government International Bond                                                           | CUSIP: 038461AS8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  12181000 | PA      | $10900849.99  | 0.25%             | 2025-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36292D6R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2464 | PA      | $2508.85      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MHP Commercial Mortgage Trust                                                       | MHP Commercial Mortgage Trust, Series 2021-STOR, Class B                                      | CUSIP: 55293BAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4355000 | PA      | $4144723.18   | 0.09%             | 2038-07-15      | Floating      | 4.78%                 | 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        |  13340000 | PA      | $11429127.71  | 0.26%             | 2038-10-17      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Ctfs.                                             | CSFB Mortgage-Backed Pass-Through Ctfs., Series 2004-AR5, Class 3A1                           | CUSIP: 22541SJB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612564 | PA      | $565531.30    | 0.01%             | 2034-06-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Empresa de los Ferrocarriles del Estado                                             | Empresa de los Ferrocarriles del Estado                                                       | CUSIP: 292487AB1<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |   6681000 | PA      | $4421123.36   | 0.10%             | 2061-09-14      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Corning Inc.                                                                        | Corning Inc.                                                                                  | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   3686000 | PA      | $3288664.50   | 0.07%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |  10392000 | PA      | $10174855.31  | 0.23%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Cargill, Inc.                                                                       | Cargill, Inc.                                                                                 | CUSIP: 141781BW3<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   3916000 | PA      | $3647684.57   | 0.08%             | 2032-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201MSD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       160 | PA      | $165.29       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc., Series C                                                               | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    787000 | PA      | $630768.22    | 0.01%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                            | SBA Communications Corp.                                                                      | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   7516000 | PA      | $6282901.06   | 0.14%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corp.                                                              | Truist Financial Corp.                                                                        | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7916000 | PA      | $8348283.74   | 0.19%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans Mortgage Pass-Through Trust                                  | Countrywide Home Loans Mortgage Pass-Through Trust, Series 2007-13, Class A10                 | CUSIP: 17025JAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189967 | PA      | $102006.35    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3377000 | PA      | $3139523.99   | 0.07%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                  | Berry Global, Inc.                                                                            | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   3276000 | PA      | $2766670.12   | 0.06%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential Trust, Series 2020-SFR1, Class A                                         | CUSIP: 74331CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14101324 | PA      | $12864617.93  | 0.29%             | 2037-04-17      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                          | GCAT Trust, Series 2020-NQM2, Class A1                                                        | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1301462 | PA      | $1166182.63   | 0.03%             | 2065-04-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| INVESCO PRIVATE PRIME FUND                                                          | INVESCO PRIVATE PRIME FUND                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        | 284293559 | NS      | $284350408.30 | 6.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                                 | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   9338000 | PA      | $9067036.36   | 0.21%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31283HTS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3532 | PA      | $3689.11      | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alfa Desarrollo S.p.A.                                                              | Alfa Desarrollo S.p.A.                                                                        | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |   6887800 | PA      | $5062601.66   | 0.11%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                                  | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   8981000 | PA      | $8487045.00   | 0.19%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                   | Lowe's Cos., Inc.                                                                             | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  14286000 | PA      | $14224571.63  | 0.32%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Prudential Financial, Inc.                                                          | Prudential Financial, Inc.                                                                    | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595995.00    | 0.01%             | 2043-06-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University (The)                                                      | Johns Hopkins University (The), Series A                                                      | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |   4927000 | PA      | $4968922.17   | 0.11%             | 2032-07-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                                  | Abu Dhabi National Energy Co. PJSC                                                            | CUSIP: 00388WAG6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $204543.20    | 0.00%             | 2030-04-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                        | OCP CLO Ltd., Series 2017-13A, Class A1AR                                                     | CUSIP: 67097LAH9<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |   9611000 | PA      | $9434369.04   | 0.21%             | 2030-07-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                                      | Adjustable Rate Mortgage Trust, Series 2004-2, Class 6A1                                      | CUSIP: 007036BU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371102 | PA      | $361846.27    | 0.01%             | 2035-02-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31298BHK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5819 | PA      | $6071.08      | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty L.P.                                                               | Highwoods Realty L.P.                                                                         | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    206000 | PA      | $157619.47    | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc.                                                             | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   4211000 | PA      | $4456517.18   | 0.10%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36206KN80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1394 | PA      | $1393.77      | 0.00%             | 2026-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                              | Credit Suisse Group AG                                                                        | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   6182000 | PA      | $4805268.60   | 0.11%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                              | Republic of South Africa Government International Bond                                        | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $152876.00    | 0.00%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Colbun S.A.                                                                         | Colbun S.A.                                                                                   | CUSIP: 192714AC7<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $184400.00    | 0.00%             | 2027-10-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Life Mortgage Trust                                                                 | Life Mortgage Trust, Series 2021-BMR, Class A                                                 | CUSIP: 53218CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6679282 | PA      | $6429153.73   | 0.15%             | 2038-03-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                        | CCO Holdings, LLC/CCO Holdings Capital Corp.                                                  | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8833000 | PA      | $8425533.71   | 0.19%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                                      | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     99000 | PA      | $89263.19     | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | 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        |   7063333 | PA      | $5695094.06   | 0.13%             | 2062-01-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust, Series 2013-GC11, Class D                                | CUSIP: 17320DAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    752554 | PA      | $722545.31    | 0.02%             | 2046-04-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                           | EQT Corp.                                                                                     | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $3020724.80   | 0.07%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Westpac Banking Corp.                                                               | Westpac Banking Corp.                                                                         | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    481000 | PA      | $444973.47    | 0.01%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FL2P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1083431 | PA      | $1013676.85   | 0.02%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Molson Coors International L.P.                                                     | Molson Coors International L.P., Series MPLE                                                  | CUSIP: LW6366584<br>LEI: 549300JY2HGCZWKZS671 | Long             | DBT              | CORP              | US        |   1799000 | PA      | $1265136.40   | 0.03%             | 2026-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners, L.P.                                                        | EQM Midstream Partners, L.P.                                                                  | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1531160.00   | 0.03%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                                    | Country Garden Holdings Co. Ltd.                                                              | CUSIP: BJ5935942<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    935000 | PA      | $453066.65    | 0.01%             | 2025-05-27      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Twilio Inc.                                                                         | Twilio Inc.                                                                                   | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |   5642000 | PA      | $4576564.72   | 0.10%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp.                                                                 | Union Pacific Corp.                                                                           | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  10469000 | PA      | $10295834.47  | 0.23%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Embraer Netherlands Finance B.V.                                                    | Embraer Netherlands Finance B.V.                                                              | CUSIP: N/A<br>LEI: 724500PBR8LR26XBSP67       | Long             | DBT              | CORP              | NL        |    220000 | PA      | $219012.20    | 0.00%             | 2028-01-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The), Series B                                                                  | CUSIP: 842587CY1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    335000 | PA      | $333325.00    | 0.01%             | 2057-03-15      | Variable      | 6.92%                 | 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        |   5177000 | PA      | $4179445.94   | 0.09%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                                     | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   6557000 | PA      | $6513632.46   | 0.15%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-XL2, Class B                                        | CUSIP: 05609KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4355561 | PA      | $4113757.91   | 0.09%             | 2038-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3594000 | PA      | $2724059.18   | 0.06%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust                                                           | GMACM Mortgage Loan Trust, Series 2006-AR1, Class 1A1                                         | CUSIP: 36185MDN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388540 | PA      | $291184.08    | 0.01%             | 2036-04-19      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                               | United Airlines, Inc.                                                                         | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1165031.50   | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                                              | Blackstone Holdings Finance Co. L.L.C.                                                        | CUSIP: 09261BAA8<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    189000 | PA      | $139926.72    | 0.00%             | 2031-03-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc.                                                             | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  10704000 | PA      | $8292561.13   | 0.19%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series W                                                                | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $2326149.33   | 0.05%             | 2047-05-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series W                                                                      | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7226000 | PA      | $6279078.80   | 0.14%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                 | Petroleos Mexicanos                                                                           | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $300324.74    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391FT24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5037 | PA      | $5193.51      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                             | GSR Mortgage Loan Trust, Series 2005-AR6, Class 3A2                                           | CUSIP: 362341SA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106115 | PA      | $94759.68     | 0.00%             | 2035-09-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                   | Lowe's Cos., Inc.                                                                             | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  10672000 | PA      | $10702957.23  | 0.24%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                            | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4231000 | PA      | $4356209.29   | 0.10%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                               | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   3645000 | PA      | $3552960.11   | 0.08%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213HWZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       245 | PA      | $260.95       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                               | Elevance Health, Inc.                                                                         | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3582000 | PA      | $3701059.98   | 0.08%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                            | Celanese US Holdings LLC                                                                      | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   8537000 | PA      | $8498764.06   | 0.19%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                                        | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   2876000 | PA      | $2562937.68   | 0.06%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2020-INV1, Class A1                                        | CUSIP: 92537TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540666 | PA      | $517993.55    | 0.01%             | 2060-03-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC  | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC            | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8703000 | PA      | $8572339.86   | 0.19%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                               | Morocco Government International Bond                                                         | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   3800000 | PA      | $2606534.00   | 0.06%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Keybank NA                                                                          | Keybank NA                                                                                    | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   8623000 | PA      | $8030135.90   | 0.18%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co., Series L, Conv. Pfd.                                                       | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     24803 | NS      | $29519042.42  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Petrofac Ltd.                                                                       | Petrofac Ltd.                                                                                 | CUSIP: 716473AE3<br>LEI: 2138004624W8CKCSJ177 | Long             | DBT              | CORP              | JE        |   5848000 | PA      | $3497396.40   | 0.08%             | 2026-11-15      | Fixed         | 9.75%                 | 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        |  13300867 | PA      | $11313701.23  | 0.26%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management S.A.                                                          | SURA Asset Management S.A.                                                                    | CUSIP: EK1766139<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    300000 | PA      | $295938.00    | 0.01%             | 2024-04-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                           | MFA Trust, Series 2021-AEI1, Class A4                                                         | CUSIP: 55284FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9815271 | PA      | $8373480.25   | 0.19%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $250511.31    | 0.01%             | 2031-05-13      | Variable      | 2.96%                 | 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        |   8750000 | PA      | $7240778.13   | 0.16%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2020-NQM1, Class A1                               | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3216836 | PA      | $2900518.50   | 0.07%             | 2060-01-26      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                               | Societe Generale S.A.                                                                         | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5104000 | PA      | $5250740.00   | 0.12%             | N/A             | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust, Series 2013-3, Class A1                                               | CUSIP: 81745RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379482 | PA      | $318715.39    | 0.01%             | 2043-03-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                | VICI Properties L.P.                                                                          | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   4862000 | PA      | $4602651.49   | 0.10%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36206NRN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1596 | PA      | $1596.54      | 0.00%             | 2026-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties, L.P.                                                     | Hudson Pacific Properties, L.P.                                                               | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    335000 | PA      | $284162.86    | 0.01%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                          | Apple Inc.                                                                                    | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   8331000 | PA      | $7698897.62   | 0.17%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Egypt Government International Bond                                                 | Egypt Government International Bond                                                           | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   7382000 | PA      | $4724967.21   | 0.11%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $194453.15    | 0.00%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                       | Asbury Automotive Group, Inc.                                                                 | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   2811000 | PA      | $2378279.97   | 0.05%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc.                                                                      | AEP Texas Inc.                                                                                | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1996000 | PA      | $1912165.51   | 0.04%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC  | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC            | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5191247 | PA      | $5126732.64   | 0.12%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3419000 | PA      | $2773585.01   | 0.06%             | 2032-04-22      | Variable      | 2.69%                 | 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        |   9836777 | PA      | $8290314.45   | 0.19%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3436000 | PA      | $3313534.05   | 0.07%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| KKR CLO 30 Ltd.                                                                     | KKR CLO 30 Ltd., Series 30A, Class A1R                                                        | CUSIP: 48250EAN5<br>LEI: 549300NB16RGUJOZXI16 | Long             | ABS-CBDO         | CORP              | KY        |  11305000 | PA      | $11083987.25  | 0.25%             | 2031-10-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion S.A.                                                 | Celulosa Arauco y Constitucion S.A.                                                           | CUSIP: ZQ2853146<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $159946.70    | 0.00%             | 2050-01-29      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213UWX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       935 | PA      | $975.36       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | 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        |   5772399 | PA      | $4761435.47   | 0.11%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Logan Group Co. Ltd.                                                                | Logan Group Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 549300NJ0E6Q0S1VOG90       | Long             | DBT              | CORP              | KY        |   2055000 | PA      | $254061.29    | 0.01%             | 2025-07-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EDP Finance B.V.                                                                    | EDP Finance B.V.                                                                              | CUSIP: 26835PAJ9<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |   2639000 | PA      | $2689884.96   | 0.06%             | 2027-10-11      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                     | CSL Finance PLC                                                                               | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   1850000 | PA      | $1782608.90   | 0.04%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                         | Prosus N.V.                                                                                   | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   4761000 | PA      | $4188955.90   | 0.09%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                | VICI Properties L.P.                                                                          | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   4862000 | PA      | $4588634.05   | 0.10%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC, Series AJ                                           | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |  10559000 | PA      | $10077575.28  | 0.23%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4590000 | PA      | $4588195.07   | 0.10%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Saudi Government International Bond                                                 | Saudi Government International Bond                                                           | CUSIP: 80413TAK5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    415000 | PA      | $410096.78    | 0.01%             | 2029-04-16      | Fixed         | 4.38%                 | 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        |   3830988 | PA      | $3791621.93   | 0.09%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                              | Credit Suisse Group AG                                                                        | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    305000 | PA      | $253607.50    | 0.01%             | N/A             | Variable      | 7.50%                 | 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        |  21801000 | PA      | $17965092.25  | 0.41%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                        | OCP CLO Ltd., Series 2014-7A, Class A1RR                                                      | CUSIP: 67107KAZ9<br>LEI: 254900NUK1R46EK6YF62 | Long             | ABS-CBDO         | CORP              | KY        |  16528447 | PA      | $16291710.47  | 0.37%             | 2029-07-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                               | Saudi Arabian Oil Co.                                                                         | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $185477.00    | 0.00%             | 2029-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200QW91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       154 | PA      | $158.90       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7152000 | PA      | $6859727.44   | 0.16%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36208R2G8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2814 | PA      | $2908.73      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | 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        |   5992533 | PA      | $4920854.48   | 0.11%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                       | DP World Ltd.                                                                                 | CUSIP: EG5889142<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $207744.00    | 0.00%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312939JC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5158663 | PA      | $5166747.20   | 0.12%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                               | Westpac Banking Corp.                                                                         | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $165902.20    | 0.00%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| IP Lending III Ltd.                                                                 | IP Lending III Ltd.                                                                           | CUSIP: 44988UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   7847000 | PA      | $6990892.30   | 0.16%             | 2026-11-02      | Fixed         | 3.38%                 | No            |                  3 | On Loan: No      |
| Avis Budget Car Rental, LLC                                                         | Avis Budget Car Rental, LLC                                                                   | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1939331.48   | 0.04%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Huntington Bancshares Inc.                                                          | Huntington Bancshares Inc.                                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3852000 | PA      | $3661793.25   | 0.08%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                                | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    655000 | PA      | $487975.00    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4046000 | PA      | $3535544.50   | 0.08%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31298GFG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        63 | PA      | $62.86        | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | 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        |  11294437 | PA      | $9145300.74   | 0.21%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1962000 | PA      | $1915359.30   | 0.04%             | 2030-07-26      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                               | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   4022000 | PA      | $3956230.25   | 0.09%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                           | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    680000 | PA      | $779543.62    | 0.02%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128LXSC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41903 | PA      | $44349.68     | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                                               | Bioceanico Sovereign Certificate Ltd.                                                         | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    140418 | PA      | $92733.96     | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Autoridad del Canal de Panama                                                       | Autoridad del Canal de Panama                                                                 | CUSIP: UV9935809<br>LEI: 549300W1ISP1PW2J2P64 | Long             | DBT              | CORP              | PA        |    300000 | PA      | $274344.42    | 0.01%             | 2035-07-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IP Lending VII Ltd.                                                                 | IP Lending VII Ltd.                                                                           | CUSIP: 44989EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  15459000 | PA      | $15459000.00  | 0.35%             | 2027-10-11      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Colombia Government International Bond                                              | Colombia Government International Bond                                                        | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   5622000 | PA      | $5564513.03   | 0.13%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200VEV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       364 | PA      | $364.79       | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36204UWC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       130 | PA      | $130.00       | 0.00%             | 2024-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp. Ltd.                                                          | Israel Electric Corp. Ltd.                                                                    | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $188322.80    | 0.00%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36212M7L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       582 | PA      | $613.12       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| South32 Treasury Ltd.                                                               | South32 Treasury Ltd.                                                                         | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |   3991000 | PA      | $3467763.70   | 0.08%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $188248.23    | 0.00%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A.              | EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A.                        | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |  13469000 | PA      | $8953566.10   | 0.20%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd.                                                                  | Bharti Airtel Ltd.                                                                            | CUSIP: 08860HAC8<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $173812.63    | 0.00%             | 2031-06-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M6XU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74332 | PA      | $78178.26     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                         | American Homes 4 Rent, L.P.                                                                   | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   4429000 | PA      | $3756922.68   | 0.09%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Progress Residential Trust                                                          | Progress Residential Trust, Series 2021-SFR10, Class A                                        | CUSIP: 74333WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7245000 | PA      | $5909644.35   | 0.13%             | 2040-12-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31283HRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       527 | PA      | $551.97       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa S.A.P.I.                                                              | Braskem Idesa S.A.P.I.                                                                        | CUSIP: 10554NAA6<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   7775000 | PA      | $6153067.51   | 0.14%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                              | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2773000 | PA      | $2521927.62   | 0.06%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                      | EPR Properties                                                                                | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   3280000 | PA      | $2407342.03   | 0.05%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns Adjustable Rate Mortgage Trust, Series 2004-10, Class 21A1                       | CUSIP: 07384M4H2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266586 | PA      | $240092.24    | 0.01%             | 2035-01-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PAW6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5327000 | PA      | $5319914.45   | 0.12%             | 2024-07-23      | Floating      | 5.21%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series T                                                     | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    378000 | PA      | $299484.16    | 0.01%             | N/A             | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                              | Credit Suisse Group AG                                                                        | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   9508000 | PA      | $8633823.64   | 0.20%             | 2028-08-11      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3138WGD35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1982371 | PA      | $1946450.78   | 0.04%             | 2030-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-INV2, Class A1                                        | CUSIP: 924923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5625300 | PA      | $5622754.68   | 0.13%             | 2067-10-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                      | Blackstone Private Credit Fund                                                                | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    793000 | PA      | $683788.62    | 0.02%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                            | OCP S.A.                                                                                      | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   3990000 | PA      | $2898707.07   | 0.07%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128QJRN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30691 | PA      | $31053.21     | 0.00%             | 2036-12-01      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| China Government International Bond                                                 | China Government International Bond                                                           | CUSIP: 60367QAD5<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |  11462000 | PA      | $7958875.36   | 0.18%             | 2051-10-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW Owner Trust, Series 2019-1A, Class A                                                      | CUSIP: 55389PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3150572 | PA      | $2978344.90   | 0.07%             | 2036-11-20      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   6033000 | PA      | $5677607.55   | 0.13%             | 2033-02-01      | Fixed         | 4.80%                 | 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        |   8579706 | PA      | $7270575.99   | 0.16%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                     | Blackstone Secured Lending Fund                                                               | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   4882000 | PA      | $4082998.55   | 0.09%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class A3                         | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    924076 | PA      | $879108.71    | 0.02%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The), Series G                                                 | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    302000 | PA      | $290373.00    | 0.01%             | N/A             | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31417TP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309622 | PA      | $316921.77    | 0.01%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Panama                                                            | Banco Nacional de Panama                                                                      | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    215000 | PA      | $166517.50    | 0.00%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance                                                   | Mello Mortgage Capital Acceptance, Series 2021-INV3, Class A4                                 | CUSIP: 585491AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7262424 | PA      | $6244555.10   | 0.14%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                          | Prudential Financial, Inc.                                                                    | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   6699000 | PA      | $6188175.06   | 0.14%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                          | Cooperatieve Rabobank U.A.                                                                    | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   4505000 | PA      | $4156688.54   | 0.09%             | 2028-04-06      | Variable      | 3.65%                 | No            |                  2 | On Loan: —       |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The)                                                                    | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3642000 | PA      | $3279357.87   | 0.07%             | N/A             | Variable      | 5.00%                 | No            |                  2 | On Loan: —       |
| Fairfax Financial Holdings Ltd.                                                     | Fairfax Financial Holdings Ltd.                                                               | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $637391.83    | 0.01%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                             | KeyCorp                                                                                       | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2532000 | PA      | $2403460.26   | 0.05%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: —       |
| Zaxby's Funding LLC                                                                 | Zaxby's Funding LLC, Series 2021-1A, Class A2                                                 | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21693894 | PA      | $17694233.95  | 0.40%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                              | Hilcorp Energy I, L.P.                                                                        | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2071678.66   | 0.05%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FKKX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1806576 | PA      | $1692891.31   | 0.04%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                               | CUSIP: 65558RAC3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   8377000 | PA      | $8344563.33   | 0.19%             | 2025-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31411EWA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28285 | PA      | $28412.65     | 0.00%             | 2037-01-01      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31385JJ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4743 | PA      | $4888.40      | 0.00%             | 2030-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7218000 | PA      | $6717472.55   | 0.15%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                 | Synchrony Financial                                                                           | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    670000 | PA      | $641954.22    | 0.01%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31418MP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4535 | PA      | $4772.56      | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    300000 | PA      | $243594.00    | 0.01%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VTR Comunicaciones S.p.A.                                                           | VTR Comunicaciones S.p.A.                                                                     | CUSIP: 918367AC7<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $105935.57    | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200XFC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3095 | PA      | $3200.00      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   9980000 | PA      | $10023275.58  | 0.23%             | 2033-09-13      | Variable      | 5.67%                 | No            |                  2 | On Loan: —       |
| OWL Rock Core Income Corp.                                                          | OWL Rock Core Income Corp.                                                                    | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2682000 | PA      | $2428290.42   | 0.05%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31403VZC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144215 | PA      | $144802.74    | 0.00%             | 2034-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FL2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2533102 | PA      | $2371324.55   | 0.05%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                              | Tenet Healthcare Corp.                                                                        | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3595914.10   | 0.08%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Ltd.                                        | Australia and New Zealand Banking Group Ltd.                                                  | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  13843000 | PA      | $14022830.40  | 0.32%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC, Series ai.                                          | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |  10455000 | PA      | $10228657.93  | 0.23%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                     | Fairfax Financial Holdings Ltd.                                                               | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   8354000 | PA      | $7862791.32   | 0.18%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                             | Massachusetts Mutual Life Insurance Co.                                                       | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   2907000 | PA      | $2919596.32   | 0.07%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                   | UAE International Government Bond                                                             | CUSIP: 31424EAA0<br>LEI: 98450060C643D82DF808 | Long             | DBT              | NUSS              | AE        |   4598000 | PA      | $3851183.64   | 0.09%             | 2031-10-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                                    | Murphy Oil Corp.                                                                              | CUSIP: 626717AN2<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |   4384000 | PA      | $4331260.48   | 0.10%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201KBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7730 | PA      | $7996.21      | 0.00%             | 2033-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding, LLC                                                                | Wendy's Funding, LLC, Series 2019-1A, Class A2II                                              | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   5018750 | PA      | $4453808.89   | 0.10%             | 2049-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M7SU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20568 | PA      | $21584.70     | 0.00%             | 2035-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2022-DNA3, Class M1                                                       | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9052598 | PA      | $8940112.80   | 0.20%             | 2042-04-25      | Floating      | 5.52%                 | 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        |  14437876 | PA      | $11673155.52  | 0.26%             | 2066-11-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| CLP Power Hong Kong Financing Ltd.                                                  | CLP Power Hong Kong Financing Ltd.                                                            | CUSIP: EK8825144<br>LEI: 254900SBJOP9O3YV1271 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $191069.93    | 0.00%             | 2025-05-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2478000 | PA      | $2478813.78   | 0.06%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GA Global Funding Trust                                                             | GA Global Funding Trust                                                                       | CUSIP: 36143L2H7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   5935000 | PA      | $4717794.71   | 0.11%             | 2032-01-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    288000 | PA      | $220127.44    | 0.00%             | 2031-08-18      | Variable      | 2.36%                 | 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        |  11204145 | PA      | $10343671.41  | 0.23%             | 2067-01-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                       | Workday, Inc.                                                                                 | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   4474000 | PA      | $4123769.20   | 0.09%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Steel Dynamics, Inc.                                                                | Steel Dynamics, Inc.                                                                          | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    104000 | PA      | $88992.28     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                              | Perusahaan Penerbit SBSN Indonesia III                                                        | CUSIP: 71567PAT7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |   7104000 | PA      | $5413666.21   | 0.12%             | 2051-06-09      | Fixed         | 3.55%                 | 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        |   2062775 | PA      | $1839667.85   | 0.04%             | 2065-05-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31386XQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215318 | PA      | $229062.73    | 0.01%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                             | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   7074000 | PA      | $6443179.59   | 0.15%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Guatemala Government Bond                                                           | Guatemala Government Bond                                                                     | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   6736000 | PA      | $5540360.00   | 0.13%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Oman Government International Bond                                                  | Oman Government International Bond                                                            | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $198288.40    | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara                         | Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara                                   | CUSIP: 71568PAL3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $169707.00    | 0.00%             | 2030-02-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Volcan Compania Minera S.A.A.                                                       | Volcan Compania Minera S.A.A.                                                                 | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     53000 | PA      | $45494.41     | 0.00%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp., Series RR                                                              | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $7031500.00   | 0.16%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                                 | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  11350000 | PA      | $11907349.24  | 0.27%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                                 | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   7076000 | PA      | $6929005.94   | 0.16%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: —       |
| EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A.              | EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A.                        | CUSIP: BN0026623<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    650000 | PA      | $432089.83    | 0.01%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-CLS, Class A                                                            | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4640000 | PA      | $4601168.77   | 0.10%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31292HQY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1594 | PA      | $1688.58      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co., Ltd.                                                   | Shinhan Financial Group Co., Ltd.                                                             | CUSIP: 82460P2A2<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $183096.40    | 0.00%             | 2030-02-05      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| Cibanco S.A. Ibm / PLA Administradora Industrial S de RL de C.V.                    | Cibanco S.A. Ibm / PLA Administradora Industrial S de RL de C.V.                              | CUSIP: 17162LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $177335.00    | 0.00%             | 2029-07-18      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8299000 | PA      | $8017943.16   | 0.18%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                       | Centene Corp.                                                                                 | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  10892000 | PA      | $8622107.20   | 0.20%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                                      | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    357000 | PA      | $329015.28    | 0.01%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                             | Indonesia Government International Bond                                                       | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $200000.00    | 0.00%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                      | Structured Adjustable Rate Mortgage Loan Trust, Series 2004-12, Class 3A2                     | CUSIP: 863579AQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247955 | PA      | $237324.19    | 0.01%             | 2034-09-25      | Variable      | 3.88%                 | 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        |  18251310 | PA      | $15696925.86  | 0.36%             | 2051-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust, Series 2014-GC23, Class B                                | CUSIP: 17322VAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2816000 | PA      | $2677326.64   | 0.06%             | 2047-07-10      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                               | Ukraine Government International Bond                                                         | CUSIP: ZP6261280<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   6000000 | PA      | $1210808.92   | 0.03%             | 2032-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                           | CSX Corp.                                                                                     | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   8384000 | PA      | $7974425.84   | 0.18%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2020-2, Class A1                                             | CUSIP: 19688JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380824 | PA      | $372716.65    | 0.01%             | 2065-03-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                    | Shell International Finance B.V.                                                              | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   4405000 | PA      | $3112251.79   | 0.07%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7268000 | PA      | $6983091.13   | 0.16%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                                               | PETRONAS Capital Ltd.                                                                         | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |  14301000 | PA      | $10186349.74  | 0.23%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                         | CUSIP: 31393DKH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      2922 | PA      | $542.53       | 0.00%             | 2033-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                                  | Oman Government International Bond                                                            | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   3290000 | PA      | $3287397.61   | 0.07%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France S.A.                                                          | Electricite de France S.A.                                                                    | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $461805.69    | 0.01%             | 2038-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                      | Citizens Financial Group, Inc., Series G                                                      | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   6015000 | PA      | $4866135.00   | 0.11%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: —       |
| Athene Global Funding                                                               | Athene Global Funding                                                                         | CUSIP: 04685A2U4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1558000 | PA      | $1374020.95   | 0.03%             | 2026-01-08      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| Tricon American Homes Trust                                                         | Tricon American Homes Trust, Series 2020-SFR2, Class A                                        | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12985644 | PA      | $10793650.02  | 0.24%             | 2039-11-17      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust, Series 2005-A5, Class 1A2                                           | CUSIP: 466247SE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86676 | PA      | $86127.30     | 0.00%             | 2035-08-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.           | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3661000 | PA      | $2485357.60   | 0.06%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                   | Galaxy Pipeline Assets Bidco Ltd.                                                             | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |  11705645 | PA      | $9381619.80   | 0.21%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                                   | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1037624.94   | 0.02%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: —       |
| Goldentree Loan Management US CLO 2 Ltd.                                            | Goldentree Loan Management US CLO 2 Ltd., Series 2017-2A, Class AR                            | CUSIP: 38136MAU2<br>LEI: 549300UYD6YMBA6XSE43 | Long             | ABS-CBDO         | CORP              | KY        |  14276000 | PA      | $14081089.77  | 0.32%             | 2030-11-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8544000 | PA      | $8109233.69   | 0.18%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31418MJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33420 | PA      | $35982.01     | 0.00%             | 2037-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bahamas Government International Bond                                               | Bahamas Government International Bond                                                         | CUSIP: 056732AM2<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |  15917000 | PA      | $13143556.66  | 0.30%             | 2029-06-16      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                    | Magallanes, Inc.                                                                              | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    590000 | PA      | $501524.20    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| Qatar Energy                                                                        | Qatar Energy                                                                                  | CUSIP: BQ3267193<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    200000 | PA      | $152128.00    | 0.00%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNIGEL Luxembourg S.A.                                                              | UNIGEL Luxembourg S.A.                                                                        | CUSIP: ZR8332143<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    400000 | PA      | $395416.78    | 0.01%             | 2026-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Ltd.                                                           | Agile Group Holdings Ltd.                                                                     | CUSIP: N/A<br>LEI: 549300ZRISRT38EEYY07       | Long             | DBT              | CORP              | KY        |   3169000 | PA      | $1230332.12   | 0.03%             | 2025-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                  | Royalty Pharma PLC                                                                            | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    196000 | PA      | $155474.28    | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | 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        |   7936999 | PA      | $6597262.89   | 0.15%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9312000 | PA      | $8986247.99   | 0.20%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31418MJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27956 | PA      | $30518.09     | 0.00%             | 2032-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                      | VeriSign, Inc.                                                                                | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    369000 | PA      | $302765.42    | 0.01%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Apache Corp.                                                                        | Apache Corp.                                                                                  | CUSIP: 03746AAA8<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   3786000 | PA      | $3910680.51   | 0.09%             | 2029-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                                  | Development Bank of Kazakhstan JSC                                                            | CUSIP: 48129VAA4<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |   9538000 | PA      | $9566614.00   | 0.22%             | 2025-05-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                               | POSCO                                                                                         | CUSIP: 693483AD1<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    228000 | PA      | $226105.72    | 0.01%             | 2023-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil S.A.                                                                | Banco do Brasil S.A.                                                                          | CUSIP: 059578AF1<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |   6671000 | PA      | $6047736.21   | 0.14%             | 2026-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                                  | British Airways Pass-Through Trust                                                            | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2833214 | PA      | $2342743.66   | 0.05%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31296RZS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13780 | PA      | $14449.24     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | 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        |  14595406 | PA      | $11875623.43  | 0.27%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                                  | British Airways Pass-Through Trust                                                            | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |   1884722 | PA      | $1627028.70   | 0.04%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201V5K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68476 | PA      | $68657.16     | 0.00%             | 2032-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                                     | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    560000 | PA      | $524572.65    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX S.A. / JBS USA Food Co. / JBS USA Finance Inc.                          | JBS USA LUX S.A. / JBS USA Food Co. / JBS USA Finance Inc.                                    | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3710000 | PA      | $3065239.10   | 0.07%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36202KSU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1921 | PA      | $1906.14      | 0.00%             | 2025-05-20      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                                                           | Piedmont Healthcare, Inc., Series 2042                                                        | CUSIP: 72014TAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3229000 | PA      | $2266603.49   | 0.05%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                                | Dollar General Corp.                                                                          | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   3042000 | PA      | $3018876.45   | 0.07%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                                 | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    407000 | PA      | $296854.38    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                                     | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5767000 | PA      | $4807733.54   | 0.11%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  12180000 | PA      | $12872527.88  | 0.29%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc.                                                              | Jackson Financial Inc.                                                                        | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   4205000 | PA      | $3999415.41   | 0.09%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: —       |
| Ingevity Corp.                                                                      | Ingevity Corp.                                                                                | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |        10 | NS      | $782.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldentree Loan Management US CLO 5 Ltd.                                            | Goldentree Loan Management US CLO 5 Ltd., Series 2019-5A, Class AR                            | CUSIP: 38138DAN6<br>LEI: 549300O473GD3F35WC55 | Long             | ABS-CBDO         | CORP              | KY        |   6576000 | PA      | $6422174.21   | 0.15%             | 2032-10-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                      | Pacific Life Global Funding II                                                                | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   4405000 | PA      | $4196643.10   | 0.09%             | 2026-06-04      | Floating      | 3.72%                 | 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        |   8511501 | PA      | $7272702.46   | 0.16%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200RG89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       919 | PA      | $949.97       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Metalsa, S.A. de C.V.                                                               | Metalsa, S.A. de C.V.                                                                         | CUSIP: EJ6429561<br>LEI: 549300F2FONGJR575V67 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $198000.00    | 0.00%             | 2023-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M7V29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    578129 | PA      | $592991.25    | 0.01%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                   | UAE International Government Bond                                                             | CUSIP: 31424EAC6<br>LEI: 98450060C643D82DF808 | Long             | DBT              | NUSS              | AE        |   6736000 | PA      | $5124728.59   | 0.12%             | 2041-10-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SABIC Capital II B.V.                                                               | SABIC Capital II B.V.                                                                         | CUSIP: 78520LAA8<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198196.20    | 0.00%             | 2023-10-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa S.A.P.I.                                                              | Braskem Idesa S.A.P.I.                                                                        | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   8453000 | PA      | $6001714.53   | 0.14%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                         | CUSIP: 31393BZV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      3888 | PA      | $744.19       | 0.00%             | 2033-05-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp., Series TT                                                              | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12082000 | PA      | $11719540.00  | 0.27%             | N/A             | Variable      | 6.12%                 | No            |                  2 | On Loan: —       |
| 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        |  20133000 | PA      | $19272527.66  | 0.44%             | 2028-08-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                                 | DT Auto Owner Trust, Series 2019-3A, Class D                                                  | CUSIP: 26253KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8687668 | PA      | $8552473.79   | 0.19%             | 2025-04-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc.                                                     | BP Capital Markets America Inc.                                                               | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $2436017.28   | 0.06%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201M3D2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        62 | PA      | $63.77        | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  12447000 | PA      | $9605072.21   | 0.22%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| America Movil, S.A.B. de C.V.                                                       | America Movil, S.A.B. de C.V.                                                                 | CUSIP: 03217KAB4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |  10318000 | PA      | $9531252.50   | 0.22%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Sixsigma Networks Mexico, S.A. de C.V.                                              | Sixsigma Networks Mexico, S.A. de C.V.                                                        | CUSIP: 83006LAB9<br>LEI: 5493000VGOF3UCTUXW26 | Long             | DBT              | CORP              | MX        |    325000 | PA      | $288190.93    | 0.01%             | 2025-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                                 | CNX Resources Corp.                                                                           | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2714715.40   | 0.06%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140QACL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8355948 | PA      | $8087082.45   | 0.18%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | iShares China Large-Cap ETF Option                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |      6132 | NC      | $15330.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   5832000 | PA      | $6001812.15   | 0.14%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Med Trust                                                                           | Med Trust, Series 2021-MDLN, Class B                                                          | CUSIP: 58403YAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12879000 | PA      | $12200258.67  | 0.28%             | 2038-11-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                    | African Export-Import Bank (The)                                                              | CUSIP: 00831TAC5<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | CORP              | XX        |   4227000 | PA      | $3380488.30   | 0.08%             | 2031-05-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Infraestructura Energetica Nova, S.A.P.I. de C.V.                                   | Infraestructura Energetica Nova, S.A.P.I. de C.V.                                             | CUSIP: AQ3405596<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $289692.00    | 0.01%             | 2048-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Race Point VIII CLO Ltd.                                                            | Race Point VIII CLO Ltd., Series 2013-8A, Class AR2                                           | CUSIP: 74982LAY6<br>LEI: 5493008ABAJEYBWITR69 | Long             | ABS-CBDO         | CORP              | KY        |  11212511 | PA      | $11072253.26  | 0.25%             | 2030-02-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| B2W Digital Lux S.a.r.l.                                                            | B2W Digital Lux S.a.r.l.                                                                      | CUSIP: BM6309173<br>LEI: 222100KMO43GQ28M6N31 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $374952.00    | 0.01%             | 2030-12-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The)                                                                    | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   7296000 | PA      | $7091203.83   | 0.16%             | 2027-03-03      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc.                                               | 1011778 BC ULC / New Red Finance Inc.                                                         | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   7582000 | PA      | $6395985.65   | 0.14%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Dryden 93 CLO Ltd.                                                                  | Dryden 93 CLO Ltd., Series 2021-93A, Class A1A                                                | CUSIP: 26190TAA9<br>LEI: 5493009K6Z2DW3X76185 | Long             | ABS-CBDO         | CORP              | KY        |   3239313 | PA      | $3160286.72   | 0.07%             | 2034-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc.                                                          | Huntington Bancshares Inc.                                                                    | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2078000 | PA      | $1508777.89   | 0.03%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury Ultra Bonds Future                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        65 | NC      | $118828.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Electric and Power Co.                                                     | Virginia Electric and Power Co., Series C                                                     | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3644000 | PA      | $3252074.50   | 0.07%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                               | PT Freeport Indonesia                                                                         | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   3845000 | PA      | $3575850.00   | 0.08%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                         | Kaiser Foundation Hospitals, Series 2021                                                      | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   7725000 | PA      | $5372129.00   | 0.12%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213CQ86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2726 | PA      | $2746.82      | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                                        | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   7688000 | PA      | $7640589.18   | 0.17%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| California (State of) Health Facilities Financing Authority (Social Bonds)          | California (State of) Health Facilities Financing Authority (Social Bonds), Series 2022, RB   | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3498372.80   | 0.08%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140J9H87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12009734 | PA      | $11263816.65  | 0.25%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                           | Commercial Mortgage Trust, Series 2013-SFS, Class A1                                          | CUSIP: 12625EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41053 | PA      | $40611.75     | 0.00%             | 2035-04-12      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                     | Air Lease Corp.                                                                               | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   7344000 | PA      | $7297955.69   | 0.17%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                              | Sonic Automotive, Inc.                                                                        | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   5949000 | PA      | $4764550.89   | 0.11%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                            | OCP S.A.                                                                                      | CUSIP: BQ0169574<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $164444.80    | 0.00%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                                      | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    271000 | PA      | $280685.03    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina S.A.                                                              | Telecom Argentina S.A.                                                                        | CUSIP: 879273AR1<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    100000 | PA      | $89988.50     | 0.00%             | 2026-07-18      | Fixed         | 8.00%                 | 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        |   3927000 | PA      | $3363951.85   | 0.08%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213UC73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       411 | PA      | $424.71       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                          | GATX Corp.                                                                                    | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   5784000 | PA      | $5456976.05   | 0.12%             | 2033-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                                   | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    495000 | PA      | $510046.96    | 0.01%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2022-3, Class A1                                             | CUSIP: 12659YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11525078 | PA      | $10669538.11  | 0.24%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2022-HQA3, Class M1                                                       | CUSIP: 35564KE39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5162132 | PA      | $5108571.57   | 0.12%             | 2042-08-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership L.P.                                         | Invitation Homes Operating Partnership L.P.                                                   | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    236000 | PA      | $195369.33    | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | 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        |  22374000 | PA      | $18627585.57  | 0.42%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                            | Benchmark Mortgage Trust, Series 2018-B3, Class C                                             | CUSIP: 08161BBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6921000 | PA      | $6036845.02   | 0.14%             | 2051-04-10      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Nemak, S.A.B. de C.V.                                                               | Nemak, S.A.B. de C.V.                                                                         | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |   7165000 | PA      | $5453406.46   | 0.12%             | 2031-06-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                       | MetLife, Inc., Series D                                                                       | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185754.46    | 0.00%             | N/A             | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                                      | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |  14804000 | PA      | $14911153.87  | 0.34%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                       | Cargill, Inc.                                                                                 | CUSIP: 141781BX1<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   2953000 | PA      | $2619966.18   | 0.06%             | 2052-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Ltd.                                                           | Agile Group Holdings Ltd.                                                                     | CUSIP: BK1999766<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    390000 | PA      | $166984.77    | 0.00%             | 2025-01-02      | Fixed         | 5.75%                 | 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        |   7893144 | PA      | $6874038.43   | 0.16%             | 2067-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    527000 | PA      | $499746.32    | 0.01%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   4235000 | PA      | $4598873.53   | 0.10%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                                 | Egypt Government International Bond                                                           | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   6444000 | PA      | $4581194.26   | 0.10%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                              | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2007-HY2, Class 2A2                            | CUSIP: 92926UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201374 | PA      | $178586.79    | 0.00%             | 2036-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                                                 | Triton Container International Ltd.                                                           | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   6768000 | PA      | $5343492.41   | 0.12%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 220000000 | PA      | $218968750.00 | 4.96%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                                                                        | VMware, Inc.                                                                                  | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    297000 | PA      | $226921.88    | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, TBA                                                    | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 212000000 | PA      | $216818465.32 | 4.91%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    725000 | PA      | $584121.03    | 0.01%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3482000 | PA      | $2820539.57   | 0.06%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    172000 | PA      | $154077.39    | 0.00%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                     | WFRBS Commercial Mortgage Trust, Series 2012-C9, Class D                                      | CUSIP: 92930RAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332138 | PA      | $324872.33    | 0.01%             | 2045-11-15      | Variable      | 4.93%                 | 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        |   5505017 | PA      | $4404685.50   | 0.10%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2114000 | PA      | $2123541.96   | 0.05%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                         | Block, Inc.                                                                                   | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   5665000 | PA      | $4604002.15   | 0.10%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Dollar General Corp.                                                                | Dollar General Corp.                                                                          | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   5356000 | PA      | $5441886.08   | 0.12%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Moody's Corp.                                                                       | Moody's Corp.                                                                                 | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   2414000 | PA      | $2275684.39   | 0.05%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                          | Synchrony Card Funding LLC, Series 2022-A2, Class A                                           | CUSIP: 87166PAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16117000 | PA      | $15749682.29  | 0.36%             | 2028-07-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |  10325000 | PA      | $9462619.76   | 0.21%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class B                           | CUSIP: 46645LBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5083000 | PA      | $4755216.14   | 0.11%             | 2049-03-17      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    651000 | PA      | $534257.38    | 0.01%             | 2031-06-03      | Variable      | 2.57%                 | 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        |  11359468 | PA      | $9561807.38   | 0.22%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                            | Bunge Ltd. Finance Corp.                                                                      | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1038907.89   | 0.02%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-7, Class A1                                           | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3928432 | PA      | $3814470.43   | 0.09%             | 2067-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing LLC, Series 2021-1A, Class B                                          | CUSIP: 42806MAB5<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   1289000 | PA      | $1174715.20   | 0.03%             | 2025-12-26      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                           | MSCI Inc.                                                                                     | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1763000 | PA      | $1486887.76   | 0.03%             | 2031-11-01      | Fixed         | 3.62%                 | 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        |  10741250 | PA      | $9162602.32   | 0.21%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31418MJQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25726 | PA      | $27839.74     | 0.00%             | 2033-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | S&P 500 Index Option                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        37 | NC      | $886150.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                           | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    357000 | PA      | $281447.72    | 0.01%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2994000 | PA      | $2406968.43   | 0.05%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd.                                                                       | Enerflex Ltd.                                                                                 | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |   3963000 | PA      | $3919902.38   | 0.09%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                     | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    223000 | PA      | $188571.57    | 0.00%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                                                    | Credit Suisse AG                                                                              | CUSIP: 22550L2K6<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |  10260000 | PA      | $9141489.48   | 0.21%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 5 Year Notes Future                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -2054 | NC      | $-1190253.97  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                                      | CUSIP: 928668BT8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    217000 | PA      | $206341.29    | 0.00%             | 2029-06-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  25499000 | PA      | $26931411.17  | 0.61%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3192000 | PA      | $2361189.34   | 0.05%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The)                                                                    | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3344000 | PA      | $2872456.41   | 0.07%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Telecomunicaciones Digitales S.A.                                                   | Telecomunicaciones Digitales S.A.                                                             | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $168120.00    | 0.00%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391ANA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4687 | PA      | $4841.66      | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128MJQD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    538260 | PA      | $540714.53    | 0.01%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                                | Panama Government International Bond                                                          | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   5409000 | PA      | $5641673.27   | 0.13%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC                                                      | Angel Oak Mortgage Trust I LLC, Series 2018-3, Class A1                                       | CUSIP: 03464NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70399 | PA      | $70078.79     | 0.00%             | 2048-09-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                                            | Skyworks Solutions, Inc.                                                                      | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    279000 | PA      | $218665.86    | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                              | Credit Suisse Group AG                                                                        | CUSIP: 225401AS7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   8865000 | PA      | $4331882.25   | 0.10%             | N/A             | Variable      | 4.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36207P2J7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6250 | PA      | $6249.95      | 0.00%             | 2026-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3501000 | PA      | $3421862.56   | 0.08%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: —       |
| SVB Financial Group                                                                 | SVB Financial Group, Series E                                                                 | CUSIP: 78486QAQ4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   7466000 | PA      | $4886497.00   | 0.11%             | N/A             | Variable      | 4.70%                 | 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        |   9668146 | PA      | $8257962.76   | 0.19%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities, Inc. Re-REMIC Trust Ctfs.                             | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Ctfs., Series 2007-WM1, Class A1            | CUSIP: 25157TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3446524 | PA      | $3176102.04   | 0.07%             | 2037-06-27      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                             | Meituan                                                                                       | CUSIP: 58533EAB9<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |   7837000 | PA      | $7028239.15   | 0.16%             | 2025-10-28      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| Rutas 2 and 7 Finance Ltd.                                                          | Rutas 2 and 7 Finance Ltd.                                                                    | CUSIP: 78319MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    224000 | PA      | $139243.99    | 0.00%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140JGLN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9368741 | PA      | $9040012.87   | 0.20%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shellpoint Asset Funding Trust                                                      | Shellpoint Asset Funding Trust, Series 2013-1, Class A3                                       | CUSIP: 822804AK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383305 | PA      | $346198.69    | 0.01%             | 2043-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                     | Trust Fibra Uno                                                                               | CUSIP: EK0448663<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    325000 | PA      | $318984.69    | 0.01%             | 2024-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                      | Blackstone Private Credit Fund                                                                | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   4855000 | PA      | $4867956.64   | 0.11%             | 2025-09-29      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                                | Africa Finance Corp.                                                                          | CUSIP: 00830YAC5<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | CORP              | XX        |  20285000 | PA      | $18592622.45  | 0.42%             | 2026-04-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7967000 | PA      | $8288787.13   | 0.19%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: —       |
| Corebridge Financial, Inc.                                                          | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   8393000 | PA      | $7726554.34   | 0.17%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| Oztel Holdings SPC Ltd.                                                             | Oztel Holdings SPC Ltd.                                                                       | CUSIP: AS2582656<br>LEI: 549300RABIG0RH4JYT64 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $199351.40    | 0.00%             | 2023-10-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                    | United States Treasury Note/Bond                                                              | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    260000 | PA      | $260792.19    | 0.01%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 35B Ltd.                                                 | Golub Capital Partners CLO 35B Ltd., Series 2017-35A, Class AR                                | CUSIP: 38172CAJ4<br>LEI: 549300WOCHCRLVQ18888 | Long             | ABS-CBDO         | CORP              | KY        |  18438468 | PA      | $18154810.18  | 0.41%             | 2029-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FL5E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1971811 | PA      | $1846498.43   | 0.04%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Ctfs.                                                | Credit Suisse Mortgage Capital Ctfs., Series 2020-SPT1, Class A1                              | CUSIP: 12659LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300148 | PA      | $1255167.33   | 0.03%             | 2065-04-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442966.85    | 0.01%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp.                                                                  | Kimco Realty Corp.                                                                            | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    265000 | PA      | $204938.49    | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                       | Cargill, Inc.                                                                                 | CUSIP: 141781BV5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1349976.07   | 0.03%             | 2027-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Dollar General Corp.                                                                | Dollar General Corp.                                                                          | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   2683000 | PA      | $2674719.91   | 0.06%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                        | CCO Holdings, LLC/CCO Holdings Capital Corp.                                                  | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3596000 | PA      | $2857938.98   | 0.06%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, TBA                                                    | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21000000 | PA      | $18593790.81  | 0.42%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                     | Blackstone Secured Lending Fund                                                               | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   4418000 | PA      | $3920026.15   | 0.09%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                                                   | JAB Holdings B.V.                                                                             | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |  12622000 | PA      | $8517120.62   | 0.19%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arabian Centres Sukuk II Ltd.                                                       | Arabian Centres Sukuk II Ltd.                                                                 | CUSIP: 03847QAA1<br>LEI: 549300X92PKHJD8UYG94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $178822.00    | 0.00%             | 2026-10-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                           | Willis North America Inc.                                                                     | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   3593000 | PA      | $3492998.51   | 0.08%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   6203000 | PA      | $6537304.17   | 0.15%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                       | MetLife, Inc.                                                                                 | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2271000 | PA      | $2201017.11   | 0.05%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                    | Omega Healthcare Investors, Inc.                                                              | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    512000 | PA      | $375874.07    | 0.01%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Equity Investment Life Holding Co.                                         | American Equity Investment Life Holding Co.                                                   | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $2274136.68   | 0.05%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                            | Marvell Technology, Inc.                                                                      | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    487000 | PA      | $398370.55    | 0.01%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Pershing Square Holdings, Ltd.                                                      | Pershing Square Holdings, Ltd.                                                                | CUSIP: BR6668783<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |  11800000 | PA      | $8870827.00   | 0.20%             | 2031-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC, Series 2019-1A, Class A2II                                             | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |  10434488 | PA      | $9680348.48   | 0.22%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                                 | Ghana Government International Bond                                                           | CUSIP: 37443GAL5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   4937000 | PA      | $1861397.11   | 0.04%             | 2029-04-07      | Fixed         | 7.75%                 | 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        |   8361300 | PA      | $7404943.93   | 0.17%             | 2067-02-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                                 | Union Pacific Corp.                                                                           | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  10715000 | PA      | $10526850.06  | 0.24%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6069000 | PA      | $5946367.12   | 0.13%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: —       |
| Petroleos Mexicanos                                                                 | Petroleos Mexicanos                                                                           | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  11641000 | PA      | $10816467.97  | 0.24%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Alpek, S.A.B. de C.V.                                                               | Alpek, S.A.B. de C.V.                                                                         | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $164383.00    | 0.00%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                                  | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   6057000 | PA      | $5924560.85   | 0.13%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31297B4P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57684 | PA      | $59599.65     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                         | California State University, Series 2021 B, Ref. RB                                           | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7705000 | PA      | $5236808.81   | 0.12%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM Mortgage Trust, Series 2015-CR25, Class B                                                | CUSIP: 12593PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5267000 | PA      | $4903926.20   | 0.11%             | 2048-08-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                             | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2113000 | PA      | $1498530.01   | 0.03%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                                               | PETRONAS Capital Ltd.                                                                         | CUSIP: 71675CAB4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   5518000 | PA      | $4594561.71   | 0.10%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                                 | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1643000 | PA      | $1627237.14   | 0.04%             | 2024-02-16      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2019-EXP1, Class 1A3                                                        | CUSIP: 67448QAC5<br>LEI: 549300ELWOCL265HSB73 | Long             | ABS-MBS          | CORP              | US        |    467981 | PA      | $440894.53    | 0.01%             | 2059-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                          | Cooperatieve Rabobank U.A.                                                                    | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   6780000 | PA      | $6548384.28   | 0.15%             | 2028-08-22      | Variable      | 4.66%                 | No            |                  2 | On Loan: —       |
| Newell Brands Inc.                                                                  | Newell Brands Inc.                                                                            | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347375.00    | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| ArcelorMittal S.A.                                                                  | ArcelorMittal S.A.                                                                            | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |  17270000 | PA      | $17428845.66  | 0.39%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust, Series 2005-3, Class 3A                               | CUSIP: 59020UL52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400355 | PA      | $361730.46    | 0.01%             | 2035-11-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Delaware Life Global Funding                                                        | Delaware Life Global Funding, Series 22-1                                                     | CUSIP: 246114AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11863000 | PA      | $11125121.40  | 0.25%             | 2025-03-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                       | Sammons Financial Group, Inc.                                                                 | CUSIP: 79588TAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1267754.10   | 0.03%             | 2032-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                                 | Union Pacific Corp.                                                                           | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  10605000 | PA      | $10452597.35  | 0.24%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Roblox Corp.                                                                        | Roblox Corp.                                                                                  | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9375000 | PA      | $7682859.38   | 0.17%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K088, Class AM                  | CUSIP: 3137FL6F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  18944000 | PA      | $18258490.52  | 0.41%             | 2029-01-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3555495.22   | 0.08%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: —       |
| CDI Escrow Issuer, Inc.                                                             | CDI Escrow Issuer, Inc.                                                                       | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4990000 | PA      | $4635136.15   | 0.10%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5867000 | PA      | $5640154.67   | 0.13%             | 2028-05-12      | Variable      | 4.75%                 | 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        |   2754885 | PA      | $2473220.61   | 0.06%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Twilio Inc.                                                                         | Twilio Inc.                                                                                   | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |   5303000 | PA      | $4432671.64   | 0.10%             | 2029-03-15      | Fixed         | 3.62%                 | 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        |  10965000 | PA      | $10517921.86  | 0.24%             | 2039-01-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Minera Mexico, S.A. de C.V.                                                         | Minera Mexico, S.A. de C.V.                                                                   | CUSIP: 60284MAB8<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $155233.00    | 0.00%             | 2050-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Suntrust Alternative Loan Trust                                                     | Suntrust Alternative Loan Trust, Series 2005-1F, Class 2A8                                    | CUSIP: 86789MAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94668 | PA      | $83601.29     | 0.00%             | 2035-12-25      | Fixed         | 6.00%                 | 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        |   9827876 | PA      | $8035501.57   | 0.18%             | 2056-11-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  14106000 | PA      | $14578368.05  | 0.33%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| United States Treasury Note/Bond                                                    | United States Treasury Note/Bond                                                              | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3164200 | PA      | $3192133.94   | 0.07%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                             | Brookfield Finance Inc.                                                                       | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    507000 | PA      | $413208.02    | 0.01%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371NCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        17 | PA      | $18.26        | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, TBA                                                    | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 253500000 | PA      | $216960352.83 | 4.91%             | 2052-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                 | Ally Financial Inc.                                                                           | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    542000 | PA      | $433195.32    | 0.01%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371KLV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       205 | PA      | $216.90       | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2022-R04, Class 1M1                          | CUSIP: 20753YCH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6313704 | PA      | $6238155.18   | 0.14%             | 2042-03-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2199000 | PA      | $2182507.50   | 0.05%             | N/A             | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns Adjustable Rate Mortgage Trust, Series 2003-6, Class 1A3                         | CUSIP: 07384MWZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38424 | PA      | $36077.21     | 0.00%             | 2033-08-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4)          | Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4), Series 2010 A, RB | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    527000 | PA      | $562658.45    | 0.01%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2022-1A, Class C                           | CUSIP: 05377RFD1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5417000 | PA      | $5083257.00   | 0.12%             | 2028-08-21      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                             | Progressive Corp. (The)                                                                       | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   2061000 | PA      | $1896843.49   | 0.04%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $1989458.82   | 0.05%             | 2033-08-04      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K038, Class X1, IO              | CUSIP: 3137BBBE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  22247581 | PA      | $228865.32    | 0.01%             | 2024-03-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                               | Hungary Government International Bond                                                         | CUSIP: 445545AL0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    450000 | PA      | $450724.05    | 0.01%             | 2024-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2623492.19   | 0.06%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                   | Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A3                                 | CUSIP: 16159GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4514726 | PA      | $4049853.17   | 0.09%             | 2049-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                  | Ares Capital Corp.                                                                            | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    825000 | PA      | $678221.79    | 0.02%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HTA Group Ltd.                                                                      | HTA Group Ltd.                                                                                | CUSIP: BJ9476430<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $183404.00    | 0.00%             | 2025-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3604000 | PA      | $3276523.22   | 0.07%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC, Series MPLE                                                                | CUSIP: 404280BE8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3598000 | PA      | $2612394.35   | 0.06%             | 2023-12-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                               | Dominican Republic International Bond                                                         | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   5470000 | PA      | $4188160.20   | 0.09%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                         | Kaiser Foundation Hospitals, Series 2021                                                      | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   7405000 | PA      | $5466407.88   | 0.12%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                                 | Ameren Illinois Co.                                                                           | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   2901000 | PA      | $3170961.87   | 0.07%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                                  | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  12030000 | PA      | $12757252.24  | 0.29%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                          | Apple Inc., Series MPLE                                                                       | CUSIP: 037833CY4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3598000 | PA      | $2585673.15   | 0.06%             | 2024-08-19      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    790000 | PA      | $602832.27    | 0.01%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                          | Cooperatieve Rabobank U.A.                                                                    | CUSIP: 74977RDP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   4167000 | PA      | $3575210.91   | 0.08%             | 2033-04-06      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Ltd.                                        | Australia and New Zealand Banking Group Ltd.                                                  | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   7274000 | PA      | $7209982.18   | 0.16%             | N/A             | Variable      | 6.75%                 | 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        |   2100000 | PA      | $1759569.63   | 0.04%             | 2027-12-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36209EVR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       501 | PA      | $500.85       | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II, LLC                                                        | Match Group Holdings II, LLC                                                                  | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2051861.59   | 0.05%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series FRN                                                   | CUSIP: 38141GXN9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6036000 | PA      | $5792527.01   | 0.13%             | 2026-12-09      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** AIM Counselor Series Trust (Invesco Counselor Series Trust)

**Signature:** Sheri Morris

**Name of Signer:** Sheri Morris

**Title:** President